PREVIEW / futures_5min / 2017-02-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-12.parquet
  size:    47 KB
  rows:    2,714

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
2017-02-12 18:00:00	ES	Futures	2525.02	2525.84	2523.93	2525.84	1845.0
2017-02-12 18:05:00	ES	Futures	2525.84	2526.11	2525.57	2525.84	374.0
2017-02-12 18:10:00	ES	Futures	2525.84	2526.39	2525.57	2526.11	401.0
2017-02-12 18:15:00	ES	Futures	2526.11	2526.39	2525.29	2525.57	1081.0
2017-02-12 18:20:00	ES	Futures	2525.57	2526.39	2525.57	2525.84	427.0
2017-02-12 18:25:00	ES	Futures	2525.84	2526.11	2525.84	2525.84	309.0
2017-02-12 18:30:00	ES	Futures	2525.84	2526.39	2525.57	2526.11	507.0
2017-02-12 18:35:00	ES	Futures	2525.84	2525.84	2524.75	2525.02	370.0
2017-02-12 18:40:00	ES	Futures	2524.75	2526.39	2524.75	2525.84	778.0
2017-02-12 18:45:00	ES	Futures	2525.84	2525.84	2525.57	2525.84	172.0
2017-02-12 18:50:00	ES	Futures	2525.57	2526.11	2525.57	2525.84	113.0
2017-02-12 18:55:00	ES	Futures	2526.11	2526.39	2525.57	2526.11	256.0
2017-02-12 19:00:00	ES	Futures	2526.11	2526.11	2525.02	2525.29	698.0
2017-02-12 19:05:00	ES	Futures	2525.29	2525.57	2525.02	2525.57	224.0
2017-02-12 19:10:00	ES	Futures	2525.57	2525.84	2525.29	2525.57	221.0
2017-02-12 19:15:00	ES	Futures	2525.84	2526.11	2525.57	2525.84	460.0
2017-02-12 19:20:00	ES	Futures	2525.57	2525.84	2525.02	2525.02	308.0
2017-02-12 19:25:00	ES	Futures	2525.02	2525.57	2525.02	2525.02	437.0
2017-02-12 19:30:00	ES	Futures	2525.02	2525.29	2525.02	2525.02	217.0
2017-02-12 19:35:00	ES	Futures	2525.02	2525.02	2524.2	2524.48	502.0
2017-02-12 19:40:00	ES	Futures	2524.48	2524.75	2524.48	2524.48	252.0
2017-02-12 19:45:00	ES	Futures	2524.75	2524.75	2524.48	2524.75	81.0
2017-02-12 19:50:00	ES	Futures	2524.48	2524.75	2524.48	2524.75	107.0
2017-02-12 19:55:00	ES	Futures	2524.48	2524.75	2524.2	2524.48	157.0
2017-02-12 20:00:00	ES	Futures	2524.2	2525.02	2524.2	2525.02	454.0
2017-02-12 20:05:00	ES	Futures	2525.02	2525.02	2524.48	2524.48	362.0
2017-02-12 20:10:00	ES	Futures	2524.75	2525.29	2524.48	2525.02	454.0
2017-02-12 20:15:00	ES	Futures	2525.02	2525.57	2524.75	2525.02	499.0
2017-02-12 20:20:00	ES	Futures	2525.02	2525.29	2524.75	2525.29	455.0
2017-02-12 20:25:00	ES	Futures	2525.02	2525.29	2524.75	2524.75	230.0
2017-02-12 20:30:00	ES	Futures	2524.75	2525.29	2524.75	2525.02	484.0
2017-02-12 20:35:00	ES	Futures	2525.02	2525.02	2524.75	2524.75	215.0
2017-02-12 20:40:00	ES	Futures	2524.75	2525.02	2524.75	2524.75	158.0
2017-02-12 20:45:00	ES	Futures	2525.02	2525.57	2524.48	2525.57	433.0
2017-02-12 20:50:00	ES	Futures	2525.84	2525.84	2525.29	2525.84	202.0
2017-02-12 20:55:00	ES	Futures	2525.84	2526.11	2525.57	2525.84	402.0
2017-02-12 21:00:00	ES	Futures	2525.84	2526.11	2525.57	2525.84	319.0
2017-02-12 21:05:00	ES	Futures	2525.84	2526.39	2525.57	2526.39	379.0
2017-02-12 21:10:00	ES	Futures	2526.11	2526.39	2526.11	2526.11	181.0
2017-02-12 21:15:00	ES	Futures	2526.11	2527.75	2525.84	2527.48	2370.0
2017-02-12 21:20:00	ES	Futures	2527.48	2527.48	2527.2	2527.48	348.0
2017-02-12 21:25:00	ES	Futures	2527.48	2527.75	2526.93	2526.93	455.0
2017-02-12 21:30:00	ES	Futures	2527.2	2527.48	2526.66	2527.48	575.0
2017-02-12 21:35:00	ES	Futures	2527.48	2528.57	2527.48	2528.3	1798.0
2017-02-12 21:40:00	ES	Futures	2528.3	2529.11	2528.02	2529.11	2974.0
2017-02-12 21:45:00	ES	Futures	2528.84	2529.11	2528.3	2528.57	457.0
2017-02-12 21:50:00	ES	Futures	2528.84	2528.84	2528.57	2528.57	152.0
2017-02-12 21:55:00	ES	Futures	2528.84	2529.11	2528.57	2528.84	350.0
2017-02-12 22:00:00	ES	Futures	2529.11	2529.11	2528.3	2528.57	702.0
2017-02-12 22:05:00	ES	Futures	2528.3	2528.84	2528.3	2528.84	256.0

> showing 50 of 2,714 rows — these rows as CSV

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