PREVIEW / futures_5min / 2017-02-03

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-03.parquet
  size:    221 KB
  rows:    13,094

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
2017-02-03 00:00:00	ES	Futures	2478.92	2479.2	2478.65	2478.92	290.0
2017-02-03 00:05:00	ES	Futures	2478.92	2478.92	2478.65	2478.92	29.0
2017-02-03 00:10:00	ES	Futures	2478.92	2478.92	2478.11	2478.11	582.0
2017-02-03 00:15:00	ES	Futures	2478.38	2478.38	2478.11	2478.38	189.0
2017-02-03 00:20:00	ES	Futures	2478.65	2478.65	2478.11	2478.65	407.0
2017-02-03 00:25:00	ES	Futures	2478.65	2479.2	2478.38	2479.2	310.0
2017-02-03 00:30:00	ES	Futures	2479.2	2479.47	2478.92	2479.47	137.0
2017-02-03 00:35:00	ES	Futures	2479.47	2479.47	2479.2	2479.47	189.0
2017-02-03 00:40:00	ES	Futures	2479.47	2479.47	2479.2	2479.47	131.0
2017-02-03 00:45:00	ES	Futures	2479.47	2479.47	2479.2	2479.2	88.0
2017-02-03 00:50:00	ES	Futures	2479.2	2479.47	2478.92	2478.92	141.0
2017-02-03 00:55:00	ES	Futures	2479.2	2479.47	2479.2	2479.2	91.0
2017-02-03 01:00:00	ES	Futures	2479.47	2479.74	2479.47	2479.74	106.0
2017-02-03 01:05:00	ES	Futures	2479.74	2479.74	2479.47	2479.74	43.0
2017-02-03 01:10:00	ES	Futures	2479.74	2480.02	2479.74	2479.74	106.0
2017-02-03 01:15:00	ES	Futures	2479.74	2480.02	2479.47	2479.47	149.0
2017-02-03 01:20:00	ES	Futures	2479.74	2479.74	2479.2	2479.47	194.0
2017-02-03 01:25:00	ES	Futures	2479.47	2479.74	2479.47	2479.47	62.0
2017-02-03 01:30:00	ES	Futures	2479.74	2480.02	2479.47	2479.47	307.0
2017-02-03 01:35:00	ES	Futures	2479.47	2480.02	2479.47	2479.74	379.0
2017-02-03 01:40:00	ES	Futures	2479.74	2479.74	2479.47	2479.74	97.0
2017-02-03 01:45:00	ES	Futures	2479.74	2480.02	2479.74	2480.02	79.0
2017-02-03 01:50:00	ES	Futures	2480.02	2480.02	2479.74	2480.02	81.0
2017-02-03 01:55:00	ES	Futures	2480.02	2480.56	2480.02	2480.29	539.0
2017-02-03 02:00:00	ES	Futures	2480.29	2482.2	2480.29	2481.92	1558.0
2017-02-03 02:05:00	ES	Futures	2481.92	2483.02	2481.65	2483.02	1105.0
2017-02-03 02:10:00	ES	Futures	2482.74	2482.74	2482.2	2482.47	685.0
2017-02-03 02:15:00	ES	Futures	2482.2	2482.74	2482.2	2482.47	383.0
2017-02-03 02:20:00	ES	Futures	2482.47	2482.47	2482.2	2482.2	537.0
2017-02-03 02:25:00	ES	Futures	2482.2	2482.47	2482.2	2482.2	93.0
2017-02-03 02:30:00	ES	Futures	2482.2	2482.74	2482.2	2482.47	288.0
2017-02-03 02:35:00	ES	Futures	2482.2	2483.29	2482.2	2482.74	850.0
2017-02-03 02:40:00	ES	Futures	2482.74	2483.83	2482.74	2483.29	942.0
2017-02-03 02:45:00	ES	Futures	2483.56	2483.83	2483.29	2483.56	445.0
2017-02-03 02:50:00	ES	Futures	2483.56	2483.83	2483.29	2483.83	391.0
2017-02-03 02:55:00	ES	Futures	2483.56	2484.11	2483.29	2483.83	1029.0
2017-02-03 03:00:00	ES	Futures	2484.11	2484.38	2482.2	2484.11	2914.0
2017-02-03 03:05:00	ES	Futures	2484.38	2484.93	2483.56	2484.65	2186.0
2017-02-03 03:10:00	ES	Futures	2484.65	2486.02	2484.38	2485.2	2154.0
2017-02-03 03:15:00	ES	Futures	2485.47	2486.02	2485.2	2485.74	1518.0
2017-02-03 03:20:00	ES	Futures	2485.47	2485.74	2484.65	2485.2	1227.0
2017-02-03 03:25:00	ES	Futures	2485.2	2486.02	2485.2	2485.2	1422.0
2017-02-03 03:30:00	ES	Futures	2485.2	2486.02	2485.2	2485.47	1041.0
2017-02-03 03:35:00	ES	Futures	2485.47	2486.56	2485.47	2486.29	1932.0
2017-02-03 03:40:00	ES	Futures	2486.02	2487.38	2486.02	2487.11	2735.0
2017-02-03 03:45:00	ES	Futures	2486.83	2487.11	2485.74	2485.74	1419.0
2017-02-03 03:50:00	ES	Futures	2485.74	2486.56	2485.74	2486.29	536.0
2017-02-03 03:55:00	ES	Futures	2486.02	2486.56	2486.02	2486.02	363.0
2017-02-03 04:00:00	ES	Futures	2486.02	2486.29	2485.47	2485.74	1393.0
2017-02-03 04:05:00	ES	Futures	2485.74	2486.02	2484.93	2484.93	802.0

> showing 50 of 13,094 rows — these rows as CSV

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