PREVIEW / futures_5min / 2017-01-31

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-01-31.parquet
  size:    271 KB
  rows:    16,061

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
2017-01-31 00:00:00	ES	Futures	2476.47	2476.74	2475.92	2476.2	423.0
2017-01-31 00:05:00	ES	Futures	2476.2	2476.47	2475.65	2475.92	284.0
2017-01-31 00:10:00	ES	Futures	2475.92	2476.2	2475.65	2476.2	276.0
2017-01-31 00:15:00	ES	Futures	2475.92	2475.92	2475.11	2475.65	567.0
2017-01-31 00:20:00	ES	Futures	2475.38	2475.65	2474.83	2474.83	482.0
2017-01-31 00:25:00	ES	Futures	2474.83	2475.65	2474.56	2475.38	715.0
2017-01-31 00:30:00	ES	Futures	2475.38	2476.47	2475.38	2476.47	854.0
2017-01-31 00:35:00	ES	Futures	2476.2	2476.47	2475.92	2475.92	226.0
2017-01-31 00:40:00	ES	Futures	2475.92	2476.2	2475.92	2475.92	108.0
2017-01-31 00:45:00	ES	Futures	2476.2	2476.47	2475.92	2476.2	171.0
2017-01-31 00:50:00	ES	Futures	2476.47	2476.47	2475.92	2475.92	153.0
2017-01-31 00:55:00	ES	Futures	2476.2	2477.01	2476.2	2477.01	552.0
2017-01-31 01:00:00	ES	Futures	2476.74	2477.01	2476.2	2476.2	281.0
2017-01-31 01:05:00	ES	Futures	2476.2	2476.47	2475.65	2475.92	459.0
2017-01-31 01:10:00	ES	Futures	2475.92	2476.2	2475.38	2475.38	299.0
2017-01-31 01:15:00	ES	Futures	2475.65	2475.92	2475.38	2475.38	352.0
2017-01-31 01:20:00	ES	Futures	2475.38	2475.38	2474.56	2475.11	709.0
2017-01-31 01:25:00	ES	Futures	2475.11	2475.65	2474.83	2475.38	143.0
2017-01-31 01:30:00	ES	Futures	2475.38	2475.65	2475.38	2475.65	81.0
2017-01-31 01:35:00	ES	Futures	2475.65	2476.74	2475.38	2476.2	624.0
2017-01-31 01:40:00	ES	Futures	2476.47	2476.47	2476.2	2476.2	106.0
2017-01-31 01:45:00	ES	Futures	2476.47	2476.74	2475.92	2476.2	185.0
2017-01-31 01:50:00	ES	Futures	2475.92	2477.01	2475.92	2476.47	819.0
2017-01-31 01:55:00	ES	Futures	2476.47	2477.01	2476.2	2476.74	238.0
2017-01-31 02:00:00	ES	Futures	2477.01	2477.83	2476.74	2477.56	839.0
2017-01-31 02:05:00	ES	Futures	2477.56	2478.11	2477.56	2477.56	821.0
2017-01-31 02:10:00	ES	Futures	2477.56	2477.83	2477.29	2477.83	525.0
2017-01-31 02:15:00	ES	Futures	2477.56	2477.83	2477.01	2477.29	332.0
2017-01-31 02:20:00	ES	Futures	2477.01	2478.92	2477.01	2478.11	1366.0
2017-01-31 02:25:00	ES	Futures	2478.11	2478.38	2477.83	2478.11	261.0
2017-01-31 02:30:00	ES	Futures	2478.11	2478.11	2477.29	2477.56	491.0
2017-01-31 02:35:00	ES	Futures	2477.56	2477.83	2476.47	2477.01	679.0
2017-01-31 02:40:00	ES	Futures	2477.01	2477.83	2477.01	2477.29	370.0
2017-01-31 02:45:00	ES	Futures	2477.29	2477.56	2476.74	2477.01	393.0
2017-01-31 02:50:00	ES	Futures	2476.74	2477.56	2476.74	2477.29	310.0
2017-01-31 02:55:00	ES	Futures	2477.56	2477.56	2476.74	2477.29	461.0
2017-01-31 03:00:00	ES	Futures	2477.29	2478.65	2476.47	2477.01	3349.0
2017-01-31 03:05:00	ES	Futures	2477.01	2477.56	2476.47	2476.74	1596.0
2017-01-31 03:10:00	ES	Futures	2476.74	2477.29	2476.2	2477.01	1509.0
2017-01-31 03:15:00	ES	Futures	2477.01	2477.01	2475.92	2476.74	1163.0
2017-01-31 03:20:00	ES	Futures	2476.47	2478.11	2476.47	2477.56	1083.0
2017-01-31 03:25:00	ES	Futures	2477.56	2478.38	2477.29	2478.38	1642.0
2017-01-31 03:30:00	ES	Futures	2478.38	2478.92	2478.11	2478.92	1196.0
2017-01-31 03:35:00	ES	Futures	2478.92	2479.74	2478.65	2479.47	2490.0
2017-01-31 03:40:00	ES	Futures	2479.2	2480.02	2478.92	2480.02	1276.0
2017-01-31 03:45:00	ES	Futures	2480.02	2481.11	2479.47	2480.56	2928.0
2017-01-31 03:50:00	ES	Futures	2480.56	2481.65	2480.56	2480.83	1869.0
2017-01-31 03:55:00	ES	Futures	2480.56	2481.11	2480.29	2480.83	1479.0
2017-01-31 04:00:00	ES	Futures	2480.83	2481.11	2480.02	2480.02	1135.0
2017-01-31 04:05:00	ES	Futures	2480.02	2480.56	2480.02	2480.29	802.0

> showing 50 of 16,061 rows — these rows as CSV

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