PREVIEW / futures_5min / 2017-02-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-08.parquet
  size:    250 KB
  rows:    15,754

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
2017-02-08 00:00:00	ES	Futures	2495.29	2495.29	2495.29	2495.29	99.0
2017-02-08 00:05:00	ES	Futures	2495.29	2495.56	2495.29	2495.29	27.0
2017-02-08 00:10:00	ES	Futures	2495.56	2495.56	2495.29	2495.29	88.0
2017-02-08 00:15:00	ES	Futures	2495.29	2495.56	2495.29	2495.56	11.0
2017-02-08 00:20:00	ES	Futures	2495.56	2495.56	2495.29	2495.29	72.0
2017-02-08 00:25:00	ES	Futures	2495.29	2495.56	2495.29	2495.29	121.0
2017-02-08 00:30:00	ES	Futures	2495.56	2496.38	2495.56	2496.11	869.0
2017-02-08 00:35:00	ES	Futures	2496.11	2496.11	2495.56	2496.11	428.0
2017-02-08 00:40:00	ES	Futures	2495.84	2496.11	2495.56	2495.56	106.0
2017-02-08 00:45:00	ES	Futures	2495.84	2496.11	2495.84	2495.84	103.0
2017-02-08 00:50:00	ES	Futures	2496.11	2496.65	2495.84	2496.65	473.0
2017-02-08 00:55:00	ES	Futures	2496.65	2496.93	2496.11	2496.38	527.0
2017-02-08 01:00:00	ES	Futures	2496.38	2496.65	2496.11	2496.65	207.0
2017-02-08 01:05:00	ES	Futures	2496.65	2496.65	2496.38	2496.38	192.0
2017-02-08 01:10:00	ES	Futures	2496.38	2496.93	2496.38	2496.65	301.0
2017-02-08 01:15:00	ES	Futures	2496.38	2496.65	2496.11	2496.38	140.0
2017-02-08 01:20:00	ES	Futures	2496.38	2496.65	2496.11	2496.11	419.0
2017-02-08 01:25:00	ES	Futures	2496.38	2496.65	2496.11	2496.11	159.0
2017-02-08 01:30:00	ES	Futures	2496.38	2496.93	2496.11	2496.65	327.0
2017-02-08 01:35:00	ES	Futures	2496.65	2496.93	2496.38	2496.93	117.0
2017-02-08 01:40:00	ES	Futures	2496.93	2496.93	2496.65	2496.93	64.0
2017-02-08 01:45:00	ES	Futures	2496.65	2497.75	2496.65	2497.47	1305.0
2017-02-08 01:50:00	ES	Futures	2497.47	2498.02	2497.2	2497.75	983.0
2017-02-08 01:55:00	ES	Futures	2497.75	2499.38	2497.75	2499.11	1905.0
2017-02-08 02:00:00	ES	Futures	2498.84	2499.38	2498.84	2498.84	756.0
2017-02-08 02:05:00	ES	Futures	2498.84	2499.38	2498.84	2499.38	796.0
2017-02-08 02:10:00	ES	Futures	2499.38	2499.93	2498.84	2498.84	1286.0
2017-02-08 02:15:00	ES	Futures	2498.84	2498.84	2498.29	2498.56	541.0
2017-02-08 02:20:00	ES	Futures	2498.56	2498.84	2498.29	2498.29	304.0
2017-02-08 02:25:00	ES	Futures	2498.29	2499.11	2498.29	2498.56	288.0
2017-02-08 02:30:00	ES	Futures	2498.56	2498.84	2498.29	2498.56	267.0
2017-02-08 02:35:00	ES	Futures	2498.56	2498.84	2498.29	2498.56	509.0
2017-02-08 02:40:00	ES	Futures	2498.56	2498.84	2498.29	2498.29	506.0
2017-02-08 02:45:00	ES	Futures	2498.56	2498.56	2498.29	2498.29	103.0
2017-02-08 02:50:00	ES	Futures	2498.56	2499.11	2498.56	2499.11	548.0
2017-02-08 02:55:00	ES	Futures	2498.84	2499.11	2498.29	2498.56	450.0
2017-02-08 03:00:00	ES	Futures	2498.29	2498.84	2497.75	2498.84	2843.0
2017-02-08 03:05:00	ES	Futures	2498.84	2499.93	2498.56	2499.65	2501.0
2017-02-08 03:10:00	ES	Futures	2499.65	2499.93	2499.11	2499.11	922.0
2017-02-08 03:15:00	ES	Futures	2499.11	2499.11	2498.02	2498.56	1424.0
2017-02-08 03:20:00	ES	Futures	2498.56	2498.56	2496.93	2496.93	2247.0
2017-02-08 03:25:00	ES	Futures	2496.93	2496.93	2496.11	2496.38	2238.0
2017-02-08 03:30:00	ES	Futures	2496.38	2496.65	2495.84	2496.11	1802.0
2017-02-08 03:35:00	ES	Futures	2495.84	2496.65	2495.84	2496.11	920.0
2017-02-08 03:40:00	ES	Futures	2496.38	2496.65	2496.11	2496.38	936.0
2017-02-08 03:45:00	ES	Futures	2496.38	2496.38	2495.84	2495.84	435.0
2017-02-08 03:50:00	ES	Futures	2495.84	2496.11	2494.74	2495.02	1616.0
2017-02-08 03:55:00	ES	Futures	2495.02	2495.56	2494.74	2495.29	511.0
2017-02-08 04:00:00	ES	Futures	2495.56	2495.84	2494.74	2495.56	769.0
2017-02-08 04:05:00	ES	Futures	2495.84	2496.38	2495.56	2496.38	899.0

> showing 50 of 15,754 rows — these rows as CSV

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