PREVIEW / futures_5min / 2017-01-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-08.parquet
  size:    45 KB
  rows:    2,561

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
2017-01-08 18:00:00	ES	Futures	2478.11	2478.65	2477.29	2478.65	1408.0
2017-01-08 18:05:00	ES	Futures	2478.65	2479.47	2478.11	2478.92	1073.0
2017-01-08 18:10:00	ES	Futures	2478.92	2479.2	2478.65	2478.92	263.0
2017-01-08 18:15:00	ES	Futures	2478.92	2479.2	2478.38	2478.65	600.0
2017-01-08 18:20:00	ES	Futures	2478.65	2478.92	2478.65	2478.65	80.0
2017-01-08 18:25:00	ES	Futures	2478.92	2479.47	2478.65	2478.92	624.0
2017-01-08 18:30:00	ES	Futures	2479.2	2479.74	2478.92	2479.47	368.0
2017-01-08 18:35:00	ES	Futures	2479.47	2479.47	2479.2	2479.47	50.0
2017-01-08 18:40:00	ES	Futures	2479.47	2479.74	2479.2	2479.74	92.0
2017-01-08 18:45:00	ES	Futures	2479.74	2479.74	2479.2	2479.2	185.0
2017-01-08 18:50:00	ES	Futures	2479.47	2479.74	2479.2	2479.74	140.0
2017-01-08 18:55:00	ES	Futures	2479.47	2480.02	2479.47	2480.02	305.0
2017-01-08 19:00:00	ES	Futures	2480.02	2480.02	2479.47	2479.47	172.0
2017-01-08 19:05:00	ES	Futures	2479.74	2480.29	2479.74	2479.74	312.0
2017-01-08 19:10:00	ES	Futures	2479.74	2480.29	2479.74	2480.29	232.0
2017-01-08 19:15:00	ES	Futures	2480.29	2480.56	2479.74	2480.29	293.0
2017-01-08 19:20:00	ES	Futures	2480.56	2480.56	2480.02	2480.29	190.0
2017-01-08 19:25:00	ES	Futures	2480.02	2480.56	2480.02	2480.29	638.0
2017-01-08 19:30:00	ES	Futures	2480.56	2480.56	2480.02	2480.29	128.0
2017-01-08 19:35:00	ES	Futures	2480.29	2480.29	2480.02	2480.02	366.0
2017-01-08 19:40:00	ES	Futures	2480.29	2480.56	2480.02	2480.56	304.0
2017-01-08 19:45:00	ES	Futures	2480.56	2480.56	2480.29	2480.29	335.0
2017-01-08 19:50:00	ES	Futures	2480.29	2480.29	2479.74	2480.29	391.0
2017-01-08 19:55:00	ES	Futures	2480.29	2480.29	2480.02	2480.29	112.0
2017-01-08 20:00:00	ES	Futures	2480.29	2480.56	2480.02	2480.02	314.0
2017-01-08 20:05:00	ES	Futures	2480.29	2480.56	2480.02	2480.29	143.0
2017-01-08 20:10:00	ES	Futures	2480.29	2480.56	2480.02	2480.56	58.0
2017-01-08 20:15:00	ES	Futures	2480.56	2481.11	2480.02	2480.56	812.0
2017-01-08 20:20:00	ES	Futures	2480.56	2480.83	2480.29	2480.56	103.0
2017-01-08 20:25:00	ES	Futures	2480.56	2481.11	2480.29	2480.83	213.0
2017-01-08 20:30:00	ES	Futures	2480.56	2480.83	2479.47	2480.29	1028.0
2017-01-08 20:35:00	ES	Futures	2480.29	2480.56	2480.29	2480.29	89.0
2017-01-08 20:40:00	ES	Futures	2480.56	2480.83	2480.29	2480.83	512.0
2017-01-08 20:45:00	ES	Futures	2480.83	2480.83	2480.56	2480.83	309.0
2017-01-08 20:50:00	ES	Futures	2481.11	2481.11	2480.56	2480.83	269.0
2017-01-08 20:55:00	ES	Futures	2480.83	2480.83	2480.56	2480.83	48.0
2017-01-08 21:00:00	ES	Futures	2480.83	2481.38	2480.56	2481.38	750.0
2017-01-08 21:05:00	ES	Futures	2481.38	2481.65	2481.11	2481.38	631.0
2017-01-08 21:10:00	ES	Futures	2481.65	2481.65	2481.11	2481.11	201.0
2017-01-08 21:15:00	ES	Futures	2481.11	2481.38	2480.83	2481.11	181.0
2017-01-08 21:20:00	ES	Futures	2480.83	2481.11	2480.83	2481.11	95.0
2017-01-08 21:25:00	ES	Futures	2480.83	2481.11	2480.83	2480.83	39.0
2017-01-08 21:30:00	ES	Futures	2481.11	2481.38	2480.83	2480.83	168.0
2017-01-08 21:35:00	ES	Futures	2480.83	2481.11	2480.56	2480.83	158.0
2017-01-08 21:40:00	ES	Futures	2480.83	2481.11	2480.83	2480.83	164.0
2017-01-08 21:45:00	ES	Futures	2480.56	2480.83	2480.56	2480.83	17.0
2017-01-08 21:50:00	ES	Futures	2480.56	2481.11	2480.56	2481.11	115.0
2017-01-08 21:55:00	ES	Futures	2480.83	2480.83	2480.56	2480.56	34.0
2017-01-08 22:00:00	ES	Futures	2480.83	2481.11	2480.83	2480.83	25.0
2017-01-08 22:05:00	ES	Futures	2480.83	2481.11	2480.83	2480.83	14.0

> showing 50 of 2,561 rows — these rows as CSV

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