PREVIEW / futures_5min / 2017-01-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-24.parquet
  size:    255 KB
  rows:    15,630

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
2017-01-24 00:00:00	ES	Futures	2466.65	2466.65	2466.38	2466.38	238.0
2017-01-24 00:05:00	ES	Futures	2466.38	2466.38	2465.56	2466.1	516.0
2017-01-24 00:10:00	ES	Futures	2466.1	2466.1	2465.83	2465.83	103.0
2017-01-24 00:15:00	ES	Futures	2465.83	2465.83	2465.29	2465.29	437.0
2017-01-24 00:20:00	ES	Futures	2465.29	2465.83	2465.29	2465.83	398.0
2017-01-24 00:25:00	ES	Futures	2465.56	2465.83	2465.56	2465.56	64.0
2017-01-24 00:30:00	ES	Futures	2465.56	2465.83	2465.56	2465.56	29.0
2017-01-24 00:35:00	ES	Futures	2465.83	2465.83	2465.56	2465.83	39.0
2017-01-24 00:40:00	ES	Futures	2465.83	2466.38	2465.83	2466.38	395.0
2017-01-24 00:45:00	ES	Futures	2466.1	2466.38	2466.1	2466.1	201.0
2017-01-24 00:50:00	ES	Futures	2466.38	2466.38	2466.1	2466.1	35.0
2017-01-24 00:55:00	ES	Futures	2466.38	2466.65	2466.1	2466.38	326.0
2017-01-24 01:00:00	ES	Futures	2466.38	2466.38	2465.83	2466.38	228.0
2017-01-24 01:05:00	ES	Futures	2466.38	2466.38	2466.1	2466.38	30.0
2017-01-24 01:10:00	ES	Futures	2466.1	2466.92	2466.1	2466.92	245.0
2017-01-24 01:15:00	ES	Futures	2466.65	2466.92	2466.65	2466.65	160.0
2017-01-24 01:20:00	ES	Futures	2466.92	2466.92	2466.65	2466.92	139.0
2017-01-24 01:25:00	ES	Futures	2466.92	2466.92	2466.65	2466.65	30.0
2017-01-24 01:30:00	ES	Futures	2466.65	2467.2	2466.65	2466.92	154.0
2017-01-24 01:35:00	ES	Futures	2467.2	2467.74	2466.92	2467.47	553.0
2017-01-24 01:40:00	ES	Futures	2467.47	2467.74	2467.2	2467.47	645.0
2017-01-24 01:45:00	ES	Futures	2467.74	2467.74	2467.47	2467.74	138.0
2017-01-24 01:50:00	ES	Futures	2467.74	2467.74	2467.47	2467.47	113.0
2017-01-24 01:55:00	ES	Futures	2467.47	2467.47	2467.2	2467.2	205.0
2017-01-24 02:00:00	ES	Futures	2467.2	2467.47	2466.92	2467.2	215.0
2017-01-24 02:05:00	ES	Futures	2467.2	2467.2	2466.65	2466.92	606.0
2017-01-24 02:10:00	ES	Futures	2466.65	2467.2	2466.65	2467.2	278.0
2017-01-24 02:15:00	ES	Futures	2467.2	2467.2	2466.65	2466.65	306.0
2017-01-24 02:20:00	ES	Futures	2466.65	2466.92	2466.38	2466.65	457.0
2017-01-24 02:25:00	ES	Futures	2466.65	2466.92	2466.38	2466.38	148.0
2017-01-24 02:30:00	ES	Futures	2466.38	2466.92	2466.1	2466.92	698.0
2017-01-24 02:35:00	ES	Futures	2466.65	2467.2	2466.65	2467.2	319.0
2017-01-24 02:40:00	ES	Futures	2466.92	2467.47	2466.92	2467.47	416.0
2017-01-24 02:45:00	ES	Futures	2467.2	2467.74	2467.2	2467.74	300.0
2017-01-24 02:50:00	ES	Futures	2467.74	2467.74	2467.47	2467.74	716.0
2017-01-24 02:55:00	ES	Futures	2467.47	2468.01	2467.2	2467.2	379.0
2017-01-24 03:00:00	ES	Futures	2467.2	2467.74	2466.92	2467.47	1654.0
2017-01-24 03:05:00	ES	Futures	2467.2	2467.47	2466.1	2466.65	1240.0
2017-01-24 03:10:00	ES	Futures	2466.65	2466.92	2466.1	2466.65	913.0
2017-01-24 03:15:00	ES	Futures	2466.38	2466.65	2466.1	2466.38	1135.0
2017-01-24 03:20:00	ES	Futures	2466.38	2466.92	2465.83	2466.65	857.0
2017-01-24 03:25:00	ES	Futures	2466.65	2466.92	2466.38	2466.38	339.0
2017-01-24 03:30:00	ES	Futures	2466.38	2466.65	2466.1	2466.38	899.0
2017-01-24 03:35:00	ES	Futures	2466.1	2466.38	2466.1	2466.1	621.0
2017-01-24 03:40:00	ES	Futures	2465.83	2466.1	2465.83	2466.1	719.0
2017-01-24 03:45:00	ES	Futures	2466.1	2466.65	2465.83	2466.38	984.0
2017-01-24 03:50:00	ES	Futures	2466.38	2466.38	2466.1	2466.38	495.0
2017-01-24 03:55:00	ES	Futures	2466.38	2466.38	2465.29	2465.83	1164.0
2017-01-24 04:00:00	ES	Futures	2465.83	2466.65	2465.56	2466.38	790.0
2017-01-24 04:05:00	ES	Futures	2466.38	2466.38	2466.1	2466.1	184.0

> showing 50 of 15,630 rows — these rows as CSV

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