PREVIEW / futures_5min / 2017-03-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-24.parquet
  size:    199 KB
  rows:    12,782

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
2017-03-24 00:00:00	ES	Futures	2562.35	2562.9	2562.35	2562.63	99.0
2017-03-24 00:05:00	ES	Futures	2562.35	2562.9	2562.35	2562.63	105.0
2017-03-24 00:10:00	ES	Futures	2562.35	2562.9	2562.35	2562.63	99.0
2017-03-24 00:15:00	ES	Futures	2562.63	2562.63	2562.08	2562.08	110.0
2017-03-24 00:20:00	ES	Futures	2562.35	2562.63	2562.08	2562.63	100.0
2017-03-24 00:25:00	ES	Futures	2562.63	2562.63	2562.35	2562.35	22.0
2017-03-24 00:30:00	ES	Futures	2562.63	2562.63	2562.35	2562.35	21.0
2017-03-24 00:35:00	ES	Futures	2562.35	2562.35	2562.08	2562.35	161.0
2017-03-24 00:40:00	ES	Futures	2562.63	2562.63	2562.35	2562.35	30.0
2017-03-24 00:45:00	ES	Futures	2562.63	2563.17	2562.35	2563.17	512.0
2017-03-24 00:50:00	ES	Futures	2563.45	2563.45	2562.63	2562.63	401.0
2017-03-24 00:55:00	ES	Futures	2562.63	2563.17	2562.63	2562.9	176.0
2017-03-24 01:00:00	ES	Futures	2563.17	2563.17	2562.63	2562.63	302.0
2017-03-24 01:05:00	ES	Futures	2562.63	2563.17	2562.63	2562.63	206.0
2017-03-24 01:10:00	ES	Futures	2562.63	2563.17	2562.63	2562.9	196.0
2017-03-24 01:15:00	ES	Futures	2562.9	2563.17	2562.63	2563.17	114.0
2017-03-24 01:20:00	ES	Futures	2563.17	2563.17	2562.35	2562.35	209.0
2017-03-24 01:25:00	ES	Futures	2562.63	2563.17	2562.63	2563.17	307.0
2017-03-24 01:30:00	ES	Futures	2563.17	2563.17	2562.63	2562.9	372.0
2017-03-24 01:35:00	ES	Futures	2562.9	2562.9	2562.63	2562.63	64.0
2017-03-24 01:40:00	ES	Futures	2562.63	2562.9	2562.63	2562.9	6.0
2017-03-24 01:45:00	ES	Futures	2562.63	2563.17	2562.63	2562.9	233.0
2017-03-24 01:50:00	ES	Futures	2562.9	2563.99	2562.63	2563.45	1199.0
2017-03-24 01:55:00	ES	Futures	2563.45	2564.27	2563.17	2563.17	1032.0
2017-03-24 02:00:00	ES	Futures	2563.45	2563.99	2563.17	2563.45	355.0
2017-03-24 02:05:00	ES	Futures	2563.17	2563.17	2562.63	2562.9	272.0
2017-03-24 02:10:00	ES	Futures	2562.63	2563.17	2562.63	2562.9	96.0
2017-03-24 02:15:00	ES	Futures	2562.9	2563.72	2562.9	2563.72	383.0
2017-03-24 02:20:00	ES	Futures	2563.45	2563.72	2563.17	2563.72	294.0
2017-03-24 02:25:00	ES	Futures	2563.45	2563.72	2563.45	2563.72	103.0
2017-03-24 02:30:00	ES	Futures	2563.72	2563.72	2562.9	2563.17	221.0
2017-03-24 02:35:00	ES	Futures	2563.17	2563.45	2563.17	2563.17	252.0
2017-03-24 02:40:00	ES	Futures	2563.45	2563.45	2563.17	2563.45	63.0
2017-03-24 02:45:00	ES	Futures	2563.45	2563.45	2563.17	2563.17	61.0
2017-03-24 02:50:00	ES	Futures	2563.17	2563.45	2563.17	2563.45	78.0
2017-03-24 02:55:00	ES	Futures	2563.45	2563.45	2562.08	2562.08	453.0
2017-03-24 03:00:00	ES	Futures	2562.35	2562.9	2561.26	2561.26	1264.0
2017-03-24 03:05:00	ES	Futures	2561.26	2561.53	2560.17	2561.26	1441.0
2017-03-24 03:10:00	ES	Futures	2560.99	2561.81	2560.99	2561.26	357.0
2017-03-24 03:15:00	ES	Futures	2561.26	2561.26	2560.44	2560.72	777.0
2017-03-24 03:20:00	ES	Futures	2560.72	2561.81	2560.72	2561.81	329.0
2017-03-24 03:25:00	ES	Futures	2561.81	2561.81	2560.72	2561.26	466.0
2017-03-24 03:30:00	ES	Futures	2561.26	2561.26	2560.44	2560.99	498.0
2017-03-24 03:35:00	ES	Futures	2560.99	2560.99	2560.44	2560.99	328.0
2017-03-24 03:40:00	ES	Futures	2560.99	2561.53	2560.72	2561.26	735.0
2017-03-24 03:45:00	ES	Futures	2561.26	2561.53	2560.99	2561.26	540.0
2017-03-24 03:50:00	ES	Futures	2561.26	2562.35	2561.26	2562.08	825.0
2017-03-24 03:55:00	ES	Futures	2562.08	2562.35	2561.53	2561.81	1150.0
2017-03-24 04:00:00	ES	Futures	2561.53	2562.08	2560.17	2560.99	3074.0
2017-03-24 04:05:00	ES	Futures	2561.26	2561.53	2559.62	2559.62	1914.0

> showing 50 of 12,782 rows — these rows as CSV

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