PREVIEW / futures_5min / 2017-01-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-02.parquet
  size:    80 KB
  rows:    4,722

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
2017-01-02 18:00:00	ES	Futures	2444.83	2449.47	2444.83	2448.65	6398.0
2017-01-02 18:05:00	ES	Futures	2448.65	2448.65	2446.74	2447.01	1822.0
2017-01-02 18:10:00	ES	Futures	2447.01	2448.37	2446.74	2448.1	867.0
2017-01-02 18:15:00	ES	Futures	2448.1	2449.19	2448.1	2448.65	1064.0
2017-01-02 18:20:00	ES	Futures	2448.65	2449.19	2448.37	2448.37	733.0
2017-01-02 18:25:00	ES	Futures	2448.65	2448.65	2448.1	2448.1	1152.0
2017-01-02 18:30:00	ES	Futures	2448.1	2448.65	2448.1	2448.65	851.0
2017-01-02 18:35:00	ES	Futures	2448.65	2448.92	2448.37	2448.65	372.0
2017-01-02 18:40:00	ES	Futures	2448.65	2448.92	2448.37	2448.37	335.0
2017-01-02 18:45:00	ES	Futures	2448.65	2448.92	2448.37	2448.92	436.0
2017-01-02 18:50:00	ES	Futures	2448.92	2448.92	2447.83	2447.83	596.0
2017-01-02 18:55:00	ES	Futures	2447.83	2448.1	2447.28	2447.28	388.0
2017-01-02 19:00:00	ES	Futures	2447.28	2447.56	2446.74	2446.74	669.0
2017-01-02 19:05:00	ES	Futures	2447.01	2447.28	2446.46	2446.46	593.0
2017-01-02 19:10:00	ES	Futures	2446.74	2446.74	2446.19	2446.19	402.0
2017-01-02 19:15:00	ES	Futures	2446.19	2446.74	2444.83	2445.1	1960.0
2017-01-02 19:20:00	ES	Futures	2445.37	2445.92	2445.1	2445.37	808.0
2017-01-02 19:25:00	ES	Futures	2445.65	2445.92	2444.83	2444.83	1120.0
2017-01-02 19:30:00	ES	Futures	2444.83	2446.46	2444.83	2445.65	1094.0
2017-01-02 19:35:00	ES	Futures	2445.65	2445.65	2444.28	2445.37	1029.0
2017-01-02 19:40:00	ES	Futures	2445.65	2445.65	2445.37	2445.37	217.0
2017-01-02 19:45:00	ES	Futures	2445.37	2446.74	2445.37	2446.19	378.0
2017-01-02 19:50:00	ES	Futures	2446.19	2446.19	2445.65	2445.65	252.0
2017-01-02 19:55:00	ES	Futures	2445.65	2445.92	2445.1	2445.1	206.0
2017-01-02 20:00:00	ES	Futures	2445.1	2446.19	2445.1	2445.65	871.0
2017-01-02 20:05:00	ES	Futures	2445.37	2445.92	2445.1	2445.65	309.0
2017-01-02 20:10:00	ES	Futures	2445.92	2445.92	2444.83	2444.83	661.0
2017-01-02 20:15:00	ES	Futures	2444.83	2446.19	2444.83	2445.65	579.0
2017-01-02 20:20:00	ES	Futures	2445.65	2446.19	2445.65	2445.92	193.0
2017-01-02 20:25:00	ES	Futures	2445.92	2446.19	2445.92	2445.92	136.0
2017-01-02 20:30:00	ES	Futures	2446.19	2446.19	2444.28	2444.56	632.0
2017-01-02 20:35:00	ES	Futures	2444.56	2445.1	2444.28	2444.83	313.0
2017-01-02 20:40:00	ES	Futures	2444.83	2445.65	2444.83	2445.37	357.0
2017-01-02 20:45:00	ES	Futures	2445.37	2446.46	2445.37	2446.19	289.0
2017-01-02 20:50:00	ES	Futures	2446.46	2446.74	2446.46	2446.46	215.0
2017-01-02 20:55:00	ES	Futures	2446.74	2447.28	2446.74	2446.74	430.0
2017-01-02 21:00:00	ES	Futures	2446.74	2447.01	2446.19	2446.46	414.0
2017-01-02 21:05:00	ES	Futures	2446.46	2447.28	2446.46	2446.74	292.0
2017-01-02 21:10:00	ES	Futures	2447.01	2447.28	2446.74	2447.01	253.0
2017-01-02 21:15:00	ES	Futures	2447.01	2447.28	2446.74	2447.01	123.0
2017-01-02 21:20:00	ES	Futures	2447.28	2447.28	2446.74	2447.01	527.0
2017-01-02 21:25:00	ES	Futures	2447.01	2448.37	2447.01	2447.83	773.0
2017-01-02 21:30:00	ES	Futures	2448.1	2448.1	2447.83	2447.83	230.0
2017-01-02 21:35:00	ES	Futures	2448.1	2448.1	2447.83	2447.83	114.0
2017-01-02 21:40:00	ES	Futures	2448.1	2448.1	2447.56	2447.56	145.0
2017-01-02 21:45:00	ES	Futures	2447.56	2447.83	2447.56	2447.56	55.0
2017-01-02 21:50:00	ES	Futures	2447.83	2448.1	2447.28	2447.83	643.0
2017-01-02 21:55:00	ES	Futures	2447.83	2448.1	2447.83	2447.83	29.0
2017-01-02 22:00:00	ES	Futures	2448.1	2448.37	2447.83	2448.1	73.0
2017-01-02 22:05:00	ES	Futures	2448.1	2448.37	2448.1	2448.1	83.0

> showing 50 of 4,722 rows — these rows as CSV

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