PREVIEW / futures_5min / 2017-01-15

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-15.parquet
  size:    45 KB
  rows:    2,356

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
2017-01-15 18:00:00	ES	Futures	2477.01	2477.29	2474.83	2475.65	2360.0
2017-01-15 18:05:00	ES	Futures	2475.65	2476.2	2475.11	2475.65	619.0
2017-01-15 18:10:00	ES	Futures	2475.38	2475.65	2474.83	2474.83	820.0
2017-01-15 18:15:00	ES	Futures	2475.11	2475.65	2474.83	2475.38	390.0
2017-01-15 18:20:00	ES	Futures	2475.38	2475.65	2474.83	2475.38	146.0
2017-01-15 18:25:00	ES	Futures	2475.65	2475.65	2475.38	2475.65	220.0
2017-01-15 18:30:00	ES	Futures	2475.38	2475.38	2474.56	2474.83	485.0
2017-01-15 18:35:00	ES	Futures	2474.83	2475.11	2474.83	2474.83	77.0
2017-01-15 18:40:00	ES	Futures	2474.83	2475.11	2474.56	2474.83	134.0
2017-01-15 18:45:00	ES	Futures	2474.83	2474.83	2474.56	2474.83	128.0
2017-01-15 18:50:00	ES	Futures	2474.83	2475.38	2474.83	2475.38	306.0
2017-01-15 18:55:00	ES	Futures	2475.11	2475.38	2475.11	2475.11	150.0
2017-01-15 19:00:00	ES	Futures	2475.11	2475.92	2475.11	2475.38	566.0
2017-01-15 19:05:00	ES	Futures	2475.38	2475.38	2475.11	2475.38	256.0
2017-01-15 19:10:00	ES	Futures	2475.38	2475.65	2475.11	2475.65	263.0
2017-01-15 19:15:00	ES	Futures	2475.65	2476.2	2475.65	2475.92	273.0
2017-01-15 19:20:00	ES	Futures	2475.92	2475.92	2475.11	2475.11	200.0
2017-01-15 19:25:00	ES	Futures	2475.11	2475.65	2475.11	2475.65	164.0
2017-01-15 19:30:00	ES	Futures	2475.38	2475.38	2475.11	2475.38	103.0
2017-01-15 19:35:00	ES	Futures	2475.38	2475.38	2475.11	2475.11	14.0
2017-01-15 19:40:00	ES	Futures	2475.38	2475.92	2475.38	2475.65	229.0
2017-01-15 19:45:00	ES	Futures	2475.65	2475.65	2475.11	2475.11	246.0
2017-01-15 19:50:00	ES	Futures	2475.11	2475.38	2475.11	2475.11	100.0
2017-01-15 19:55:00	ES	Futures	2475.38	2475.38	2475.11	2475.38	174.0
2017-01-15 20:00:00	ES	Futures	2475.11	2475.38	2475.11	2475.11	182.0
2017-01-15 20:05:00	ES	Futures	2475.11	2475.38	2475.11	2475.38	277.0
2017-01-15 20:10:00	ES	Futures	2475.11	2475.38	2475.11	2475.11	73.0
2017-01-15 20:15:00	ES	Futures	2475.11	2475.38	2474.83	2474.83	529.0
2017-01-15 20:20:00	ES	Futures	2474.83	2475.38	2474.83	2475.11	365.0
2017-01-15 20:25:00	ES	Futures	2475.11	2475.38	2474.83	2475.11	291.0
2017-01-15 20:30:00	ES	Futures	2475.11	2475.38	2475.11	2475.38	49.0
2017-01-15 20:35:00	ES	Futures	2475.11	2475.38	2474.83	2475.38	379.0
2017-01-15 20:40:00	ES	Futures	2475.11	2475.11	2474.83	2475.11	142.0
2017-01-15 20:45:00	ES	Futures	2475.11	2475.38	2475.11	2475.11	34.0
2017-01-15 20:50:00	ES	Futures	2475.11	2475.65	2475.11	2475.65	297.0
2017-01-15 20:55:00	ES	Futures	2475.38	2475.65	2475.38	2475.38	85.0
2017-01-15 21:00:00	ES	Futures	2475.38	2475.65	2475.11	2475.11	121.0
2017-01-15 21:05:00	ES	Futures	2475.11	2475.38	2475.11	2475.11	30.0
2017-01-15 21:10:00	ES	Futures	2475.11	2475.38	2474.83	2474.83	152.0
2017-01-15 21:15:00	ES	Futures	2474.83	2474.83	2474.56	2474.83	349.0
2017-01-15 21:20:00	ES	Futures	2474.83	2475.11	2474.83	2475.11	27.0
2017-01-15 21:25:00	ES	Futures	2474.83	2475.11	2474.83	2474.83	147.0
2017-01-15 21:30:00	ES	Futures	2474.83	2474.83	2474.01	2474.29	946.0
2017-01-15 21:35:00	ES	Futures	2474.29	2474.56	2474.01	2474.56	243.0
2017-01-15 21:40:00	ES	Futures	2474.56	2474.56	2474.29	2474.29	37.0
2017-01-15 21:45:00	ES	Futures	2474.29	2474.56	2474.29	2474.56	400.0
2017-01-15 21:50:00	ES	Futures	2474.56	2474.56	2474.29	2474.29	15.0
2017-01-15 21:55:00	ES	Futures	2474.29	2474.56	2474.29	2474.56	196.0
2017-01-15 22:00:00	ES	Futures	2474.56	2474.56	2474.29	2474.29	83.0
2017-01-15 22:05:00	ES	Futures	2474.29	2474.56	2474.29	2474.56	55.0

> showing 50 of 2,356 rows — these rows as CSV

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