PREVIEW / futures_5min / 2017-01-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-26.parquet
  size:    256 KB
  rows:    15,740

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
2017-01-26 00:00:00	ES	Futures	2506.75	2506.75	2505.93	2505.93	506.0
2017-01-26 00:05:00	ES	Futures	2506.2	2506.2	2505.66	2505.93	507.0
2017-01-26 00:10:00	ES	Futures	2506.2	2506.2	2505.38	2505.93	731.0
2017-01-26 00:15:00	ES	Futures	2505.66	2506.2	2505.38	2505.93	364.0
2017-01-26 00:20:00	ES	Futures	2505.93	2505.93	2505.66	2505.93	215.0
2017-01-26 00:25:00	ES	Futures	2505.66	2506.47	2505.66	2506.2	513.0
2017-01-26 00:30:00	ES	Futures	2506.2	2506.47	2506.2	2506.2	38.0
2017-01-26 00:35:00	ES	Futures	2506.47	2506.47	2506.2	2506.2	66.0
2017-01-26 00:40:00	ES	Futures	2506.2	2506.47	2506.2	2506.2	31.0
2017-01-26 00:45:00	ES	Futures	2506.47	2506.75	2506.2	2506.47	360.0
2017-01-26 00:50:00	ES	Futures	2506.75	2507.02	2506.2	2506.47	236.0
2017-01-26 00:55:00	ES	Futures	2506.2	2506.47	2505.38	2505.93	1292.0
2017-01-26 01:00:00	ES	Futures	2505.93	2506.47	2505.66	2506.2	951.0
2017-01-26 01:05:00	ES	Futures	2506.47	2507.02	2506.47	2506.75	796.0
2017-01-26 01:10:00	ES	Futures	2506.75	2507.84	2506.47	2507.56	610.0
2017-01-26 01:15:00	ES	Futures	2507.56	2508.93	2507.29	2508.11	2676.0
2017-01-26 01:20:00	ES	Futures	2508.38	2508.38	2507.84	2508.11	384.0
2017-01-26 01:25:00	ES	Futures	2507.84	2508.11	2507.56	2507.84	211.0
2017-01-26 01:30:00	ES	Futures	2507.84	2507.84	2507.29	2507.56	655.0
2017-01-26 01:35:00	ES	Futures	2507.84	2508.66	2507.56	2508.38	472.0
2017-01-26 01:40:00	ES	Futures	2508.38	2508.38	2507.84	2507.84	386.0
2017-01-26 01:45:00	ES	Futures	2508.11	2508.11	2507.84	2508.11	30.0
2017-01-26 01:50:00	ES	Futures	2507.84	2508.38	2507.84	2507.84	353.0
2017-01-26 01:55:00	ES	Futures	2508.11	2508.11	2507.84	2507.84	506.0
2017-01-26 02:00:00	ES	Futures	2507.84	2508.11	2507.02	2507.29	1783.0
2017-01-26 02:05:00	ES	Futures	2507.29	2507.84	2507.29	2507.29	612.0
2017-01-26 02:10:00	ES	Futures	2507.29	2507.84	2507.29	2507.29	624.0
2017-01-26 02:15:00	ES	Futures	2507.29	2507.56	2507.02	2507.02	195.0
2017-01-26 02:20:00	ES	Futures	2507.29	2507.29	2506.47	2507.29	1622.0
2017-01-26 02:25:00	ES	Futures	2507.29	2507.56	2506.75	2507.02	415.0
2017-01-26 02:30:00	ES	Futures	2507.02	2507.02	2506.2	2506.2	366.0
2017-01-26 02:35:00	ES	Futures	2506.2	2506.75	2506.2	2506.75	559.0
2017-01-26 02:40:00	ES	Futures	2506.47	2506.75	2506.2	2506.75	396.0
2017-01-26 02:45:00	ES	Futures	2506.75	2507.02	2506.47	2506.75	508.0
2017-01-26 02:50:00	ES	Futures	2506.47	2507.02	2506.47	2506.75	703.0
2017-01-26 02:55:00	ES	Futures	2506.75	2507.56	2506.75	2507.02	939.0
2017-01-26 03:00:00	ES	Futures	2507.29	2507.29	2506.2	2507.02	3330.0
2017-01-26 03:05:00	ES	Futures	2506.75	2507.56	2506.2	2506.75	2111.0
2017-01-26 03:10:00	ES	Futures	2507.02	2507.84	2506.75	2507.56	1293.0
2017-01-26 03:15:00	ES	Futures	2507.56	2507.84	2507.02	2507.02	1845.0
2017-01-26 03:20:00	ES	Futures	2507.02	2507.56	2506.47	2507.02	1762.0
2017-01-26 03:25:00	ES	Futures	2507.02	2507.29	2506.75	2507.02	1206.0
2017-01-26 03:30:00	ES	Futures	2506.75	2507.29	2506.75	2507.02	1482.0
2017-01-26 03:35:00	ES	Futures	2506.75	2507.02	2506.2	2506.47	966.0
2017-01-26 03:40:00	ES	Futures	2506.47	2506.47	2505.93	2505.93	1257.0
2017-01-26 03:45:00	ES	Futures	2505.93	2506.2	2505.66	2505.93	1153.0
2017-01-26 03:50:00	ES	Futures	2506.2	2506.2	2505.66	2505.93	1192.0
2017-01-26 03:55:00	ES	Futures	2505.66	2506.2	2505.38	2505.93	1395.0
2017-01-26 04:00:00	ES	Futures	2505.93	2506.2	2505.66	2505.93	1025.0
2017-01-26 04:05:00	ES	Futures	2505.66	2506.2	2505.66	2506.2	709.0

> showing 50 of 15,740 rows — these rows as CSV

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