PREVIEW / futures_5min / 2017-01-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-05.parquet
  size:    265 KB
  rows:    15,877

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
2017-01-05 00:00:00	ES	Futures	2469.38	2469.92	2469.38	2469.92	135.0
2017-01-05 00:05:00	ES	Futures	2469.92	2469.92	2469.65	2469.65	260.0
2017-01-05 00:10:00	ES	Futures	2469.65	2469.92	2469.38	2469.92	372.0
2017-01-05 00:15:00	ES	Futures	2469.92	2469.92	2469.65	2469.92	27.0
2017-01-05 00:20:00	ES	Futures	2469.65	2469.92	2469.65	2469.65	98.0
2017-01-05 00:25:00	ES	Futures	2469.92	2470.47	2469.92	2470.47	473.0
2017-01-05 00:30:00	ES	Futures	2470.47	2470.47	2470.2	2470.47	131.0
2017-01-05 00:35:00	ES	Futures	2470.47	2470.47	2470.2	2470.47	120.0
2017-01-05 00:40:00	ES	Futures	2470.47	2470.74	2470.47	2470.47	342.0
2017-01-05 00:45:00	ES	Futures	2470.74	2471.29	2470.47	2470.74	711.0
2017-01-05 00:50:00	ES	Futures	2470.47	2470.74	2470.47	2470.47	192.0
2017-01-05 00:55:00	ES	Futures	2470.74	2470.74	2470.47	2470.47	98.0
2017-01-05 01:00:00	ES	Futures	2470.74	2471.01	2470.47	2471.01	1030.0
2017-01-05 01:05:00	ES	Futures	2471.01	2471.29	2471.01	2471.29	297.0
2017-01-05 01:10:00	ES	Futures	2471.01	2471.29	2470.74	2470.74	92.0
2017-01-05 01:15:00	ES	Futures	2470.74	2471.01	2470.74	2470.74	105.0
2017-01-05 01:20:00	ES	Futures	2470.74	2471.01	2470.2	2470.2	219.0
2017-01-05 01:25:00	ES	Futures	2470.47	2470.74	2470.47	2470.74	307.0
2017-01-05 01:30:00	ES	Futures	2470.47	2470.74	2470.47	2470.74	46.0
2017-01-05 01:35:00	ES	Futures	2470.47	2470.74	2470.47	2470.47	342.0
2017-01-05 01:40:00	ES	Futures	2470.47	2470.47	2469.65	2469.65	495.0
2017-01-05 01:45:00	ES	Futures	2469.92	2469.92	2469.1	2469.1	516.0
2017-01-05 01:50:00	ES	Futures	2469.1	2469.38	2468.83	2468.83	684.0
2017-01-05 01:55:00	ES	Futures	2469.1	2469.1	2467.47	2467.74	1550.0
2017-01-05 02:00:00	ES	Futures	2467.74	2468.29	2467.47	2467.47	1218.0
2017-01-05 02:05:00	ES	Futures	2467.74	2467.74	2466.1	2466.92	2867.0
2017-01-05 02:10:00	ES	Futures	2466.92	2467.2	2466.65	2466.92	388.0
2017-01-05 02:15:00	ES	Futures	2467.2	2467.2	2466.65	2466.92	533.0
2017-01-05 02:20:00	ES	Futures	2466.92	2467.47	2466.65	2467.2	245.0
2017-01-05 02:25:00	ES	Futures	2467.47	2467.47	2466.38	2466.65	615.0
2017-01-05 02:30:00	ES	Futures	2466.92	2466.92	2466.1	2466.38	564.0
2017-01-05 02:35:00	ES	Futures	2466.38	2466.65	2466.1	2466.65	372.0
2017-01-05 02:40:00	ES	Futures	2466.65	2466.92	2466.38	2466.65	449.0
2017-01-05 02:45:00	ES	Futures	2466.65	2467.47	2466.65	2467.47	518.0
2017-01-05 02:50:00	ES	Futures	2467.47	2468.01	2467.2	2467.74	470.0
2017-01-05 02:55:00	ES	Futures	2467.74	2467.74	2466.65	2466.92	586.0
2017-01-05 03:00:00	ES	Futures	2466.65	2467.74	2466.38	2467.74	2448.0
2017-01-05 03:05:00	ES	Futures	2467.74	2468.56	2466.65	2467.2	1919.0
2017-01-05 03:10:00	ES	Futures	2467.2	2467.74	2467.2	2467.2	866.0
2017-01-05 03:15:00	ES	Futures	2467.2	2468.29	2466.92	2467.74	966.0
2017-01-05 03:20:00	ES	Futures	2467.74	2468.29	2467.2	2467.2	1144.0
2017-01-05 03:25:00	ES	Futures	2467.2	2468.83	2467.2	2468.56	1080.0
2017-01-05 03:30:00	ES	Futures	2468.56	2469.1	2468.29	2468.29	1833.0
2017-01-05 03:35:00	ES	Futures	2468.29	2468.83	2468.29	2468.56	790.0
2017-01-05 03:40:00	ES	Futures	2468.29	2468.83	2468.29	2468.56	1028.0
2017-01-05 03:45:00	ES	Futures	2468.56	2469.65	2468.56	2468.83	850.0
2017-01-05 03:50:00	ES	Futures	2469.1	2469.65	2468.29	2468.56	442.0
2017-01-05 03:55:00	ES	Futures	2468.56	2468.56	2467.74	2467.74	522.0
2017-01-05 04:00:00	ES	Futures	2467.74	2468.29	2467.74	2468.01	356.0
2017-01-05 04:05:00	ES	Futures	2468.01	2469.1	2468.01	2469.1	821.0

> showing 50 of 15,877 rows — these rows as CSV

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