PREVIEW / futures_5min / 2017-02-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-26.parquet
  size:    50 KB
  rows:    2,766

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
2017-02-26 18:00:00	ES	Futures	2577.94	2584.21	2577.67	2583.39	5571.0
2017-02-26 18:05:00	ES	Futures	2583.12	2583.94	2583.12	2583.39	1304.0
2017-02-26 18:10:00	ES	Futures	2583.67	2583.67	2583.12	2583.39	1036.0
2017-02-26 18:15:00	ES	Futures	2583.39	2583.39	2582.85	2582.85	436.0
2017-02-26 18:20:00	ES	Futures	2583.12	2583.12	2582.03	2582.3	698.0
2017-02-26 18:25:00	ES	Futures	2582.58	2582.85	2582.3	2582.58	432.0
2017-02-26 18:30:00	ES	Futures	2582.3	2582.58	2582.03	2582.3	377.0
2017-02-26 18:35:00	ES	Futures	2582.03	2582.3	2582.03	2582.3	202.0
2017-02-26 18:40:00	ES	Futures	2582.3	2582.3	2581.76	2582.03	269.0
2017-02-26 18:45:00	ES	Futures	2582.3	2583.12	2582.03	2582.85	744.0
2017-02-26 18:50:00	ES	Futures	2582.85	2583.12	2582.3	2582.85	312.0
2017-02-26 18:55:00	ES	Futures	2582.85	2582.85	2582.58	2582.85	92.0
2017-02-26 19:00:00	ES	Futures	2582.85	2583.39	2582.58	2583.12	673.0
2017-02-26 19:05:00	ES	Futures	2583.12	2583.39	2583.12	2583.39	205.0
2017-02-26 19:10:00	ES	Futures	2583.39	2583.39	2582.58	2582.85	352.0
2017-02-26 19:15:00	ES	Futures	2582.85	2582.85	2580.67	2580.67	1573.0
2017-02-26 19:20:00	ES	Futures	2580.67	2581.76	2580.67	2581.76	1118.0
2017-02-26 19:25:00	ES	Futures	2581.49	2582.3	2581.49	2582.03	595.0
2017-02-26 19:30:00	ES	Futures	2581.76	2583.12	2581.76	2582.03	968.0
2017-02-26 19:35:00	ES	Futures	2582.3	2582.58	2582.03	2582.03	320.0
2017-02-26 19:40:00	ES	Futures	2582.03	2582.3	2581.49	2581.76	409.0
2017-02-26 19:45:00	ES	Futures	2581.76	2581.76	2580.94	2581.21	575.0
2017-02-26 19:50:00	ES	Futures	2581.21	2581.21	2579.58	2579.85	1819.0
2017-02-26 19:55:00	ES	Futures	2579.85	2580.12	2579.58	2579.85	525.0
2017-02-26 20:00:00	ES	Futures	2579.85	2580.12	2579.58	2579.58	609.0
2017-02-26 20:05:00	ES	Futures	2579.58	2580.12	2579.58	2579.85	640.0
2017-02-26 20:10:00	ES	Futures	2579.58	2579.85	2578.48	2578.48	1778.0
2017-02-26 20:15:00	ES	Futures	2578.48	2579.85	2578.48	2579.58	1270.0
2017-02-26 20:20:00	ES	Futures	2579.85	2579.85	2579.3	2579.58	393.0
2017-02-26 20:25:00	ES	Futures	2579.58	2580.12	2579.58	2579.85	357.0
2017-02-26 20:30:00	ES	Futures	2580.12	2580.12	2579.58	2580.12	432.0
2017-02-26 20:35:00	ES	Futures	2579.85	2580.12	2579.3	2579.58	306.0
2017-02-26 20:40:00	ES	Futures	2579.58	2579.85	2579.3	2579.85	271.0
2017-02-26 20:45:00	ES	Futures	2579.85	2580.39	2579.85	2580.12	432.0
2017-02-26 20:50:00	ES	Futures	2580.12	2580.94	2580.12	2580.94	443.0
2017-02-26 20:55:00	ES	Futures	2580.94	2580.94	2580.39	2580.94	267.0
2017-02-26 21:00:00	ES	Futures	2580.94	2580.94	2580.67	2580.67	205.0
2017-02-26 21:05:00	ES	Futures	2580.67	2580.94	2580.67	2580.94	184.0
2017-02-26 21:10:00	ES	Futures	2581.21	2581.76	2580.94	2581.49	705.0
2017-02-26 21:15:00	ES	Futures	2581.76	2582.03	2581.21	2581.49	640.0
2017-02-26 21:20:00	ES	Futures	2581.49	2581.49	2581.21	2581.49	335.0
2017-02-26 21:25:00	ES	Futures	2581.49	2581.76	2580.94	2581.49	431.0
2017-02-26 21:30:00	ES	Futures	2581.49	2581.49	2580.94	2581.21	185.0
2017-02-26 21:35:00	ES	Futures	2581.21	2581.49	2581.21	2581.49	78.0
2017-02-26 21:40:00	ES	Futures	2581.49	2581.49	2581.21	2581.49	151.0
2017-02-26 21:45:00	ES	Futures	2581.49	2581.49	2581.21	2581.49	76.0
2017-02-26 21:50:00	ES	Futures	2581.49	2582.03	2581.49	2582.03	300.0
2017-02-26 21:55:00	ES	Futures	2582.03	2583.12	2581.76	2582.85	1009.0
2017-02-26 22:00:00	ES	Futures	2582.58	2583.12	2582.58	2583.12	477.0
2017-02-26 22:05:00	ES	Futures	2582.85	2583.39	2582.85	2583.39	796.0

> showing 50 of 2,766 rows — these rows as CSV

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