PREVIEW / futures_5min / 2017-01-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-29.parquet
  size:    48 KB
  rows:    2,765

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
2017-01-29 18:00:00	ES	Futures	2489.83	2492.56	2489.83	2492.02	7312.0
2017-01-29 18:05:00	ES	Futures	2492.29	2492.56	2490.93	2491.2	1696.0
2017-01-29 18:10:00	ES	Futures	2491.2	2491.47	2490.38	2491.47	1546.0
2017-01-29 18:15:00	ES	Futures	2491.47	2491.74	2491.2	2491.74	402.0
2017-01-29 18:20:00	ES	Futures	2491.74	2492.02	2490.65	2490.65	859.0
2017-01-29 18:25:00	ES	Futures	2490.93	2490.93	2489.83	2490.11	1687.0
2017-01-29 18:30:00	ES	Futures	2489.83	2490.65	2489.29	2490.11	2255.0
2017-01-29 18:35:00	ES	Futures	2490.11	2490.65	2489.83	2490.65	483.0
2017-01-29 18:40:00	ES	Futures	2490.65	2490.65	2490.38	2490.38	416.0
2017-01-29 18:45:00	ES	Futures	2490.65	2490.93	2490.11	2490.38	699.0
2017-01-29 18:50:00	ES	Futures	2490.11	2490.65	2490.11	2490.38	248.0
2017-01-29 18:55:00	ES	Futures	2490.65	2490.65	2490.38	2490.38	252.0
2017-01-29 19:00:00	ES	Futures	2490.38	2490.65	2490.11	2490.38	302.0
2017-01-29 19:05:00	ES	Futures	2490.65	2490.65	2490.11	2490.38	379.0
2017-01-29 19:10:00	ES	Futures	2490.38	2491.47	2490.38	2491.47	663.0
2017-01-29 19:15:00	ES	Futures	2491.47	2491.47	2490.93	2490.93	520.0
2017-01-29 19:20:00	ES	Futures	2491.2	2491.47	2490.93	2491.47	461.0
2017-01-29 19:25:00	ES	Futures	2491.2	2491.47	2490.65	2490.93	528.0
2017-01-29 19:30:00	ES	Futures	2491.2	2491.47	2490.93	2490.93	248.0
2017-01-29 19:35:00	ES	Futures	2491.2	2491.2	2490.93	2491.2	208.0
2017-01-29 19:40:00	ES	Futures	2491.47	2491.47	2490.65	2490.65	519.0
2017-01-29 19:45:00	ES	Futures	2490.93	2490.93	2489.56	2489.83	736.0
2017-01-29 19:50:00	ES	Futures	2489.83	2490.11	2489.02	2489.02	1016.0
2017-01-29 19:55:00	ES	Futures	2489.02	2489.83	2489.02	2489.29	745.0
2017-01-29 20:00:00	ES	Futures	2489.56	2489.56	2489.02	2489.02	762.0
2017-01-29 20:05:00	ES	Futures	2489.29	2489.29	2489.02	2489.02	140.0
2017-01-29 20:10:00	ES	Futures	2489.02	2489.56	2489.02	2489.56	513.0
2017-01-29 20:15:00	ES	Futures	2489.56	2489.56	2489.02	2489.56	853.0
2017-01-29 20:20:00	ES	Futures	2489.56	2489.83	2489.56	2489.83	388.0
2017-01-29 20:25:00	ES	Futures	2489.83	2489.83	2488.74	2489.56	1139.0
2017-01-29 20:30:00	ES	Futures	2489.56	2489.56	2489.02	2489.29	352.0
2017-01-29 20:35:00	ES	Futures	2489.02	2489.29	2488.74	2489.29	494.0
2017-01-29 20:40:00	ES	Futures	2489.29	2489.56	2489.02	2489.29	369.0
2017-01-29 20:45:00	ES	Futures	2489.29	2489.56	2489.02	2489.56	173.0
2017-01-29 20:50:00	ES	Futures	2489.56	2489.56	2489.02	2489.29	573.0
2017-01-29 20:55:00	ES	Futures	2489.29	2489.29	2489.02	2489.02	143.0
2017-01-29 21:00:00	ES	Futures	2489.29	2489.29	2489.02	2489.29	66.0
2017-01-29 21:05:00	ES	Futures	2489.29	2489.29	2489.02	2489.29	55.0
2017-01-29 21:10:00	ES	Futures	2489.29	2489.29	2489.02	2489.29	22.0
2017-01-29 21:15:00	ES	Futures	2489.29	2489.29	2489.02	2489.02	29.0
2017-01-29 21:20:00	ES	Futures	2489.02	2489.29	2489.02	2489.02	306.0
2017-01-29 21:25:00	ES	Futures	2489.02	2489.29	2489.02	2489.02	42.0
2017-01-29 21:30:00	ES	Futures	2489.29	2489.29	2489.02	2489.29	44.0
2017-01-29 21:35:00	ES	Futures	2489.29	2489.29	2488.74	2489.02	263.0
2017-01-29 21:40:00	ES	Futures	2488.74	2489.29	2488.74	2489.29	66.0
2017-01-29 21:45:00	ES	Futures	2489.02	2489.29	2489.02	2489.02	34.0
2017-01-29 21:50:00	ES	Futures	2489.29	2489.29	2489.02	2489.29	170.0
2017-01-29 21:55:00	ES	Futures	2489.29	2489.56	2489.02	2489.56	106.0
2017-01-29 22:00:00	ES	Futures	2489.56	2489.56	2489.29	2489.29	169.0
2017-01-29 22:05:00	ES	Futures	2489.56	2489.83	2489.29	2489.83	381.0

> showing 50 of 2,765 rows — these rows as CSV

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