PREVIEW / futures_5min / 2017-01-03

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-03.parquet
  size:    271 KB
  rows:    15,821

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
2017-01-03 00:00:00	ES	Futures	2449.47	2449.74	2448.92	2449.47	956.0
2017-01-03 00:05:00	ES	Futures	2449.47	2450.83	2449.47	2450.56	1850.0
2017-01-03 00:10:00	ES	Futures	2450.83	2450.83	2449.74	2450.01	227.0
2017-01-03 00:15:00	ES	Futures	2450.01	2450.01	2449.74	2450.01	112.0
2017-01-03 00:20:00	ES	Futures	2450.28	2450.28	2449.74	2450.01	135.0
2017-01-03 00:25:00	ES	Futures	2450.01	2450.56	2449.74	2450.28	291.0
2017-01-03 00:30:00	ES	Futures	2450.56	2451.1	2450.28	2450.83	739.0
2017-01-03 00:35:00	ES	Futures	2450.83	2452.19	2450.83	2451.92	1025.0
2017-01-03 00:40:00	ES	Futures	2451.92	2452.19	2451.65	2451.65	366.0
2017-01-03 00:45:00	ES	Futures	2451.65	2451.92	2451.37	2451.37	140.0
2017-01-03 00:50:00	ES	Futures	2451.37	2451.37	2451.1	2451.1	265.0
2017-01-03 00:55:00	ES	Futures	2451.1	2451.37	2450.83	2450.83	68.0
2017-01-03 01:00:00	ES	Futures	2450.83	2451.1	2450.56	2450.56	221.0
2017-01-03 01:05:00	ES	Futures	2450.56	2451.1	2450.56	2450.56	109.0
2017-01-03 01:10:00	ES	Futures	2450.56	2451.1	2450.28	2450.83	98.0
2017-01-03 01:15:00	ES	Futures	2450.83	2451.1	2450.83	2450.83	141.0
2017-01-03 01:20:00	ES	Futures	2450.83	2451.37	2450.83	2451.1	228.0
2017-01-03 01:25:00	ES	Futures	2451.1	2451.65	2450.83	2450.83	249.0
2017-01-03 01:30:00	ES	Futures	2450.83	2451.1	2450.83	2450.83	125.0
2017-01-03 01:35:00	ES	Futures	2450.83	2451.37	2450.56	2451.37	280.0
2017-01-03 01:40:00	ES	Futures	2451.1	2451.37	2451.1	2451.1	105.0
2017-01-03 01:45:00	ES	Futures	2451.37	2451.92	2451.37	2451.92	371.0
2017-01-03 01:50:00	ES	Futures	2451.92	2452.47	2451.65	2452.19	638.0
2017-01-03 01:55:00	ES	Futures	2452.19	2452.47	2452.19	2452.19	391.0
2017-01-03 02:00:00	ES	Futures	2452.47	2452.74	2452.19	2452.47	1009.0
2017-01-03 02:05:00	ES	Futures	2452.47	2453.28	2452.47	2452.47	1525.0
2017-01-03 02:10:00	ES	Futures	2452.47	2453.28	2452.19	2453.28	604.0
2017-01-03 02:15:00	ES	Futures	2453.01	2453.28	2452.47	2453.01	706.0
2017-01-03 02:20:00	ES	Futures	2453.01	2453.28	2452.74	2452.74	433.0
2017-01-03 02:25:00	ES	Futures	2452.74	2453.28	2452.47	2452.74	567.0
2017-01-03 02:30:00	ES	Futures	2453.01	2454.37	2452.74	2453.28	2601.0
2017-01-03 02:35:00	ES	Futures	2453.56	2453.83	2453.01	2453.83	548.0
2017-01-03 02:40:00	ES	Futures	2453.56	2453.83	2453.28	2453.56	589.0
2017-01-03 02:45:00	ES	Futures	2453.56	2454.37	2453.28	2453.83	776.0
2017-01-03 02:50:00	ES	Futures	2453.83	2454.37	2453.56	2454.37	959.0
2017-01-03 02:55:00	ES	Futures	2454.37	2454.37	2453.56	2453.83	683.0
2017-01-03 03:00:00	ES	Futures	2453.83	2454.1	2453.01	2453.83	2063.0
2017-01-03 03:05:00	ES	Futures	2453.83	2454.65	2453.28	2454.37	1960.0
2017-01-03 03:10:00	ES	Futures	2454.37	2454.92	2454.1	2454.65	1477.0
2017-01-03 03:15:00	ES	Futures	2454.65	2456.28	2454.65	2455.19	6258.0
2017-01-03 03:20:00	ES	Futures	2455.19	2456.56	2454.92	2456.01	3112.0
2017-01-03 03:25:00	ES	Futures	2456.01	2456.01	2454.92	2455.19	1908.0
2017-01-03 03:30:00	ES	Futures	2455.47	2455.74	2454.1	2454.65	2165.0
2017-01-03 03:35:00	ES	Futures	2454.65	2454.92	2454.37	2454.37	470.0
2017-01-03 03:40:00	ES	Futures	2454.37	2454.92	2453.83	2454.1	1101.0
2017-01-03 03:45:00	ES	Futures	2454.1	2454.37	2453.56	2454.1	1304.0
2017-01-03 03:50:00	ES	Futures	2454.1	2454.92	2454.1	2454.92	956.0
2017-01-03 03:55:00	ES	Futures	2454.92	2456.28	2454.65	2456.01	2676.0
2017-01-03 04:00:00	ES	Futures	2456.01	2456.01	2453.83	2454.37	1493.0
2017-01-03 04:05:00	ES	Futures	2454.37	2454.92	2454.1	2454.37	738.0

> showing 50 of 15,821 rows — these rows as CSV

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