PREVIEW / futures_5min / 2017-01-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-22.parquet
  size:    57 KB
  rows:    2,894

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
2017-01-22 18:00:00	ES	Futures	2472.38	2472.92	2471.56	2471.56	3768.0
2017-01-22 18:05:00	ES	Futures	2471.56	2471.83	2471.29	2471.29	924.0
2017-01-22 18:10:00	ES	Futures	2471.29	2471.56	2471.29	2471.29	833.0
2017-01-22 18:15:00	ES	Futures	2471.29	2471.83	2471.01	2471.01	1585.0
2017-01-22 18:20:00	ES	Futures	2471.01	2471.29	2469.92	2470.2	1389.0
2017-01-22 18:25:00	ES	Futures	2470.2	2470.47	2468.29	2468.29	1089.0
2017-01-22 18:30:00	ES	Futures	2468.56	2468.83	2466.38	2467.47	2503.0
2017-01-22 18:35:00	ES	Futures	2467.2	2467.74	2466.65	2467.74	710.0
2017-01-22 18:40:00	ES	Futures	2467.47	2467.74	2467.2	2467.2	600.0
2017-01-22 18:45:00	ES	Futures	2467.2	2467.47	2466.92	2467.47	370.0
2017-01-22 18:50:00	ES	Futures	2467.47	2467.47	2466.38	2466.92	1117.0
2017-01-22 18:55:00	ES	Futures	2466.65	2466.92	2465.29	2465.83	1791.0
2017-01-22 19:00:00	ES	Futures	2465.56	2466.38	2465.56	2466.1	738.0
2017-01-22 19:05:00	ES	Futures	2466.1	2466.38	2465.56	2466.1	909.0
2017-01-22 19:10:00	ES	Futures	2466.1	2466.38	2465.83	2466.38	507.0
2017-01-22 19:15:00	ES	Futures	2466.38	2466.65	2466.1	2466.38	348.0
2017-01-22 19:20:00	ES	Futures	2466.38	2466.38	2465.29	2465.56	1099.0
2017-01-22 19:25:00	ES	Futures	2465.56	2465.56	2465.01	2465.29	626.0
2017-01-22 19:30:00	ES	Futures	2465.29	2465.56	2465.01	2465.56	434.0
2017-01-22 19:35:00	ES	Futures	2465.56	2465.56	2464.74	2465.01	1103.0
2017-01-22 19:40:00	ES	Futures	2465.01	2465.29	2464.47	2464.74	696.0
2017-01-22 19:45:00	ES	Futures	2465.01	2465.29	2464.74	2465.29	306.0
2017-01-22 19:50:00	ES	Futures	2465.56	2465.56	2464.74	2464.74	451.0
2017-01-22 19:55:00	ES	Futures	2464.74	2465.01	2464.74	2464.74	302.0
2017-01-22 20:00:00	ES	Futures	2464.74	2465.29	2464.74	2465.29	297.0
2017-01-22 20:05:00	ES	Futures	2465.29	2465.83	2465.01	2465.56	347.0
2017-01-22 20:10:00	ES	Futures	2465.83	2466.1	2465.56	2465.83	443.0
2017-01-22 20:15:00	ES	Futures	2465.83	2466.38	2465.56	2466.1	899.0
2017-01-22 20:20:00	ES	Futures	2466.1	2466.65	2466.1	2466.38	569.0
2017-01-22 20:25:00	ES	Futures	2466.38	2466.65	2466.1	2466.38	202.0
2017-01-22 20:30:00	ES	Futures	2466.38	2467.47	2466.38	2467.2	560.0
2017-01-22 20:35:00	ES	Futures	2467.2	2467.74	2467.2	2467.2	379.0
2017-01-22 20:40:00	ES	Futures	2467.2	2467.47	2466.1	2466.38	1250.0
2017-01-22 20:45:00	ES	Futures	2466.38	2466.65	2465.29	2465.56	1234.0
2017-01-22 20:50:00	ES	Futures	2465.83	2465.83	2465.56	2465.83	167.0
2017-01-22 20:55:00	ES	Futures	2465.83	2465.83	2465.01	2465.29	480.0
2017-01-22 21:00:00	ES	Futures	2465.29	2465.56	2464.74	2465.01	751.0
2017-01-22 21:05:00	ES	Futures	2465.29	2465.29	2465.01	2465.29	135.0
2017-01-22 21:10:00	ES	Futures	2465.29	2465.56	2465.01	2465.56	244.0
2017-01-22 21:15:00	ES	Futures	2465.29	2465.56	2465.29	2465.29	126.0
2017-01-22 21:20:00	ES	Futures	2465.29	2465.56	2465.01	2465.56	312.0
2017-01-22 21:25:00	ES	Futures	2465.56	2465.83	2465.29	2465.83	224.0
2017-01-22 21:30:00	ES	Futures	2465.56	2466.38	2465.56	2466.38	364.0
2017-01-22 21:35:00	ES	Futures	2466.1	2466.38	2466.1	2466.1	69.0
2017-01-22 21:40:00	ES	Futures	2466.1	2466.38	2466.1	2466.38	96.0
2017-01-22 21:45:00	ES	Futures	2466.38	2466.38	2466.1	2466.38	694.0
2017-01-22 21:50:00	ES	Futures	2466.38	2466.92	2466.38	2466.65	352.0
2017-01-22 21:55:00	ES	Futures	2466.65	2466.92	2466.38	2466.38	119.0
2017-01-22 22:00:00	ES	Futures	2466.38	2466.65	2466.1	2466.1	231.0
2017-01-22 22:05:00	ES	Futures	2466.38	2466.38	2466.1	2466.38	103.0

> showing 50 of 2,894 rows — these rows as CSV

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