PREVIEW / futures_5min / 2017-01-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-20.parquet
  size:    223 KB
  rows:    12,987

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
2017-01-20 00:00:00	ES	Futures	2470.2	2470.47	2470.2	2470.47	51.0
2017-01-20 00:05:00	ES	Futures	2470.47	2470.47	2470.2	2470.47	41.0
2017-01-20 00:10:00	ES	Futures	2470.47	2470.74	2470.2	2470.47	138.0
2017-01-20 00:15:00	ES	Futures	2470.74	2470.74	2470.2	2470.2	433.0
2017-01-20 00:20:00	ES	Futures	2470.2	2470.47	2470.2	2470.2	93.0
2017-01-20 00:25:00	ES	Futures	2470.2	2470.47	2470.2	2470.47	29.0
2017-01-20 00:30:00	ES	Futures	2470.2	2470.47	2470.2	2470.2	35.0
2017-01-20 00:35:00	ES	Futures	2470.47	2470.74	2470.2	2470.47	188.0
2017-01-20 00:40:00	ES	Futures	2470.47	2470.47	2470.2	2470.47	101.0
2017-01-20 00:45:00	ES	Futures	2470.2	2470.74	2470.2	2470.47	99.0
2017-01-20 00:50:00	ES	Futures	2470.47	2470.74	2470.2	2470.2	170.0
2017-01-20 00:55:00	ES	Futures	2470.2	2470.47	2470.2	2470.2	104.0
2017-01-20 01:00:00	ES	Futures	2470.2	2470.47	2470.2	2470.47	140.0
2017-01-20 01:05:00	ES	Futures	2470.2	2470.47	2470.2	2470.2	40.0
2017-01-20 01:10:00	ES	Futures	2470.47	2470.74	2470.2	2470.74	214.0
2017-01-20 01:15:00	ES	Futures	2470.74	2471.01	2470.47	2470.47	368.0
2017-01-20 01:20:00	ES	Futures	2470.74	2470.74	2470.2	2470.47	415.0
2017-01-20 01:25:00	ES	Futures	2470.74	2470.74	2470.47	2470.47	40.0
2017-01-20 01:30:00	ES	Futures	2470.74	2470.74	2470.47	2470.47	39.0
2017-01-20 01:35:00	ES	Futures	2470.47	2470.74	2469.92	2469.92	412.0
2017-01-20 01:40:00	ES	Futures	2470.2	2470.47	2469.92	2470.2	187.0
2017-01-20 01:45:00	ES	Futures	2470.2	2470.47	2470.2	2470.2	92.0
2017-01-20 01:50:00	ES	Futures	2470.2	2470.47	2469.92	2469.92	139.0
2017-01-20 01:55:00	ES	Futures	2469.92	2470.2	2469.38	2469.38	288.0
2017-01-20 02:00:00	ES	Futures	2469.38	2469.65	2468.83	2469.1	908.0
2017-01-20 02:05:00	ES	Futures	2469.1	2469.38	2469.1	2469.1	287.0
2017-01-20 02:10:00	ES	Futures	2469.1	2469.1	2468.56	2469.1	756.0
2017-01-20 02:15:00	ES	Futures	2469.1	2469.38	2468.56	2469.1	590.0
2017-01-20 02:20:00	ES	Futures	2469.1	2469.65	2469.1	2469.65	185.0
2017-01-20 02:25:00	ES	Futures	2469.65	2469.92	2469.38	2469.38	366.0
2017-01-20 02:30:00	ES	Futures	2469.1	2469.65	2469.1	2469.65	120.0
2017-01-20 02:35:00	ES	Futures	2469.65	2470.47	2469.38	2470.2	613.0
2017-01-20 02:40:00	ES	Futures	2470.2	2470.47	2470.2	2470.2	112.0
2017-01-20 02:45:00	ES	Futures	2470.2	2470.47	2469.38	2469.65	569.0
2017-01-20 02:50:00	ES	Futures	2469.38	2470.47	2469.38	2470.47	599.0
2017-01-20 02:55:00	ES	Futures	2470.47	2470.47	2470.2	2470.47	339.0
2017-01-20 03:00:00	ES	Futures	2470.2	2470.47	2469.1	2469.92	2279.0
2017-01-20 03:05:00	ES	Futures	2469.92	2470.74	2469.38	2470.47	1800.0
2017-01-20 03:10:00	ES	Futures	2470.47	2470.47	2469.65	2470.2	1270.0
2017-01-20 03:15:00	ES	Futures	2470.2	2471.01	2469.92	2471.01	1118.0
2017-01-20 03:20:00	ES	Futures	2471.01	2471.01	2470.2	2470.47	932.0
2017-01-20 03:25:00	ES	Futures	2470.47	2471.29	2470.47	2470.74	1466.0
2017-01-20 03:30:00	ES	Futures	2470.74	2472.1	2470.74	2471.29	2883.0
2017-01-20 03:35:00	ES	Futures	2471.56	2472.1	2471.01	2471.01	945.0
2017-01-20 03:40:00	ES	Futures	2471.29	2472.1	2470.74	2472.1	1609.0
2017-01-20 03:45:00	ES	Futures	2472.1	2472.1	2471.29	2471.56	1175.0
2017-01-20 03:50:00	ES	Futures	2471.83	2472.1	2471.29	2471.56	1243.0
2017-01-20 03:55:00	ES	Futures	2471.83	2471.83	2471.01	2471.29	628.0
2017-01-20 04:00:00	ES	Futures	2471.29	2471.56	2471.01	2471.01	714.0
2017-01-20 04:05:00	ES	Futures	2471.01	2471.56	2470.74	2471.29	695.0

> showing 50 of 12,987 rows — these rows as CSV

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