PREVIEW / futures_5min / 2017-01-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-19.parquet
  size:    254 KB
  rows:    15,912

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
2017-01-19 00:00:00	ES	Futures	2472.1	2472.38	2472.1	2472.1	20.0
2017-01-19 00:05:00	ES	Futures	2472.38	2472.38	2472.1	2472.1	67.0
2017-01-19 00:10:00	ES	Futures	2472.38	2472.38	2472.1	2472.38	46.0
2017-01-19 00:15:00	ES	Futures	2472.1	2472.38	2471.83	2472.38	319.0
2017-01-19 00:20:00	ES	Futures	2472.38	2472.38	2472.1	2472.38	53.0
2017-01-19 00:25:00	ES	Futures	2472.38	2472.38	2472.1	2472.1	47.0
2017-01-19 00:30:00	ES	Futures	2472.38	2472.38	2472.1	2472.1	372.0
2017-01-19 00:35:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	81.0
2017-01-19 00:40:00	ES	Futures	2472.38	2472.38	2472.1	2472.1	74.0
2017-01-19 00:45:00	ES	Futures	2472.38	2472.38	2472.1	2472.1	23.0
2017-01-19 00:50:00	ES	Futures	2472.1	2472.1	2471.29	2471.56	664.0
2017-01-19 00:55:00	ES	Futures	2471.56	2471.83	2471.56	2471.56	324.0
2017-01-19 01:00:00	ES	Futures	2471.56	2471.83	2471.56	2471.56	46.0
2017-01-19 01:05:00	ES	Futures	2471.56	2472.38	2471.56	2472.38	298.0
2017-01-19 01:10:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	197.0
2017-01-19 01:15:00	ES	Futures	2472.65	2472.92	2472.38	2472.92	191.0
2017-01-19 01:20:00	ES	Futures	2472.92	2473.2	2472.92	2473.2	281.0
2017-01-19 01:25:00	ES	Futures	2473.2	2473.2	2472.92	2472.92	111.0
2017-01-19 01:30:00	ES	Futures	2472.92	2472.92	2472.65	2472.65	144.0
2017-01-19 01:35:00	ES	Futures	2472.65	2472.92	2472.38	2472.65	281.0
2017-01-19 01:40:00	ES	Futures	2472.38	2472.65	2472.1	2472.65	318.0
2017-01-19 01:45:00	ES	Futures	2472.92	2472.92	2472.65	2472.92	153.0
2017-01-19 01:50:00	ES	Futures	2472.92	2473.2	2472.65	2472.92	253.0
2017-01-19 01:55:00	ES	Futures	2472.92	2473.2	2472.92	2472.92	234.0
2017-01-19 02:00:00	ES	Futures	2472.65	2472.92	2472.65	2472.92	225.0
2017-01-19 02:05:00	ES	Futures	2472.92	2472.92	2472.65	2472.65	108.0
2017-01-19 02:10:00	ES	Futures	2472.92	2472.92	2472.38	2472.65	252.0
2017-01-19 02:15:00	ES	Futures	2472.38	2472.65	2472.38	2472.65	180.0
2017-01-19 02:20:00	ES	Futures	2472.65	2473.2	2472.65	2472.92	543.0
2017-01-19 02:25:00	ES	Futures	2472.92	2473.2	2472.1	2472.65	480.0
2017-01-19 02:30:00	ES	Futures	2472.38	2472.92	2472.38	2472.92	469.0
2017-01-19 02:35:00	ES	Futures	2472.92	2472.92	2472.65	2472.92	185.0
2017-01-19 02:40:00	ES	Futures	2472.65	2473.2	2472.65	2472.92	375.0
2017-01-19 02:45:00	ES	Futures	2472.92	2472.92	2472.65	2472.65	85.0
2017-01-19 02:50:00	ES	Futures	2472.92	2472.92	2472.38	2472.65	268.0
2017-01-19 02:55:00	ES	Futures	2472.65	2472.92	2472.38	2472.65	531.0
2017-01-19 03:00:00	ES	Futures	2472.65	2472.92	2471.83	2471.83	1912.0
2017-01-19 03:05:00	ES	Futures	2471.83	2472.1	2471.01	2471.83	2031.0
2017-01-19 03:10:00	ES	Futures	2471.83	2472.1	2471.56	2471.83	1139.0
2017-01-19 03:15:00	ES	Futures	2471.83	2472.1	2471.56	2472.1	767.0
2017-01-19 03:20:00	ES	Futures	2472.1	2472.38	2471.83	2472.38	745.0
2017-01-19 03:25:00	ES	Futures	2472.1	2472.65	2472.1	2472.38	875.0
2017-01-19 03:30:00	ES	Futures	2472.38	2472.65	2472.1	2472.1	414.0
2017-01-19 03:35:00	ES	Futures	2471.83	2472.38	2471.56	2472.38	753.0
2017-01-19 03:40:00	ES	Futures	2472.1	2472.65	2471.01	2471.56	1089.0
2017-01-19 03:45:00	ES	Futures	2471.56	2471.56	2471.01	2471.29	657.0
2017-01-19 03:50:00	ES	Futures	2471.01	2471.56	2471.01	2471.29	543.0
2017-01-19 03:55:00	ES	Futures	2471.01	2471.29	2470.47	2470.74	901.0
2017-01-19 04:00:00	ES	Futures	2470.74	2471.56	2470.2	2470.74	2003.0
2017-01-19 04:05:00	ES	Futures	2471.01	2471.29	2470.74	2471.01	591.0

> showing 50 of 15,912 rows — these rows as CSV

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