PREVIEW / futures_5min / 2017-03-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-17.parquet
  size:    196 KB
  rows:    12,743

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
2017-03-17 00:00:00	ES	Futures	2599.23	2599.23	2598.96	2598.96	75.0
2017-03-17 00:05:00	ES	Futures	2599.23	2599.23	2598.68	2598.96	118.0
2017-03-17 00:10:00	ES	Futures	2598.96	2599.23	2598.96	2599.23	184.0
2017-03-17 00:15:00	ES	Futures	2598.96	2599.23	2598.96	2599.23	41.0
2017-03-17 00:20:00	ES	Futures	2599.23	2599.23	2598.96	2599.23	50.0
2017-03-17 00:25:00	ES	Futures	2599.23	2599.23	2598.68	2598.68	125.0
2017-03-17 00:30:00	ES	Futures	2598.96	2598.96	2598.41	2598.68	426.0
2017-03-17 00:35:00	ES	Futures	2598.68	2598.96	2598.41	2598.96	147.0
2017-03-17 00:40:00	ES	Futures	2598.96	2598.96	2598.41	2598.41	464.0
2017-03-17 00:45:00	ES	Futures	2598.68	2598.68	2598.14	2598.14	449.0
2017-03-17 00:50:00	ES	Futures	2598.41	2598.41	2597.86	2598.41	540.0
2017-03-17 00:55:00	ES	Futures	2598.14	2598.41	2597.86	2598.14	144.0
2017-03-17 01:00:00	ES	Futures	2598.14	2598.68	2598.14	2598.68	154.0
2017-03-17 01:05:00	ES	Futures	2598.41	2598.41	2598.14	2598.41	135.0
2017-03-17 01:10:00	ES	Futures	2598.41	2598.68	2598.14	2598.14	258.0
2017-03-17 01:15:00	ES	Futures	2598.41	2598.68	2598.14	2598.41	343.0
2017-03-17 01:20:00	ES	Futures	2598.68	2598.96	2598.68	2598.68	362.0
2017-03-17 01:25:00	ES	Futures	2598.68	2598.68	2598.14	2598.41	420.0
2017-03-17 01:30:00	ES	Futures	2598.41	2598.41	2598.14	2598.14	415.0
2017-03-17 01:35:00	ES	Futures	2598.14	2598.41	2597.86	2597.86	110.0
2017-03-17 01:40:00	ES	Futures	2597.86	2597.86	2596.77	2596.77	1529.0
2017-03-17 01:45:00	ES	Futures	2596.77	2597.59	2596.77	2597.32	322.0
2017-03-17 01:50:00	ES	Futures	2597.32	2597.32	2596.77	2597.32	482.0
2017-03-17 01:55:00	ES	Futures	2597.59	2597.59	2597.04	2597.04	342.0
2017-03-17 02:00:00	ES	Futures	2597.04	2597.32	2596.5	2596.5	480.0
2017-03-17 02:05:00	ES	Futures	2596.5	2596.5	2596.22	2596.22	233.0
2017-03-17 02:10:00	ES	Futures	2596.22	2596.5	2595.68	2595.95	590.0
2017-03-17 02:15:00	ES	Futures	2595.68	2595.95	2595.4	2595.4	247.0
2017-03-17 02:20:00	ES	Futures	2595.4	2595.68	2595.4	2595.68	226.0
2017-03-17 02:25:00	ES	Futures	2595.68	2595.95	2595.68	2595.95	145.0
2017-03-17 02:30:00	ES	Futures	2595.68	2595.95	2595.68	2595.95	279.0
2017-03-17 02:35:00	ES	Futures	2595.95	2595.95	2595.68	2595.68	204.0
2017-03-17 02:40:00	ES	Futures	2595.95	2595.95	2595.68	2595.68	163.0
2017-03-17 02:45:00	ES	Futures	2595.95	2596.22	2595.68	2596.22	172.0
2017-03-17 02:50:00	ES	Futures	2596.22	2596.22	2595.68	2595.68	194.0
2017-03-17 02:55:00	ES	Futures	2595.95	2595.95	2595.68	2595.68	183.0
2017-03-17 03:00:00	ES	Futures	2595.95	2596.5	2595.68	2596.5	658.0
2017-03-17 03:05:00	ES	Futures	2596.5	2596.5	2595.4	2595.4	834.0
2017-03-17 03:10:00	ES	Futures	2595.68	2596.22	2595.4	2595.95	428.0
2017-03-17 03:15:00	ES	Futures	2595.95	2596.5	2595.68	2595.95	261.0
2017-03-17 03:20:00	ES	Futures	2596.22	2596.22	2595.95	2595.95	280.0
2017-03-17 03:25:00	ES	Futures	2595.68	2596.22	2595.68	2595.95	479.0
2017-03-17 03:30:00	ES	Futures	2595.95	2596.5	2595.95	2596.5	303.0
2017-03-17 03:35:00	ES	Futures	2596.22	2596.77	2596.22	2596.77	269.0
2017-03-17 03:40:00	ES	Futures	2596.5	2596.77	2595.68	2595.95	1081.0
2017-03-17 03:45:00	ES	Futures	2596.22	2596.22	2595.4	2595.68	763.0
2017-03-17 03:50:00	ES	Futures	2595.68	2595.95	2595.4	2595.68	161.0
2017-03-17 03:55:00	ES	Futures	2595.68	2595.95	2595.4	2595.95	861.0
2017-03-17 04:00:00	ES	Futures	2595.95	2596.22	2595.4	2596.22	1823.0
2017-03-17 04:05:00	ES	Futures	2596.5	2596.5	2595.68	2596.22	1272.0

> showing 50 of 12,743 rows — these rows as CSV

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