PREVIEW / futures_5min / 2017-02-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-22.parquet
  size:    233 KB
  rows:    15,308

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
2017-02-22 00:00:00	ES	Futures	2576.58	2577.12	2576.3	2577.12	513.0
2017-02-22 00:05:00	ES	Futures	2577.12	2577.39	2576.85	2577.12	293.0
2017-02-22 00:10:00	ES	Futures	2577.12	2577.94	2577.12	2577.39	1151.0
2017-02-22 00:15:00	ES	Futures	2577.39	2577.67	2577.12	2577.67	231.0
2017-02-22 00:20:00	ES	Futures	2577.67	2577.67	2577.39	2577.39	109.0
2017-02-22 00:25:00	ES	Futures	2577.39	2577.67	2577.39	2577.67	429.0
2017-02-22 00:30:00	ES	Futures	2577.67	2577.67	2577.12	2577.12	142.0
2017-02-22 00:35:00	ES	Futures	2577.12	2577.12	2576.58	2576.58	474.0
2017-02-22 00:40:00	ES	Futures	2576.58	2576.85	2576.58	2576.58	60.0
2017-02-22 00:45:00	ES	Futures	2576.85	2576.85	2576.58	2576.85	184.0
2017-02-22 00:50:00	ES	Futures	2576.85	2576.85	2576.58	2576.58	147.0
2017-02-22 00:55:00	ES	Futures	2576.85	2576.85	2576.3	2576.3	364.0
2017-02-22 01:00:00	ES	Futures	2576.3	2576.85	2576.3	2576.58	470.0
2017-02-22 01:05:00	ES	Futures	2576.3	2576.58	2576.3	2576.3	64.0
2017-02-22 01:10:00	ES	Futures	2576.58	2576.85	2576.58	2576.58	58.0
2017-02-22 01:15:00	ES	Futures	2576.85	2576.85	2576.58	2576.58	39.0
2017-02-22 01:20:00	ES	Futures	2576.58	2576.58	2576.3	2576.3	168.0
2017-02-22 01:25:00	ES	Futures	2576.58	2576.58	2576.3	2576.58	34.0
2017-02-22 01:30:00	ES	Futures	2576.3	2576.58	2576.3	2576.58	66.0
2017-02-22 01:35:00	ES	Futures	2576.58	2576.58	2576.3	2576.3	98.0
2017-02-22 01:40:00	ES	Futures	2576.58	2576.58	2576.3	2576.58	28.0
2017-02-22 01:45:00	ES	Futures	2576.3	2576.85	2576.3	2576.85	156.0
2017-02-22 01:50:00	ES	Futures	2576.85	2577.12	2576.58	2576.85	108.0
2017-02-22 01:55:00	ES	Futures	2577.12	2577.12	2576.58	2576.58	195.0
2017-02-22 02:00:00	ES	Futures	2576.85	2576.85	2576.3	2576.58	432.0
2017-02-22 02:05:00	ES	Futures	2576.58	2576.85	2576.58	2576.85	176.0
2017-02-22 02:10:00	ES	Futures	2576.58	2576.85	2576.58	2576.85	290.0
2017-02-22 02:15:00	ES	Futures	2576.85	2577.12	2576.58	2576.85	229.0
2017-02-22 02:20:00	ES	Futures	2577.12	2577.39	2576.85	2577.39	675.0
2017-02-22 02:25:00	ES	Futures	2577.12	2577.39	2576.85	2577.12	537.0
2017-02-22 02:30:00	ES	Futures	2576.85	2577.39	2576.85	2577.39	172.0
2017-02-22 02:35:00	ES	Futures	2577.12	2577.39	2576.85	2577.12	354.0
2017-02-22 02:40:00	ES	Futures	2577.12	2577.67	2577.12	2577.12	407.0
2017-02-22 02:45:00	ES	Futures	2577.12	2577.12	2576.85	2576.85	110.0
2017-02-22 02:50:00	ES	Futures	2576.85	2577.12	2576.85	2577.12	209.0
2017-02-22 02:55:00	ES	Futures	2577.12	2577.12	2576.58	2577.12	348.0
2017-02-22 03:00:00	ES	Futures	2576.85	2577.39	2576.3	2577.12	2535.0
2017-02-22 03:05:00	ES	Futures	2577.12	2577.94	2576.58	2576.85	1591.0
2017-02-22 03:10:00	ES	Futures	2576.58	2577.67	2576.58	2577.12	907.0
2017-02-22 03:15:00	ES	Futures	2577.39	2579.03	2577.39	2578.48	2993.0
2017-02-22 03:20:00	ES	Futures	2578.48	2578.76	2577.94	2578.48	1174.0
2017-02-22 03:25:00	ES	Futures	2578.76	2579.03	2578.48	2578.48	822.0
2017-02-22 03:30:00	ES	Futures	2578.76	2578.76	2577.39	2577.67	1439.0
2017-02-22 03:35:00	ES	Futures	2577.39	2577.39	2576.85	2577.12	1264.0
2017-02-22 03:40:00	ES	Futures	2576.85	2576.85	2576.3	2576.3	1187.0
2017-02-22 03:45:00	ES	Futures	2576.3	2576.85	2576.03	2576.03	1164.0
2017-02-22 03:50:00	ES	Futures	2576.03	2576.58	2575.76	2576.3	1678.0
2017-02-22 03:55:00	ES	Futures	2576.3	2576.3	2575.76	2576.03	1084.0
2017-02-22 04:00:00	ES	Futures	2576.03	2576.58	2575.76	2576.58	895.0
2017-02-22 04:05:00	ES	Futures	2576.3	2576.58	2575.76	2575.76	422.0

> showing 50 of 15,308 rows — these rows as CSV

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