PREVIEW / futures_5min / 2017-01-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-04.parquet
  size:    257 KB
  rows:    15,635

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
2017-01-04 00:00:00	ES	Futures	2460.92	2461.19	2460.65	2460.65	261.0
2017-01-04 00:05:00	ES	Futures	2460.65	2461.47	2460.65	2460.92	723.0
2017-01-04 00:10:00	ES	Futures	2461.19	2461.19	2460.65	2460.92	197.0
2017-01-04 00:15:00	ES	Futures	2460.92	2461.19	2460.92	2460.92	66.0
2017-01-04 00:20:00	ES	Futures	2460.92	2460.92	2460.65	2460.92	100.0
2017-01-04 00:25:00	ES	Futures	2460.65	2461.19	2460.65	2460.92	351.0
2017-01-04 00:30:00	ES	Futures	2460.92	2461.19	2460.65	2460.92	399.0
2017-01-04 00:35:00	ES	Futures	2460.92	2461.19	2460.65	2460.65	357.0
2017-01-04 00:40:00	ES	Futures	2460.92	2460.92	2460.65	2460.65	42.0
2017-01-04 00:45:00	ES	Futures	2460.92	2461.19	2460.65	2460.65	239.0
2017-01-04 00:50:00	ES	Futures	2460.65	2460.65	2460.38	2460.38	146.0
2017-01-04 00:55:00	ES	Futures	2460.38	2460.65	2460.1	2460.65	424.0
2017-01-04 01:00:00	ES	Futures	2460.38	2461.19	2460.38	2460.65	458.0
2017-01-04 01:05:00	ES	Futures	2460.65	2461.19	2460.65	2461.19	260.0
2017-01-04 01:10:00	ES	Futures	2461.19	2461.19	2460.65	2460.92	189.0
2017-01-04 01:15:00	ES	Futures	2460.65	2460.65	2460.1	2460.38	602.0
2017-01-04 01:20:00	ES	Futures	2460.38	2460.38	2460.38	2460.38	123.0
2017-01-04 01:25:00	ES	Futures	2460.38	2460.38	2460.1	2460.1	33.0
2017-01-04 01:30:00	ES	Futures	2460.1	2460.38	2460.1	2460.1	143.0
2017-01-04 01:35:00	ES	Futures	2460.1	2460.38	2460.1	2460.1	95.0
2017-01-04 01:40:00	ES	Futures	2460.38	2460.38	2460.1	2460.1	168.0
2017-01-04 01:45:00	ES	Futures	2460.1	2460.65	2459.83	2460.38	352.0
2017-01-04 01:50:00	ES	Futures	2460.65	2461.19	2460.38	2461.19	365.0
2017-01-04 01:55:00	ES	Futures	2461.19	2461.47	2460.65	2460.65	392.0
2017-01-04 02:00:00	ES	Futures	2460.65	2460.92	2459.83	2460.38	1237.0
2017-01-04 02:05:00	ES	Futures	2460.38	2460.38	2459.28	2459.83	897.0
2017-01-04 02:10:00	ES	Futures	2459.83	2459.83	2459.56	2459.83	98.0
2017-01-04 02:15:00	ES	Futures	2459.83	2460.38	2459.83	2460.1	215.0
2017-01-04 02:20:00	ES	Futures	2460.38	2460.38	2459.83	2459.83	204.0
2017-01-04 02:25:00	ES	Futures	2459.83	2460.38	2459.83	2460.1	212.0
2017-01-04 02:30:00	ES	Futures	2460.1	2460.38	2459.83	2460.1	96.0
2017-01-04 02:35:00	ES	Futures	2460.38	2460.38	2459.83	2460.38	387.0
2017-01-04 02:40:00	ES	Futures	2460.38	2460.65	2460.1	2460.1	478.0
2017-01-04 02:45:00	ES	Futures	2459.83	2460.1	2459.56	2459.83	417.0
2017-01-04 02:50:00	ES	Futures	2459.83	2460.38	2459.28	2460.1	720.0
2017-01-04 02:55:00	ES	Futures	2459.83	2460.38	2459.56	2460.38	414.0
2017-01-04 03:00:00	ES	Futures	2460.1	2460.38	2459.56	2459.83	1454.0
2017-01-04 03:05:00	ES	Futures	2460.1	2461.47	2459.56	2461.19	2604.0
2017-01-04 03:10:00	ES	Futures	2460.92	2461.19	2460.65	2460.92	1179.0
2017-01-04 03:15:00	ES	Futures	2460.92	2460.92	2460.1	2460.38	1338.0
2017-01-04 03:20:00	ES	Futures	2460.38	2460.65	2460.1	2460.1	698.0
2017-01-04 03:25:00	ES	Futures	2460.1	2460.92	2459.83	2460.38	1016.0
2017-01-04 03:30:00	ES	Futures	2460.65	2460.65	2460.1	2460.38	1183.0
2017-01-04 03:35:00	ES	Futures	2460.38	2460.65	2459.83	2460.65	656.0
2017-01-04 03:40:00	ES	Futures	2460.65	2461.19	2460.1	2460.38	1723.0
2017-01-04 03:45:00	ES	Futures	2460.1	2460.92	2460.1	2460.38	1132.0
2017-01-04 03:50:00	ES	Futures	2460.38	2460.65	2459.83	2460.1	1004.0
2017-01-04 03:55:00	ES	Futures	2460.1	2460.38	2459.83	2460.1	534.0
2017-01-04 04:00:00	ES	Futures	2459.83	2460.38	2459.83	2460.1	1012.0
2017-01-04 04:05:00	ES	Futures	2460.1	2460.65	2459.83	2460.38	824.0

> showing 50 of 15,635 rows — these rows as CSV

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