PREVIEW / futures_5min / 2017-02-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-23.parquet
  size:    238 KB
  rows:    15,279

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
2017-02-23 00:00:00	ES	Futures	2574.39	2574.39	2574.12	2574.39	168.0
2017-02-23 00:05:00	ES	Futures	2574.12	2574.39	2574.12	2574.12	51.0
2017-02-23 00:10:00	ES	Futures	2574.39	2574.39	2574.12	2574.12	89.0
2017-02-23 00:15:00	ES	Futures	2574.12	2574.39	2574.12	2574.12	91.0
2017-02-23 00:20:00	ES	Futures	2574.39	2574.67	2574.12	2574.39	192.0
2017-02-23 00:25:00	ES	Futures	2574.67	2574.94	2574.39	2574.67	219.0
2017-02-23 00:30:00	ES	Futures	2574.94	2574.94	2574.39	2574.67	183.0
2017-02-23 00:35:00	ES	Futures	2574.67	2574.94	2574.39	2574.67	83.0
2017-02-23 00:40:00	ES	Futures	2574.94	2574.94	2574.67	2574.67	100.0
2017-02-23 00:45:00	ES	Futures	2574.67	2574.94	2574.39	2574.67	103.0
2017-02-23 00:50:00	ES	Futures	2574.94	2575.21	2574.67	2575.21	189.0
2017-02-23 00:55:00	ES	Futures	2574.94	2575.21	2574.94	2575.21	184.0
2017-02-23 01:00:00	ES	Futures	2575.21	2575.21	2574.94	2574.94	61.0
2017-02-23 01:05:00	ES	Futures	2574.94	2574.94	2574.39	2574.67	238.0
2017-02-23 01:10:00	ES	Futures	2574.39	2574.67	2574.39	2574.67	211.0
2017-02-23 01:15:00	ES	Futures	2574.67	2574.94	2574.67	2574.67	224.0
2017-02-23 01:20:00	ES	Futures	2574.94	2575.21	2574.94	2574.94	122.0
2017-02-23 01:25:00	ES	Futures	2575.21	2575.21	2574.94	2574.94	74.0
2017-02-23 01:30:00	ES	Futures	2574.94	2575.21	2574.94	2574.94	29.0
2017-02-23 01:35:00	ES	Futures	2574.94	2575.21	2574.94	2574.94	34.0
2017-02-23 01:40:00	ES	Futures	2574.94	2574.94	2574.67	2574.94	74.0
2017-02-23 01:45:00	ES	Futures	2574.67	2574.94	2574.67	2574.67	9.0
2017-02-23 01:50:00	ES	Futures	2574.67	2574.94	2574.67	2574.67	67.0
2017-02-23 01:55:00	ES	Futures	2574.94	2575.21	2574.67	2575.21	138.0
2017-02-23 02:00:00	ES	Futures	2574.94	2575.21	2574.67	2574.67	449.0
2017-02-23 02:05:00	ES	Futures	2574.94	2575.21	2574.67	2574.67	303.0
2017-02-23 02:10:00	ES	Futures	2574.67	2574.94	2574.39	2574.39	207.0
2017-02-23 02:15:00	ES	Futures	2574.39	2574.39	2574.12	2574.12	391.0
2017-02-23 02:20:00	ES	Futures	2574.12	2574.67	2574.12	2574.39	153.0
2017-02-23 02:25:00	ES	Futures	2574.39	2574.67	2574.39	2574.39	208.0
2017-02-23 02:30:00	ES	Futures	2574.39	2574.94	2574.39	2574.67	266.0
2017-02-23 02:35:00	ES	Futures	2574.94	2574.94	2574.67	2574.67	299.0
2017-02-23 02:40:00	ES	Futures	2574.39	2574.39	2574.12	2574.12	165.0
2017-02-23 02:45:00	ES	Futures	2574.39	2574.39	2574.12	2574.39	368.0
2017-02-23 02:50:00	ES	Futures	2574.67	2575.21	2574.67	2575.21	576.0
2017-02-23 02:55:00	ES	Futures	2574.94	2575.21	2574.67	2574.67	294.0
2017-02-23 03:00:00	ES	Futures	2574.94	2575.21	2574.12	2574.67	2207.0
2017-02-23 03:05:00	ES	Futures	2574.94	2575.21	2574.12	2574.39	1745.0
2017-02-23 03:10:00	ES	Futures	2574.67	2575.21	2574.39	2575.21	1498.0
2017-02-23 03:15:00	ES	Futures	2575.21	2576.3	2575.21	2575.76	2367.0
2017-02-23 03:20:00	ES	Futures	2576.03	2576.58	2575.76	2575.76	2802.0
2017-02-23 03:25:00	ES	Futures	2576.03	2576.3	2575.76	2576.03	754.0
2017-02-23 03:30:00	ES	Futures	2576.03	2576.58	2575.21	2575.48	1771.0
2017-02-23 03:35:00	ES	Futures	2575.21	2575.48	2574.67	2575.48	1608.0
2017-02-23 03:40:00	ES	Futures	2575.48	2575.76	2575.21	2575.48	517.0
2017-02-23 03:45:00	ES	Futures	2575.76	2576.03	2575.48	2575.48	589.0
2017-02-23 03:50:00	ES	Futures	2575.76	2576.03	2575.48	2576.03	417.0
2017-02-23 03:55:00	ES	Futures	2575.76	2575.76	2574.67	2574.67	1208.0
2017-02-23 04:00:00	ES	Futures	2574.67	2576.03	2574.67	2575.76	811.0
2017-02-23 04:05:00	ES	Futures	2576.03	2576.85	2576.03	2576.03	1916.0

> showing 50 of 15,279 rows — these rows as CSV

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