PREVIEW / futures_5min / 2017-02-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-05.parquet
  size:    51 KB
  rows:    2,755

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
2017-02-05 18:00:00	ES	Futures	2501.84	2502.11	2500.47	2501.84	2195.0
2017-02-05 18:05:00	ES	Futures	2501.56	2501.84	2499.65	2499.93	1213.0
2017-02-05 18:10:00	ES	Futures	2499.93	2499.93	2498.84	2499.65	626.0
2017-02-05 18:15:00	ES	Futures	2499.65	2499.93	2498.84	2499.11	559.0
2017-02-05 18:20:00	ES	Futures	2498.84	2499.11	2498.84	2498.84	181.0
2017-02-05 18:25:00	ES	Futures	2499.11	2499.11	2498.02	2498.56	920.0
2017-02-05 18:30:00	ES	Futures	2498.29	2498.56	2498.29	2498.56	338.0
2017-02-05 18:35:00	ES	Futures	2498.56	2498.56	2498.02	2498.02	286.0
2017-02-05 18:40:00	ES	Futures	2498.29	2498.56	2498.02	2498.29	349.0
2017-02-05 18:45:00	ES	Futures	2498.29	2498.56	2498.29	2498.56	69.0
2017-02-05 18:50:00	ES	Futures	2498.29	2498.84	2498.29	2498.56	490.0
2017-02-05 18:55:00	ES	Futures	2498.56	2498.56	2498.29	2498.29	75.0
2017-02-05 19:00:00	ES	Futures	2498.29	2498.56	2497.47	2497.75	933.0
2017-02-05 19:05:00	ES	Futures	2498.02	2498.02	2497.47	2497.47	163.0
2017-02-05 19:10:00	ES	Futures	2497.75	2498.29	2497.47	2497.47	605.0
2017-02-05 19:15:00	ES	Futures	2497.47	2497.75	2496.65	2496.93	1257.0
2017-02-05 19:20:00	ES	Futures	2496.93	2497.75	2496.93	2497.75	484.0
2017-02-05 19:25:00	ES	Futures	2497.75	2497.75	2497.2	2497.2	179.0
2017-02-05 19:30:00	ES	Futures	2497.2	2497.75	2497.2	2497.47	305.0
2017-02-05 19:35:00	ES	Futures	2497.47	2497.47	2497.2	2497.2	117.0
2017-02-05 19:40:00	ES	Futures	2497.2	2497.47	2497.2	2497.47	176.0
2017-02-05 19:45:00	ES	Futures	2497.75	2497.75	2497.2	2497.47	234.0
2017-02-05 19:50:00	ES	Futures	2497.47	2497.47	2496.93	2496.93	224.0
2017-02-05 19:55:00	ES	Futures	2497.2	2497.2	2496.38	2496.38	327.0
2017-02-05 20:00:00	ES	Futures	2496.65	2496.93	2495.84	2496.93	1005.0
2017-02-05 20:05:00	ES	Futures	2496.93	2497.2	2496.38	2497.2	899.0
2017-02-05 20:10:00	ES	Futures	2496.93	2496.93	2496.11	2496.11	426.0
2017-02-05 20:15:00	ES	Futures	2496.11	2496.93	2496.11	2496.65	599.0
2017-02-05 20:20:00	ES	Futures	2496.65	2497.2	2496.65	2497.2	352.0
2017-02-05 20:25:00	ES	Futures	2497.2	2497.2	2496.65	2497.2	195.0
2017-02-05 20:30:00	ES	Futures	2496.93	2497.47	2496.93	2497.2	209.0
2017-02-05 20:35:00	ES	Futures	2497.2	2497.47	2496.93	2496.93	339.0
2017-02-05 20:40:00	ES	Futures	2496.93	2497.2	2496.93	2496.93	306.0
2017-02-05 20:45:00	ES	Futures	2496.93	2496.93	2496.65	2496.93	117.0
2017-02-05 20:50:00	ES	Futures	2496.65	2496.93	2496.65	2496.65	82.0
2017-02-05 20:55:00	ES	Futures	2496.93	2497.47	2496.93	2497.47	447.0
2017-02-05 21:00:00	ES	Futures	2497.2	2497.47	2496.93	2497.2	243.0
2017-02-05 21:05:00	ES	Futures	2497.2	2498.29	2497.2	2497.75	934.0
2017-02-05 21:10:00	ES	Futures	2497.47	2497.75	2497.2	2497.47	258.0
2017-02-05 21:15:00	ES	Futures	2497.47	2498.02	2497.2	2497.75	350.0
2017-02-05 21:20:00	ES	Futures	2498.02	2498.84	2497.75	2498.84	891.0
2017-02-05 21:25:00	ES	Futures	2498.84	2499.65	2498.84	2498.84	784.0
2017-02-05 21:30:00	ES	Futures	2498.84	2499.38	2498.84	2498.84	501.0
2017-02-05 21:35:00	ES	Futures	2499.11	2499.93	2499.11	2499.65	819.0
2017-02-05 21:40:00	ES	Futures	2499.65	2499.93	2499.65	2499.65	209.0
2017-02-05 21:45:00	ES	Futures	2499.93	2499.93	2499.38	2499.65	504.0
2017-02-05 21:50:00	ES	Futures	2499.93	2499.93	2499.65	2499.65	140.0
2017-02-05 21:55:00	ES	Futures	2499.65	2499.65	2499.38	2499.38	30.0
2017-02-05 22:00:00	ES	Futures	2499.65	2499.65	2499.11	2499.11	202.0
2017-02-05 22:05:00	ES	Futures	2499.38	2499.38	2499.11	2499.38	54.0

> showing 50 of 2,755 rows — these rows as CSV

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