PREVIEW / futures_5min / 2017-01-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-16.parquet
  size:    161 KB
  rows:    11,185

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
2017-01-16 00:00:00	ES	Futures	2474.29	2474.29	2474.01	2474.29	75.0
2017-01-16 00:05:00	ES	Futures	2474.29	2474.56	2474.01	2474.29	94.0
2017-01-16 00:10:00	ES	Futures	2474.29	2474.56	2474.29	2474.56	118.0
2017-01-16 00:15:00	ES	Futures	2474.56	2474.56	2474.01	2474.01	308.0
2017-01-16 00:20:00	ES	Futures	2473.74	2474.01	2473.47	2473.74	513.0
2017-01-16 00:25:00	ES	Futures	2474.01	2474.29	2474.01	2474.01	237.0
2017-01-16 00:30:00	ES	Futures	2474.01	2474.29	2473.74	2474.29	93.0
2017-01-16 00:35:00	ES	Futures	2474.01	2474.29	2474.01	2474.29	4.0
2017-01-16 00:40:00	ES	Futures	2474.29	2474.29	2474.29	2474.29	137.0
2017-01-16 00:45:00	ES	Futures	2474.29	2474.56	2474.29	2474.29	135.0
2017-01-16 00:50:00	ES	Futures	2474.29	2474.29	2474.01	2474.01	97.0
2017-01-16 00:55:00	ES	Futures	2474.29	2474.29	2474.01	2474.29	44.0
2017-01-16 01:00:00	ES	Futures	2474.29	2474.29	2473.47	2473.74	770.0
2017-01-16 01:05:00	ES	Futures	2474.01	2474.01	2473.74	2474.01	57.0
2017-01-16 01:10:00	ES	Futures	2473.74	2474.01	2473.47	2473.47	250.0
2017-01-16 01:15:00	ES	Futures	2473.47	2473.74	2473.47	2473.47	40.0
2017-01-16 01:20:00	ES	Futures	2473.47	2473.74	2473.47	2473.47	145.0
2017-01-16 01:25:00	ES	Futures	2473.2	2473.47	2472.92	2473.2	292.0
2017-01-16 01:30:00	ES	Futures	2473.2	2473.2	2472.92	2473.2	45.0
2017-01-16 01:35:00	ES	Futures	2472.92	2473.2	2472.1	2472.1	1606.0
2017-01-16 01:40:00	ES	Futures	2472.38	2472.65	2472.1	2472.38	128.0
2017-01-16 01:45:00	ES	Futures	2472.65	2472.92	2472.65	2472.65	192.0
2017-01-16 01:50:00	ES	Futures	2472.65	2473.2	2472.65	2473.2	250.0
2017-01-16 01:55:00	ES	Futures	2473.2	2473.47	2472.65	2473.2	310.0
2017-01-16 02:00:00	ES	Futures	2473.2	2473.47	2472.92	2473.47	331.0
2017-01-16 02:05:00	ES	Futures	2473.2	2473.2	2472.92	2473.2	96.0
2017-01-16 02:10:00	ES	Futures	2472.92	2473.2	2472.38	2472.65	736.0
2017-01-16 02:15:00	ES	Futures	2472.65	2472.92	2472.38	2472.65	315.0
2017-01-16 02:20:00	ES	Futures	2472.65	2472.92	2472.38	2472.92	554.0
2017-01-16 02:25:00	ES	Futures	2472.65	2472.92	2472.65	2472.92	344.0
2017-01-16 02:30:00	ES	Futures	2472.92	2472.92	2472.38	2472.65	279.0
2017-01-16 02:35:00	ES	Futures	2472.92	2472.92	2472.92	2472.92	209.0
2017-01-16 02:40:00	ES	Futures	2472.92	2472.92	2472.92	2472.92	120.0
2017-01-16 02:45:00	ES	Futures	2472.65	2472.92	2472.65	2472.92	266.0
2017-01-16 02:50:00	ES	Futures	2472.92	2472.92	2472.65	2472.92	107.0
2017-01-16 02:55:00	ES	Futures	2472.65	2473.2	2472.65	2473.2	161.0
2017-01-16 03:00:00	ES	Futures	2472.92	2473.2	2471.56	2472.38	2952.0
2017-01-16 03:05:00	ES	Futures	2472.38	2473.47	2472.1	2473.47	814.0
2017-01-16 03:10:00	ES	Futures	2473.2	2474.56	2473.2	2473.74	2245.0
2017-01-16 03:15:00	ES	Futures	2473.74	2473.74	2472.92	2472.92	371.0
2017-01-16 03:20:00	ES	Futures	2472.92	2473.2	2472.38	2472.92	710.0
2017-01-16 03:25:00	ES	Futures	2472.92	2472.92	2472.38	2472.38	642.0
2017-01-16 03:30:00	ES	Futures	2472.38	2472.38	2471.56	2472.38	1958.0
2017-01-16 03:35:00	ES	Futures	2472.1	2472.92	2472.1	2472.38	1222.0
2017-01-16 03:40:00	ES	Futures	2472.38	2472.38	2471.83	2471.83	481.0
2017-01-16 03:45:00	ES	Futures	2471.83	2472.38	2471.29	2472.1	1003.0
2017-01-16 03:50:00	ES	Futures	2472.38	2472.65	2472.1	2472.1	692.0
2017-01-16 03:55:00	ES	Futures	2472.1	2473.2	2472.1	2472.65	793.0
2017-01-16 04:00:00	ES	Futures	2472.65	2472.92	2472.1	2472.1	1064.0
2017-01-16 04:05:00	ES	Futures	2472.1	2472.92	2472.1	2472.65	512.0

> showing 50 of 11,185 rows — these rows as CSV

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