PREVIEW / futures_5min / 2017-03-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-05.parquet
  size:    44 KB
  rows:    2,497

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
2017-03-05 18:00:00	ES	Futures	2597.03	2597.58	2592.4	2592.67	4357.0
2017-03-05 18:05:00	ES	Futures	2592.67	2593.21	2591.3	2591.85	2281.0
2017-03-05 18:10:00	ES	Futures	2591.85	2592.67	2591.3	2592.12	1148.0
2017-03-05 18:15:00	ES	Futures	2592.12	2592.12	2590.49	2591.03	1458.0
2017-03-05 18:20:00	ES	Futures	2591.03	2591.03	2589.4	2590.76	1833.0
2017-03-05 18:25:00	ES	Futures	2591.03	2591.03	2589.67	2590.49	1031.0
2017-03-05 18:30:00	ES	Futures	2590.49	2594.58	2590.21	2591.03	5120.0
2017-03-05 18:35:00	ES	Futures	2591.03	2591.03	2589.94	2589.94	1434.0
2017-03-05 18:40:00	ES	Futures	2589.94	2590.21	2589.67	2589.94	623.0
2017-03-05 18:45:00	ES	Futures	2589.67	2590.21	2589.67	2589.94	1129.0
2017-03-05 18:50:00	ES	Futures	2589.94	2590.21	2587.49	2587.76	3331.0
2017-03-05 18:55:00	ES	Futures	2587.76	2588.3	2586.67	2587.21	2966.0
2017-03-05 19:00:00	ES	Futures	2586.94	2587.49	2586.4	2587.21	1923.0
2017-03-05 19:05:00	ES	Futures	2587.21	2588.03	2586.94	2587.21	1454.0
2017-03-05 19:10:00	ES	Futures	2587.21	2587.76	2587.21	2587.76	665.0
2017-03-05 19:15:00	ES	Futures	2587.76	2588.3	2587.49	2587.49	863.0
2017-03-05 19:20:00	ES	Futures	2587.49	2587.76	2587.21	2587.49	326.0
2017-03-05 19:25:00	ES	Futures	2587.76	2588.3	2587.49	2588.03	864.0
2017-03-05 19:30:00	ES	Futures	2587.76	2588.58	2587.76	2588.58	723.0
2017-03-05 19:35:00	ES	Futures	2588.58	2589.12	2588.3	2589.12	940.0
2017-03-05 19:40:00	ES	Futures	2589.12	2589.4	2588.85	2589.4	756.0
2017-03-05 19:45:00	ES	Futures	2589.4	2589.4	2588.3	2588.85	964.0
2017-03-05 19:50:00	ES	Futures	2589.12	2589.12	2588.85	2588.85	190.0
2017-03-05 19:55:00	ES	Futures	2589.12	2589.4	2588.3	2588.58	326.0
2017-03-05 20:00:00	ES	Futures	2588.58	2589.12	2588.3	2588.85	360.0
2017-03-05 20:05:00	ES	Futures	2588.85	2589.67	2588.85	2589.67	609.0
2017-03-05 20:10:00	ES	Futures	2589.4	2589.67	2589.12	2589.4	201.0
2017-03-05 20:15:00	ES	Futures	2589.12	2589.12	2588.85	2588.85	478.0
2017-03-05 20:20:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	133.0
2017-03-05 20:25:00	ES	Futures	2589.12	2589.67	2588.85	2589.67	430.0
2017-03-05 20:30:00	ES	Futures	2589.67	2590.21	2589.67	2589.94	645.0
2017-03-05 20:35:00	ES	Futures	2589.94	2590.21	2589.67	2589.94	295.0
2017-03-05 20:40:00	ES	Futures	2589.67	2590.21	2589.67	2589.94	187.0
2017-03-05 20:45:00	ES	Futures	2589.94	2589.94	2589.4	2589.67	311.0
2017-03-05 20:50:00	ES	Futures	2589.4	2589.4	2588.85	2589.12	703.0
2017-03-05 20:55:00	ES	Futures	2589.12	2589.4	2588.85	2588.85	316.0
2017-03-05 21:00:00	ES	Futures	2588.85	2589.12	2588.85	2589.12	167.0
2017-03-05 21:05:00	ES	Futures	2589.4	2589.4	2588.85	2588.85	136.0
2017-03-05 21:10:00	ES	Futures	2589.12	2589.12	2588.85	2589.12	195.0
2017-03-05 21:15:00	ES	Futures	2589.12	2589.12	2588.03	2588.3	690.0
2017-03-05 21:20:00	ES	Futures	2588.3	2589.4	2588.3	2589.4	514.0
2017-03-05 21:25:00	ES	Futures	2589.4	2589.4	2588.85	2588.85	194.0
2017-03-05 21:30:00	ES	Futures	2589.12	2589.67	2588.85	2589.4	1140.0
2017-03-05 21:35:00	ES	Futures	2589.4	2589.4	2588.85	2589.12	536.0
2017-03-05 21:40:00	ES	Futures	2588.85	2589.12	2588.58	2588.85	247.0
2017-03-05 21:45:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	225.0
2017-03-05 21:50:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	15.0
2017-03-05 21:55:00	ES	Futures	2588.85	2589.12	2588.85	2589.12	69.0
2017-03-05 22:00:00	ES	Futures	2588.85	2589.4	2588.85	2589.12	197.0
2017-03-05 22:05:00	ES	Futures	2589.4	2589.4	2589.12	2589.4	248.0

> showing 50 of 2,497 rows — these rows as CSV

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