PREVIEW / futures_5min / 2017-02-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-20.parquet
  size:    153 KB
  rows:    10,762

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
2017-02-20 00:00:00	ES	Futures	2563.21	2563.48	2563.21	2563.48	49.0
2017-02-20 00:05:00	ES	Futures	2563.48	2563.48	2563.21	2563.48	169.0
2017-02-20 00:10:00	ES	Futures	2563.48	2563.76	2563.48	2563.48	94.0
2017-02-20 00:15:00	ES	Futures	2563.48	2563.48	2563.48	2563.48	47.0
2017-02-20 00:20:00	ES	Futures	2563.48	2563.48	2563.21	2563.21	47.0
2017-02-20 00:25:00	ES	Futures	2563.21	2563.48	2562.94	2563.21	88.0
2017-02-20 00:30:00	ES	Futures	2563.21	2563.48	2563.21	2563.21	73.0
2017-02-20 00:35:00	ES	Futures	2563.21	2563.48	2563.21	2563.48	16.0
2017-02-20 00:40:00	ES	Futures	2563.48	2563.76	2563.48	2563.48	163.0
2017-02-20 00:45:00	ES	Futures	2563.48	2563.76	2563.48	2563.76	28.0
2017-02-20 00:50:00	ES	Futures	2563.76	2563.76	2563.48	2563.48	6.0
2017-02-20 00:55:00	ES	Futures	2563.76	2564.03	2563.48	2563.76	287.0
2017-02-20 01:00:00	ES	Futures	2563.76	2564.03	2563.76	2564.03	79.0
2017-02-20 01:05:00	ES	Futures	2564.03	2568.94	2564.03	2568.94	5935.0
2017-02-20 01:10:00	ES	Futures	2568.67	2569.21	2567.85	2568.12	1468.0
2017-02-20 01:15:00	ES	Futures	2567.85	2568.12	2567.85	2568.12	398.0
2017-02-20 01:20:00	ES	Futures	2568.12	2568.94	2568.12	2568.12	619.0
2017-02-20 01:25:00	ES	Futures	2568.12	2568.39	2568.12	2568.39	183.0
2017-02-20 01:30:00	ES	Futures	2568.12	2568.39	2567.85	2568.12	329.0
2017-02-20 01:35:00	ES	Futures	2568.12	2568.12	2567.85	2568.12	43.0
2017-02-20 01:40:00	ES	Futures	2567.85	2568.39	2567.85	2567.85	325.0
2017-02-20 01:45:00	ES	Futures	2567.85	2568.12	2567.85	2568.12	69.0
2017-02-20 01:50:00	ES	Futures	2567.85	2568.39	2567.85	2568.12	348.0
2017-02-20 01:55:00	ES	Futures	2568.39	2568.39	2567.85	2567.85	240.0
2017-02-20 02:00:00	ES	Futures	2567.85	2568.12	2567.03	2567.3	1409.0
2017-02-20 02:05:00	ES	Futures	2567.3	2568.12	2567.03	2567.85	553.0
2017-02-20 02:10:00	ES	Futures	2567.85	2571.39	2567.85	2570.57	5035.0
2017-02-20 02:15:00	ES	Futures	2570.85	2571.39	2570.3	2570.85	775.0
2017-02-20 02:20:00	ES	Futures	2570.57	2570.85	2570.03	2570.03	577.0
2017-02-20 02:25:00	ES	Futures	2570.3	2570.3	2569.21	2569.76	1259.0
2017-02-20 02:30:00	ES	Futures	2569.48	2569.76	2569.21	2569.48	507.0
2017-02-20 02:35:00	ES	Futures	2569.48	2569.76	2569.48	2569.76	435.0
2017-02-20 02:40:00	ES	Futures	2569.48	2570.03	2569.48	2570.03	195.0
2017-02-20 02:45:00	ES	Futures	2569.76	2570.03	2569.21	2569.48	354.0
2017-02-20 02:50:00	ES	Futures	2569.48	2569.48	2568.12	2568.67	890.0
2017-02-20 02:55:00	ES	Futures	2568.67	2569.21	2568.39	2568.67	722.0
2017-02-20 03:00:00	ES	Futures	2568.67	2568.94	2567.57	2568.12	2478.0
2017-02-20 03:05:00	ES	Futures	2568.39	2568.39	2567.85	2568.12	718.0
2017-02-20 03:10:00	ES	Futures	2568.12	2568.67	2567.57	2567.85	1343.0
2017-02-20 03:15:00	ES	Futures	2567.57	2567.85	2566.76	2567.3	1934.0
2017-02-20 03:20:00	ES	Futures	2567.3	2567.3	2566.48	2566.76	823.0
2017-02-20 03:25:00	ES	Futures	2566.76	2567.3	2565.39	2566.76	1839.0
2017-02-20 03:30:00	ES	Futures	2566.76	2567.3	2566.76	2567.03	713.0
2017-02-20 03:35:00	ES	Futures	2567.03	2567.03	2566.21	2566.48	673.0
2017-02-20 03:40:00	ES	Futures	2566.48	2566.48	2565.94	2565.94	494.0
2017-02-20 03:45:00	ES	Futures	2565.66	2566.76	2565.66	2565.94	667.0
2017-02-20 03:50:00	ES	Futures	2565.94	2566.76	2565.94	2566.48	557.0
2017-02-20 03:55:00	ES	Futures	2566.48	2566.76	2566.48	2566.48	147.0
2017-02-20 04:00:00	ES	Futures	2566.76	2567.03	2566.48	2566.76	591.0
2017-02-20 04:05:00	ES	Futures	2567.03	2567.03	2566.21	2566.48	265.0

> showing 50 of 10,762 rows — these rows as CSV

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