PREVIEW / futures_5min / 2017-01-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-09.parquet
  size:    259 KB
  rows:    15,581

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
2017-01-09 00:00:00	ES	Futures	2481.38	2481.65	2481.38	2481.38	93.0
2017-01-09 00:05:00	ES	Futures	2481.65	2481.65	2481.11	2481.65	131.0
2017-01-09 00:10:00	ES	Futures	2481.65	2481.65	2481.11	2481.38	123.0
2017-01-09 00:15:00	ES	Futures	2481.38	2481.65	2481.11	2481.65	120.0
2017-01-09 00:20:00	ES	Futures	2481.38	2481.65	2481.11	2481.38	124.0
2017-01-09 00:25:00	ES	Futures	2481.38	2481.65	2481.38	2481.38	113.0
2017-01-09 00:30:00	ES	Futures	2481.38	2481.38	2480.83	2481.11	422.0
2017-01-09 00:35:00	ES	Futures	2481.38	2481.38	2481.11	2481.11	47.0
2017-01-09 00:40:00	ES	Futures	2481.38	2481.38	2481.11	2481.38	32.0
2017-01-09 00:45:00	ES	Futures	2481.38	2481.38	2481.11	2481.38	17.0
2017-01-09 00:50:00	ES	Futures	2481.38	2481.65	2481.11	2481.65	52.0
2017-01-09 00:55:00	ES	Futures	2481.65	2481.65	2481.38	2481.65	27.0
2017-01-09 01:00:00	ES	Futures	2481.38	2481.65	2481.38	2481.65	35.0
2017-01-09 01:05:00	ES	Futures	2481.38	2481.65	2481.11	2481.11	88.0
2017-01-09 01:10:00	ES	Futures	2481.11	2481.38	2481.11	2481.11	12.0
2017-01-09 01:15:00	ES	Futures	2481.38	2481.65	2481.11	2481.38	120.0
2017-01-09 01:20:00	ES	Futures	2481.38	2481.65	2481.38	2481.38	32.0
2017-01-09 01:25:00	ES	Futures	2481.38	2481.65	2481.38	2481.65	15.0
2017-01-09 01:30:00	ES	Futures	2481.38	2481.65	2481.38	2481.65	99.0
2017-01-09 01:35:00	ES	Futures	2481.38	2481.65	2481.38	2481.65	123.0
2017-01-09 01:40:00	ES	Futures	2481.65	2481.92	2481.65	2481.92	221.0
2017-01-09 01:45:00	ES	Futures	2481.65	2482.2	2481.65	2482.2	353.0
2017-01-09 01:50:00	ES	Futures	2482.2	2482.47	2481.65	2481.65	1071.0
2017-01-09 01:55:00	ES	Futures	2481.65	2481.92	2481.65	2481.65	232.0
2017-01-09 02:00:00	ES	Futures	2481.65	2481.92	2481.65	2481.65	375.0
2017-01-09 02:05:00	ES	Futures	2481.65	2481.92	2481.65	2481.92	132.0
2017-01-09 02:10:00	ES	Futures	2481.65	2482.2	2481.65	2482.2	660.0
2017-01-09 02:15:00	ES	Futures	2482.2	2482.47	2481.65	2481.92	366.0
2017-01-09 02:20:00	ES	Futures	2481.92	2482.2	2481.92	2481.92	179.0
2017-01-09 02:25:00	ES	Futures	2481.92	2482.2	2481.92	2482.2	313.0
2017-01-09 02:30:00	ES	Futures	2481.92	2482.2	2481.92	2481.92	152.0
2017-01-09 02:35:00	ES	Futures	2481.92	2481.92	2481.65	2481.92	93.0
2017-01-09 02:40:00	ES	Futures	2481.92	2481.92	2481.65	2481.65	118.0
2017-01-09 02:45:00	ES	Futures	2481.65	2482.47	2481.65	2481.92	830.0
2017-01-09 02:50:00	ES	Futures	2482.2	2482.2	2481.38	2481.38	378.0
2017-01-09 02:55:00	ES	Futures	2481.38	2481.65	2481.11	2481.65	310.0
2017-01-09 03:00:00	ES	Futures	2481.38	2481.38	2480.56	2481.38	1686.0
2017-01-09 03:05:00	ES	Futures	2481.38	2481.38	2480.02	2480.56	3484.0
2017-01-09 03:10:00	ES	Futures	2480.56	2481.11	2480.29	2480.56	910.0
2017-01-09 03:15:00	ES	Futures	2480.56	2480.83	2480.02	2480.29	784.0
2017-01-09 03:20:00	ES	Futures	2480.29	2480.56	2479.74	2480.02	967.0
2017-01-09 03:25:00	ES	Futures	2480.02	2480.02	2479.47	2479.74	739.0
2017-01-09 03:30:00	ES	Futures	2479.74	2480.02	2479.47	2479.74	408.0
2017-01-09 03:35:00	ES	Futures	2479.74	2480.29	2479.47	2479.74	557.0
2017-01-09 03:40:00	ES	Futures	2480.02	2480.29	2479.47	2479.47	455.0
2017-01-09 03:45:00	ES	Futures	2479.74	2480.02	2479.74	2479.74	297.0
2017-01-09 03:50:00	ES	Futures	2480.02	2480.02	2478.65	2478.65	1823.0
2017-01-09 03:55:00	ES	Futures	2478.65	2478.92	2478.11	2478.11	1340.0
2017-01-09 04:00:00	ES	Futures	2478.38	2478.38	2477.83	2478.11	719.0
2017-01-09 04:05:00	ES	Futures	2478.11	2478.38	2477.83	2478.11	495.0

> showing 50 of 15,581 rows — these rows as CSV

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