PREVIEW / futures_5min / 2017-02-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-17.parquet
  size:    204 KB
  rows:    12,739

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
2017-02-17 00:00:00	ES	Futures	2558.03	2558.3	2558.03	2558.3	61.0
2017-02-17 00:05:00	ES	Futures	2558.3	2558.3	2558.3	2558.3	80.0
2017-02-17 00:10:00	ES	Futures	2558.3	2558.3	2558.03	2558.03	134.0
2017-02-17 00:15:00	ES	Futures	2558.03	2558.3	2558.03	2558.03	16.0
2017-02-17 00:20:00	ES	Futures	2558.3	2558.57	2558.3	2558.3	203.0
2017-02-17 00:25:00	ES	Futures	2558.03	2558.3	2558.03	2558.3	40.0
2017-02-17 00:30:00	ES	Futures	2558.3	2558.57	2558.03	2558.3	195.0
2017-02-17 00:35:00	ES	Futures	2558.03	2558.3	2558.03	2558.03	20.0
2017-02-17 00:40:00	ES	Futures	2558.03	2558.3	2558.03	2558.3	35.0
2017-02-17 00:45:00	ES	Futures	2558.3	2558.57	2558.3	2558.57	106.0
2017-02-17 00:50:00	ES	Futures	2558.57	2558.57	2558.03	2558.03	62.0
2017-02-17 00:55:00	ES	Futures	2558.3	2558.3	2558.03	2558.03	36.0
2017-02-17 01:00:00	ES	Futures	2558.3	2558.3	2558.03	2558.3	80.0
2017-02-17 01:05:00	ES	Futures	2558.03	2558.3	2558.03	2558.03	19.0
2017-02-17 01:10:00	ES	Futures	2558.3	2558.57	2558.03	2558.03	128.0
2017-02-17 01:15:00	ES	Futures	2558.03	2558.03	2557.75	2557.75	69.0
2017-02-17 01:20:00	ES	Futures	2557.75	2558.03	2557.75	2558.03	41.0
2017-02-17 01:25:00	ES	Futures	2558.03	2558.03	2557.75	2558.03	31.0
2017-02-17 01:30:00	ES	Futures	2557.75	2558.03	2557.75	2557.75	292.0
2017-02-17 01:35:00	ES	Futures	2558.03	2558.03	2556.94	2557.48	491.0
2017-02-17 01:40:00	ES	Futures	2557.75	2557.75	2557.21	2557.21	156.0
2017-02-17 01:45:00	ES	Futures	2557.21	2557.48	2556.39	2556.66	584.0
2017-02-17 01:50:00	ES	Futures	2556.66	2556.94	2556.66	2556.66	123.0
2017-02-17 01:55:00	ES	Futures	2556.66	2556.94	2556.39	2556.39	278.0
2017-02-17 02:00:00	ES	Futures	2556.66	2558.03	2556.39	2558.03	516.0
2017-02-17 02:05:00	ES	Futures	2557.75	2558.03	2557.21	2557.48	209.0
2017-02-17 02:10:00	ES	Futures	2557.21	2557.21	2556.94	2556.94	300.0
2017-02-17 02:15:00	ES	Futures	2556.94	2557.48	2556.94	2557.21	140.0
2017-02-17 02:20:00	ES	Futures	2557.21	2557.48	2556.94	2556.94	117.0
2017-02-17 02:25:00	ES	Futures	2556.94	2557.21	2556.94	2557.21	225.0
2017-02-17 02:30:00	ES	Futures	2557.21	2557.75	2557.21	2557.21	294.0
2017-02-17 02:35:00	ES	Futures	2557.21	2557.48	2556.94	2557.21	245.0
2017-02-17 02:40:00	ES	Futures	2557.21	2557.48	2556.39	2556.39	1066.0
2017-02-17 02:45:00	ES	Futures	2556.66	2556.94	2556.39	2556.39	675.0
2017-02-17 02:50:00	ES	Futures	2556.39	2556.94	2556.39	2556.94	662.0
2017-02-17 02:55:00	ES	Futures	2556.94	2557.21	2556.66	2556.66	248.0
2017-02-17 03:00:00	ES	Futures	2556.94	2557.21	2556.12	2557.21	1796.0
2017-02-17 03:05:00	ES	Futures	2557.21	2558.03	2557.21	2557.48	1303.0
2017-02-17 03:10:00	ES	Futures	2557.48	2557.75	2556.66	2557.21	1361.0
2017-02-17 03:15:00	ES	Futures	2556.94	2557.21	2556.39	2557.21	1161.0
2017-02-17 03:20:00	ES	Futures	2557.21	2557.21	2556.66	2556.94	767.0
2017-02-17 03:25:00	ES	Futures	2557.21	2557.21	2555.57	2555.84	2701.0
2017-02-17 03:30:00	ES	Futures	2555.84	2556.39	2555.03	2556.12	2142.0
2017-02-17 03:35:00	ES	Futures	2556.39	2556.39	2555.84	2555.84	507.0
2017-02-17 03:40:00	ES	Futures	2555.84	2556.12	2555.57	2556.12	673.0
2017-02-17 03:45:00	ES	Futures	2555.84	2556.12	2555.3	2555.3	268.0
2017-02-17 03:50:00	ES	Futures	2555.57	2555.57	2554.21	2554.75	2456.0
2017-02-17 03:55:00	ES	Futures	2554.75	2555.57	2554.75	2555.3	706.0
2017-02-17 04:00:00	ES	Futures	2555.3	2555.84	2554.21	2554.21	3256.0
2017-02-17 04:05:00	ES	Futures	2554.21	2554.48	2553.94	2553.94	3053.0

> showing 50 of 12,739 rows — these rows as CSV

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