PREVIEW / futures_5min / 2017-03-08

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-08.parquet
  size:    244 KB
  rows:    15,142

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
2017-03-08 00:00:00	ES	Futures	2576.85	2576.85	2576.58	2576.58	227.0
2017-03-08 00:05:00	ES	Futures	2576.85	2576.85	2576.58	2576.58	112.0
2017-03-08 00:10:00	ES	Futures	2576.85	2577.67	2576.85	2577.39	647.0
2017-03-08 00:15:00	ES	Futures	2577.39	2577.67	2576.58	2577.39	944.0
2017-03-08 00:20:00	ES	Futures	2577.12	2577.67	2577.12	2577.67	579.0
2017-03-08 00:25:00	ES	Futures	2577.67	2577.67	2577.12	2577.67	494.0
2017-03-08 00:30:00	ES	Futures	2577.39	2577.67	2577.39	2577.67	366.0
2017-03-08 00:35:00	ES	Futures	2577.39	2577.94	2577.12	2577.39	422.0
2017-03-08 00:40:00	ES	Futures	2577.39	2577.67	2577.39	2577.39	248.0
2017-03-08 00:45:00	ES	Futures	2577.39	2577.67	2577.12	2577.39	128.0
2017-03-08 00:50:00	ES	Futures	2577.12	2577.39	2577.12	2577.12	34.0
2017-03-08 00:55:00	ES	Futures	2577.12	2577.39	2576.58	2576.58	334.0
2017-03-08 01:00:00	ES	Futures	2576.85	2578.21	2576.58	2577.94	811.0
2017-03-08 01:05:00	ES	Futures	2577.67	2578.21	2577.67	2578.21	238.0
2017-03-08 01:10:00	ES	Futures	2578.21	2578.21	2576.58	2577.12	936.0
2017-03-08 01:15:00	ES	Futures	2577.39	2577.67	2577.39	2577.67	291.0
2017-03-08 01:20:00	ES	Futures	2577.67	2577.67	2577.39	2577.67	20.0
2017-03-08 01:25:00	ES	Futures	2577.67	2577.67	2577.39	2577.39	141.0
2017-03-08 01:30:00	ES	Futures	2577.39	2577.67	2577.39	2577.39	140.0
2017-03-08 01:35:00	ES	Futures	2577.67	2577.67	2577.39	2577.67	199.0
2017-03-08 01:40:00	ES	Futures	2577.67	2577.94	2577.67	2577.94	99.0
2017-03-08 01:45:00	ES	Futures	2577.67	2577.94	2577.67	2577.94	83.0
2017-03-08 01:50:00	ES	Futures	2577.94	2578.21	2577.67	2577.94	425.0
2017-03-08 01:55:00	ES	Futures	2577.67	2578.21	2577.67	2577.94	124.0
2017-03-08 02:00:00	ES	Futures	2577.67	2578.21	2577.67	2577.94	507.0
2017-03-08 02:05:00	ES	Futures	2578.21	2578.21	2577.94	2577.94	79.0
2017-03-08 02:10:00	ES	Futures	2577.94	2578.21	2577.67	2577.67	559.0
2017-03-08 02:15:00	ES	Futures	2577.94	2578.21	2577.67	2577.67	264.0
2017-03-08 02:20:00	ES	Futures	2577.67	2577.67	2577.39	2577.39	141.0
2017-03-08 02:25:00	ES	Futures	2577.67	2577.94	2577.39	2577.67	390.0
2017-03-08 02:30:00	ES	Futures	2577.67	2577.94	2577.39	2577.67	643.0
2017-03-08 02:35:00	ES	Futures	2577.94	2577.94	2576.3	2577.39	2255.0
2017-03-08 02:40:00	ES	Futures	2577.39	2577.94	2577.39	2577.94	962.0
2017-03-08 02:45:00	ES	Futures	2577.94	2578.21	2577.39	2577.67	911.0
2017-03-08 02:50:00	ES	Futures	2577.67	2577.94	2577.12	2577.67	692.0
2017-03-08 02:55:00	ES	Futures	2577.39	2577.67	2577.12	2577.67	300.0
2017-03-08 03:00:00	ES	Futures	2577.67	2578.48	2576.85	2578.21	1697.0
2017-03-08 03:05:00	ES	Futures	2578.21	2579.3	2577.67	2579.3	2342.0
2017-03-08 03:10:00	ES	Futures	2579.3	2579.58	2578.76	2579.3	1493.0
2017-03-08 03:15:00	ES	Futures	2579.3	2579.3	2578.48	2579.3	1617.0
2017-03-08 03:20:00	ES	Futures	2579.03	2580.12	2579.03	2579.85	1755.0
2017-03-08 03:25:00	ES	Futures	2579.85	2580.39	2579.58	2579.58	1397.0
2017-03-08 03:30:00	ES	Futures	2579.58	2580.12	2579.3	2579.85	1048.0
2017-03-08 03:35:00	ES	Futures	2579.85	2579.85	2579.3	2579.85	540.0
2017-03-08 03:40:00	ES	Futures	2579.58	2580.39	2579.3	2580.12	778.0
2017-03-08 03:45:00	ES	Futures	2579.85	2580.12	2579.58	2579.85	729.0
2017-03-08 03:50:00	ES	Futures	2579.85	2580.39	2579.85	2580.39	1209.0
2017-03-08 03:55:00	ES	Futures	2580.12	2580.94	2580.12	2580.94	2292.0
2017-03-08 04:00:00	ES	Futures	2580.67	2580.94	2579.3	2579.3	1549.0
2017-03-08 04:05:00	ES	Futures	2579.3	2580.39	2579.3	2580.39	855.0

> showing 50 of 15,142 rows — these rows as CSV

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