PREVIEW / futures_5min / 2017-02-14

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-14.parquet
  size:    243 KB
  rows:    15,620

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
2017-02-14 00:00:00	ES	Futures	2536.75	2536.75	2536.48	2536.75	100.0
2017-02-14 00:05:00	ES	Futures	2536.75	2536.75	2535.93	2536.21	335.0
2017-02-14 00:10:00	ES	Futures	2536.21	2536.48	2535.93	2535.93	203.0
2017-02-14 00:15:00	ES	Futures	2535.93	2536.21	2535.39	2535.93	894.0
2017-02-14 00:20:00	ES	Futures	2535.66	2536.75	2535.66	2536.75	386.0
2017-02-14 00:25:00	ES	Futures	2536.75	2536.75	2536.21	2536.21	281.0
2017-02-14 00:30:00	ES	Futures	2536.21	2536.48	2535.66	2535.66	233.0
2017-02-14 00:35:00	ES	Futures	2535.66	2535.93	2535.39	2535.66	339.0
2017-02-14 00:40:00	ES	Futures	2535.39	2535.66	2535.11	2535.11	586.0
2017-02-14 00:45:00	ES	Futures	2535.39	2535.66	2535.11	2535.39	326.0
2017-02-14 00:50:00	ES	Futures	2535.39	2535.66	2535.11	2535.39	433.0
2017-02-14 00:55:00	ES	Futures	2535.39	2535.93	2535.11	2535.93	340.0
2017-02-14 01:00:00	ES	Futures	2535.66	2535.93	2535.66	2535.93	213.0
2017-02-14 01:05:00	ES	Futures	2535.93	2535.93	2535.39	2535.93	470.0
2017-02-14 01:10:00	ES	Futures	2535.66	2536.75	2535.66	2536.48	466.0
2017-02-14 01:15:00	ES	Futures	2536.21	2536.48	2535.93	2536.21	130.0
2017-02-14 01:20:00	ES	Futures	2535.93	2536.21	2535.93	2535.93	182.0
2017-02-14 01:25:00	ES	Futures	2535.93	2535.93	2535.11	2535.39	769.0
2017-02-14 01:30:00	ES	Futures	2535.39	2535.66	2535.11	2535.66	113.0
2017-02-14 01:35:00	ES	Futures	2535.66	2535.66	2535.39	2535.39	207.0
2017-02-14 01:40:00	ES	Futures	2535.39	2535.66	2535.39	2535.39	76.0
2017-02-14 01:45:00	ES	Futures	2535.66	2535.66	2534.84	2534.84	191.0
2017-02-14 01:50:00	ES	Futures	2535.11	2535.39	2534.84	2535.39	283.0
2017-02-14 01:55:00	ES	Futures	2535.39	2535.93	2535.11	2535.66	382.0
2017-02-14 02:00:00	ES	Futures	2535.93	2535.93	2535.39	2535.93	648.0
2017-02-14 02:05:00	ES	Futures	2535.93	2536.21	2535.66	2535.93	515.0
2017-02-14 02:10:00	ES	Futures	2535.93	2535.93	2535.66	2535.66	96.0
2017-02-14 02:15:00	ES	Futures	2535.93	2535.93	2535.39	2535.66	314.0
2017-02-14 02:20:00	ES	Futures	2535.39	2535.66	2535.39	2535.39	197.0
2017-02-14 02:25:00	ES	Futures	2535.66	2535.93	2535.39	2535.93	154.0
2017-02-14 02:30:00	ES	Futures	2535.93	2536.21	2535.39	2536.21	281.0
2017-02-14 02:35:00	ES	Futures	2536.21	2536.48	2535.93	2536.21	348.0
2017-02-14 02:40:00	ES	Futures	2535.93	2536.48	2535.93	2536.21	153.0
2017-02-14 02:45:00	ES	Futures	2536.48	2536.48	2536.21	2536.48	468.0
2017-02-14 02:50:00	ES	Futures	2536.48	2536.48	2536.21	2536.21	195.0
2017-02-14 02:55:00	ES	Futures	2536.21	2536.48	2535.66	2535.66	399.0
2017-02-14 03:00:00	ES	Futures	2535.93	2536.48	2535.39	2536.48	1997.0
2017-02-14 03:05:00	ES	Futures	2536.21	2536.48	2535.39	2535.93	1469.0
2017-02-14 03:10:00	ES	Futures	2535.93	2536.48	2535.66	2535.93	955.0
2017-02-14 03:15:00	ES	Futures	2535.93	2535.93	2535.39	2535.39	1110.0
2017-02-14 03:20:00	ES	Futures	2535.66	2535.66	2534.84	2535.11	1983.0
2017-02-14 03:25:00	ES	Futures	2535.11	2535.93	2535.11	2535.66	997.0
2017-02-14 03:30:00	ES	Futures	2535.66	2536.21	2535.39	2536.21	480.0
2017-02-14 03:35:00	ES	Futures	2535.93	2536.48	2535.93	2536.21	493.0
2017-02-14 03:40:00	ES	Futures	2536.48	2536.48	2536.21	2536.48	723.0
2017-02-14 03:45:00	ES	Futures	2536.48	2537.3	2536.21	2536.75	1344.0
2017-02-14 03:50:00	ES	Futures	2536.75	2537.57	2536.75	2537.3	1272.0
2017-02-14 03:55:00	ES	Futures	2537.57	2537.57	2537.02	2537.02	826.0
2017-02-14 04:00:00	ES	Futures	2537.02	2537.02	2535.93	2536.21	898.0
2017-02-14 04:05:00	ES	Futures	2536.21	2536.48	2535.93	2536.21	715.0

> showing 50 of 15,620 rows — these rows as CSV

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