PREVIEW / futures_5min / 2017-01-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-23.parquet
  size:    253 KB
  rows:    15,535

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
2017-01-23 00:00:00	ES	Futures	2466.65	2466.92	2466.38	2466.92	222.0
2017-01-23 00:05:00	ES	Futures	2466.92	2466.92	2466.65	2466.65	30.0
2017-01-23 00:10:00	ES	Futures	2466.65	2466.92	2466.65	2466.65	211.0
2017-01-23 00:15:00	ES	Futures	2466.65	2466.92	2466.65	2466.65	94.0
2017-01-23 00:20:00	ES	Futures	2466.65	2466.92	2466.65	2466.65	95.0
2017-01-23 00:25:00	ES	Futures	2466.65	2467.2	2466.65	2467.2	231.0
2017-01-23 00:30:00	ES	Futures	2466.92	2467.47	2466.92	2467.47	195.0
2017-01-23 00:35:00	ES	Futures	2467.2	2467.47	2466.92	2466.92	143.0
2017-01-23 00:40:00	ES	Futures	2466.92	2466.92	2466.65	2466.65	142.0
2017-01-23 00:45:00	ES	Futures	2466.65	2466.92	2466.65	2466.92	97.0
2017-01-23 00:50:00	ES	Futures	2466.65	2466.92	2466.65	2466.92	125.0
2017-01-23 00:55:00	ES	Futures	2466.65	2466.92	2465.83	2465.83	627.0
2017-01-23 01:00:00	ES	Futures	2465.83	2466.1	2465.01	2465.01	986.0
2017-01-23 01:05:00	ES	Futures	2465.29	2465.29	2464.47	2465.01	809.0
2017-01-23 01:10:00	ES	Futures	2465.01	2465.56	2464.74	2465.01	424.0
2017-01-23 01:15:00	ES	Futures	2465.29	2465.29	2465.01	2465.01	258.0
2017-01-23 01:20:00	ES	Futures	2465.01	2465.29	2464.74	2465.01	249.0
2017-01-23 01:25:00	ES	Futures	2465.01	2465.01	2464.47	2464.74	250.0
2017-01-23 01:30:00	ES	Futures	2465.01	2465.01	2464.74	2464.74	229.0
2017-01-23 01:35:00	ES	Futures	2464.74	2465.29	2464.74	2465.01	113.0
2017-01-23 01:40:00	ES	Futures	2465.01	2465.29	2464.74	2465.01	248.0
2017-01-23 01:45:00	ES	Futures	2465.01	2465.01	2464.47	2465.01	268.0
2017-01-23 01:50:00	ES	Futures	2464.74	2465.29	2464.74	2465.01	176.0
2017-01-23 01:55:00	ES	Futures	2465.29	2465.29	2465.01	2465.29	260.0
2017-01-23 02:00:00	ES	Futures	2465.56	2465.56	2464.74	2464.74	480.0
2017-01-23 02:05:00	ES	Futures	2465.01	2465.29	2464.74	2465.01	516.0
2017-01-23 02:10:00	ES	Futures	2465.01	2465.01	2464.74	2465.01	381.0
2017-01-23 02:15:00	ES	Futures	2465.01	2465.56	2464.74	2465.29	336.0
2017-01-23 02:20:00	ES	Futures	2465.29	2465.56	2465.01	2465.29	378.0
2017-01-23 02:25:00	ES	Futures	2465.29	2465.29	2464.74	2464.74	653.0
2017-01-23 02:30:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	318.0
2017-01-23 02:35:00	ES	Futures	2465.01	2465.29	2464.47	2465.29	565.0
2017-01-23 02:40:00	ES	Futures	2465.29	2465.56	2465.01	2465.56	548.0
2017-01-23 02:45:00	ES	Futures	2465.56	2466.1	2465.01	2466.1	739.0
2017-01-23 02:50:00	ES	Futures	2465.83	2466.65	2465.83	2466.38	952.0
2017-01-23 02:55:00	ES	Futures	2466.38	2466.65	2465.83	2465.83	1143.0
2017-01-23 03:00:00	ES	Futures	2465.83	2466.1	2464.74	2465.01	3203.0
2017-01-23 03:05:00	ES	Futures	2465.01	2465.29	2463.65	2464.19	3363.0
2017-01-23 03:10:00	ES	Futures	2464.19	2464.74	2463.65	2464.74	1371.0
2017-01-23 03:15:00	ES	Futures	2464.74	2464.74	2463.92	2463.92	1645.0
2017-01-23 03:20:00	ES	Futures	2464.19	2465.29	2463.92	2465.29	842.0
2017-01-23 03:25:00	ES	Futures	2465.01	2465.83	2464.74	2465.56	1979.0
2017-01-23 03:30:00	ES	Futures	2465.29	2465.83	2465.01	2465.83	1336.0
2017-01-23 03:35:00	ES	Futures	2465.56	2466.1	2465.29	2465.83	994.0
2017-01-23 03:40:00	ES	Futures	2466.1	2466.65	2466.1	2466.38	940.0
2017-01-23 03:45:00	ES	Futures	2466.38	2466.92	2465.83	2465.83	1618.0
2017-01-23 03:50:00	ES	Futures	2465.83	2466.65	2465.83	2466.38	614.0
2017-01-23 03:55:00	ES	Futures	2466.38	2466.65	2465.83	2465.83	691.0
2017-01-23 04:00:00	ES	Futures	2466.1	2466.1	2465.56	2466.1	973.0
2017-01-23 04:05:00	ES	Futures	2466.1	2466.38	2465.56	2465.83	794.0

> showing 50 of 15,535 rows — these rows as CSV

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