PREVIEW / futures_5min / 2017-03-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-07.parquet
  size:    214 KB
  rows:    14,628

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
2017-03-07 00:00:00	ES	Futures	2591.03	2591.85	2591.03	2591.58	918.0
2017-03-07 00:05:00	ES	Futures	2591.58	2591.58	2591.03	2591.03	266.0
2017-03-07 00:10:00	ES	Futures	2591.03	2591.3	2591.03	2591.3	30.0
2017-03-07 00:15:00	ES	Futures	2591.3	2591.3	2591.03	2591.03	30.0
2017-03-07 00:20:00	ES	Futures	2591.3	2591.3	2591.03	2591.03	24.0
2017-03-07 00:25:00	ES	Futures	2591.3	2591.3	2591.03	2591.3	85.0
2017-03-07 00:30:00	ES	Futures	2591.3	2591.58	2591.03	2591.03	339.0
2017-03-07 00:35:00	ES	Futures	2591.03	2591.3	2591.03	2591.03	58.0
2017-03-07 00:40:00	ES	Futures	2591.03	2591.3	2591.03	2591.3	68.0
2017-03-07 00:45:00	ES	Futures	2591.3	2591.3	2591.03	2591.3	30.0
2017-03-07 00:50:00	ES	Futures	2591.03	2591.3	2591.03	2591.3	17.0
2017-03-07 00:55:00	ES	Futures	2591.03	2591.03	2590.49	2590.76	383.0
2017-03-07 01:00:00	ES	Futures	2590.76	2591.58	2590.76	2591.3	179.0
2017-03-07 01:05:00	ES	Futures	2591.3	2591.58	2591.3	2591.58	33.0
2017-03-07 01:10:00	ES	Futures	2591.3	2591.58	2591.03	2591.3	67.0
2017-03-07 01:15:00	ES	Futures	2591.3	2591.3	2591.03	2591.3	115.0
2017-03-07 01:20:00	ES	Futures	2591.03	2591.3	2591.03	2591.3	14.0
2017-03-07 01:25:00	ES	Futures	2591.03	2591.3	2590.76	2591.3	190.0
2017-03-07 01:30:00	ES	Futures	2591.3	2591.58	2591.3	2591.3	120.0
2017-03-07 01:35:00	ES	Futures	2591.3	2591.58	2591.3	2591.58	48.0
2017-03-07 01:40:00	ES	Futures	2591.58	2591.58	2591.03	2591.03	78.0
2017-03-07 01:45:00	ES	Futures	2591.03	2591.3	2591.03	2591.03	27.0
2017-03-07 01:50:00	ES	Futures	2591.3	2591.3	2591.03	2591.03	20.0
2017-03-07 01:55:00	ES	Futures	2591.3	2591.3	2591.03	2591.3	41.0
2017-03-07 02:00:00	ES	Futures	2591.03	2591.3	2590.49	2590.49	712.0
2017-03-07 02:05:00	ES	Futures	2590.49	2590.76	2589.67	2590.76	961.0
2017-03-07 02:10:00	ES	Futures	2590.49	2590.76	2590.21	2590.49	173.0
2017-03-07 02:15:00	ES	Futures	2590.49	2590.76	2590.49	2590.49	282.0
2017-03-07 02:20:00	ES	Futures	2590.76	2590.76	2590.21	2590.49	76.0
2017-03-07 02:25:00	ES	Futures	2590.49	2590.76	2589.94	2589.94	361.0
2017-03-07 02:30:00	ES	Futures	2589.94	2590.21	2589.94	2590.21	428.0
2017-03-07 02:35:00	ES	Futures	2590.21	2590.76	2590.21	2590.76	249.0
2017-03-07 02:40:00	ES	Futures	2590.49	2590.76	2590.49	2590.76	441.0
2017-03-07 02:45:00	ES	Futures	2590.49	2590.49	2590.21	2590.49	413.0
2017-03-07 02:50:00	ES	Futures	2590.49	2590.76	2589.94	2590.21	263.0
2017-03-07 02:55:00	ES	Futures	2589.94	2590.49	2589.94	2589.94	604.0
2017-03-07 03:00:00	ES	Futures	2589.94	2589.94	2588.85	2589.4	2252.0
2017-03-07 03:05:00	ES	Futures	2589.4	2589.4	2588.03	2588.58	1592.0
2017-03-07 03:10:00	ES	Futures	2588.85	2589.12	2588.3	2589.12	973.0
2017-03-07 03:15:00	ES	Futures	2589.12	2589.12	2587.76	2588.03	1246.0
2017-03-07 03:20:00	ES	Futures	2588.03	2588.85	2587.76	2588.58	904.0
2017-03-07 03:25:00	ES	Futures	2588.85	2589.94	2588.58	2589.67	1986.0
2017-03-07 03:30:00	ES	Futures	2589.94	2589.94	2588.3	2588.3	1232.0
2017-03-07 03:35:00	ES	Futures	2588.3	2588.85	2588.03	2588.58	1280.0
2017-03-07 03:40:00	ES	Futures	2588.58	2588.58	2588.03	2588.3	404.0
2017-03-07 03:45:00	ES	Futures	2588.3	2588.58	2588.03	2588.58	547.0
2017-03-07 03:50:00	ES	Futures	2588.58	2589.4	2588.58	2589.4	1017.0
2017-03-07 03:55:00	ES	Futures	2589.67	2589.67	2589.12	2589.4	610.0
2017-03-07 04:00:00	ES	Futures	2589.4	2590.21	2589.4	2589.67	719.0
2017-03-07 04:05:00	ES	Futures	2589.94	2589.94	2589.4	2589.4	220.0

> showing 50 of 14,628 rows — these rows as CSV

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