PREVIEW / futures_5min / 2017-03-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-19.parquet
  size:    44 KB
  rows:    2,496

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
2017-03-19 18:00:00	ES	Futures	2593.49	2594.59	2592.13	2594.04	2461.0
2017-03-19 18:05:00	ES	Futures	2594.31	2594.31	2593.22	2593.77	593.0
2017-03-19 18:10:00	ES	Futures	2593.77	2594.04	2593.49	2593.49	250.0
2017-03-19 18:15:00	ES	Futures	2593.22	2593.49	2592.67	2592.67	415.0
2017-03-19 18:20:00	ES	Futures	2592.95	2593.22	2592.67	2592.67	211.0
2017-03-19 18:25:00	ES	Futures	2592.67	2592.67	2591.31	2592.13	922.0
2017-03-19 18:30:00	ES	Futures	2592.13	2592.67	2591.85	2592.4	321.0
2017-03-19 18:35:00	ES	Futures	2592.4	2592.67	2592.4	2592.4	222.0
2017-03-19 18:40:00	ES	Futures	2592.4	2592.67	2592.13	2592.4	233.0
2017-03-19 18:45:00	ES	Futures	2592.4	2592.67	2592.13	2592.13	183.0
2017-03-19 18:50:00	ES	Futures	2592.13	2592.4	2591.31	2591.85	490.0
2017-03-19 18:55:00	ES	Futures	2592.13	2592.4	2591.85	2591.85	247.0
2017-03-19 19:00:00	ES	Futures	2591.85	2592.4	2591.85	2592.13	193.0
2017-03-19 19:05:00	ES	Futures	2592.13	2592.13	2591.85	2592.13	208.0
2017-03-19 19:10:00	ES	Futures	2592.13	2592.67	2591.85	2592.13	547.0
2017-03-19 19:15:00	ES	Futures	2592.4	2592.4	2592.13	2592.13	133.0
2017-03-19 19:20:00	ES	Futures	2592.13	2592.13	2591.31	2591.85	556.0
2017-03-19 19:25:00	ES	Futures	2591.85	2591.85	2591.31	2591.85	243.0
2017-03-19 19:30:00	ES	Futures	2592.13	2592.4	2591.85	2592.13	227.0
2017-03-19 19:35:00	ES	Futures	2592.13	2592.13	2591.85	2592.13	159.0
2017-03-19 19:40:00	ES	Futures	2591.85	2592.4	2591.85	2592.13	125.0
2017-03-19 19:45:00	ES	Futures	2592.4	2592.4	2592.13	2592.13	187.0
2017-03-19 19:50:00	ES	Futures	2591.85	2592.67	2591.85	2592.67	291.0
2017-03-19 19:55:00	ES	Futures	2592.4	2592.95	2592.4	2592.67	247.0
2017-03-19 20:00:00	ES	Futures	2592.67	2592.67	2591.85	2592.4	293.0
2017-03-19 20:05:00	ES	Futures	2592.4	2592.4	2591.85	2591.85	173.0
2017-03-19 20:10:00	ES	Futures	2591.85	2591.85	2589.94	2590.49	1248.0
2017-03-19 20:15:00	ES	Futures	2590.49	2591.03	2590.21	2590.49	683.0
2017-03-19 20:20:00	ES	Futures	2590.76	2590.76	2588.85	2589.4	1547.0
2017-03-19 20:25:00	ES	Futures	2589.4	2589.67	2588.58	2588.85	1126.0
2017-03-19 20:30:00	ES	Futures	2588.85	2589.12	2588.58	2588.85	571.0
2017-03-19 20:35:00	ES	Futures	2588.85	2588.85	2588.03	2588.3	1187.0
2017-03-19 20:40:00	ES	Futures	2588.3	2589.12	2588.03	2588.85	749.0
2017-03-19 20:45:00	ES	Futures	2588.85	2589.4	2588.58	2589.4	598.0
2017-03-19 20:50:00	ES	Futures	2589.4	2589.67	2589.12	2589.12	1048.0
2017-03-19 20:55:00	ES	Futures	2589.12	2589.4	2589.12	2589.12	279.0
2017-03-19 21:00:00	ES	Futures	2589.4	2589.4	2588.85	2589.12	835.0
2017-03-19 21:05:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	178.0
2017-03-19 21:10:00	ES	Futures	2588.85	2589.4	2588.85	2589.4	387.0
2017-03-19 21:15:00	ES	Futures	2589.4	2590.21	2589.4	2589.94	1095.0
2017-03-19 21:20:00	ES	Futures	2589.67	2590.49	2589.67	2589.94	591.0
2017-03-19 21:25:00	ES	Futures	2590.21	2590.21	2589.4	2589.67	347.0
2017-03-19 21:30:00	ES	Futures	2589.67	2589.94	2589.4	2589.4	360.0
2017-03-19 21:35:00	ES	Futures	2589.67	2589.67	2589.12	2589.12	457.0
2017-03-19 21:40:00	ES	Futures	2589.4	2589.4	2588.85	2588.85	291.0
2017-03-19 21:45:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	140.0
2017-03-19 21:50:00	ES	Futures	2589.12	2589.12	2588.58	2588.85	499.0
2017-03-19 21:55:00	ES	Futures	2588.85	2588.85	2588.3	2588.58	495.0
2017-03-19 22:00:00	ES	Futures	2588.58	2588.85	2588.03	2588.58	632.0
2017-03-19 22:05:00	ES	Futures	2588.58	2588.58	2588.03	2588.03	252.0

> showing 50 of 2,496 rows — these rows as CSV

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