PREVIEW / futures_5min / 2017-02-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-02.parquet
  size:    259 KB
  rows:    16,099

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
2017-02-02 00:00:00	ES	Futures	2473.2	2473.74	2473.2	2473.47	170.0
2017-02-02 00:05:00	ES	Futures	2473.47	2473.74	2473.2	2473.74	106.0
2017-02-02 00:10:00	ES	Futures	2473.74	2473.74	2472.92	2473.2	406.0
2017-02-02 00:15:00	ES	Futures	2473.2	2473.2	2472.38	2472.65	487.0
2017-02-02 00:20:00	ES	Futures	2472.65	2472.92	2472.38	2472.65	257.0
2017-02-02 00:25:00	ES	Futures	2472.38	2473.2	2472.38	2473.2	208.0
2017-02-02 00:30:00	ES	Futures	2472.92	2473.2	2472.65	2472.92	264.0
2017-02-02 00:35:00	ES	Futures	2472.65	2473.2	2472.65	2472.92	131.0
2017-02-02 00:40:00	ES	Futures	2472.65	2472.92	2472.1	2472.1	503.0
2017-02-02 00:45:00	ES	Futures	2471.83	2472.1	2471.56	2472.1	1086.0
2017-02-02 00:50:00	ES	Futures	2471.83	2472.38	2471.83	2472.1	204.0
2017-02-02 00:55:00	ES	Futures	2471.83	2472.1	2470.74	2471.01	2788.0
2017-02-02 01:00:00	ES	Futures	2471.01	2471.56	2470.74	2470.74	1198.0
2017-02-02 01:05:00	ES	Futures	2470.74	2471.56	2470.74	2471.56	749.0
2017-02-02 01:10:00	ES	Futures	2471.29	2471.83	2471.29	2471.56	572.0
2017-02-02 01:15:00	ES	Futures	2471.56	2472.1	2471.29	2472.1	726.0
2017-02-02 01:20:00	ES	Futures	2471.83	2472.38	2471.56	2472.1	338.0
2017-02-02 01:25:00	ES	Futures	2471.83	2472.1	2471.83	2472.1	115.0
2017-02-02 01:30:00	ES	Futures	2471.83	2472.38	2471.83	2472.38	326.0
2017-02-02 01:35:00	ES	Futures	2472.38	2472.65	2472.1	2472.38	488.0
2017-02-02 01:40:00	ES	Futures	2472.1	2472.65	2472.1	2472.65	470.0
2017-02-02 01:45:00	ES	Futures	2472.38	2472.65	2472.1	2472.38	449.0
2017-02-02 01:50:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	186.0
2017-02-02 01:55:00	ES	Futures	2472.1	2472.92	2472.1	2472.65	520.0
2017-02-02 02:00:00	ES	Futures	2472.65	2472.92	2472.38	2472.92	1077.0
2017-02-02 02:05:00	ES	Futures	2472.92	2472.92	2472.38	2472.65	429.0
2017-02-02 02:10:00	ES	Futures	2472.38	2472.65	2472.38	2472.65	198.0
2017-02-02 02:15:00	ES	Futures	2472.38	2472.65	2471.56	2471.83	552.0
2017-02-02 02:20:00	ES	Futures	2471.83	2471.83	2471.29	2471.83	406.0
2017-02-02 02:25:00	ES	Futures	2471.83	2472.38	2471.56	2472.1	522.0
2017-02-02 02:30:00	ES	Futures	2472.38	2472.65	2471.56	2471.83	891.0
2017-02-02 02:35:00	ES	Futures	2471.83	2472.65	2471.83	2472.38	499.0
2017-02-02 02:40:00	ES	Futures	2472.65	2472.92	2471.56	2472.38	1069.0
2017-02-02 02:45:00	ES	Futures	2472.38	2472.65	2472.1	2472.65	477.0
2017-02-02 02:50:00	ES	Futures	2472.38	2472.65	2472.1	2472.38	393.0
2017-02-02 02:55:00	ES	Futures	2472.38	2472.92	2472.1	2472.65	557.0
2017-02-02 03:00:00	ES	Futures	2472.65	2474.01	2472.38	2472.38	2582.0
2017-02-02 03:05:00	ES	Futures	2472.65	2474.83	2471.83	2474.56	3971.0
2017-02-02 03:10:00	ES	Futures	2474.83	2475.38	2473.74	2474.56	1964.0
2017-02-02 03:15:00	ES	Futures	2474.56	2474.83	2474.01	2474.56	1431.0
2017-02-02 03:20:00	ES	Futures	2474.56	2475.65	2474.56	2475.65	1286.0
2017-02-02 03:25:00	ES	Futures	2475.65	2475.92	2475.11	2475.11	1648.0
2017-02-02 03:30:00	ES	Futures	2475.38	2476.2	2475.11	2475.11	1691.0
2017-02-02 03:35:00	ES	Futures	2475.11	2475.65	2474.56	2475.11	1201.0
2017-02-02 03:40:00	ES	Futures	2475.11	2475.11	2474.56	2474.56	1007.0
2017-02-02 03:45:00	ES	Futures	2474.83	2474.83	2473.2	2473.47	1554.0
2017-02-02 03:50:00	ES	Futures	2473.74	2474.01	2473.47	2473.74	1180.0
2017-02-02 03:55:00	ES	Futures	2473.47	2473.47	2472.92	2473.2	830.0
2017-02-02 04:00:00	ES	Futures	2473.47	2474.29	2473.2	2474.01	869.0
2017-02-02 04:05:00	ES	Futures	2473.74	2474.01	2472.92	2473.2	701.0

> showing 50 of 16,099 rows — these rows as CSV

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