PREVIEW / futures_5min / 2017-01-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-27.parquet
  size:    205 KB
  rows:    12,945

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
2017-01-27 00:00:00	ES	Futures	2501.84	2501.84	2501.56	2501.56	14.0
2017-01-27 00:05:00	ES	Futures	2501.56	2501.84	2501.56	2501.56	291.0
2017-01-27 00:10:00	ES	Futures	2501.56	2501.56	2501.29	2501.29	29.0
2017-01-27 00:15:00	ES	Futures	2501.29	2501.29	2501.29	2501.29	175.0
2017-01-27 00:20:00	ES	Futures	2501.29	2501.56	2500.75	2501.02	381.0
2017-01-27 00:25:00	ES	Futures	2501.29	2501.29	2501.02	2501.02	46.0
2017-01-27 00:30:00	ES	Futures	2501.29	2501.56	2501.29	2501.56	220.0
2017-01-27 00:35:00	ES	Futures	2501.29	2501.56	2501.29	2501.29	38.0
2017-01-27 00:40:00	ES	Futures	2501.29	2501.29	2501.29	2501.29	82.0
2017-01-27 00:45:00	ES	Futures	2501.29	2501.56	2501.29	2501.29	43.0
2017-01-27 00:50:00	ES	Futures	2501.29	2501.56	2501.29	2501.56	38.0
2017-01-27 00:55:00	ES	Futures	2501.56	2501.56	2501.29	2501.29	77.0
2017-01-27 01:00:00	ES	Futures	2501.56	2501.84	2501.56	2501.56	196.0
2017-01-27 01:05:00	ES	Futures	2501.56	2501.84	2501.56	2501.56	17.0
2017-01-27 01:10:00	ES	Futures	2501.84	2501.84	2501.56	2501.84	109.0
2017-01-27 01:15:00	ES	Futures	2501.84	2501.84	2501.56	2501.56	81.0
2017-01-27 01:20:00	ES	Futures	2501.84	2502.11	2501.56	2502.11	114.0
2017-01-27 01:25:00	ES	Futures	2502.11	2502.38	2502.11	2502.11	137.0
2017-01-27 01:30:00	ES	Futures	2502.11	2502.38	2502.11	2502.38	57.0
2017-01-27 01:35:00	ES	Futures	2502.11	2502.38	2502.11	2502.38	20.0
2017-01-27 01:40:00	ES	Futures	2502.38	2502.38	2501.84	2502.38	335.0
2017-01-27 01:45:00	ES	Futures	2502.38	2502.38	2502.11	2502.38	171.0
2017-01-27 01:50:00	ES	Futures	2502.38	2502.66	2502.11	2502.38	201.0
2017-01-27 01:55:00	ES	Futures	2502.38	2502.66	2502.38	2502.66	68.0
2017-01-27 02:00:00	ES	Futures	2502.66	2502.93	2502.38	2502.93	380.0
2017-01-27 02:05:00	ES	Futures	2502.93	2504.02	2502.66	2503.75	1067.0
2017-01-27 02:10:00	ES	Futures	2504.02	2505.11	2504.02	2504.56	2268.0
2017-01-27 02:15:00	ES	Futures	2504.56	2504.84	2502.93	2502.93	1036.0
2017-01-27 02:20:00	ES	Futures	2502.93	2503.47	2502.66	2503.2	599.0
2017-01-27 02:25:00	ES	Futures	2503.2	2504.02	2503.2	2503.47	517.0
2017-01-27 02:30:00	ES	Futures	2503.75	2504.29	2503.2	2503.75	516.0
2017-01-27 02:35:00	ES	Futures	2503.75	2504.02	2503.47	2503.75	435.0
2017-01-27 02:40:00	ES	Futures	2503.75	2504.84	2503.75	2504.56	775.0
2017-01-27 02:45:00	ES	Futures	2504.56	2505.38	2504.56	2505.11	651.0
2017-01-27 02:50:00	ES	Futures	2505.11	2505.93	2505.11	2505.66	731.0
2017-01-27 02:55:00	ES	Futures	2505.66	2505.93	2505.11	2505.11	317.0
2017-01-27 03:00:00	ES	Futures	2505.38	2505.38	2503.75	2504.84	1673.0
2017-01-27 03:05:00	ES	Futures	2505.11	2505.11	2504.02	2505.11	983.0
2017-01-27 03:10:00	ES	Futures	2505.11	2505.38	2503.47	2504.02	1896.0
2017-01-27 03:15:00	ES	Futures	2504.02	2504.29	2502.93	2503.47	1092.0
2017-01-27 03:20:00	ES	Futures	2503.47	2504.02	2503.2	2504.02	1015.0
2017-01-27 03:25:00	ES	Futures	2504.02	2504.56	2503.2	2504.29	1041.0
2017-01-27 03:30:00	ES	Futures	2504.56	2504.56	2504.02	2504.29	662.0
2017-01-27 03:35:00	ES	Futures	2504.29	2504.56	2504.02	2504.56	335.0
2017-01-27 03:40:00	ES	Futures	2504.56	2504.56	2504.02	2504.02	475.0
2017-01-27 03:45:00	ES	Futures	2504.29	2504.29	2503.75	2504.02	411.0
2017-01-27 03:50:00	ES	Futures	2504.02	2504.56	2504.02	2504.02	475.0
2017-01-27 03:55:00	ES	Futures	2504.02	2504.84	2503.47	2504.56	736.0
2017-01-27 04:00:00	ES	Futures	2504.56	2504.84	2503.2	2503.47	1154.0
2017-01-27 04:05:00	ES	Futures	2503.75	2504.29	2503.2	2503.2	743.0

> showing 50 of 12,945 rows — these rows as CSV

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