PREVIEW / futures_5min / 2017-02-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-02-27.parquet
  size:    224 KB
  rows:    15,341

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
2017-02-27 00:00:00	ES	Futures	2584.21	2584.49	2583.67	2583.94	584.0
2017-02-27 00:05:00	ES	Futures	2583.94	2584.49	2583.94	2584.49	300.0
2017-02-27 00:10:00	ES	Futures	2584.21	2584.49	2583.94	2584.49	224.0
2017-02-27 00:15:00	ES	Futures	2584.49	2584.49	2583.67	2583.94	377.0
2017-02-27 00:20:00	ES	Futures	2583.67	2584.49	2583.67	2584.49	452.0
2017-02-27 00:25:00	ES	Futures	2584.21	2584.49	2583.94	2584.21	511.0
2017-02-27 00:30:00	ES	Futures	2583.94	2584.21	2583.67	2583.94	175.0
2017-02-27 00:35:00	ES	Futures	2583.94	2583.94	2583.39	2583.67	311.0
2017-02-27 00:40:00	ES	Futures	2583.67	2583.67	2583.12	2583.12	255.0
2017-02-27 00:45:00	ES	Futures	2582.85	2583.12	2581.49	2582.3	1191.0
2017-02-27 00:50:00	ES	Futures	2582.3	2582.3	2581.49	2581.76	433.0
2017-02-27 00:55:00	ES	Futures	2581.49	2582.3	2581.49	2582.3	321.0
2017-02-27 01:00:00	ES	Futures	2582.58	2582.85	2582.3	2582.85	453.0
2017-02-27 01:05:00	ES	Futures	2582.85	2582.85	2582.03	2582.3	141.0
2017-02-27 01:10:00	ES	Futures	2582.3	2582.58	2582.03	2582.3	234.0
2017-02-27 01:15:00	ES	Futures	2582.3	2582.3	2581.76	2582.3	197.0
2017-02-27 01:20:00	ES	Futures	2582.3	2582.58	2582.03	2582.03	216.0
2017-02-27 01:25:00	ES	Futures	2582.03	2582.3	2582.03	2582.3	40.0
2017-02-27 01:30:00	ES	Futures	2582.03	2582.03	2580.94	2581.49	543.0
2017-02-27 01:35:00	ES	Futures	2581.49	2581.76	2581.21	2581.49	84.0
2017-02-27 01:40:00	ES	Futures	2581.76	2581.76	2581.49	2581.49	166.0
2017-02-27 01:45:00	ES	Futures	2581.76	2581.76	2581.49	2581.76	107.0
2017-02-27 01:50:00	ES	Futures	2581.76	2582.03	2581.49	2582.03	190.0
2017-02-27 01:55:00	ES	Futures	2582.03	2582.3	2581.76	2582.03	273.0
2017-02-27 02:00:00	ES	Futures	2582.03	2582.03	2581.49	2581.49	859.0
2017-02-27 02:05:00	ES	Futures	2581.49	2581.76	2580.94	2581.76	1006.0
2017-02-27 02:10:00	ES	Futures	2581.49	2581.76	2581.49	2581.49	367.0
2017-02-27 02:15:00	ES	Futures	2581.49	2582.3	2581.49	2582.3	315.0
2017-02-27 02:20:00	ES	Futures	2582.3	2582.85	2582.3	2582.58	761.0
2017-02-27 02:25:00	ES	Futures	2582.85	2583.12	2582.58	2582.85	305.0
2017-02-27 02:30:00	ES	Futures	2582.85	2582.85	2582.58	2582.85	257.0
2017-02-27 02:35:00	ES	Futures	2582.85	2583.67	2582.85	2583.39	626.0
2017-02-27 02:40:00	ES	Futures	2583.12	2584.21	2583.12	2583.67	569.0
2017-02-27 02:45:00	ES	Futures	2583.39	2584.49	2583.39	2584.21	747.0
2017-02-27 02:50:00	ES	Futures	2584.21	2584.49	2583.94	2584.21	819.0
2017-02-27 02:55:00	ES	Futures	2584.21	2584.49	2583.67	2583.94	1181.0
2017-02-27 03:00:00	ES	Futures	2583.94	2584.76	2583.94	2584.49	3099.0
2017-02-27 03:05:00	ES	Futures	2584.49	2584.76	2583.39	2584.21	3169.0
2017-02-27 03:10:00	ES	Futures	2584.21	2585.03	2583.94	2585.03	4194.0
2017-02-27 03:15:00	ES	Futures	2585.03	2585.85	2584.21	2584.76	6469.0
2017-02-27 03:20:00	ES	Futures	2584.76	2585.58	2584.49	2585.3	5575.0
2017-02-27 03:25:00	ES	Futures	2585.3	2585.58	2584.49	2584.76	3549.0
2017-02-27 03:30:00	ES	Futures	2584.49	2585.58	2584.49	2585.3	1239.0
2017-02-27 03:35:00	ES	Futures	2585.03	2585.58	2585.03	2585.3	1654.0
2017-02-27 03:40:00	ES	Futures	2585.03	2585.03	2583.67	2583.67	2521.0
2017-02-27 03:45:00	ES	Futures	2583.94	2584.76	2582.85	2583.94	2724.0
2017-02-27 03:50:00	ES	Futures	2584.21	2584.21	2582.85	2583.12	1981.0
2017-02-27 03:55:00	ES	Futures	2583.12	2583.39	2582.58	2582.58	853.0
2017-02-27 04:00:00	ES	Futures	2582.58	2583.12	2582.3	2582.85	3836.0
2017-02-27 04:05:00	ES	Futures	2582.85	2583.39	2582.58	2582.58	2240.0

> showing 50 of 15,341 rows — these rows as CSV

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