PREVIEW / futures_5min / 2017-02-01

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-01.parquet
  size:    263 KB
  rows:    16,128

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
2017-02-01 00:00:00	ES	Futures	2484.93	2484.93	2484.65	2484.93	53.0
2017-02-01 00:05:00	ES	Futures	2484.65	2485.47	2484.65	2485.47	574.0
2017-02-01 00:10:00	ES	Futures	2485.2	2485.2	2484.65	2485.2	612.0
2017-02-01 00:15:00	ES	Futures	2484.93	2484.93	2484.65	2484.93	358.0
2017-02-01 00:20:00	ES	Futures	2484.93	2485.2	2484.93	2484.93	74.0
2017-02-01 00:25:00	ES	Futures	2484.93	2485.2	2484.93	2485.2	38.0
2017-02-01 00:30:00	ES	Futures	2484.93	2485.2	2484.93	2485.2	62.0
2017-02-01 00:35:00	ES	Futures	2484.93	2485.2	2484.93	2485.2	54.0
2017-02-01 00:40:00	ES	Futures	2485.2	2485.2	2484.93	2484.93	33.0
2017-02-01 00:45:00	ES	Futures	2484.93	2485.2	2484.65	2484.65	204.0
2017-02-01 00:50:00	ES	Futures	2484.65	2485.2	2484.65	2485.2	139.0
2017-02-01 00:55:00	ES	Futures	2484.93	2485.2	2484.93	2484.93	53.0
2017-02-01 01:00:00	ES	Futures	2484.93	2485.2	2484.65	2485.2	258.0
2017-02-01 01:05:00	ES	Futures	2485.2	2485.74	2485.2	2485.47	943.0
2017-02-01 01:10:00	ES	Futures	2485.74	2486.02	2485.47	2486.02	215.0
2017-02-01 01:15:00	ES	Futures	2486.02	2486.56	2486.02	2486.56	963.0
2017-02-01 01:20:00	ES	Futures	2486.56	2486.83	2486.29	2486.83	572.0
2017-02-01 01:25:00	ES	Futures	2486.83	2486.83	2486.56	2486.56	198.0
2017-02-01 01:30:00	ES	Futures	2486.83	2486.83	2486.29	2486.83	611.0
2017-02-01 01:35:00	ES	Futures	2486.83	2487.11	2486.83	2487.11	148.0
2017-02-01 01:40:00	ES	Futures	2487.11	2487.93	2486.83	2487.65	1275.0
2017-02-01 01:45:00	ES	Futures	2487.65	2488.2	2487.65	2488.2	623.0
2017-02-01 01:50:00	ES	Futures	2487.93	2488.47	2487.93	2488.2	690.0
2017-02-01 01:55:00	ES	Futures	2488.47	2489.29	2488.2	2488.74	2041.0
2017-02-01 02:00:00	ES	Futures	2488.74	2488.74	2487.65	2488.2	1396.0
2017-02-01 02:05:00	ES	Futures	2488.2	2488.47	2487.11	2487.11	853.0
2017-02-01 02:10:00	ES	Futures	2487.38	2487.38	2486.29	2486.83	1111.0
2017-02-01 02:15:00	ES	Futures	2486.83	2486.83	2486.02	2486.02	669.0
2017-02-01 02:20:00	ES	Futures	2486.29	2486.56	2485.74	2485.74	755.0
2017-02-01 02:25:00	ES	Futures	2485.74	2486.29	2485.47	2485.74	745.0
2017-02-01 02:30:00	ES	Futures	2485.74	2486.29	2485.74	2486.29	702.0
2017-02-01 02:35:00	ES	Futures	2486.29	2486.83	2486.02	2486.56	1062.0
2017-02-01 02:40:00	ES	Futures	2486.56	2486.56	2486.02	2486.56	633.0
2017-02-01 02:45:00	ES	Futures	2486.56	2487.11	2486.29	2486.83	459.0
2017-02-01 02:50:00	ES	Futures	2486.83	2487.11	2486.56	2486.83	673.0
2017-02-01 02:55:00	ES	Futures	2486.83	2487.11	2486.56	2487.11	463.0
2017-02-01 03:00:00	ES	Futures	2486.83	2487.38	2486.56	2487.38	2658.0
2017-02-01 03:05:00	ES	Futures	2487.38	2488.2	2486.02	2487.11	3681.0
2017-02-01 03:10:00	ES	Futures	2487.11	2487.11	2485.74	2486.29	1730.0
2017-02-01 03:15:00	ES	Futures	2486.02	2486.83	2485.74	2486.29	1613.0
2017-02-01 03:20:00	ES	Futures	2486.56	2487.65	2486.29	2486.83	2145.0
2017-02-01 03:25:00	ES	Futures	2487.11	2487.11	2486.29	2486.56	999.0
2017-02-01 03:30:00	ES	Futures	2486.56	2486.56	2485.74	2486.29	2213.0
2017-02-01 03:35:00	ES	Futures	2486.29	2486.56	2485.74	2486.29	1212.0
2017-02-01 03:40:00	ES	Futures	2486.29	2486.56	2485.47	2486.02	1309.0
2017-02-01 03:45:00	ES	Futures	2485.74	2486.02	2485.74	2485.74	438.0
2017-02-01 03:50:00	ES	Futures	2485.74	2486.02	2485.2	2485.2	1098.0
2017-02-01 03:55:00	ES	Futures	2485.47	2486.02	2485.2	2486.02	1494.0
2017-02-01 04:00:00	ES	Futures	2486.29	2486.56	2486.02	2486.29	1430.0
2017-02-01 04:05:00	ES	Futures	2486.29	2486.56	2486.02	2486.56	559.0

> showing 50 of 16,128 rows — these rows as CSV

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