PREVIEW / futures_5min / 2017-02-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-06.parquet
  size:    255 KB
  rows:    15,751

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
2017-02-06 00:00:00	ES	Futures	2499.93	2499.93	2499.65	2499.65	239.0
2017-02-06 00:05:00	ES	Futures	2499.93	2499.93	2499.65	2499.65	463.0
2017-02-06 00:10:00	ES	Futures	2499.65	2499.93	2499.65	2499.65	85.0
2017-02-06 00:15:00	ES	Futures	2499.65	2500.2	2499.65	2499.93	145.0
2017-02-06 00:20:00	ES	Futures	2499.93	2500.2	2499.93	2499.93	62.0
2017-02-06 00:25:00	ES	Futures	2500.2	2500.2	2499.65	2499.65	131.0
2017-02-06 00:30:00	ES	Futures	2499.65	2500.2	2499.65	2500.2	102.0
2017-02-06 00:35:00	ES	Futures	2499.93	2499.93	2499.65	2499.65	151.0
2017-02-06 00:40:00	ES	Futures	2499.93	2499.93	2499.65	2499.65	67.0
2017-02-06 00:45:00	ES	Futures	2499.93	2499.93	2499.65	2499.93	234.0
2017-02-06 00:50:00	ES	Futures	2499.65	2499.93	2499.65	2499.93	122.0
2017-02-06 00:55:00	ES	Futures	2499.93	2500.2	2499.65	2499.65	754.0
2017-02-06 01:00:00	ES	Futures	2499.93	2499.93	2499.65	2499.65	409.0
2017-02-06 01:05:00	ES	Futures	2499.93	2499.93	2499.65	2499.93	106.0
2017-02-06 01:10:00	ES	Futures	2499.65	2499.65	2499.38	2499.38	175.0
2017-02-06 01:15:00	ES	Futures	2499.38	2499.65	2499.38	2499.38	67.0
2017-02-06 01:20:00	ES	Futures	2499.38	2499.65	2499.38	2499.38	72.0
2017-02-06 01:25:00	ES	Futures	2499.38	2499.93	2499.38	2499.65	194.0
2017-02-06 01:30:00	ES	Futures	2499.65	2499.93	2499.65	2499.65	34.0
2017-02-06 01:35:00	ES	Futures	2499.65	2499.93	2499.65	2499.65	24.0
2017-02-06 01:40:00	ES	Futures	2499.93	2499.93	2499.65	2499.65	100.0
2017-02-06 01:45:00	ES	Futures	2499.65	2499.93	2499.65	2499.93	134.0
2017-02-06 01:50:00	ES	Futures	2499.93	2499.93	2499.65	2499.93	25.0
2017-02-06 01:55:00	ES	Futures	2499.93	2500.2	2499.65	2500.2	155.0
2017-02-06 02:00:00	ES	Futures	2500.2	2500.47	2499.93	2500.47	587.0
2017-02-06 02:05:00	ES	Futures	2500.47	2501.56	2500.47	2501.56	1563.0
2017-02-06 02:10:00	ES	Futures	2501.29	2501.56	2501.02	2501.02	581.0
2017-02-06 02:15:00	ES	Futures	2501.02	2501.29	2501.02	2501.02	365.0
2017-02-06 02:20:00	ES	Futures	2501.02	2501.56	2501.02	2501.56	594.0
2017-02-06 02:25:00	ES	Futures	2501.29	2501.84	2501.29	2501.84	543.0
2017-02-06 02:30:00	ES	Futures	2501.84	2501.84	2501.56	2501.56	207.0
2017-02-06 02:35:00	ES	Futures	2501.29	2501.56	2501.02	2501.56	488.0
2017-02-06 02:40:00	ES	Futures	2501.29	2501.56	2501.02	2501.02	247.0
2017-02-06 02:45:00	ES	Futures	2501.29	2501.56	2500.75	2500.75	281.0
2017-02-06 02:50:00	ES	Futures	2501.02	2501.02	2500.75	2500.75	399.0
2017-02-06 02:55:00	ES	Futures	2500.75	2501.02	2500.47	2500.75	255.0
2017-02-06 03:00:00	ES	Futures	2501.02	2501.02	2499.11	2499.11	2579.0
2017-02-06 03:05:00	ES	Futures	2499.38	2499.65	2498.84	2499.38	2075.0
2017-02-06 03:10:00	ES	Futures	2499.38	2499.93	2499.11	2499.38	1133.0
2017-02-06 03:15:00	ES	Futures	2499.38	2499.38	2498.56	2499.38	1821.0
2017-02-06 03:20:00	ES	Futures	2499.38	2499.38	2498.56	2499.11	1733.0
2017-02-06 03:25:00	ES	Futures	2498.84	2499.65	2498.84	2499.38	1884.0
2017-02-06 03:30:00	ES	Futures	2499.38	2499.38	2498.02	2498.56	2057.0
2017-02-06 03:35:00	ES	Futures	2498.29	2498.84	2497.75	2498.56	1371.0
2017-02-06 03:40:00	ES	Futures	2498.84	2499.11	2498.56	2499.11	1123.0
2017-02-06 03:45:00	ES	Futures	2498.84	2499.11	2498.29	2498.84	728.0
2017-02-06 03:50:00	ES	Futures	2498.84	2499.11	2498.56	2499.11	520.0
2017-02-06 03:55:00	ES	Futures	2499.11	2499.38	2498.84	2499.38	567.0
2017-02-06 04:00:00	ES	Futures	2499.38	2501.56	2499.11	2501.56	2758.0
2017-02-06 04:05:00	ES	Futures	2501.56	2502.38	2501.29	2502.11	3684.0

> showing 50 of 15,751 rows — these rows as CSV

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