PREVIEW / futures_5min / 2017-01-25

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-25.parquet
  size:    261 KB
  rows:    15,715

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
2017-01-25 00:00:00	ES	Futures	2483.56	2483.56	2483.29	2483.56	91.0
2017-01-25 00:05:00	ES	Futures	2483.56	2483.56	2483.56	2483.56	99.0
2017-01-25 00:10:00	ES	Futures	2483.83	2483.83	2483.56	2483.56	91.0
2017-01-25 00:15:00	ES	Futures	2483.83	2483.83	2483.56	2483.83	59.0
2017-01-25 00:20:00	ES	Futures	2483.56	2483.83	2483.29	2483.29	260.0
2017-01-25 00:25:00	ES	Futures	2483.29	2483.83	2483.02	2483.83	499.0
2017-01-25 00:30:00	ES	Futures	2483.83	2484.11	2483.56	2483.56	322.0
2017-01-25 00:35:00	ES	Futures	2483.83	2483.83	2483.56	2483.83	100.0
2017-01-25 00:40:00	ES	Futures	2484.11	2484.11	2483.83	2483.83	206.0
2017-01-25 00:45:00	ES	Futures	2483.83	2484.11	2483.83	2484.11	15.0
2017-01-25 00:50:00	ES	Futures	2484.11	2484.38	2483.83	2483.83	199.0
2017-01-25 00:55:00	ES	Futures	2483.83	2483.83	2483.56	2483.83	234.0
2017-01-25 01:00:00	ES	Futures	2484.11	2484.11	2483.83	2484.11	47.0
2017-01-25 01:05:00	ES	Futures	2483.83	2484.11	2483.83	2483.83	128.0
2017-01-25 01:10:00	ES	Futures	2484.11	2484.93	2483.83	2484.65	1018.0
2017-01-25 01:15:00	ES	Futures	2484.65	2484.93	2484.65	2484.65	91.0
2017-01-25 01:20:00	ES	Futures	2484.93	2485.47	2484.65	2485.47	835.0
2017-01-25 01:25:00	ES	Futures	2485.47	2485.74	2484.65	2484.65	626.0
2017-01-25 01:30:00	ES	Futures	2484.65	2484.93	2484.65	2484.65	208.0
2017-01-25 01:35:00	ES	Futures	2484.65	2484.93	2484.65	2484.65	123.0
2017-01-25 01:40:00	ES	Futures	2484.93	2484.93	2484.65	2484.65	70.0
2017-01-25 01:45:00	ES	Futures	2484.65	2485.2	2484.65	2484.65	187.0
2017-01-25 01:50:00	ES	Futures	2484.93	2484.93	2484.65	2484.93	12.0
2017-01-25 01:55:00	ES	Futures	2484.65	2484.93	2484.65	2484.65	84.0
2017-01-25 02:00:00	ES	Futures	2484.93	2485.47	2484.65	2485.47	372.0
2017-01-25 02:05:00	ES	Futures	2485.47	2485.74	2485.2	2485.2	525.0
2017-01-25 02:10:00	ES	Futures	2485.2	2485.47	2484.93	2485.2	364.0
2017-01-25 02:15:00	ES	Futures	2485.2	2485.74	2484.93	2485.47	415.0
2017-01-25 02:20:00	ES	Futures	2485.47	2485.74	2485.2	2485.74	558.0
2017-01-25 02:25:00	ES	Futures	2485.74	2486.02	2485.2	2485.47	826.0
2017-01-25 02:30:00	ES	Futures	2485.74	2486.02	2485.47	2486.02	654.0
2017-01-25 02:35:00	ES	Futures	2485.74	2486.56	2485.74	2486.02	1864.0
2017-01-25 02:40:00	ES	Futures	2486.29	2486.56	2486.02	2486.29	605.0
2017-01-25 02:45:00	ES	Futures	2486.02	2486.56	2486.02	2486.02	343.0
2017-01-25 02:50:00	ES	Futures	2486.29	2486.29	2486.02	2486.02	504.0
2017-01-25 02:55:00	ES	Futures	2486.29	2486.56	2485.74	2486.02	657.0
2017-01-25 03:00:00	ES	Futures	2486.02	2486.56	2485.47	2485.47	1670.0
2017-01-25 03:05:00	ES	Futures	2485.2	2486.02	2485.2	2485.2	1335.0
2017-01-25 03:10:00	ES	Futures	2485.2	2486.02	2485.2	2486.02	846.0
2017-01-25 03:15:00	ES	Futures	2485.74	2487.11	2485.74	2486.56	2529.0
2017-01-25 03:20:00	ES	Futures	2486.56	2487.38	2486.56	2487.11	1533.0
2017-01-25 03:25:00	ES	Futures	2487.11	2487.93	2487.11	2487.65	3302.0
2017-01-25 03:30:00	ES	Futures	2487.93	2489.83	2487.65	2489.56	7882.0
2017-01-25 03:35:00	ES	Futures	2489.56	2489.56	2487.93	2487.93	2117.0
2017-01-25 03:40:00	ES	Futures	2487.93	2489.02	2487.93	2489.02	2106.0
2017-01-25 03:45:00	ES	Futures	2489.02	2489.29	2488.47	2488.74	2598.0
2017-01-25 03:50:00	ES	Futures	2488.74	2489.02	2488.47	2489.02	1287.0
2017-01-25 03:55:00	ES	Futures	2489.29	2490.11	2489.02	2489.83	2807.0
2017-01-25 04:00:00	ES	Futures	2489.83	2490.11	2489.29	2489.29	2340.0
2017-01-25 04:05:00	ES	Futures	2489.56	2489.83	2489.29	2489.56	1397.0

> showing 50 of 15,715 rows — these rows as CSV

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