PREVIEW / futures_5min / 2017-01-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-18.parquet
  size:    258 KB
  rows:    15,825

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
2017-01-18 00:00:00	ES	Futures	2471.56	2471.56	2471.29	2471.29	102.0
2017-01-18 00:05:00	ES	Futures	2471.29	2471.83	2471.29	2471.56	289.0
2017-01-18 00:10:00	ES	Futures	2471.83	2473.47	2471.56	2473.2	2697.0
2017-01-18 00:15:00	ES	Futures	2473.47	2473.47	2472.92	2473.2	1304.0
2017-01-18 00:20:00	ES	Futures	2473.47	2473.47	2473.2	2473.47	740.0
2017-01-18 00:25:00	ES	Futures	2473.2	2475.11	2473.2	2474.83	3362.0
2017-01-18 00:30:00	ES	Futures	2474.83	2474.83	2474.29	2474.29	704.0
2017-01-18 00:35:00	ES	Futures	2474.29	2474.56	2474.29	2474.56	390.0
2017-01-18 00:40:00	ES	Futures	2474.56	2474.56	2474.29	2474.56	40.0
2017-01-18 00:45:00	ES	Futures	2474.29	2475.11	2474.29	2474.56	402.0
2017-01-18 00:50:00	ES	Futures	2474.56	2475.11	2474.56	2474.83	181.0
2017-01-18 00:55:00	ES	Futures	2474.83	2475.11	2474.83	2475.11	262.0
2017-01-18 01:00:00	ES	Futures	2474.83	2475.11	2474.56	2474.83	292.0
2017-01-18 01:05:00	ES	Futures	2474.56	2474.83	2474.56	2474.56	92.0
2017-01-18 01:10:00	ES	Futures	2474.83	2474.83	2474.01	2474.01	738.0
2017-01-18 01:15:00	ES	Futures	2474.01	2474.29	2474.01	2474.01	124.0
2017-01-18 01:20:00	ES	Futures	2474.01	2474.29	2473.74	2473.74	202.0
2017-01-18 01:25:00	ES	Futures	2473.74	2474.29	2473.74	2473.74	434.0
2017-01-18 01:30:00	ES	Futures	2474.01	2474.01	2473.74	2474.01	201.0
2017-01-18 01:35:00	ES	Futures	2474.01	2474.01	2473.74	2474.01	161.0
2017-01-18 01:40:00	ES	Futures	2473.74	2474.01	2473.74	2474.01	111.0
2017-01-18 01:45:00	ES	Futures	2474.01	2474.29	2474.01	2474.01	154.0
2017-01-18 01:50:00	ES	Futures	2474.01	2474.01	2473.47	2473.74	265.0
2017-01-18 01:55:00	ES	Futures	2473.74	2473.74	2473.47	2473.47	389.0
2017-01-18 02:00:00	ES	Futures	2473.47	2474.29	2473.47	2473.74	459.0
2017-01-18 02:05:00	ES	Futures	2473.74	2474.01	2473.74	2474.01	82.0
2017-01-18 02:10:00	ES	Futures	2474.01	2474.01	2473.47	2473.74	318.0
2017-01-18 02:15:00	ES	Futures	2473.47	2473.74	2473.47	2473.74	228.0
2017-01-18 02:20:00	ES	Futures	2473.74	2474.01	2473.47	2473.74	423.0
2017-01-18 02:25:00	ES	Futures	2473.74	2474.01	2473.74	2473.74	332.0
2017-01-18 02:30:00	ES	Futures	2473.74	2473.74	2473.2	2473.74	927.0
2017-01-18 02:35:00	ES	Futures	2473.47	2473.74	2472.92	2472.92	384.0
2017-01-18 02:40:00	ES	Futures	2472.92	2473.47	2472.92	2472.92	988.0
2017-01-18 02:45:00	ES	Futures	2472.92	2473.2	2472.92	2473.2	610.0
2017-01-18 02:50:00	ES	Futures	2472.92	2472.92	2472.65	2472.65	353.0
2017-01-18 02:55:00	ES	Futures	2472.65	2472.92	2472.38	2472.65	266.0
2017-01-18 03:00:00	ES	Futures	2472.92	2473.2	2472.65	2472.92	1758.0
2017-01-18 03:05:00	ES	Futures	2472.92	2473.47	2471.83	2472.1	4084.0
2017-01-18 03:10:00	ES	Futures	2471.83	2472.38	2471.01	2471.29	2758.0
2017-01-18 03:15:00	ES	Futures	2471.01	2471.29	2470.74	2470.74	1613.0
2017-01-18 03:20:00	ES	Futures	2470.47	2471.01	2470.2	2471.01	1169.0
2017-01-18 03:25:00	ES	Futures	2470.74	2471.01	2470.47	2471.01	998.0
2017-01-18 03:30:00	ES	Futures	2470.74	2471.01	2470.74	2471.01	533.0
2017-01-18 03:35:00	ES	Futures	2470.74	2471.29	2470.74	2471.01	958.0
2017-01-18 03:40:00	ES	Futures	2470.74	2471.01	2470.74	2471.01	302.0
2017-01-18 03:45:00	ES	Futures	2470.74	2471.01	2470.74	2471.01	387.0
2017-01-18 03:50:00	ES	Futures	2471.01	2471.56	2470.74	2471.29	1499.0
2017-01-18 03:55:00	ES	Futures	2471.29	2471.56	2471.01	2471.29	766.0
2017-01-18 04:00:00	ES	Futures	2471.29	2471.83	2471.29	2471.83	1351.0
2017-01-18 04:05:00	ES	Futures	2471.83	2471.83	2471.56	2471.83	205.0

> showing 50 of 15,825 rows — these rows as CSV

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