PREVIEW / futures_5min / 2017-01-10

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-10.parquet
  size:    240 KB
  rows:    15,345

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
2017-01-10 00:00:00	ES	Futures	2467.2	2467.2	2466.92	2466.92	138.0
2017-01-10 00:05:00	ES	Futures	2467.2	2467.47	2466.92	2467.2	142.0
2017-01-10 00:10:00	ES	Futures	2467.2	2467.2	2466.65	2466.65	202.0
2017-01-10 00:15:00	ES	Futures	2466.65	2466.92	2466.65	2466.65	34.0
2017-01-10 00:20:00	ES	Futures	2466.65	2466.65	2466.38	2466.38	81.0
2017-01-10 00:25:00	ES	Futures	2466.65	2466.65	2466.1	2466.38	194.0
2017-01-10 00:30:00	ES	Futures	2466.38	2466.38	2466.1	2466.38	356.0
2017-01-10 00:35:00	ES	Futures	2466.38	2466.65	2466.38	2466.65	233.0
2017-01-10 00:40:00	ES	Futures	2466.65	2466.65	2466.38	2466.65	78.0
2017-01-10 00:45:00	ES	Futures	2466.65	2466.92	2466.65	2466.65	37.0
2017-01-10 00:50:00	ES	Futures	2466.92	2466.92	2466.38	2466.65	106.0
2017-01-10 00:55:00	ES	Futures	2466.65	2466.92	2466.38	2466.65	214.0
2017-01-10 01:00:00	ES	Futures	2466.92	2466.92	2466.38	2466.65	275.0
2017-01-10 01:05:00	ES	Futures	2466.65	2466.65	2465.29	2465.29	1260.0
2017-01-10 01:10:00	ES	Futures	2465.56	2466.38	2465.29	2466.38	224.0
2017-01-10 01:15:00	ES	Futures	2466.38	2466.38	2466.1	2466.1	50.0
2017-01-10 01:20:00	ES	Futures	2466.38	2466.38	2466.1	2466.38	59.0
2017-01-10 01:25:00	ES	Futures	2466.38	2466.92	2466.1	2466.92	260.0
2017-01-10 01:30:00	ES	Futures	2466.92	2467.2	2466.65	2467.2	188.0
2017-01-10 01:35:00	ES	Futures	2467.2	2467.47	2466.92	2467.47	120.0
2017-01-10 01:40:00	ES	Futures	2467.2	2467.2	2466.65	2466.92	309.0
2017-01-10 01:45:00	ES	Futures	2466.92	2467.47	2466.65	2467.2	178.0
2017-01-10 01:50:00	ES	Futures	2467.47	2468.01	2467.2	2467.74	250.0
2017-01-10 01:55:00	ES	Futures	2467.74	2468.56	2467.74	2468.56	613.0
2017-01-10 02:00:00	ES	Futures	2468.56	2468.83	2468.29	2468.56	438.0
2017-01-10 02:05:00	ES	Futures	2468.83	2468.83	2468.29	2468.29	222.0
2017-01-10 02:10:00	ES	Futures	2468.56	2469.1	2468.29	2469.1	191.0
2017-01-10 02:15:00	ES	Futures	2469.1	2469.1	2468.56	2468.56	319.0
2017-01-10 02:20:00	ES	Futures	2468.83	2468.83	2468.56	2468.56	113.0
2017-01-10 02:25:00	ES	Futures	2468.56	2469.1	2468.56	2468.83	117.0
2017-01-10 02:30:00	ES	Futures	2468.83	2469.65	2468.83	2469.1	829.0
2017-01-10 02:35:00	ES	Futures	2469.1	2469.92	2469.1	2469.92	950.0
2017-01-10 02:40:00	ES	Futures	2469.92	2470.2	2469.38	2469.65	307.0
2017-01-10 02:45:00	ES	Futures	2469.65	2469.92	2469.38	2469.92	480.0
2017-01-10 02:50:00	ES	Futures	2470.2	2470.47	2469.65	2470.2	717.0
2017-01-10 02:55:00	ES	Futures	2469.92	2470.2	2469.65	2469.92	381.0
2017-01-10 03:00:00	ES	Futures	2469.92	2471.56	2469.65	2471.56	3998.0
2017-01-10 03:05:00	ES	Futures	2471.29	2472.38	2471.29	2471.83	3468.0
2017-01-10 03:10:00	ES	Futures	2471.83	2472.1	2471.29	2471.56	1410.0
2017-01-10 03:15:00	ES	Futures	2471.56	2471.83	2470.47	2470.74	2330.0
2017-01-10 03:20:00	ES	Futures	2470.74	2470.74	2469.92	2470.47	1132.0
2017-01-10 03:25:00	ES	Futures	2470.47	2470.47	2469.65	2470.2	1115.0
2017-01-10 03:30:00	ES	Futures	2469.92	2470.2	2469.38	2469.65	1263.0
2017-01-10 03:35:00	ES	Futures	2469.65	2470.2	2469.38	2469.92	800.0
2017-01-10 03:40:00	ES	Futures	2469.92	2469.92	2469.1	2469.38	1105.0
2017-01-10 03:45:00	ES	Futures	2469.1	2469.38	2468.29	2468.83	1355.0
2017-01-10 03:50:00	ES	Futures	2468.83	2469.38	2468.83	2469.1	1024.0
2017-01-10 03:55:00	ES	Futures	2469.1	2469.65	2468.83	2469.1	1160.0
2017-01-10 04:00:00	ES	Futures	2469.38	2469.65	2469.1	2469.38	533.0
2017-01-10 04:05:00	ES	Futures	2469.65	2469.92	2469.38	2469.65	437.0

> showing 50 of 15,345 rows — these rows as CSV

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