PREVIEW / futures_5min / 2017-01-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-30.parquet
  size:    256 KB
  rows:    15,822

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
2017-01-30 00:00:00	ES	Futures	2490.93	2491.2	2490.65	2491.2	335.0
2017-01-30 00:05:00	ES	Futures	2490.93	2491.2	2490.93	2491.2	249.0
2017-01-30 00:10:00	ES	Futures	2491.2	2491.47	2490.65	2490.65	811.0
2017-01-30 00:15:00	ES	Futures	2490.65	2491.2	2490.65	2490.65	273.0
2017-01-30 00:20:00	ES	Futures	2490.65	2490.93	2490.65	2490.65	142.0
2017-01-30 00:25:00	ES	Futures	2490.65	2491.2	2490.65	2491.2	238.0
2017-01-30 00:30:00	ES	Futures	2491.47	2491.47	2491.2	2491.47	385.0
2017-01-30 00:35:00	ES	Futures	2491.47	2491.47	2491.2	2491.2	42.0
2017-01-30 00:40:00	ES	Futures	2491.2	2491.47	2490.93	2490.93	78.0
2017-01-30 00:45:00	ES	Futures	2490.93	2490.93	2490.93	2490.93	10.0
2017-01-30 00:50:00	ES	Futures	2490.93	2491.74	2490.93	2491.74	374.0
2017-01-30 00:55:00	ES	Futures	2491.74	2492.29	2491.74	2491.74	1213.0
2017-01-30 01:00:00	ES	Futures	2492.02	2493.11	2491.74	2492.29	1227.0
2017-01-30 01:05:00	ES	Futures	2492.29	2492.29	2491.47	2491.74	524.0
2017-01-30 01:10:00	ES	Futures	2492.02	2492.02	2491.74	2491.74	111.0
2017-01-30 01:15:00	ES	Futures	2491.74	2491.74	2491.47	2491.74	56.0
2017-01-30 01:20:00	ES	Futures	2491.47	2491.74	2491.2	2491.2	539.0
2017-01-30 01:25:00	ES	Futures	2491.47	2491.74	2491.2	2491.47	731.0
2017-01-30 01:30:00	ES	Futures	2491.47	2491.47	2490.93	2491.2	360.0
2017-01-30 01:35:00	ES	Futures	2490.93	2491.2	2490.93	2490.93	11.0
2017-01-30 01:40:00	ES	Futures	2490.93	2491.2	2490.65	2490.65	136.0
2017-01-30 01:45:00	ES	Futures	2490.65	2490.93	2490.65	2490.93	128.0
2017-01-30 01:50:00	ES	Futures	2490.93	2491.47	2490.93	2491.2	309.0
2017-01-30 01:55:00	ES	Futures	2491.47	2491.74	2490.93	2491.2	354.0
2017-01-30 02:00:00	ES	Futures	2491.47	2491.74	2490.93	2491.47	706.0
2017-01-30 02:05:00	ES	Futures	2491.2	2491.47	2490.38	2490.65	1103.0
2017-01-30 02:10:00	ES	Futures	2490.38	2490.65	2490.38	2490.65	182.0
2017-01-30 02:15:00	ES	Futures	2490.65	2490.93	2490.38	2490.93	308.0
2017-01-30 02:20:00	ES	Futures	2490.93	2491.2	2490.93	2491.2	157.0
2017-01-30 02:25:00	ES	Futures	2491.2	2491.47	2491.2	2491.47	152.0
2017-01-30 02:30:00	ES	Futures	2491.2	2491.74	2491.2	2491.47	111.0
2017-01-30 02:35:00	ES	Futures	2491.47	2491.74	2491.2	2491.47	202.0
2017-01-30 02:40:00	ES	Futures	2491.47	2491.74	2491.2	2491.47	176.0
2017-01-30 02:45:00	ES	Futures	2491.47	2491.74	2491.2	2491.74	419.0
2017-01-30 02:50:00	ES	Futures	2491.74	2491.74	2491.47	2491.74	86.0
2017-01-30 02:55:00	ES	Futures	2491.74	2491.74	2491.47	2491.74	344.0
2017-01-30 03:00:00	ES	Futures	2491.47	2493.38	2491.2	2493.11	3262.0
2017-01-30 03:05:00	ES	Futures	2493.11	2493.65	2492.56	2493.38	1558.0
2017-01-30 03:10:00	ES	Futures	2493.38	2493.93	2493.11	2493.11	1825.0
2017-01-30 03:15:00	ES	Futures	2492.84	2493.11	2491.47	2492.02	2146.0
2017-01-30 03:20:00	ES	Futures	2492.02	2492.29	2491.2	2491.74	1333.0
2017-01-30 03:25:00	ES	Futures	2492.02	2492.29	2491.47	2491.74	1083.0
2017-01-30 03:30:00	ES	Futures	2492.02	2492.56	2491.74	2491.74	1385.0
2017-01-30 03:35:00	ES	Futures	2491.74	2491.74	2490.65	2490.65	2273.0
2017-01-30 03:40:00	ES	Futures	2490.65	2491.2	2490.38	2490.65	2035.0
2017-01-30 03:45:00	ES	Futures	2490.38	2490.93	2490.11	2490.93	841.0
2017-01-30 03:50:00	ES	Futures	2490.93	2491.74	2490.65	2491.2	1490.0
2017-01-30 03:55:00	ES	Futures	2491.2	2491.47	2490.93	2491.2	1272.0
2017-01-30 04:00:00	ES	Futures	2491.47	2491.47	2490.38	2490.93	1226.0
2017-01-30 04:05:00	ES	Futures	2490.93	2491.74	2490.93	2491.74	1629.0

> showing 50 of 15,822 rows — these rows as CSV

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