PREVIEW / futures_5min / 2017-01-13

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-13.parquet
  size:    206 KB
  rows:    12,686

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
2017-01-13 00:00:00	ES	Futures	2472.1	2472.1	2471.83	2471.83	152.0
2017-01-13 00:05:00	ES	Futures	2472.1	2472.1	2471.83	2471.83	61.0
2017-01-13 00:10:00	ES	Futures	2472.1	2472.1	2471.83	2471.83	61.0
2017-01-13 00:15:00	ES	Futures	2472.1	2472.1	2471.83	2471.83	47.0
2017-01-13 00:20:00	ES	Futures	2471.83	2472.1	2471.83	2471.83	95.0
2017-01-13 00:25:00	ES	Futures	2471.83	2472.1	2471.83	2472.1	79.0
2017-01-13 00:30:00	ES	Futures	2471.83	2472.1	2471.83	2471.83	27.0
2017-01-13 00:35:00	ES	Futures	2471.83	2471.83	2471.56	2471.83	294.0
2017-01-13 00:40:00	ES	Futures	2471.56	2471.83	2471.56	2471.83	21.0
2017-01-13 00:45:00	ES	Futures	2471.56	2471.83	2471.56	2471.83	105.0
2017-01-13 00:50:00	ES	Futures	2471.83	2471.83	2471.56	2471.56	145.0
2017-01-13 00:55:00	ES	Futures	2471.83	2471.83	2471.56	2471.83	130.0
2017-01-13 01:00:00	ES	Futures	2471.83	2472.1	2471.83	2471.83	141.0
2017-01-13 01:05:00	ES	Futures	2472.1	2472.1	2471.83	2471.83	131.0
2017-01-13 01:10:00	ES	Futures	2472.1	2472.1	2471.56	2471.56	260.0
2017-01-13 01:15:00	ES	Futures	2471.83	2472.1	2471.56	2472.1	386.0
2017-01-13 01:20:00	ES	Futures	2472.1	2472.1	2471.83	2472.1	98.0
2017-01-13 01:25:00	ES	Futures	2472.1	2472.1	2471.56	2471.83	337.0
2017-01-13 01:30:00	ES	Futures	2471.83	2472.1	2471.56	2471.83	107.0
2017-01-13 01:35:00	ES	Futures	2471.83	2471.83	2471.83	2471.83	61.0
2017-01-13 01:40:00	ES	Futures	2471.83	2471.83	2471.56	2471.83	14.0
2017-01-13 01:45:00	ES	Futures	2471.83	2471.83	2471.56	2471.83	158.0
2017-01-13 01:50:00	ES	Futures	2471.83	2472.1	2471.83	2472.1	60.0
2017-01-13 01:55:00	ES	Futures	2472.1	2472.1	2471.83	2472.1	110.0
2017-01-13 02:00:00	ES	Futures	2472.1	2472.38	2471.83	2472.1	770.0
2017-01-13 02:05:00	ES	Futures	2472.1	2472.38	2471.56	2471.83	290.0
2017-01-13 02:10:00	ES	Futures	2471.56	2471.83	2471.56	2471.83	111.0
2017-01-13 02:15:00	ES	Futures	2471.83	2472.1	2471.56	2471.83	427.0
2017-01-13 02:20:00	ES	Futures	2471.83	2472.1	2471.83	2472.1	124.0
2017-01-13 02:25:00	ES	Futures	2471.83	2472.1	2471.56	2471.56	304.0
2017-01-13 02:30:00	ES	Futures	2471.56	2472.1	2471.29	2471.56	436.0
2017-01-13 02:35:00	ES	Futures	2471.83	2472.1	2471.56	2471.83	123.0
2017-01-13 02:40:00	ES	Futures	2471.56	2471.83	2471.29	2471.56	329.0
2017-01-13 02:45:00	ES	Futures	2471.83	2471.83	2471.29	2471.56	375.0
2017-01-13 02:50:00	ES	Futures	2471.56	2471.83	2471.29	2471.29	470.0
2017-01-13 02:55:00	ES	Futures	2471.56	2471.56	2471.29	2471.56	253.0
2017-01-13 03:00:00	ES	Futures	2471.56	2472.92	2470.74	2471.83	2212.0
2017-01-13 03:05:00	ES	Futures	2472.1	2472.1	2471.29	2471.56	1413.0
2017-01-13 03:10:00	ES	Futures	2471.83	2472.1	2471.01	2471.83	1563.0
2017-01-13 03:15:00	ES	Futures	2471.83	2472.65	2471.83	2472.38	970.0
2017-01-13 03:20:00	ES	Futures	2472.38	2472.38	2471.56	2471.83	1625.0
2017-01-13 03:25:00	ES	Futures	2471.83	2472.1	2471.29	2472.1	634.0
2017-01-13 03:30:00	ES	Futures	2471.83	2472.1	2470.74	2471.83	1566.0
2017-01-13 03:35:00	ES	Futures	2471.83	2472.1	2471.56	2472.1	561.0
2017-01-13 03:40:00	ES	Futures	2471.83	2472.38	2471.83	2471.83	631.0
2017-01-13 03:45:00	ES	Futures	2472.1	2472.65	2471.83	2472.1	862.0
2017-01-13 03:50:00	ES	Futures	2472.1	2472.1	2471.29	2471.29	526.0
2017-01-13 03:55:00	ES	Futures	2471.56	2471.83	2470.74	2471.01	1117.0
2017-01-13 04:00:00	ES	Futures	2471.29	2471.83	2471.01	2471.56	615.0
2017-01-13 04:05:00	ES	Futures	2471.56	2471.83	2471.01	2471.29	548.0

> showing 50 of 12,686 rows — these rows as CSV

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