PREVIEW / futures_5min / 2017-01-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-12.parquet
  size:    262 KB
  rows:    15,550

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
2017-01-12 00:00:00	ES	Futures	2471.01	2471.29	2470.74	2471.29	82.0
2017-01-12 00:05:00	ES	Futures	2471.29	2471.83	2471.01	2471.56	638.0
2017-01-12 00:10:00	ES	Futures	2471.83	2471.83	2471.29	2471.29	414.0
2017-01-12 00:15:00	ES	Futures	2471.56	2471.56	2471.29	2471.56	137.0
2017-01-12 00:20:00	ES	Futures	2471.56	2471.56	2471.01	2471.29	506.0
2017-01-12 00:25:00	ES	Futures	2471.29	2471.29	2471.01	2471.29	240.0
2017-01-12 00:30:00	ES	Futures	2471.29	2471.29	2471.01	2471.29	198.0
2017-01-12 00:35:00	ES	Futures	2471.01	2471.29	2471.01	2471.29	117.0
2017-01-12 00:40:00	ES	Futures	2471.29	2471.56	2471.29	2471.29	58.0
2017-01-12 00:45:00	ES	Futures	2471.56	2471.56	2471.01	2471.01	216.0
2017-01-12 00:50:00	ES	Futures	2471.29	2471.56	2470.74	2471.56	256.0
2017-01-12 00:55:00	ES	Futures	2471.56	2471.56	2471.29	2471.56	168.0
2017-01-12 01:00:00	ES	Futures	2471.56	2471.56	2471.01	2471.29	184.0
2017-01-12 01:05:00	ES	Futures	2471.29	2471.29	2471.01	2471.01	131.0
2017-01-12 01:10:00	ES	Futures	2471.01	2471.56	2471.01	2471.01	227.0
2017-01-12 01:15:00	ES	Futures	2471.29	2471.29	2471.29	2471.29	290.0
2017-01-12 01:20:00	ES	Futures	2471.29	2471.56	2471.01	2471.56	105.0
2017-01-12 01:25:00	ES	Futures	2471.56	2471.83	2471.29	2471.29	319.0
2017-01-12 01:30:00	ES	Futures	2471.29	2471.29	2470.74	2471.29	430.0
2017-01-12 01:35:00	ES	Futures	2471.29	2471.29	2470.74	2471.01	236.0
2017-01-12 01:40:00	ES	Futures	2471.01	2471.01	2470.47	2470.47	193.0
2017-01-12 01:45:00	ES	Futures	2470.47	2471.01	2470.47	2470.74	254.0
2017-01-12 01:50:00	ES	Futures	2470.74	2471.29	2470.74	2471.01	248.0
2017-01-12 01:55:00	ES	Futures	2471.01	2471.29	2470.74	2471.01	234.0
2017-01-12 02:00:00	ES	Futures	2471.01	2471.56	2470.74	2470.74	608.0
2017-01-12 02:05:00	ES	Futures	2471.01	2471.29	2470.2	2470.2	755.0
2017-01-12 02:10:00	ES	Futures	2470.47	2470.74	2470.2	2470.47	657.0
2017-01-12 02:15:00	ES	Futures	2470.47	2470.74	2470.2	2470.2	342.0
2017-01-12 02:20:00	ES	Futures	2470.47	2470.47	2470.2	2470.2	306.0
2017-01-12 02:25:00	ES	Futures	2470.47	2470.74	2470.2	2470.2	399.0
2017-01-12 02:30:00	ES	Futures	2470.47	2470.47	2470.2	2470.47	186.0
2017-01-12 02:35:00	ES	Futures	2470.47	2470.47	2470.2	2470.47	341.0
2017-01-12 02:40:00	ES	Futures	2470.47	2470.47	2469.65	2469.92	1298.0
2017-01-12 02:45:00	ES	Futures	2469.92	2470.2	2469.65	2469.65	513.0
2017-01-12 02:50:00	ES	Futures	2469.65	2469.92	2469.38	2469.38	560.0
2017-01-12 02:55:00	ES	Futures	2469.65	2469.92	2468.83	2468.83	1265.0
2017-01-12 03:00:00	ES	Futures	2468.83	2469.38	2468.56	2468.83	2296.0
2017-01-12 03:05:00	ES	Futures	2468.56	2469.1	2468.56	2469.1	1622.0
2017-01-12 03:10:00	ES	Futures	2469.1	2469.38	2468.56	2469.38	1851.0
2017-01-12 03:15:00	ES	Futures	2469.1	2469.92	2468.01	2468.83	3933.0
2017-01-12 03:20:00	ES	Futures	2468.56	2468.83	2468.29	2468.56	999.0
2017-01-12 03:25:00	ES	Futures	2468.56	2468.56	2467.2	2468.56	2398.0
2017-01-12 03:30:00	ES	Futures	2468.56	2468.83	2468.01	2468.83	1184.0
2017-01-12 03:35:00	ES	Futures	2468.83	2469.1	2468.29	2468.83	1229.0
2017-01-12 03:40:00	ES	Futures	2468.83	2469.1	2467.74	2468.01	1672.0
2017-01-12 03:45:00	ES	Futures	2467.74	2468.56	2467.2	2468.56	2165.0
2017-01-12 03:50:00	ES	Futures	2468.56	2469.38	2468.29	2468.56	1379.0
2017-01-12 03:55:00	ES	Futures	2468.56	2468.56	2466.92	2467.2	3060.0
2017-01-12 04:00:00	ES	Futures	2467.2	2468.29	2466.65	2468.01	3379.0
2017-01-12 04:05:00	ES	Futures	2467.74	2469.1	2467.74	2468.56	1331.0

> showing 50 of 15,550 rows — these rows as CSV

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