PREVIEW / futures_5min / 2017-02-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-07.parquet
  size:    252 KB
  rows:    15,863

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
2017-02-07 00:00:00	ES	Futures	2494.74	2495.29	2494.74	2494.74	1166.0
2017-02-07 00:05:00	ES	Futures	2495.02	2495.02	2494.74	2495.02	49.0
2017-02-07 00:10:00	ES	Futures	2495.02	2495.02	2494.47	2494.47	171.0
2017-02-07 00:15:00	ES	Futures	2494.74	2494.74	2494.47	2494.47	156.0
2017-02-07 00:20:00	ES	Futures	2494.47	2494.74	2494.2	2494.74	90.0
2017-02-07 00:25:00	ES	Futures	2494.74	2495.02	2494.47	2494.74	277.0
2017-02-07 00:30:00	ES	Futures	2494.74	2495.02	2494.74	2494.74	99.0
2017-02-07 00:35:00	ES	Futures	2494.47	2494.74	2494.47	2494.74	128.0
2017-02-07 00:40:00	ES	Futures	2494.74	2494.74	2494.2	2494.47	78.0
2017-02-07 00:45:00	ES	Futures	2494.2	2494.47	2494.2	2494.47	115.0
2017-02-07 00:50:00	ES	Futures	2494.74	2494.74	2494.47	2494.74	65.0
2017-02-07 00:55:00	ES	Futures	2494.74	2494.74	2494.47	2494.74	58.0
2017-02-07 01:00:00	ES	Futures	2494.74	2495.02	2494.47	2494.74	142.0
2017-02-07 01:05:00	ES	Futures	2494.74	2494.74	2494.47	2494.74	54.0
2017-02-07 01:10:00	ES	Futures	2494.47	2494.74	2494.2	2494.2	236.0
2017-02-07 01:15:00	ES	Futures	2494.2	2494.47	2494.2	2494.47	147.0
2017-02-07 01:20:00	ES	Futures	2494.2	2494.47	2494.2	2494.47	135.0
2017-02-07 01:25:00	ES	Futures	2494.47	2494.47	2494.2	2494.47	30.0
2017-02-07 01:30:00	ES	Futures	2494.47	2494.74	2494.2	2494.74	146.0
2017-02-07 01:35:00	ES	Futures	2494.74	2494.74	2494.47	2494.47	201.0
2017-02-07 01:40:00	ES	Futures	2494.74	2494.74	2494.47	2494.47	14.0
2017-02-07 01:45:00	ES	Futures	2494.47	2494.74	2494.47	2494.47	110.0
2017-02-07 01:50:00	ES	Futures	2494.47	2494.74	2494.47	2494.74	70.0
2017-02-07 01:55:00	ES	Futures	2494.47	2494.74	2494.2	2494.2	140.0
2017-02-07 02:00:00	ES	Futures	2494.2	2494.2	2493.38	2493.38	819.0
2017-02-07 02:05:00	ES	Futures	2493.38	2493.93	2493.38	2493.65	1040.0
2017-02-07 02:10:00	ES	Futures	2493.93	2494.2	2493.65	2493.93	536.0
2017-02-07 02:15:00	ES	Futures	2493.65	2494.2	2493.38	2493.93	1008.0
2017-02-07 02:20:00	ES	Futures	2493.93	2493.93	2493.38	2493.93	662.0
2017-02-07 02:25:00	ES	Futures	2493.93	2494.2	2493.65	2494.2	274.0
2017-02-07 02:30:00	ES	Futures	2493.93	2494.2	2493.65	2493.93	514.0
2017-02-07 02:35:00	ES	Futures	2493.93	2494.47	2493.93	2494.2	393.0
2017-02-07 02:40:00	ES	Futures	2493.93	2494.2	2493.93	2493.93	328.0
2017-02-07 02:45:00	ES	Futures	2493.93	2494.2	2493.93	2494.2	402.0
2017-02-07 02:50:00	ES	Futures	2494.2	2495.02	2493.93	2495.02	866.0
2017-02-07 02:55:00	ES	Futures	2495.02	2495.02	2493.93	2493.93	716.0
2017-02-07 03:00:00	ES	Futures	2494.2	2495.29	2494.2	2494.74	2202.0
2017-02-07 03:05:00	ES	Futures	2494.74	2495.29	2494.74	2495.02	1305.0
2017-02-07 03:10:00	ES	Futures	2495.02	2495.84	2495.02	2495.84	1353.0
2017-02-07 03:15:00	ES	Futures	2495.56	2495.84	2495.02	2495.02	1166.0
2017-02-07 03:20:00	ES	Futures	2495.02	2495.84	2494.74	2495.02	1299.0
2017-02-07 03:25:00	ES	Futures	2495.02	2495.02	2493.38	2493.93	2555.0
2017-02-07 03:30:00	ES	Futures	2494.2	2494.74	2494.2	2494.74	492.0
2017-02-07 03:35:00	ES	Futures	2495.02	2495.84	2495.02	2495.29	1520.0
2017-02-07 03:40:00	ES	Futures	2495.56	2496.11	2495.29	2495.56	1012.0
2017-02-07 03:45:00	ES	Futures	2495.56	2495.84	2494.74	2495.02	742.0
2017-02-07 03:50:00	ES	Futures	2495.02	2496.11	2495.02	2495.84	1086.0
2017-02-07 03:55:00	ES	Futures	2496.11	2496.38	2495.56	2495.84	1234.0
2017-02-07 04:00:00	ES	Futures	2496.11	2496.93	2495.84	2496.93	1018.0
2017-02-07 04:05:00	ES	Futures	2496.93	2496.93	2495.56	2495.84	1244.0

> showing 50 of 15,863 rows — these rows as CSV

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