PREVIEW / futures_5min / 2017-03-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-16.parquet
  size:    231 KB
  rows:    15,570

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
2017-03-16 00:00:00	ES	Futures	2605.51	2605.78	2605.24	2605.24	406.0
2017-03-16 00:05:00	ES	Futures	2605.24	2605.51	2605.24	2605.24	190.0
2017-03-16 00:10:00	ES	Futures	2605.24	2605.51	2604.96	2605.24	240.0
2017-03-16 00:15:00	ES	Futures	2605.24	2605.51	2604.96	2605.24	331.0
2017-03-16 00:20:00	ES	Futures	2605.24	2605.51	2604.96	2604.96	80.0
2017-03-16 00:25:00	ES	Futures	2604.96	2605.24	2604.96	2605.24	156.0
2017-03-16 00:30:00	ES	Futures	2604.96	2604.96	2603.87	2604.15	1488.0
2017-03-16 00:35:00	ES	Futures	2604.15	2604.42	2604.15	2604.42	93.0
2017-03-16 00:40:00	ES	Futures	2604.42	2604.42	2604.15	2604.42	92.0
2017-03-16 00:45:00	ES	Futures	2604.15	2604.42	2604.15	2604.15	109.0
2017-03-16 00:50:00	ES	Futures	2604.15	2604.42	2603.87	2604.15	81.0
2017-03-16 00:55:00	ES	Futures	2604.15	2604.42	2603.87	2604.15	159.0
2017-03-16 01:00:00	ES	Futures	2604.15	2604.42	2604.15	2604.42	42.0
2017-03-16 01:05:00	ES	Futures	2604.42	2604.96	2604.15	2604.96	257.0
2017-03-16 01:10:00	ES	Futures	2604.96	2604.96	2604.69	2604.96	349.0
2017-03-16 01:15:00	ES	Futures	2604.96	2605.24	2604.69	2604.96	297.0
2017-03-16 01:20:00	ES	Futures	2604.96	2605.24	2604.69	2605.24	167.0
2017-03-16 01:25:00	ES	Futures	2604.96	2605.24	2604.96	2605.24	270.0
2017-03-16 01:30:00	ES	Futures	2605.24	2605.24	2604.69	2604.69	351.0
2017-03-16 01:35:00	ES	Futures	2604.96	2604.96	2604.42	2604.96	395.0
2017-03-16 01:40:00	ES	Futures	2604.96	2605.51	2604.69	2604.69	878.0
2017-03-16 01:45:00	ES	Futures	2604.69	2604.96	2604.42	2604.42	77.0
2017-03-16 01:50:00	ES	Futures	2604.69	2605.24	2604.42	2605.24	190.0
2017-03-16 01:55:00	ES	Futures	2604.96	2605.51	2604.96	2605.24	450.0
2017-03-16 02:00:00	ES	Futures	2604.96	2605.24	2604.96	2604.96	299.0
2017-03-16 02:05:00	ES	Futures	2604.96	2605.78	2604.96	2605.51	325.0
2017-03-16 02:10:00	ES	Futures	2605.51	2606.06	2605.51	2606.06	226.0
2017-03-16 02:15:00	ES	Futures	2606.06	2606.06	2605.51	2605.51	108.0
2017-03-16 02:20:00	ES	Futures	2605.51	2605.78	2605.24	2605.24	161.0
2017-03-16 02:25:00	ES	Futures	2605.51	2606.06	2605.51	2605.78	311.0
2017-03-16 02:30:00	ES	Futures	2606.06	2606.06	2605.51	2605.78	297.0
2017-03-16 02:35:00	ES	Futures	2605.78	2606.6	2605.78	2606.6	683.0
2017-03-16 02:40:00	ES	Futures	2606.6	2606.6	2605.78	2606.06	351.0
2017-03-16 02:45:00	ES	Futures	2606.06	2606.6	2606.06	2606.6	224.0
2017-03-16 02:50:00	ES	Futures	2606.6	2606.6	2606.33	2606.33	292.0
2017-03-16 02:55:00	ES	Futures	2606.06	2606.33	2606.06	2606.06	323.0
2017-03-16 03:00:00	ES	Futures	2606.06	2607.42	2606.06	2606.88	1680.0
2017-03-16 03:05:00	ES	Futures	2606.88	2607.7	2606.88	2607.42	1446.0
2017-03-16 03:10:00	ES	Futures	2607.42	2608.24	2607.42	2607.97	1041.0
2017-03-16 03:15:00	ES	Futures	2607.7	2608.79	2607.7	2608.52	1597.0
2017-03-16 03:20:00	ES	Futures	2608.52	2608.79	2607.42	2607.97	1183.0
2017-03-16 03:25:00	ES	Futures	2607.7	2608.24	2607.7	2607.97	739.0
2017-03-16 03:30:00	ES	Futures	2607.97	2608.24	2607.42	2607.7	724.0
2017-03-16 03:35:00	ES	Futures	2607.7	2608.52	2607.42	2608.24	743.0
2017-03-16 03:40:00	ES	Futures	2608.52	2609.88	2608.24	2609.06	3023.0
2017-03-16 03:45:00	ES	Futures	2609.33	2609.61	2608.52	2608.52	1382.0
2017-03-16 03:50:00	ES	Futures	2608.52	2609.61	2608.24	2609.06	1468.0
2017-03-16 03:55:00	ES	Futures	2609.06	2609.88	2608.79	2609.33	2185.0
2017-03-16 04:00:00	ES	Futures	2609.61	2609.61	2608.79	2609.06	3760.0
2017-03-16 04:05:00	ES	Futures	2609.06	2609.33	2608.52	2608.52	1543.0

> showing 50 of 15,570 rows — these rows as CSV

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