PREVIEW / futures_5min / 2017-02-13

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-13.parquet
  size:    227 KB
  rows:    15,289

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
2017-02-13 00:00:00	ES	Futures	2527.48	2527.48	2527.2	2527.2	29.0
2017-02-13 00:05:00	ES	Futures	2527.2	2527.48	2526.93	2526.93	200.0
2017-02-13 00:10:00	ES	Futures	2526.93	2527.2	2526.66	2526.66	336.0
2017-02-13 00:15:00	ES	Futures	2526.66	2527.48	2526.66	2526.93	593.0
2017-02-13 00:20:00	ES	Futures	2527.2	2527.2	2526.93	2527.2	51.0
2017-02-13 00:25:00	ES	Futures	2526.93	2527.2	2526.39	2526.66	299.0
2017-02-13 00:30:00	ES	Futures	2526.93	2526.93	2526.66	2526.66	108.0
2017-02-13 00:35:00	ES	Futures	2526.93	2526.93	2526.11	2526.11	268.0
2017-02-13 00:40:00	ES	Futures	2526.39	2526.39	2525.57	2525.84	427.0
2017-02-13 00:45:00	ES	Futures	2526.11	2526.11	2525.84	2525.84	105.0
2017-02-13 00:50:00	ES	Futures	2525.84	2526.11	2525.84	2525.84	17.0
2017-02-13 00:55:00	ES	Futures	2526.11	2526.39	2525.84	2526.11	453.0
2017-02-13 01:00:00	ES	Futures	2526.11	2526.11	2525.57	2525.57	395.0
2017-02-13 01:05:00	ES	Futures	2525.84	2525.84	2524.2	2524.75	1842.0
2017-02-13 01:10:00	ES	Futures	2524.75	2525.29	2524.75	2525.02	194.0
2017-02-13 01:15:00	ES	Futures	2525.29	2525.57	2525.02	2525.29	187.0
2017-02-13 01:20:00	ES	Futures	2525.29	2525.29	2525.02	2525.02	124.0
2017-02-13 01:25:00	ES	Futures	2525.29	2525.29	2525.02	2525.02	82.0
2017-02-13 01:30:00	ES	Futures	2525.29	2525.29	2525.02	2525.02	322.0
2017-02-13 01:35:00	ES	Futures	2525.29	2525.29	2525.02	2525.29	61.0
2017-02-13 01:40:00	ES	Futures	2525.29	2525.29	2524.75	2524.75	154.0
2017-02-13 01:45:00	ES	Futures	2525.02	2525.02	2524.75	2524.75	218.0
2017-02-13 01:50:00	ES	Futures	2525.02	2525.02	2524.48	2524.75	120.0
2017-02-13 01:55:00	ES	Futures	2524.48	2524.75	2524.2	2524.48	701.0
2017-02-13 02:00:00	ES	Futures	2524.48	2524.75	2524.2	2524.75	577.0
2017-02-13 02:05:00	ES	Futures	2524.75	2524.75	2524.2	2524.48	626.0
2017-02-13 02:10:00	ES	Futures	2524.75	2524.75	2524.48	2524.75	320.0
2017-02-13 02:15:00	ES	Futures	2524.75	2524.75	2524.48	2524.48	208.0
2017-02-13 02:20:00	ES	Futures	2524.75	2525.57	2524.48	2525.57	431.0
2017-02-13 02:25:00	ES	Futures	2525.57	2525.84	2525.29	2525.57	540.0
2017-02-13 02:30:00	ES	Futures	2525.57	2526.39	2525.29	2526.11	653.0
2017-02-13 02:35:00	ES	Futures	2526.39	2526.39	2525.57	2525.57	795.0
2017-02-13 02:40:00	ES	Futures	2525.84	2526.11	2525.57	2526.11	459.0
2017-02-13 02:45:00	ES	Futures	2526.11	2526.66	2526.11	2526.11	448.0
2017-02-13 02:50:00	ES	Futures	2526.11	2526.11	2525.84	2525.84	203.0
2017-02-13 02:55:00	ES	Futures	2526.11	2526.11	2525.29	2525.84	655.0
2017-02-13 03:00:00	ES	Futures	2525.84	2526.39	2525.02	2525.84	2108.0
2017-02-13 03:05:00	ES	Futures	2526.11	2526.93	2525.84	2526.11	2009.0
2017-02-13 03:10:00	ES	Futures	2526.11	2526.39	2525.57	2525.84	1228.0
2017-02-13 03:15:00	ES	Futures	2526.11	2527.2	2525.84	2526.66	1707.0
2017-02-13 03:20:00	ES	Futures	2526.66	2526.93	2525.84	2526.39	891.0
2017-02-13 03:25:00	ES	Futures	2526.39	2526.93	2526.39	2526.39	886.0
2017-02-13 03:30:00	ES	Futures	2526.39	2526.66	2526.11	2526.39	993.0
2017-02-13 03:35:00	ES	Futures	2526.39	2527.2	2526.39	2526.93	774.0
2017-02-13 03:40:00	ES	Futures	2526.93	2527.2	2526.39	2526.66	770.0
2017-02-13 03:45:00	ES	Futures	2526.66	2526.66	2525.57	2526.11	673.0
2017-02-13 03:50:00	ES	Futures	2526.11	2526.93	2526.11	2526.66	1011.0
2017-02-13 03:55:00	ES	Futures	2526.39	2526.66	2525.57	2525.57	870.0
2017-02-13 04:00:00	ES	Futures	2525.57	2526.11	2525.57	2525.84	1168.0
2017-02-13 04:05:00	ES	Futures	2525.57	2525.84	2525.57	2525.84	268.0

> showing 50 of 15,289 rows — these rows as CSV

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