PREVIEW / futures_5min / 2017-02-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-21.parquet
  size:    230 KB
  rows:    15,236

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
2017-02-21 00:00:00	ES	Futures	2566.76	2567.03	2566.76	2566.76	121.0
2017-02-21 00:05:00	ES	Futures	2566.76	2566.76	2565.94	2565.94	316.0
2017-02-21 00:10:00	ES	Futures	2566.21	2566.21	2565.66	2565.66	398.0
2017-02-21 00:15:00	ES	Futures	2565.94	2565.94	2565.39	2565.66	212.0
2017-02-21 00:20:00	ES	Futures	2565.66	2565.66	2565.39	2565.39	61.0
2017-02-21 00:25:00	ES	Futures	2565.39	2565.66	2565.12	2565.12	252.0
2017-02-21 00:30:00	ES	Futures	2565.39	2565.39	2564.57	2565.12	796.0
2017-02-21 00:35:00	ES	Futures	2565.12	2565.12	2564.85	2565.12	265.0
2017-02-21 00:40:00	ES	Futures	2565.12	2565.12	2564.57	2564.85	549.0
2017-02-21 00:45:00	ES	Futures	2564.85	2565.12	2564.57	2564.57	405.0
2017-02-21 00:50:00	ES	Futures	2564.85	2565.12	2564.57	2564.85	202.0
2017-02-21 00:55:00	ES	Futures	2564.85	2564.85	2564.57	2564.85	103.0
2017-02-21 01:00:00	ES	Futures	2564.57	2565.12	2564.57	2565.12	521.0
2017-02-21 01:05:00	ES	Futures	2565.12	2565.12	2564.85	2565.12	31.0
2017-02-21 01:10:00	ES	Futures	2564.85	2565.12	2564.85	2565.12	69.0
2017-02-21 01:15:00	ES	Futures	2564.85	2565.66	2564.85	2565.66	434.0
2017-02-21 01:20:00	ES	Futures	2565.66	2565.66	2565.39	2565.66	119.0
2017-02-21 01:25:00	ES	Futures	2565.66	2565.66	2565.39	2565.66	49.0
2017-02-21 01:30:00	ES	Futures	2565.39	2565.66	2565.39	2565.66	118.0
2017-02-21 01:35:00	ES	Futures	2565.66	2565.66	2565.12	2565.12	115.0
2017-02-21 01:40:00	ES	Futures	2565.12	2565.39	2565.12	2565.12	117.0
2017-02-21 01:45:00	ES	Futures	2565.12	2565.39	2565.12	2565.12	37.0
2017-02-21 01:50:00	ES	Futures	2565.39	2565.39	2564.85	2564.85	107.0
2017-02-21 01:55:00	ES	Futures	2564.85	2565.12	2564.85	2565.12	45.0
2017-02-21 02:00:00	ES	Futures	2565.12	2565.94	2564.85	2565.94	682.0
2017-02-21 02:05:00	ES	Futures	2565.66	2565.66	2565.39	2565.39	282.0
2017-02-21 02:10:00	ES	Futures	2565.39	2565.66	2565.12	2565.39	296.0
2017-02-21 02:15:00	ES	Futures	2565.12	2565.39	2564.85	2565.12	137.0
2017-02-21 02:20:00	ES	Futures	2565.39	2565.39	2564.57	2564.85	222.0
2017-02-21 02:25:00	ES	Futures	2564.85	2565.12	2564.57	2564.57	385.0
2017-02-21 02:30:00	ES	Futures	2564.85	2564.85	2564.57	2564.85	185.0
2017-02-21 02:35:00	ES	Futures	2564.57	2564.85	2563.76	2563.76	943.0
2017-02-21 02:40:00	ES	Futures	2563.76	2564.3	2563.48	2564.03	500.0
2017-02-21 02:45:00	ES	Futures	2564.3	2564.3	2563.76	2564.03	185.0
2017-02-21 02:50:00	ES	Futures	2564.03	2564.03	2563.76	2563.76	400.0
2017-02-21 02:55:00	ES	Futures	2563.76	2564.03	2563.48	2563.76	517.0
2017-02-21 03:00:00	ES	Futures	2563.76	2564.85	2563.76	2564.3	1861.0
2017-02-21 03:05:00	ES	Futures	2564.3	2565.12	2564.03	2564.57	1521.0
2017-02-21 03:10:00	ES	Futures	2564.57	2564.57	2564.03	2564.3	968.0
2017-02-21 03:15:00	ES	Futures	2564.3	2564.57	2562.94	2563.48	2407.0
2017-02-21 03:20:00	ES	Futures	2563.48	2564.03	2563.21	2563.48	1818.0
2017-02-21 03:25:00	ES	Futures	2563.76	2564.3	2563.48	2564.03	660.0
2017-02-21 03:30:00	ES	Futures	2564.03	2565.12	2564.03	2564.57	1218.0
2017-02-21 03:35:00	ES	Futures	2564.57	2565.12	2564.3	2565.12	576.0
2017-02-21 03:40:00	ES	Futures	2565.12	2565.94	2564.85	2565.12	2261.0
2017-02-21 03:45:00	ES	Futures	2565.39	2565.39	2564.57	2565.12	995.0
2017-02-21 03:50:00	ES	Futures	2565.12	2565.39	2564.57	2565.12	1022.0
2017-02-21 03:55:00	ES	Futures	2564.85	2565.12	2564.03	2564.57	888.0
2017-02-21 04:00:00	ES	Futures	2564.85	2565.94	2564.57	2565.94	1589.0
2017-02-21 04:05:00	ES	Futures	2565.66	2565.94	2564.85	2565.12	1289.0

> showing 50 of 15,236 rows — these rows as CSV

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