PREVIEW / futures_5min / 2017-03-06

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-06.parquet
  size:    214 KB
  rows:    14,724

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
2017-03-06 00:00:00	ES	Futures	2589.4	2589.4	2589.12	2589.4	390.0
2017-03-06 00:05:00	ES	Futures	2589.4	2589.67	2589.12	2589.4	240.0
2017-03-06 00:10:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	41.0
2017-03-06 00:15:00	ES	Futures	2589.67	2589.67	2589.4	2589.67	82.0
2017-03-06 00:20:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	77.0
2017-03-06 00:25:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	524.0
2017-03-06 00:30:00	ES	Futures	2589.67	2589.94	2589.4	2589.67	243.0
2017-03-06 00:35:00	ES	Futures	2589.67	2590.21	2589.67	2589.94	337.0
2017-03-06 00:40:00	ES	Futures	2590.21	2590.21	2589.67	2589.94	590.0
2017-03-06 00:45:00	ES	Futures	2589.94	2589.94	2589.67	2589.67	241.0
2017-03-06 00:50:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	309.0
2017-03-06 00:55:00	ES	Futures	2589.67	2589.94	2589.4	2589.67	404.0
2017-03-06 01:00:00	ES	Futures	2589.94	2589.94	2589.67	2589.94	87.0
2017-03-06 01:05:00	ES	Futures	2589.67	2589.94	2589.67	2589.67	79.0
2017-03-06 01:10:00	ES	Futures	2589.67	2589.94	2589.4	2589.4	385.0
2017-03-06 01:15:00	ES	Futures	2589.4	2589.67	2588.85	2589.12	913.0
2017-03-06 01:20:00	ES	Futures	2589.12	2589.4	2588.85	2589.4	331.0
2017-03-06 01:25:00	ES	Futures	2589.4	2589.4	2588.85	2589.12	575.0
2017-03-06 01:30:00	ES	Futures	2589.12	2589.94	2588.58	2589.67	1262.0
2017-03-06 01:35:00	ES	Futures	2589.67	2589.94	2589.12	2589.94	1010.0
2017-03-06 01:40:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	39.0
2017-03-06 01:45:00	ES	Futures	2589.67	2589.94	2589.4	2589.67	172.0
2017-03-06 01:50:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	90.0
2017-03-06 01:55:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	121.0
2017-03-06 02:00:00	ES	Futures	2589.4	2589.94	2589.4	2589.4	575.0
2017-03-06 02:05:00	ES	Futures	2589.67	2589.67	2588.85	2589.12	531.0
2017-03-06 02:10:00	ES	Futures	2589.12	2589.12	2588.58	2588.85	432.0
2017-03-06 02:15:00	ES	Futures	2588.58	2589.12	2588.58	2589.12	620.0
2017-03-06 02:20:00	ES	Futures	2589.12	2589.12	2588.85	2589.12	171.0
2017-03-06 02:25:00	ES	Futures	2589.12	2589.4	2588.85	2589.12	616.0
2017-03-06 02:30:00	ES	Futures	2589.12	2589.4	2588.85	2589.12	167.0
2017-03-06 02:35:00	ES	Futures	2588.85	2588.85	2588.58	2588.58	762.0
2017-03-06 02:40:00	ES	Futures	2588.58	2588.85	2588.58	2588.58	171.0
2017-03-06 02:45:00	ES	Futures	2588.58	2589.67	2588.58	2589.4	797.0
2017-03-06 02:50:00	ES	Futures	2589.12	2589.4	2588.58	2588.58	1271.0
2017-03-06 02:55:00	ES	Futures	2588.58	2588.85	2588.3	2588.58	880.0
2017-03-06 03:00:00	ES	Futures	2588.58	2588.85	2587.49	2587.49	4493.0
2017-03-06 03:05:00	ES	Futures	2587.76	2588.03	2586.12	2587.21	5236.0
2017-03-06 03:10:00	ES	Futures	2587.21	2587.21	2586.67	2586.94	1754.0
2017-03-06 03:15:00	ES	Futures	2586.67	2586.67	2585.58	2585.85	2952.0
2017-03-06 03:20:00	ES	Futures	2585.85	2586.12	2585.58	2585.85	1608.0
2017-03-06 03:25:00	ES	Futures	2585.85	2586.12	2585.3	2585.3	1720.0
2017-03-06 03:30:00	ES	Futures	2585.3	2585.58	2584.49	2585.3	4078.0
2017-03-06 03:35:00	ES	Futures	2585.3	2586.12	2585.03	2586.12	1514.0
2017-03-06 03:40:00	ES	Futures	2586.12	2586.4	2585.85	2585.85	1240.0
2017-03-06 03:45:00	ES	Futures	2586.12	2586.4	2585.85	2586.12	970.0
2017-03-06 03:50:00	ES	Futures	2586.12	2586.94	2585.85	2586.67	2338.0
2017-03-06 03:55:00	ES	Futures	2586.67	2587.21	2586.12	2586.67	1966.0
2017-03-06 04:00:00	ES	Futures	2586.94	2587.21	2586.4	2586.4	1278.0
2017-03-06 04:05:00	ES	Futures	2586.4	2587.21	2586.4	2586.67	1786.0

> showing 50 of 14,724 rows — these rows as CSV

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