PREVIEW / futures_5min / 2017-03-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-26.parquet
  size:    53 KB
  rows:    2,730

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
2017-03-26 18:00:00	ES	Futures	2553.34	2553.89	2551.7	2552.52	6984.0
2017-03-26 18:05:00	ES	Futures	2552.79	2553.07	2549.52	2549.79	3473.0
2017-03-26 18:10:00	ES	Futures	2550.06	2550.61	2548.42	2548.7	2666.0
2017-03-26 18:15:00	ES	Futures	2548.97	2550.61	2548.42	2550.34	2484.0
2017-03-26 18:20:00	ES	Futures	2550.34	2550.61	2549.24	2549.24	1178.0
2017-03-26 18:25:00	ES	Futures	2549.24	2549.52	2548.42	2548.7	1044.0
2017-03-26 18:30:00	ES	Futures	2548.42	2549.24	2547.06	2548.15	2811.0
2017-03-26 18:35:00	ES	Futures	2548.15	2548.15	2546.24	2547.6	3365.0
2017-03-26 18:40:00	ES	Futures	2547.6	2548.15	2547.06	2547.6	1380.0
2017-03-26 18:45:00	ES	Futures	2547.33	2548.97	2547.33	2548.15	807.0
2017-03-26 18:50:00	ES	Futures	2548.15	2548.42	2542.96	2544.87	6371.0
2017-03-26 18:55:00	ES	Futures	2545.15	2546.24	2544.05	2545.69	1906.0
2017-03-26 19:00:00	ES	Futures	2545.69	2546.51	2545.15	2546.24	1073.0
2017-03-26 19:05:00	ES	Futures	2545.97	2546.24	2544.6	2545.42	864.0
2017-03-26 19:10:00	ES	Futures	2545.15	2545.42	2544.6	2545.42	614.0
2017-03-26 19:15:00	ES	Futures	2545.42	2545.69	2544.6	2545.42	972.0
2017-03-26 19:20:00	ES	Futures	2545.42	2545.69	2544.87	2545.42	1041.0
2017-03-26 19:25:00	ES	Futures	2545.42	2546.51	2545.42	2545.97	600.0
2017-03-26 19:30:00	ES	Futures	2545.69	2546.24	2544.6	2545.42	2130.0
2017-03-26 19:35:00	ES	Futures	2545.15	2545.97	2544.87	2545.42	518.0
2017-03-26 19:40:00	ES	Futures	2545.42	2545.69	2545.15	2545.69	280.0
2017-03-26 19:45:00	ES	Futures	2545.69	2546.24	2545.42	2545.97	1291.0
2017-03-26 19:50:00	ES	Futures	2545.97	2546.51	2545.42	2546.51	805.0
2017-03-26 19:55:00	ES	Futures	2546.51	2547.6	2546.24	2547.06	2138.0
2017-03-26 20:00:00	ES	Futures	2546.79	2547.06	2544.6	2545.15	1161.0
2017-03-26 20:05:00	ES	Futures	2545.42	2546.51	2544.87	2546.51	1097.0
2017-03-26 20:10:00	ES	Futures	2546.51	2546.79	2545.97	2546.79	771.0
2017-03-26 20:15:00	ES	Futures	2546.79	2546.79	2546.24	2546.79	533.0
2017-03-26 20:20:00	ES	Futures	2546.79	2547.33	2545.97	2546.24	932.0
2017-03-26 20:25:00	ES	Futures	2546.24	2546.79	2545.97	2546.24	398.0
2017-03-26 20:30:00	ES	Futures	2546.51	2546.51	2545.69	2545.97	387.0
2017-03-26 20:35:00	ES	Futures	2545.97	2546.24	2544.87	2545.42	1138.0
2017-03-26 20:40:00	ES	Futures	2545.69	2545.69	2544.87	2544.87	448.0
2017-03-26 20:45:00	ES	Futures	2544.87	2545.15	2543.78	2544.05	1303.0
2017-03-26 20:50:00	ES	Futures	2544.05	2544.6	2542.69	2543.23	3559.0
2017-03-26 20:55:00	ES	Futures	2543.23	2543.51	2541.6	2542.41	3661.0
2017-03-26 21:00:00	ES	Futures	2542.41	2542.69	2541.05	2541.05	3100.0
2017-03-26 21:05:00	ES	Futures	2541.05	2542.96	2540.78	2542.41	2636.0
2017-03-26 21:10:00	ES	Futures	2542.69	2542.96	2542.41	2542.41	945.0
2017-03-26 21:15:00	ES	Futures	2542.41	2542.41	2541.6	2541.6	1485.0
2017-03-26 21:20:00	ES	Futures	2541.87	2542.14	2541.05	2541.87	1234.0
2017-03-26 21:25:00	ES	Futures	2541.87	2542.96	2541.6	2542.41	1698.0
2017-03-26 21:30:00	ES	Futures	2542.41	2543.78	2542.41	2543.51	830.0
2017-03-26 21:35:00	ES	Futures	2543.78	2544.87	2543.23	2544.6	1196.0
2017-03-26 21:40:00	ES	Futures	2544.6	2544.6	2543.51	2543.51	758.0
2017-03-26 21:45:00	ES	Futures	2543.78	2544.6	2543.51	2544.6	772.0
2017-03-26 21:50:00	ES	Futures	2544.6	2544.87	2544.33	2544.6	857.0
2017-03-26 21:55:00	ES	Futures	2544.6	2544.6	2543.51	2543.51	570.0
2017-03-26 22:00:00	ES	Futures	2543.51	2543.78	2542.96	2543.78	391.0
2017-03-26 22:05:00	ES	Futures	2543.78	2544.05	2543.51	2543.78	214.0

> showing 50 of 2,730 rows — these rows as CSV

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