PREVIEW / futures_5min / 2017-01-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-17.parquet
  size:    263 KB
  rows:    16,114

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
2017-01-17 00:00:00	ES	Futures	2473.47	2473.47	2473.47	2473.47	47.0
2017-01-17 00:05:00	ES	Futures	2473.47	2473.47	2473.2	2473.2	85.0
2017-01-17 00:10:00	ES	Futures	2473.2	2473.47	2473.2	2473.47	141.0
2017-01-17 00:15:00	ES	Futures	2473.2	2473.47	2472.92	2473.2	230.0
2017-01-17 00:20:00	ES	Futures	2473.2	2473.47	2472.92	2473.47	208.0
2017-01-17 00:25:00	ES	Futures	2473.2	2473.47	2472.92	2472.92	299.0
2017-01-17 00:30:00	ES	Futures	2472.92	2472.92	2472.65	2472.65	222.0
2017-01-17 00:35:00	ES	Futures	2472.65	2473.2	2472.65	2473.2	181.0
2017-01-17 00:40:00	ES	Futures	2472.92	2472.92	2472.65	2472.65	122.0
2017-01-17 00:45:00	ES	Futures	2472.92	2472.92	2472.38	2472.38	292.0
2017-01-17 00:50:00	ES	Futures	2472.38	2472.65	2472.38	2472.38	118.0
2017-01-17 00:55:00	ES	Futures	2472.38	2472.38	2472.1	2472.1	622.0
2017-01-17 01:00:00	ES	Futures	2472.38	2472.38	2471.56	2471.56	1009.0
2017-01-17 01:05:00	ES	Futures	2471.56	2471.83	2471.01	2471.01	1083.0
2017-01-17 01:10:00	ES	Futures	2471.29	2471.29	2470.47	2471.01	1255.0
2017-01-17 01:15:00	ES	Futures	2470.74	2471.29	2470.74	2471.01	483.0
2017-01-17 01:20:00	ES	Futures	2471.01	2471.56	2470.74	2471.56	423.0
2017-01-17 01:25:00	ES	Futures	2471.56	2471.56	2471.01	2471.01	263.0
2017-01-17 01:30:00	ES	Futures	2471.29	2471.29	2471.01	2471.01	83.0
2017-01-17 01:35:00	ES	Futures	2471.29	2471.29	2471.29	2471.29	134.0
2017-01-17 01:40:00	ES	Futures	2471.01	2471.29	2471.01	2471.01	80.0
2017-01-17 01:45:00	ES	Futures	2471.29	2471.29	2471.01	2471.01	241.0
2017-01-17 01:50:00	ES	Futures	2471.01	2471.56	2471.01	2471.56	116.0
2017-01-17 01:55:00	ES	Futures	2471.56	2471.56	2471.01	2471.01	497.0
2017-01-17 02:00:00	ES	Futures	2471.01	2471.29	2470.74	2471.01	654.0
2017-01-17 02:05:00	ES	Futures	2471.01	2471.29	2471.01	2471.29	190.0
2017-01-17 02:10:00	ES	Futures	2471.29	2471.56	2471.01	2471.56	409.0
2017-01-17 02:15:00	ES	Futures	2471.56	2471.56	2471.29	2471.29	243.0
2017-01-17 02:20:00	ES	Futures	2471.56	2471.56	2471.01	2471.29	260.0
2017-01-17 02:25:00	ES	Futures	2471.29	2471.29	2471.01	2471.29	178.0
2017-01-17 02:30:00	ES	Futures	2471.56	2471.56	2471.01	2471.01	150.0
2017-01-17 02:35:00	ES	Futures	2471.01	2471.56	2470.74	2471.29	666.0
2017-01-17 02:40:00	ES	Futures	2471.56	2471.56	2471.29	2471.56	215.0
2017-01-17 02:45:00	ES	Futures	2471.56	2471.56	2471.01	2471.56	240.0
2017-01-17 02:50:00	ES	Futures	2471.29	2471.56	2471.01	2471.01	484.0
2017-01-17 02:55:00	ES	Futures	2471.01	2471.83	2471.01	2471.56	872.0
2017-01-17 03:00:00	ES	Futures	2471.56	2471.83	2470.47	2470.74	3145.0
2017-01-17 03:05:00	ES	Futures	2470.74	2470.74	2469.65	2470.2	2402.0
2017-01-17 03:10:00	ES	Futures	2470.2	2471.01	2470.2	2470.2	1203.0
2017-01-17 03:15:00	ES	Futures	2470.47	2470.47	2469.1	2469.1	2463.0
2017-01-17 03:20:00	ES	Futures	2469.1	2469.38	2467.74	2468.29	5194.0
2017-01-17 03:25:00	ES	Futures	2468.01	2468.83	2468.01	2468.29	1573.0
2017-01-17 03:30:00	ES	Futures	2468.29	2468.29	2467.47	2468.01	2035.0
2017-01-17 03:35:00	ES	Futures	2468.01	2469.1	2467.74	2468.83	2370.0
2017-01-17 03:40:00	ES	Futures	2468.83	2468.83	2467.74	2468.01	2221.0
2017-01-17 03:45:00	ES	Futures	2468.29	2468.83	2468.01	2468.56	1228.0
2017-01-17 03:50:00	ES	Futures	2468.56	2468.83	2468.01	2468.56	1337.0
2017-01-17 03:55:00	ES	Futures	2468.56	2469.65	2468.29	2469.1	1473.0
2017-01-17 04:00:00	ES	Futures	2469.1	2469.65	2468.83	2469.38	1439.0
2017-01-17 04:05:00	ES	Futures	2469.65	2469.65	2469.1	2469.38	1337.0

> showing 50 of 16,114 rows — these rows as CSV

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