PREVIEW / futures_5min / 2017-03-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-09.parquet
  size:    248 KB
  rows:    15,179

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
2017-03-09 00:00:00	ES	Futures	2578.76	2578.76	2578.21	2578.21	242.0
2017-03-09 00:05:00	ES	Futures	2578.21	2578.76	2578.21	2578.76	101.0
2017-03-09 00:10:00	ES	Futures	2578.48	2578.76	2578.21	2578.76	301.0
2017-03-09 00:15:00	ES	Futures	2578.76	2579.03	2578.48	2578.76	135.0
2017-03-09 00:20:00	ES	Futures	2579.03	2579.58	2579.03	2579.58	376.0
2017-03-09 00:25:00	ES	Futures	2579.58	2579.58	2579.3	2579.3	166.0
2017-03-09 00:30:00	ES	Futures	2579.58	2579.58	2578.76	2579.3	230.0
2017-03-09 00:35:00	ES	Futures	2579.03	2579.03	2578.76	2579.03	73.0
2017-03-09 00:40:00	ES	Futures	2578.76	2579.3	2578.76	2579.3	150.0
2017-03-09 00:45:00	ES	Futures	2579.03	2579.3	2579.03	2579.3	79.0
2017-03-09 00:50:00	ES	Futures	2579.3	2579.3	2578.76	2579.03	183.0
2017-03-09 00:55:00	ES	Futures	2579.03	2579.3	2578.76	2578.76	259.0
2017-03-09 01:00:00	ES	Futures	2578.76	2579.58	2578.76	2579.58	209.0
2017-03-09 01:05:00	ES	Futures	2579.58	2579.58	2578.76	2579.03	276.0
2017-03-09 01:10:00	ES	Futures	2579.03	2579.3	2578.76	2579.03	135.0
2017-03-09 01:15:00	ES	Futures	2579.03	2579.03	2578.48	2578.48	178.0
2017-03-09 01:20:00	ES	Futures	2578.76	2579.03	2578.48	2578.76	158.0
2017-03-09 01:25:00	ES	Futures	2578.76	2579.03	2578.21	2578.48	186.0
2017-03-09 01:30:00	ES	Futures	2578.76	2578.76	2578.48	2578.76	164.0
2017-03-09 01:35:00	ES	Futures	2578.76	2578.76	2578.48	2578.76	18.0
2017-03-09 01:40:00	ES	Futures	2578.48	2579.03	2578.48	2579.03	60.0
2017-03-09 01:45:00	ES	Futures	2579.03	2579.03	2578.76	2578.76	229.0
2017-03-09 01:50:00	ES	Futures	2579.03	2579.58	2578.76	2579.03	238.0
2017-03-09 01:55:00	ES	Futures	2579.03	2579.3	2579.03	2579.03	20.0
2017-03-09 02:00:00	ES	Futures	2579.03	2579.58	2578.76	2579.03	568.0
2017-03-09 02:05:00	ES	Futures	2578.76	2579.85	2578.76	2579.85	531.0
2017-03-09 02:10:00	ES	Futures	2579.58	2579.58	2579.03	2579.58	499.0
2017-03-09 02:15:00	ES	Futures	2579.3	2580.12	2579.3	2580.12	864.0
2017-03-09 02:20:00	ES	Futures	2579.85	2580.39	2579.85	2580.39	501.0
2017-03-09 02:25:00	ES	Futures	2580.12	2580.39	2579.3	2579.58	1138.0
2017-03-09 02:30:00	ES	Futures	2579.3	2579.85	2579.3	2579.85	335.0
2017-03-09 02:35:00	ES	Futures	2579.58	2579.85	2579.3	2579.58	295.0
2017-03-09 02:40:00	ES	Futures	2579.3	2579.58	2579.03	2579.03	670.0
2017-03-09 02:45:00	ES	Futures	2579.03	2579.3	2579.03	2579.03	561.0
2017-03-09 02:50:00	ES	Futures	2579.03	2579.3	2578.76	2579.3	638.0
2017-03-09 02:55:00	ES	Futures	2579.03	2580.39	2579.03	2580.12	1444.0
2017-03-09 03:00:00	ES	Futures	2580.12	2580.39	2578.76	2579.85	2511.0
2017-03-09 03:05:00	ES	Futures	2579.58	2580.39	2579.58	2580.12	891.0
2017-03-09 03:10:00	ES	Futures	2579.85	2580.67	2579.58	2579.85	941.0
2017-03-09 03:15:00	ES	Futures	2579.58	2579.58	2578.76	2579.3	1437.0
2017-03-09 03:20:00	ES	Futures	2579.3	2580.39	2579.3	2579.58	1006.0
2017-03-09 03:25:00	ES	Futures	2579.58	2580.12	2579.03	2579.58	1077.0
2017-03-09 03:30:00	ES	Futures	2579.58	2579.85	2579.3	2579.58	677.0
2017-03-09 03:35:00	ES	Futures	2579.3	2579.58	2579.03	2579.3	831.0
2017-03-09 03:40:00	ES	Futures	2579.3	2580.39	2579.3	2580.39	946.0
2017-03-09 03:45:00	ES	Futures	2580.12	2580.67	2579.85	2580.39	885.0
2017-03-09 03:50:00	ES	Futures	2580.39	2580.67	2580.12	2580.39	590.0
2017-03-09 03:55:00	ES	Futures	2580.12	2582.3	2580.12	2581.76	2189.0
2017-03-09 04:00:00	ES	Futures	2581.49	2581.76	2580.94	2581.21	1116.0
2017-03-09 04:05:00	ES	Futures	2581.21	2581.49	2580.67	2580.94	821.0

> showing 50 of 15,179 rows — these rows as CSV

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