PREVIEW / futures_5min / 2017-08-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-28.parquet
  size:    226 KB
  rows:    14,185

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-08-28 00:00:00	ES	Futures	2666.97	2667.24	2666.97	2666.97	270.0
2017-08-28 00:05:00	ES	Futures	2666.97	2667.24	2666.7	2666.7	167.0
2017-08-28 00:10:00	ES	Futures	2666.7	2666.97	2666.7	2666.97	41.0
2017-08-28 00:15:00	ES	Futures	2666.7	2666.97	2666.7	2666.97	594.0
2017-08-28 00:20:00	ES	Futures	2666.97	2667.24	2666.97	2667.24	44.0
2017-08-28 00:25:00	ES	Futures	2666.97	2666.97	2666.42	2666.42	330.0
2017-08-28 00:30:00	ES	Futures	2666.42	2666.97	2666.42	2666.97	325.0
2017-08-28 00:35:00	ES	Futures	2666.7	2666.7	2666.42	2666.42	91.0
2017-08-28 00:40:00	ES	Futures	2666.42	2666.42	2665.6	2666.15	761.0
2017-08-28 00:45:00	ES	Futures	2666.15	2666.7	2665.88	2666.7	432.0
2017-08-28 00:50:00	ES	Futures	2666.7	2666.97	2666.42	2666.97	96.0
2017-08-28 00:55:00	ES	Futures	2666.97	2667.24	2666.97	2666.97	66.0
2017-08-28 01:00:00	ES	Futures	2666.97	2667.52	2666.97	2666.97	438.0
2017-08-28 01:05:00	ES	Futures	2666.97	2667.24	2666.7	2666.97	312.0
2017-08-28 01:10:00	ES	Futures	2666.97	2666.97	2666.42	2666.42	207.0
2017-08-28 01:15:00	ES	Futures	2666.42	2666.7	2666.15	2666.7	202.0
2017-08-28 01:20:00	ES	Futures	2666.42	2666.7	2666.42	2666.42	31.0
2017-08-28 01:25:00	ES	Futures	2666.42	2666.97	2666.42	2666.42	142.0
2017-08-28 01:30:00	ES	Futures	2666.42	2667.24	2666.42	2666.7	315.0
2017-08-28 01:35:00	ES	Futures	2666.97	2666.97	2666.15	2666.15	451.0
2017-08-28 01:40:00	ES	Futures	2666.15	2666.97	2666.15	2666.7	264.0
2017-08-28 01:45:00	ES	Futures	2666.7	2667.24	2666.7	2666.97	90.0
2017-08-28 01:50:00	ES	Futures	2667.24	2667.52	2666.97	2667.52	145.0
2017-08-28 01:55:00	ES	Futures	2667.24	2667.52	2666.7	2666.97	637.0
2017-08-28 02:00:00	ES	Futures	2666.97	2667.24	2666.15	2666.97	1578.0
2017-08-28 02:05:00	ES	Futures	2666.7	2666.7	2666.15	2666.15	661.0
2017-08-28 02:10:00	ES	Futures	2666.15	2666.7	2666.15	2666.7	425.0
2017-08-28 02:15:00	ES	Futures	2666.7	2666.7	2666.15	2666.42	546.0
2017-08-28 02:20:00	ES	Futures	2666.42	2666.7	2666.15	2666.42	173.0
2017-08-28 02:25:00	ES	Futures	2666.42	2666.7	2666.15	2666.42	277.0
2017-08-28 02:30:00	ES	Futures	2666.42	2666.7	2665.88	2666.42	840.0
2017-08-28 02:35:00	ES	Futures	2666.42	2666.42	2666.15	2666.42	216.0
2017-08-28 02:40:00	ES	Futures	2666.42	2666.7	2666.15	2666.42	572.0
2017-08-28 02:45:00	ES	Futures	2666.42	2666.7	2666.42	2666.42	257.0
2017-08-28 02:50:00	ES	Futures	2666.42	2666.42	2665.88	2665.88	498.0
2017-08-28 02:55:00	ES	Futures	2665.6	2665.88	2663.96	2664.24	2788.0
2017-08-28 03:00:00	ES	Futures	2663.96	2664.78	2663.69	2664.51	2380.0
2017-08-28 03:05:00	ES	Futures	2664.51	2665.06	2663.96	2664.51	1416.0
2017-08-28 03:10:00	ES	Futures	2664.51	2664.51	2663.69	2664.24	1404.0
2017-08-28 03:15:00	ES	Futures	2664.24	2664.24	2663.69	2663.96	1169.0
2017-08-28 03:20:00	ES	Futures	2664.24	2664.78	2663.96	2664.51	1401.0
2017-08-28 03:25:00	ES	Futures	2664.24	2665.06	2663.69	2664.51	865.0
2017-08-28 03:30:00	ES	Futures	2664.78	2664.78	2663.69	2664.24	1105.0
2017-08-28 03:35:00	ES	Futures	2664.24	2664.51	2663.69	2663.96	1070.0
2017-08-28 03:40:00	ES	Futures	2664.24	2665.6	2663.96	2665.6	2033.0
2017-08-28 03:45:00	ES	Futures	2665.6	2665.6	2665.06	2665.33	1271.0
2017-08-28 03:50:00	ES	Futures	2665.33	2665.6	2665.06	2665.33	710.0
2017-08-28 03:55:00	ES	Futures	2665.33	2665.33	2664.51	2665.06	1638.0
2017-08-28 04:00:00	ES	Futures	2665.06	2669.16	2665.06	2668.88	4585.0
2017-08-28 04:05:00	ES	Futures	2668.88	2669.43	2667.79	2667.79	3210.0

> showing 50 of 14,185 rows — these rows as CSV

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