PREVIEW / futures_5min / 2017-02-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-16.parquet
  size:    240 KB
  rows:    15,392

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
2017-02-16 00:00:00	ES	Futures	2563.21	2563.21	2562.94	2563.21	56.0
2017-02-16 00:05:00	ES	Futures	2563.21	2563.21	2562.66	2562.66	213.0
2017-02-16 00:10:00	ES	Futures	2562.94	2562.94	2562.66	2562.66	211.0
2017-02-16 00:15:00	ES	Futures	2562.66	2563.21	2562.66	2562.94	97.0
2017-02-16 00:20:00	ES	Futures	2562.94	2562.94	2562.66	2562.94	107.0
2017-02-16 00:25:00	ES	Futures	2562.94	2562.94	2562.39	2562.39	569.0
2017-02-16 00:30:00	ES	Futures	2562.66	2562.66	2562.12	2562.12	744.0
2017-02-16 00:35:00	ES	Futures	2562.12	2562.39	2562.12	2562.39	33.0
2017-02-16 00:40:00	ES	Futures	2562.12	2562.39	2562.12	2562.12	14.0
2017-02-16 00:45:00	ES	Futures	2562.39	2562.66	2562.12	2562.66	109.0
2017-02-16 00:50:00	ES	Futures	2562.66	2562.66	2562.39	2562.66	38.0
2017-02-16 00:55:00	ES	Futures	2562.66	2563.21	2562.66	2562.66	408.0
2017-02-16 01:00:00	ES	Futures	2562.94	2563.21	2562.66	2562.94	254.0
2017-02-16 01:05:00	ES	Futures	2562.66	2562.94	2562.39	2562.39	139.0
2017-02-16 01:10:00	ES	Futures	2562.66	2562.66	2562.12	2562.12	304.0
2017-02-16 01:15:00	ES	Futures	2562.39	2562.39	2561.03	2561.3	1862.0
2017-02-16 01:20:00	ES	Futures	2561.3	2561.57	2561.3	2561.3	151.0
2017-02-16 01:25:00	ES	Futures	2561.57	2561.57	2561.3	2561.3	155.0
2017-02-16 01:30:00	ES	Futures	2561.57	2561.57	2561.3	2561.3	268.0
2017-02-16 01:35:00	ES	Futures	2561.3	2561.85	2561.3	2561.57	869.0
2017-02-16 01:40:00	ES	Futures	2561.57	2562.12	2561.57	2561.57	1291.0
2017-02-16 01:45:00	ES	Futures	2561.85	2561.85	2561.57	2561.57	416.0
2017-02-16 01:50:00	ES	Futures	2561.85	2561.85	2561.57	2561.57	668.0
2017-02-16 01:55:00	ES	Futures	2561.57	2562.12	2561.57	2561.57	671.0
2017-02-16 02:00:00	ES	Futures	2561.57	2562.12	2561.3	2561.85	1481.0
2017-02-16 02:05:00	ES	Futures	2561.85	2562.12	2561.57	2561.85	589.0
2017-02-16 02:10:00	ES	Futures	2561.85	2562.12	2561.57	2561.85	315.0
2017-02-16 02:15:00	ES	Futures	2561.85	2562.12	2561.57	2561.57	532.0
2017-02-16 02:20:00	ES	Futures	2561.57	2561.85	2561.3	2561.57	550.0
2017-02-16 02:25:00	ES	Futures	2561.57	2561.57	2561.3	2561.3	308.0
2017-02-16 02:30:00	ES	Futures	2561.3	2561.85	2561.3	2561.57	566.0
2017-02-16 02:35:00	ES	Futures	2561.57	2561.85	2561.57	2561.57	487.0
2017-02-16 02:40:00	ES	Futures	2561.57	2561.85	2561.3	2561.57	697.0
2017-02-16 02:45:00	ES	Futures	2561.57	2561.85	2561.57	2561.57	369.0
2017-02-16 02:50:00	ES	Futures	2561.57	2562.12	2561.57	2561.57	1172.0
2017-02-16 02:55:00	ES	Futures	2561.57	2561.85	2561.57	2561.57	703.0
2017-02-16 03:00:00	ES	Futures	2561.85	2563.21	2561.57	2562.94	3482.0
2017-02-16 03:05:00	ES	Futures	2563.21	2563.21	2561.57	2561.57	2159.0
2017-02-16 03:10:00	ES	Futures	2561.85	2563.76	2561.85	2563.21	3692.0
2017-02-16 03:15:00	ES	Futures	2563.48	2563.48	2562.66	2562.66	1667.0
2017-02-16 03:20:00	ES	Futures	2562.66	2562.94	2562.12	2562.66	1774.0
2017-02-16 03:25:00	ES	Futures	2562.94	2562.94	2562.39	2562.39	872.0
2017-02-16 03:30:00	ES	Futures	2562.66	2563.48	2562.39	2562.66	1548.0
2017-02-16 03:35:00	ES	Futures	2562.66	2562.94	2562.39	2562.94	785.0
2017-02-16 03:40:00	ES	Futures	2562.66	2562.94	2562.12	2562.12	1468.0
2017-02-16 03:45:00	ES	Futures	2562.39	2562.66	2561.3	2561.57	1656.0
2017-02-16 03:50:00	ES	Futures	2561.57	2561.85	2561.3	2561.57	1079.0
2017-02-16 03:55:00	ES	Futures	2561.85	2561.85	2561.03	2561.03	1367.0
2017-02-16 04:00:00	ES	Futures	2561.03	2561.3	2560.48	2560.75	2229.0
2017-02-16 04:05:00	ES	Futures	2560.48	2561.57	2560.48	2561.3	2016.0

> showing 50 of 15,392 rows — these rows as CSV

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