PREVIEW / futures_5min / 2017-08-31

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-31.parquet
  size:    241 KB
  rows:    14,834

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
2017-08-31 00:00:00	ES	Futures	2687.2	2687.47	2687.2	2687.2	258.0
2017-08-31 00:05:00	ES	Futures	2687.2	2687.2	2686.92	2686.92	49.0
2017-08-31 00:10:00	ES	Futures	2687.2	2687.2	2686.65	2686.92	122.0
2017-08-31 00:15:00	ES	Futures	2686.92	2686.92	2686.65	2686.65	26.0
2017-08-31 00:20:00	ES	Futures	2686.92	2687.2	2686.92	2687.2	364.0
2017-08-31 00:25:00	ES	Futures	2687.2	2687.2	2686.92	2687.2	24.0
2017-08-31 00:30:00	ES	Futures	2687.2	2687.2	2686.65	2686.65	224.0
2017-08-31 00:35:00	ES	Futures	2686.65	2686.92	2686.65	2686.92	8.0
2017-08-31 00:40:00	ES	Futures	2686.92	2686.92	2686.65	2686.92	14.0
2017-08-31 00:45:00	ES	Futures	2686.65	2686.92	2686.65	2686.92	18.0
2017-08-31 00:50:00	ES	Futures	2686.92	2687.2	2686.65	2686.92	421.0
2017-08-31 00:55:00	ES	Futures	2686.92	2687.2	2686.65	2687.2	158.0
2017-08-31 01:00:00	ES	Futures	2687.2	2687.2	2686.65	2686.92	316.0
2017-08-31 01:05:00	ES	Futures	2686.92	2687.2	2686.92	2686.92	113.0
2017-08-31 01:10:00	ES	Futures	2686.92	2686.92	2686.65	2686.92	55.0
2017-08-31 01:15:00	ES	Futures	2686.65	2687.2	2686.65	2687.2	346.0
2017-08-31 01:20:00	ES	Futures	2687.2	2687.2	2686.65	2686.65	228.0
2017-08-31 01:25:00	ES	Futures	2686.92	2687.2	2686.65	2686.65	240.0
2017-08-31 01:30:00	ES	Futures	2686.92	2686.92	2686.65	2686.65	41.0
2017-08-31 01:35:00	ES	Futures	2686.92	2687.2	2686.38	2686.92	739.0
2017-08-31 01:40:00	ES	Futures	2686.65	2687.2	2686.65	2686.92	381.0
2017-08-31 01:45:00	ES	Futures	2686.92	2687.2	2686.92	2686.92	53.0
2017-08-31 01:50:00	ES	Futures	2687.2	2687.2	2686.92	2686.92	152.0
2017-08-31 01:55:00	ES	Futures	2686.92	2687.47	2686.92	2687.2	607.0
2017-08-31 02:00:00	ES	Futures	2687.47	2687.74	2686.92	2687.74	901.0
2017-08-31 02:05:00	ES	Futures	2687.74	2688.02	2687.2	2688.02	642.0
2017-08-31 02:10:00	ES	Futures	2688.02	2688.29	2687.74	2688.02	556.0
2017-08-31 02:15:00	ES	Futures	2688.29	2688.29	2688.02	2688.02	327.0
2017-08-31 02:20:00	ES	Futures	2688.02	2688.29	2687.74	2688.29	476.0
2017-08-31 02:25:00	ES	Futures	2688.29	2688.29	2687.74	2688.02	140.0
2017-08-31 02:30:00	ES	Futures	2688.02	2688.29	2687.74	2688.02	1081.0
2017-08-31 02:35:00	ES	Futures	2688.29	2688.29	2688.02	2688.29	229.0
2017-08-31 02:40:00	ES	Futures	2688.29	2688.29	2687.74	2688.02	204.0
2017-08-31 02:45:00	ES	Futures	2688.02	2688.02	2687.74	2688.02	211.0
2017-08-31 02:50:00	ES	Futures	2687.74	2687.74	2686.92	2687.2	315.0
2017-08-31 02:55:00	ES	Futures	2687.2	2687.47	2687.2	2687.2	256.0
2017-08-31 03:00:00	ES	Futures	2687.47	2688.56	2687.47	2688.29	4546.0
2017-08-31 03:05:00	ES	Futures	2688.56	2688.56	2688.02	2688.56	1733.0
2017-08-31 03:10:00	ES	Futures	2688.56	2688.56	2688.02	2688.29	1478.0
2017-08-31 03:15:00	ES	Futures	2688.02	2688.56	2688.02	2688.56	816.0
2017-08-31 03:20:00	ES	Futures	2688.56	2688.56	2687.47	2688.02	1644.0
2017-08-31 03:25:00	ES	Futures	2687.74	2688.02	2687.2	2688.02	1171.0
2017-08-31 03:30:00	ES	Futures	2687.74	2687.74	2687.2	2687.2	1354.0
2017-08-31 03:35:00	ES	Futures	2687.47	2687.74	2686.92	2687.2	1883.0
2017-08-31 03:40:00	ES	Futures	2687.2	2687.47	2686.92	2686.92	414.0
2017-08-31 03:45:00	ES	Futures	2687.2	2687.47	2686.92	2687.2	941.0
2017-08-31 03:50:00	ES	Futures	2687.2	2687.47	2686.38	2686.65	1237.0
2017-08-31 03:55:00	ES	Futures	2686.38	2686.92	2686.1	2686.92	1580.0
2017-08-31 04:00:00	ES	Futures	2686.92	2688.02	2686.92	2687.74	1766.0
2017-08-31 04:05:00	ES	Futures	2687.74	2688.02	2687.47	2687.47	553.0

> showing 50 of 14,834 rows — these rows as CSV

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