PREVIEW / futures_5min / 2017-08-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-29.parquet
  size:    258 KB
  rows:    15,352

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
2017-08-29 00:00:00	ES	Futures	2657.13	2657.13	2656.58	2656.86	339.0
2017-08-29 00:05:00	ES	Futures	2656.86	2657.13	2656.58	2656.86	121.0
2017-08-29 00:10:00	ES	Futures	2656.86	2657.13	2656.86	2656.86	190.0
2017-08-29 00:15:00	ES	Futures	2656.86	2656.86	2656.31	2656.58	229.0
2017-08-29 00:20:00	ES	Futures	2656.86	2657.13	2656.58	2656.86	408.0
2017-08-29 00:25:00	ES	Futures	2656.86	2657.13	2656.58	2656.86	389.0
2017-08-29 00:30:00	ES	Futures	2656.86	2657.13	2656.58	2657.13	184.0
2017-08-29 00:35:00	ES	Futures	2656.86	2657.13	2656.31	2656.31	178.0
2017-08-29 00:40:00	ES	Futures	2656.58	2656.86	2656.31	2656.58	324.0
2017-08-29 00:45:00	ES	Futures	2656.86	2656.86	2656.31	2656.31	91.0
2017-08-29 00:50:00	ES	Futures	2656.31	2656.58	2656.31	2656.31	114.0
2017-08-29 00:55:00	ES	Futures	2656.31	2656.86	2656.31	2656.58	347.0
2017-08-29 01:00:00	ES	Futures	2656.86	2656.86	2656.58	2656.86	181.0
2017-08-29 01:05:00	ES	Futures	2656.86	2657.13	2656.86	2657.13	547.0
2017-08-29 01:10:00	ES	Futures	2657.13	2657.68	2657.13	2657.68	205.0
2017-08-29 01:15:00	ES	Futures	2657.68	2658.22	2657.4	2657.95	641.0
2017-08-29 01:20:00	ES	Futures	2657.95	2657.95	2657.4	2657.68	326.0
2017-08-29 01:25:00	ES	Futures	2657.4	2657.95	2657.4	2657.68	318.0
2017-08-29 01:30:00	ES	Futures	2657.4	2657.68	2657.4	2657.68	264.0
2017-08-29 01:35:00	ES	Futures	2657.4	2657.68	2657.13	2657.4	277.0
2017-08-29 01:40:00	ES	Futures	2657.13	2657.4	2656.86	2657.4	589.0
2017-08-29 01:45:00	ES	Futures	2657.4	2657.95	2657.13	2657.95	228.0
2017-08-29 01:50:00	ES	Futures	2657.68	2658.5	2657.68	2657.95	1143.0
2017-08-29 01:55:00	ES	Futures	2658.22	2658.22	2657.4	2657.95	857.0
2017-08-29 02:00:00	ES	Futures	2657.95	2659.04	2657.95	2658.5	1836.0
2017-08-29 02:05:00	ES	Futures	2658.77	2659.04	2658.5	2658.77	694.0
2017-08-29 02:10:00	ES	Futures	2658.77	2659.59	2658.5	2659.59	1019.0
2017-08-29 02:15:00	ES	Futures	2659.86	2660.68	2659.32	2660.14	1764.0
2017-08-29 02:20:00	ES	Futures	2660.14	2660.41	2659.86	2660.41	842.0
2017-08-29 02:25:00	ES	Futures	2660.14	2660.14	2659.59	2660.14	768.0
2017-08-29 02:30:00	ES	Futures	2659.86	2660.41	2659.59	2659.86	885.0
2017-08-29 02:35:00	ES	Futures	2659.86	2660.14	2659.32	2659.86	2087.0
2017-08-29 02:40:00	ES	Futures	2660.14	2660.41	2659.59	2659.86	1418.0
2017-08-29 02:45:00	ES	Futures	2659.86	2660.41	2659.59	2660.41	390.0
2017-08-29 02:50:00	ES	Futures	2660.14	2660.41	2658.77	2659.04	1372.0
2017-08-29 02:55:00	ES	Futures	2658.77	2658.77	2656.58	2656.58	4399.0
2017-08-29 03:00:00	ES	Futures	2656.58	2657.13	2653.03	2653.58	11109.0
2017-08-29 03:05:00	ES	Futures	2653.58	2654.94	2653.3	2653.58	3333.0
2017-08-29 03:10:00	ES	Futures	2653.3	2656.31	2653.3	2655.22	5092.0
2017-08-29 03:15:00	ES	Futures	2655.22	2655.49	2654.12	2654.67	4152.0
2017-08-29 03:20:00	ES	Futures	2654.67	2654.67	2652.21	2652.48	4064.0
2017-08-29 03:25:00	ES	Futures	2652.48	2653.85	2651.94	2653.03	3477.0
2017-08-29 03:30:00	ES	Futures	2652.76	2653.03	2651.12	2653.03	5462.0
2017-08-29 03:35:00	ES	Futures	2653.03	2655.22	2652.76	2654.94	4708.0
2017-08-29 03:40:00	ES	Futures	2654.94	2655.22	2653.85	2653.85	1633.0
2017-08-29 03:45:00	ES	Futures	2653.85	2653.85	2652.48	2653.3	2256.0
2017-08-29 03:50:00	ES	Futures	2653.3	2653.3	2651.66	2651.94	2746.0
2017-08-29 03:55:00	ES	Futures	2651.94	2652.48	2649.75	2650.57	5326.0
2017-08-29 04:00:00	ES	Futures	2650.3	2652.48	2649.48	2652.21	5497.0
2017-08-29 04:05:00	ES	Futures	2651.94	2652.48	2650.84	2651.12	2184.0

> showing 50 of 15,352 rows — these rows as CSV

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