PREVIEW / futures_5min / 2017-03-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-23.parquet
  size:    238 KB
  rows:    15,384

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
2017-03-23 00:00:00	ES	Futures	2565.63	2565.63	2565.09	2565.09	167.0
2017-03-23 00:05:00	ES	Futures	2565.09	2565.63	2565.09	2565.36	299.0
2017-03-23 00:10:00	ES	Futures	2565.09	2565.36	2564.81	2564.81	159.0
2017-03-23 00:15:00	ES	Futures	2565.09	2565.09	2564.81	2565.09	85.0
2017-03-23 00:20:00	ES	Futures	2564.81	2565.09	2564.81	2564.81	56.0
2017-03-23 00:25:00	ES	Futures	2564.81	2565.09	2564.81	2565.09	51.0
2017-03-23 00:30:00	ES	Futures	2565.09	2565.09	2564.81	2565.09	48.0
2017-03-23 00:35:00	ES	Futures	2565.09	2565.36	2565.09	2565.09	210.0
2017-03-23 00:40:00	ES	Futures	2564.81	2565.36	2564.81	2565.09	99.0
2017-03-23 00:45:00	ES	Futures	2565.36	2565.36	2564.81	2565.09	144.0
2017-03-23 00:50:00	ES	Futures	2565.09	2565.36	2564.81	2565.36	354.0
2017-03-23 00:55:00	ES	Futures	2565.09	2565.09	2564.81	2564.81	218.0
2017-03-23 01:00:00	ES	Futures	2565.09	2565.09	2564.54	2565.09	171.0
2017-03-23 01:05:00	ES	Futures	2564.81	2565.36	2564.81	2565.36	253.0
2017-03-23 01:10:00	ES	Futures	2565.36	2565.63	2565.09	2565.09	248.0
2017-03-23 01:15:00	ES	Futures	2565.36	2565.63	2565.36	2565.63	117.0
2017-03-23 01:20:00	ES	Futures	2565.63	2565.91	2565.36	2565.36	805.0
2017-03-23 01:25:00	ES	Futures	2565.36	2566.18	2565.36	2565.91	324.0
2017-03-23 01:30:00	ES	Futures	2565.91	2565.91	2565.36	2565.63	312.0
2017-03-23 01:35:00	ES	Futures	2565.91	2565.91	2565.63	2565.63	103.0
2017-03-23 01:40:00	ES	Futures	2565.63	2565.63	2565.36	2565.36	121.0
2017-03-23 01:45:00	ES	Futures	2565.63	2565.91	2565.36	2565.63	270.0
2017-03-23 01:50:00	ES	Futures	2565.91	2565.91	2565.09	2565.36	311.0
2017-03-23 01:55:00	ES	Futures	2565.36	2565.91	2565.36	2565.63	253.0
2017-03-23 02:00:00	ES	Futures	2565.36	2565.36	2564.54	2564.54	392.0
2017-03-23 02:05:00	ES	Futures	2564.54	2564.81	2564.27	2564.54	622.0
2017-03-23 02:10:00	ES	Futures	2564.54	2564.81	2564.27	2564.54	391.0
2017-03-23 02:15:00	ES	Futures	2564.54	2564.54	2563.99	2563.99	609.0
2017-03-23 02:20:00	ES	Futures	2563.99	2564.27	2563.99	2563.99	74.0
2017-03-23 02:25:00	ES	Futures	2563.99	2564.27	2563.99	2563.99	102.0
2017-03-23 02:30:00	ES	Futures	2563.99	2564.54	2563.72	2564.54	485.0
2017-03-23 02:35:00	ES	Futures	2564.54	2564.81	2564.27	2564.27	446.0
2017-03-23 02:40:00	ES	Futures	2564.54	2564.54	2563.72	2563.99	158.0
2017-03-23 02:45:00	ES	Futures	2563.99	2564.27	2563.72	2563.99	336.0
2017-03-23 02:50:00	ES	Futures	2563.72	2563.99	2563.45	2563.45	278.0
2017-03-23 02:55:00	ES	Futures	2563.45	2563.72	2563.17	2563.45	401.0
2017-03-23 03:00:00	ES	Futures	2563.17	2563.72	2562.35	2562.63	1057.0
2017-03-23 03:05:00	ES	Futures	2562.63	2562.63	2562.08	2562.35	858.0
2017-03-23 03:10:00	ES	Futures	2562.35	2562.63	2562.08	2562.63	230.0
2017-03-23 03:15:00	ES	Futures	2562.35	2562.63	2562.08	2562.08	868.0
2017-03-23 03:20:00	ES	Futures	2562.08	2562.35	2561.26	2561.81	970.0
2017-03-23 03:25:00	ES	Futures	2562.08	2562.63	2562.08	2562.63	1048.0
2017-03-23 03:30:00	ES	Futures	2562.35	2562.63	2561.81	2562.35	616.0
2017-03-23 03:35:00	ES	Futures	2562.08	2562.08	2561.26	2562.08	853.0
2017-03-23 03:40:00	ES	Futures	2561.81	2563.45	2561.81	2563.17	1059.0
2017-03-23 03:45:00	ES	Futures	2563.45	2563.45	2562.35	2562.35	478.0
2017-03-23 03:50:00	ES	Futures	2562.35	2563.17	2562.35	2562.63	347.0
2017-03-23 03:55:00	ES	Futures	2562.63	2563.45	2562.63	2563.45	1105.0
2017-03-23 04:00:00	ES	Futures	2563.45	2563.45	2561.53	2561.53	1856.0
2017-03-23 04:05:00	ES	Futures	2561.81	2561.81	2560.99	2561.81	1820.0

> showing 50 of 15,384 rows — these rows as CSV

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