PREVIEW / futures_5min / 2017-03-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-21.parquet
  size:    262 KB
  rows:    15,600

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
2017-03-21 00:00:00	ES	Futures	2594.04	2594.04	2593.77	2593.77	35.0
2017-03-21 00:05:00	ES	Futures	2593.77	2594.31	2593.77	2594.04	190.0
2017-03-21 00:10:00	ES	Futures	2594.04	2594.04	2593.77	2593.77	28.0
2017-03-21 00:15:00	ES	Futures	2593.77	2594.04	2593.77	2593.77	133.0
2017-03-21 00:20:00	ES	Futures	2593.77	2594.31	2593.77	2594.04	494.0
2017-03-21 00:25:00	ES	Futures	2594.04	2594.31	2594.04	2594.04	25.0
2017-03-21 00:30:00	ES	Futures	2594.04	2594.31	2593.77	2593.77	159.0
2017-03-21 00:35:00	ES	Futures	2593.77	2594.31	2593.77	2593.77	77.0
2017-03-21 00:40:00	ES	Futures	2594.04	2594.04	2593.77	2593.77	50.0
2017-03-21 00:45:00	ES	Futures	2593.77	2594.04	2593.77	2594.04	52.0
2017-03-21 00:50:00	ES	Futures	2593.77	2594.31	2593.77	2594.31	99.0
2017-03-21 00:55:00	ES	Futures	2594.31	2594.31	2594.04	2594.04	93.0
2017-03-21 01:00:00	ES	Futures	2593.77	2594.31	2593.77	2593.77	143.0
2017-03-21 01:05:00	ES	Futures	2593.77	2594.04	2593.77	2593.77	150.0
2017-03-21 01:10:00	ES	Futures	2594.04	2594.04	2593.49	2593.77	199.0
2017-03-21 01:15:00	ES	Futures	2593.77	2594.04	2593.77	2594.04	91.0
2017-03-21 01:20:00	ES	Futures	2593.77	2594.04	2593.77	2593.77	365.0
2017-03-21 01:25:00	ES	Futures	2593.77	2594.04	2593.49	2593.77	364.0
2017-03-21 01:30:00	ES	Futures	2593.77	2594.04	2593.77	2593.77	101.0
2017-03-21 01:35:00	ES	Futures	2593.77	2594.04	2593.49	2593.77	245.0
2017-03-21 01:40:00	ES	Futures	2594.04	2594.04	2593.77	2593.77	20.0
2017-03-21 01:45:00	ES	Futures	2594.04	2594.04	2593.77	2593.77	40.0
2017-03-21 01:50:00	ES	Futures	2593.77	2594.04	2593.77	2593.77	91.0
2017-03-21 01:55:00	ES	Futures	2593.77	2594.04	2593.49	2593.77	328.0
2017-03-21 02:00:00	ES	Futures	2593.49	2593.77	2593.22	2593.22	198.0
2017-03-21 02:05:00	ES	Futures	2593.22	2593.22	2592.95	2593.22	407.0
2017-03-21 02:10:00	ES	Futures	2593.22	2593.49	2593.22	2593.22	108.0
2017-03-21 02:15:00	ES	Futures	2593.22	2594.04	2593.22	2594.04	779.0
2017-03-21 02:20:00	ES	Futures	2594.04	2594.04	2593.77	2593.77	20.0
2017-03-21 02:25:00	ES	Futures	2593.77	2594.04	2593.49	2593.49	201.0
2017-03-21 02:30:00	ES	Futures	2593.77	2593.77	2593.49	2593.77	211.0
2017-03-21 02:35:00	ES	Futures	2593.49	2594.31	2593.49	2594.04	384.0
2017-03-21 02:40:00	ES	Futures	2594.04	2594.31	2594.04	2594.04	62.0
2017-03-21 02:45:00	ES	Futures	2594.31	2594.31	2594.04	2594.04	83.0
2017-03-21 02:50:00	ES	Futures	2594.31	2594.31	2593.77	2594.04	87.0
2017-03-21 02:55:00	ES	Futures	2593.77	2594.04	2593.77	2593.77	92.0
2017-03-21 03:00:00	ES	Futures	2594.04	2594.31	2593.77	2594.31	617.0
2017-03-21 03:05:00	ES	Futures	2594.31	2595.13	2594.31	2594.59	1016.0
2017-03-21 03:10:00	ES	Futures	2594.59	2595.13	2594.59	2595.13	797.0
2017-03-21 03:15:00	ES	Futures	2595.13	2595.4	2594.86	2595.13	392.0
2017-03-21 03:20:00	ES	Futures	2595.4	2596.5	2594.86	2595.68	3281.0
2017-03-21 03:25:00	ES	Futures	2595.68	2595.68	2595.13	2595.4	351.0
2017-03-21 03:30:00	ES	Futures	2595.13	2595.4	2594.59	2594.59	1289.0
2017-03-21 03:35:00	ES	Futures	2594.59	2594.86	2594.31	2594.86	406.0
2017-03-21 03:40:00	ES	Futures	2594.59	2595.68	2594.59	2595.4	624.0
2017-03-21 03:45:00	ES	Futures	2595.68	2596.5	2595.68	2596.22	1227.0
2017-03-21 03:50:00	ES	Futures	2596.22	2596.77	2595.95	2595.95	926.0
2017-03-21 03:55:00	ES	Futures	2595.95	2596.22	2595.68	2595.68	1200.0
2017-03-21 04:00:00	ES	Futures	2595.95	2596.22	2595.4	2596.22	1564.0
2017-03-21 04:05:00	ES	Futures	2596.22	2596.22	2595.13	2595.4	1063.0

> showing 50 of 15,600 rows — these rows as CSV

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