PREVIEW / futures_5min / 2017-03-14

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-14.parquet
  size:    226 KB
  rows:    14,956

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
2017-03-14 00:00:00	ES	Futures	2589.4	2589.67	2589.4	2589.4	398.0
2017-03-14 00:05:00	ES	Futures	2589.4	2589.67	2589.4	2589.4	58.0
2017-03-14 00:10:00	ES	Futures	2589.4	2589.67	2589.4	2589.4	11.0
2017-03-14 00:15:00	ES	Futures	2589.4	2589.67	2589.4	2589.4	256.0
2017-03-14 00:20:00	ES	Futures	2589.4	2589.94	2589.4	2589.94	86.0
2017-03-14 00:25:00	ES	Futures	2589.67	2589.94	2589.67	2589.67	27.0
2017-03-14 00:30:00	ES	Futures	2589.94	2589.94	2589.4	2589.4	193.0
2017-03-14 00:35:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	248.0
2017-03-14 00:40:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	13.0
2017-03-14 00:45:00	ES	Futures	2589.67	2589.67	2589.4	2589.4	86.0
2017-03-14 00:50:00	ES	Futures	2589.4	2589.4	2589.4	2589.4	11.0
2017-03-14 00:55:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	209.0
2017-03-14 01:00:00	ES	Futures	2589.67	2589.67	2589.4	2589.67	320.0
2017-03-14 01:05:00	ES	Futures	2589.67	2589.94	2589.4	2589.4	356.0
2017-03-14 01:10:00	ES	Futures	2589.12	2589.4	2588.58	2588.85	923.0
2017-03-14 01:15:00	ES	Futures	2588.85	2588.85	2588.3	2588.58	753.0
2017-03-14 01:20:00	ES	Futures	2588.58	2589.4	2588.58	2589.4	785.0
2017-03-14 01:25:00	ES	Futures	2589.4	2589.67	2589.4	2589.4	122.0
2017-03-14 01:30:00	ES	Futures	2589.4	2589.4	2589.12	2589.4	261.0
2017-03-14 01:35:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	7.0
2017-03-14 01:40:00	ES	Futures	2589.67	2590.21	2589.67	2589.94	782.0
2017-03-14 01:45:00	ES	Futures	2589.94	2590.21	2589.67	2589.94	122.0
2017-03-14 01:50:00	ES	Futures	2589.67	2589.94	2589.67	2589.67	344.0
2017-03-14 01:55:00	ES	Futures	2589.67	2589.67	2589.4	2589.67	203.0
2017-03-14 02:00:00	ES	Futures	2589.4	2589.4	2588.85	2589.12	381.0
2017-03-14 02:05:00	ES	Futures	2589.12	2590.21	2589.12	2589.67	754.0
2017-03-14 02:10:00	ES	Futures	2589.67	2589.94	2588.85	2589.4	334.0
2017-03-14 02:15:00	ES	Futures	2589.12	2589.67	2589.12	2589.4	179.0
2017-03-14 02:20:00	ES	Futures	2589.4	2590.21	2589.4	2589.67	713.0
2017-03-14 02:25:00	ES	Futures	2589.94	2589.94	2589.4	2589.4	22.0
2017-03-14 02:30:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	47.0
2017-03-14 02:35:00	ES	Futures	2589.4	2589.4	2589.4	2589.4	40.0
2017-03-14 02:40:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	98.0
2017-03-14 02:45:00	ES	Futures	2589.94	2589.94	2589.67	2589.67	121.0
2017-03-14 02:50:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	42.0
2017-03-14 02:55:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	30.0
2017-03-14 03:00:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	399.0
2017-03-14 03:05:00	ES	Futures	2589.94	2590.21	2589.12	2590.21	876.0
2017-03-14 03:10:00	ES	Futures	2590.21	2590.49	2589.94	2590.49	386.0
2017-03-14 03:15:00	ES	Futures	2590.49	2590.49	2589.94	2589.94	306.0
2017-03-14 03:20:00	ES	Futures	2589.94	2590.21	2589.67	2589.94	263.0
2017-03-14 03:25:00	ES	Futures	2589.67	2589.94	2589.4	2589.67	139.0
2017-03-14 03:30:00	ES	Futures	2589.67	2589.94	2589.4	2589.67	243.0
2017-03-14 03:35:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	273.0
2017-03-14 03:40:00	ES	Futures	2589.67	2590.21	2589.4	2589.67	521.0
2017-03-14 03:45:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	198.0
2017-03-14 03:50:00	ES	Futures	2589.67	2589.67	2589.12	2589.12	138.0
2017-03-14 03:55:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	364.0
2017-03-14 04:00:00	ES	Futures	2589.94	2589.94	2588.3	2588.3	3671.0
2017-03-14 04:05:00	ES	Futures	2588.58	2588.85	2588.3	2588.3	940.0

> showing 50 of 14,956 rows — these rows as CSV

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