PREVIEW / futures_5min / 2017-03-22

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-22.parquet
  size:    244 KB
  rows:    15,637

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
2017-03-22 00:00:00	ES	Futures	2552.79	2553.34	2552.52	2552.52	332.0
2017-03-22 00:05:00	ES	Futures	2552.79	2553.34	2552.52	2553.07	388.0
2017-03-22 00:10:00	ES	Futures	2553.07	2553.34	2553.07	2553.07	148.0
2017-03-22 00:15:00	ES	Futures	2552.79	2553.07	2552.52	2552.52	140.0
2017-03-22 00:20:00	ES	Futures	2552.52	2552.79	2552.52	2552.52	63.0
2017-03-22 00:25:00	ES	Futures	2552.79	2552.79	2551.97	2552.52	323.0
2017-03-22 00:30:00	ES	Futures	2552.79	2553.34	2552.52	2553.07	366.0
2017-03-22 00:35:00	ES	Futures	2553.07	2553.07	2552.52	2553.07	386.0
2017-03-22 00:40:00	ES	Futures	2553.07	2553.34	2553.07	2553.07	111.0
2017-03-22 00:45:00	ES	Futures	2553.34	2553.34	2552.79	2553.07	176.0
2017-03-22 00:50:00	ES	Futures	2553.34	2553.34	2552.79	2553.34	391.0
2017-03-22 00:55:00	ES	Futures	2553.07	2553.34	2552.79	2552.79	204.0
2017-03-22 01:00:00	ES	Futures	2553.07	2553.34	2552.79	2553.07	249.0
2017-03-22 01:05:00	ES	Futures	2553.07	2553.34	2552.52	2553.07	403.0
2017-03-22 01:10:00	ES	Futures	2552.79	2553.07	2552.52	2552.52	202.0
2017-03-22 01:15:00	ES	Futures	2552.52	2552.52	2551.97	2552.25	229.0
2017-03-22 01:20:00	ES	Futures	2552.52	2552.52	2551.7	2551.97	429.0
2017-03-22 01:25:00	ES	Futures	2551.97	2551.97	2549.24	2550.06	3145.0
2017-03-22 01:30:00	ES	Futures	2550.34	2551.16	2550.06	2550.88	624.0
2017-03-22 01:35:00	ES	Futures	2550.88	2551.16	2550.34	2550.88	370.0
2017-03-22 01:40:00	ES	Futures	2550.61	2550.88	2549.79	2550.34	416.0
2017-03-22 01:45:00	ES	Futures	2550.34	2550.61	2550.06	2550.34	370.0
2017-03-22 01:50:00	ES	Futures	2550.61	2550.61	2550.06	2550.06	847.0
2017-03-22 01:55:00	ES	Futures	2550.06	2550.34	2549.79	2550.06	1471.0
2017-03-22 02:00:00	ES	Futures	2550.06	2550.34	2548.7	2548.97	1505.0
2017-03-22 02:05:00	ES	Futures	2548.97	2548.97	2548.42	2548.97	845.0
2017-03-22 02:10:00	ES	Futures	2548.97	2549.24	2548.7	2548.97	397.0
2017-03-22 02:15:00	ES	Futures	2549.24	2549.24	2548.7	2548.97	394.0
2017-03-22 02:20:00	ES	Futures	2548.7	2549.24	2548.7	2548.97	562.0
2017-03-22 02:25:00	ES	Futures	2548.97	2549.52	2548.97	2549.24	271.0
2017-03-22 02:30:00	ES	Futures	2548.97	2549.24	2548.97	2549.24	278.0
2017-03-22 02:35:00	ES	Futures	2549.24	2549.24	2548.15	2548.15	707.0
2017-03-22 02:40:00	ES	Futures	2548.15	2548.97	2548.15	2548.7	1060.0
2017-03-22 02:45:00	ES	Futures	2548.7	2551.43	2548.7	2551.16	2031.0
2017-03-22 02:50:00	ES	Futures	2551.43	2551.97	2551.16	2551.7	796.0
2017-03-22 02:55:00	ES	Futures	2551.97	2552.25	2551.43	2551.7	820.0
2017-03-22 03:00:00	ES	Futures	2551.7	2551.97	2549.52	2551.43	2334.0
2017-03-22 03:05:00	ES	Futures	2551.16	2552.79	2550.88	2551.97	1337.0
2017-03-22 03:10:00	ES	Futures	2551.97	2551.97	2550.88	2551.16	1455.0
2017-03-22 03:15:00	ES	Futures	2550.88	2551.97	2550.88	2551.16	1483.0
2017-03-22 03:20:00	ES	Futures	2551.16	2552.25	2550.88	2551.97	921.0
2017-03-22 03:25:00	ES	Futures	2551.97	2553.89	2551.97	2553.34	2632.0
2017-03-22 03:30:00	ES	Futures	2553.34	2554.43	2553.34	2553.89	2013.0
2017-03-22 03:35:00	ES	Futures	2554.16	2554.43	2553.61	2553.61	811.0
2017-03-22 03:40:00	ES	Futures	2553.89	2554.16	2553.89	2554.16	798.0
2017-03-22 03:45:00	ES	Futures	2553.89	2554.16	2552.79	2552.79	2166.0
2017-03-22 03:50:00	ES	Futures	2553.07	2553.89	2552.79	2552.79	889.0
2017-03-22 03:55:00	ES	Futures	2552.79	2553.61	2552.25	2552.25	1600.0
2017-03-22 04:00:00	ES	Futures	2552.52	2552.52	2550.61	2551.16	4098.0
2017-03-22 04:05:00	ES	Futures	2551.16	2551.7	2549.24	2549.79	3761.0

> showing 50 of 15,637 rows — these rows as CSV

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