PREVIEW / futures_5min / 2017-01-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-06.parquet
  size:    222 KB
  rows:    12,933

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
2017-01-06 00:00:00	ES	Futures	2469.65	2469.92	2469.65	2469.65	249.0
2017-01-06 00:05:00	ES	Futures	2469.65	2469.92	2469.65	2469.65	188.0
2017-01-06 00:10:00	ES	Futures	2469.65	2469.92	2469.38	2469.38	368.0
2017-01-06 00:15:00	ES	Futures	2469.38	2469.65	2469.38	2469.38	189.0
2017-01-06 00:20:00	ES	Futures	2469.1	2469.65	2469.1	2469.38	196.0
2017-01-06 00:25:00	ES	Futures	2469.1	2469.38	2468.83	2469.1	278.0
2017-01-06 00:30:00	ES	Futures	2469.1	2469.38	2468.83	2469.38	182.0
2017-01-06 00:35:00	ES	Futures	2469.38	2469.38	2469.38	2469.38	170.0
2017-01-06 00:40:00	ES	Futures	2469.65	2469.65	2469.1	2469.1	78.0
2017-01-06 00:45:00	ES	Futures	2469.1	2469.38	2468.83	2469.38	262.0
2017-01-06 00:50:00	ES	Futures	2469.38	2469.65	2469.1	2469.38	140.0
2017-01-06 00:55:00	ES	Futures	2469.65	2469.92	2469.38	2469.38	195.0
2017-01-06 01:00:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	132.0
2017-01-06 01:05:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	6.0
2017-01-06 01:10:00	ES	Futures	2469.65	2469.65	2469.38	2469.38	191.0
2017-01-06 01:15:00	ES	Futures	2469.38	2469.65	2469.38	2469.65	184.0
2017-01-06 01:20:00	ES	Futures	2469.38	2469.65	2469.38	2469.65	202.0
2017-01-06 01:25:00	ES	Futures	2469.38	2469.92	2469.38	2469.65	241.0
2017-01-06 01:30:00	ES	Futures	2469.38	2469.65	2469.38	2469.65	82.0
2017-01-06 01:35:00	ES	Futures	2469.65	2469.65	2469.38	2469.38	117.0
2017-01-06 01:40:00	ES	Futures	2469.65	2469.92	2469.38	2469.65	79.0
2017-01-06 01:45:00	ES	Futures	2469.65	2469.92	2469.65	2469.65	46.0
2017-01-06 01:50:00	ES	Futures	2469.38	2469.65	2469.38	2469.65	38.0
2017-01-06 01:55:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	115.0
2017-01-06 02:00:00	ES	Futures	2469.38	2469.38	2468.83	2468.83	559.0
2017-01-06 02:05:00	ES	Futures	2468.83	2468.83	2468.01	2468.29	1002.0
2017-01-06 02:10:00	ES	Futures	2468.29	2468.56	2468.01	2468.56	234.0
2017-01-06 02:15:00	ES	Futures	2468.83	2468.83	2468.56	2468.56	231.0
2017-01-06 02:20:00	ES	Futures	2468.56	2468.83	2468.29	2468.56	181.0
2017-01-06 02:25:00	ES	Futures	2468.29	2468.83	2468.29	2468.83	352.0
2017-01-06 02:30:00	ES	Futures	2468.56	2468.83	2468.29	2468.29	380.0
2017-01-06 02:35:00	ES	Futures	2468.56	2468.56	2468.29	2468.29	61.0
2017-01-06 02:40:00	ES	Futures	2468.29	2468.56	2468.01	2468.29	683.0
2017-01-06 02:45:00	ES	Futures	2468.29	2468.83	2467.74	2468.83	559.0
2017-01-06 02:50:00	ES	Futures	2468.83	2469.38	2468.83	2469.38	680.0
2017-01-06 02:55:00	ES	Futures	2469.1	2469.38	2468.56	2468.56	425.0
2017-01-06 03:00:00	ES	Futures	2468.56	2468.56	2468.01	2468.01	1452.0
2017-01-06 03:05:00	ES	Futures	2468.01	2468.29	2467.47	2467.74	1252.0
2017-01-06 03:10:00	ES	Futures	2468.01	2468.29	2467.74	2468.01	810.0
2017-01-06 03:15:00	ES	Futures	2468.29	2468.29	2467.47	2467.74	1018.0
2017-01-06 03:20:00	ES	Futures	2468.01	2468.56	2468.01	2468.56	351.0
2017-01-06 03:25:00	ES	Futures	2468.29	2468.83	2468.01	2468.29	787.0
2017-01-06 03:30:00	ES	Futures	2468.56	2469.1	2468.56	2468.83	822.0
2017-01-06 03:35:00	ES	Futures	2469.1	2469.1	2468.01	2468.29	1019.0
2017-01-06 03:40:00	ES	Futures	2468.29	2468.56	2468.01	2468.29	415.0
2017-01-06 03:45:00	ES	Futures	2468.29	2468.56	2467.74	2468.56	646.0
2017-01-06 03:50:00	ES	Futures	2468.56	2469.65	2468.29	2469.1	907.0
2017-01-06 03:55:00	ES	Futures	2469.38	2469.38	2468.56	2468.56	506.0
2017-01-06 04:00:00	ES	Futures	2468.56	2469.1	2468.56	2468.83	544.0
2017-01-06 04:05:00	ES	Futures	2468.83	2469.1	2468.83	2468.83	194.0

> showing 50 of 12,933 rows — these rows as CSV

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