PREVIEW / futures_5min / 2017-03-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-20.parquet
  size:    223 KB
  rows:    15,206

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
2017-03-20 00:00:00	ES	Futures	2588.85	2589.12	2588.58	2588.85	733.0
2017-03-20 00:05:00	ES	Futures	2588.85	2588.85	2588.58	2588.85	183.0
2017-03-20 00:10:00	ES	Futures	2588.85	2588.85	2588.58	2588.58	70.0
2017-03-20 00:15:00	ES	Futures	2588.58	2589.12	2588.58	2588.85	192.0
2017-03-20 00:20:00	ES	Futures	2588.85	2588.85	2588.58	2588.58	176.0
2017-03-20 00:25:00	ES	Futures	2588.58	2588.85	2588.3	2588.85	340.0
2017-03-20 00:30:00	ES	Futures	2588.58	2588.85	2588.58	2588.58	12.0
2017-03-20 00:35:00	ES	Futures	2588.58	2588.85	2588.58	2588.58	18.0
2017-03-20 00:40:00	ES	Futures	2588.58	2589.12	2588.58	2589.12	250.0
2017-03-20 00:45:00	ES	Futures	2589.12	2589.12	2588.85	2588.85	35.0
2017-03-20 00:50:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	33.0
2017-03-20 00:55:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	42.0
2017-03-20 01:00:00	ES	Futures	2589.12	2589.12	2588.85	2589.12	158.0
2017-03-20 01:05:00	ES	Futures	2589.12	2589.12	2588.85	2589.12	66.0
2017-03-20 01:10:00	ES	Futures	2589.12	2589.4	2588.85	2589.12	82.0
2017-03-20 01:15:00	ES	Futures	2589.4	2589.4	2589.12	2589.4	187.0
2017-03-20 01:20:00	ES	Futures	2589.4	2589.4	2589.12	2589.12	795.0
2017-03-20 01:25:00	ES	Futures	2588.85	2588.85	2588.85	2588.85	229.0
2017-03-20 01:30:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	17.0
2017-03-20 01:35:00	ES	Futures	2588.85	2589.12	2588.85	2588.85	8.0
2017-03-20 01:40:00	ES	Futures	2588.85	2589.67	2588.85	2589.4	473.0
2017-03-20 01:45:00	ES	Futures	2589.4	2589.4	2589.4	2589.4	167.0
2017-03-20 01:50:00	ES	Futures	2589.4	2589.67	2589.4	2589.67	117.0
2017-03-20 01:55:00	ES	Futures	2589.67	2589.67	2589.4	2589.67	281.0
2017-03-20 02:00:00	ES	Futures	2589.4	2589.94	2589.4	2589.94	269.0
2017-03-20 02:05:00	ES	Futures	2589.94	2589.94	2589.67	2589.67	277.0
2017-03-20 02:10:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	28.0
2017-03-20 02:15:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	157.0
2017-03-20 02:20:00	ES	Futures	2589.94	2589.94	2589.67	2589.67	24.0
2017-03-20 02:25:00	ES	Futures	2589.67	2589.94	2589.67	2589.94	101.0
2017-03-20 02:30:00	ES	Futures	2590.21	2590.21	2589.94	2590.21	75.0
2017-03-20 02:35:00	ES	Futures	2590.21	2590.21	2589.94	2590.21	171.0
2017-03-20 02:40:00	ES	Futures	2590.21	2590.76	2590.21	2590.21	350.0
2017-03-20 02:45:00	ES	Futures	2590.21	2590.49	2590.21	2590.21	25.0
2017-03-20 02:50:00	ES	Futures	2590.21	2590.21	2589.94	2590.21	194.0
2017-03-20 02:55:00	ES	Futures	2590.21	2590.21	2589.67	2589.67	137.0
2017-03-20 03:00:00	ES	Futures	2589.67	2590.21	2589.4	2590.21	784.0
2017-03-20 03:05:00	ES	Futures	2590.21	2590.49	2590.21	2590.21	394.0
2017-03-20 03:10:00	ES	Futures	2590.21	2591.03	2590.21	2590.76	629.0
2017-03-20 03:15:00	ES	Futures	2590.76	2591.03	2590.21	2590.49	647.0
2017-03-20 03:20:00	ES	Futures	2590.76	2590.76	2590.21	2590.76	607.0
2017-03-20 03:25:00	ES	Futures	2590.76	2590.76	2589.94	2590.49	844.0
2017-03-20 03:30:00	ES	Futures	2590.76	2590.76	2590.21	2590.49	352.0
2017-03-20 03:35:00	ES	Futures	2590.49	2591.03	2590.21	2591.03	417.0
2017-03-20 03:40:00	ES	Futures	2591.03	2591.03	2590.76	2590.76	219.0
2017-03-20 03:45:00	ES	Futures	2590.76	2591.03	2590.49	2590.76	173.0
2017-03-20 03:50:00	ES	Futures	2590.76	2590.76	2590.49	2590.49	324.0
2017-03-20 03:55:00	ES	Futures	2590.49	2590.76	2590.21	2590.49	373.0
2017-03-20 04:00:00	ES	Futures	2590.76	2591.31	2590.21	2591.03	2107.0
2017-03-20 04:05:00	ES	Futures	2591.03	2591.85	2590.76	2591.58	1390.0

> showing 50 of 15,206 rows — these rows as CSV

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