PREVIEW / futures_5min / 2017-03-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-27.parquet
  size:    243 KB
  rows:    15,458

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
2017-03-27 00:00:00	ES	Futures	2543.23	2543.23	2542.96	2543.23	181.0
2017-03-27 00:05:00	ES	Futures	2543.23	2543.23	2542.96	2542.96	211.0
2017-03-27 00:10:00	ES	Futures	2542.96	2542.96	2542.69	2542.96	115.0
2017-03-27 00:15:00	ES	Futures	2543.23	2543.23	2542.41	2542.41	265.0
2017-03-27 00:20:00	ES	Futures	2542.41	2542.41	2541.6	2542.14	452.0
2017-03-27 00:25:00	ES	Futures	2542.41	2542.69	2542.14	2542.41	161.0
2017-03-27 00:30:00	ES	Futures	2542.41	2542.96	2542.41	2542.69	112.0
2017-03-27 00:35:00	ES	Futures	2542.69	2543.23	2542.41	2542.96	228.0
2017-03-27 00:40:00	ES	Futures	2543.23	2543.23	2542.69	2542.69	257.0
2017-03-27 00:45:00	ES	Futures	2543.23	2543.51	2542.96	2543.51	140.0
2017-03-27 00:50:00	ES	Futures	2543.51	2543.78	2543.23	2543.51	223.0
2017-03-27 00:55:00	ES	Futures	2543.51	2543.78	2543.51	2543.51	96.0
2017-03-27 01:00:00	ES	Futures	2543.51	2543.51	2543.23	2543.51	344.0
2017-03-27 01:05:00	ES	Futures	2543.51	2543.51	2543.23	2543.51	177.0
2017-03-27 01:10:00	ES	Futures	2543.51	2543.51	2543.23	2543.23	171.0
2017-03-27 01:15:00	ES	Futures	2543.23	2543.78	2543.23	2543.51	231.0
2017-03-27 01:20:00	ES	Futures	2543.51	2543.78	2542.96	2543.51	468.0
2017-03-27 01:25:00	ES	Futures	2543.51	2544.05	2543.51	2544.05	417.0
2017-03-27 01:30:00	ES	Futures	2544.05	2544.6	2543.78	2544.33	953.0
2017-03-27 01:35:00	ES	Futures	2544.6	2544.6	2543.23	2544.05	1140.0
2017-03-27 01:40:00	ES	Futures	2544.05	2544.05	2542.96	2542.96	622.0
2017-03-27 01:45:00	ES	Futures	2542.96	2543.78	2542.96	2543.51	575.0
2017-03-27 01:50:00	ES	Futures	2543.51	2543.78	2541.6	2541.87	1519.0
2017-03-27 01:55:00	ES	Futures	2541.6	2542.41	2541.6	2542.41	1244.0
2017-03-27 02:00:00	ES	Futures	2542.41	2542.69	2541.87	2542.14	1127.0
2017-03-27 02:05:00	ES	Futures	2542.14	2542.14	2539.96	2539.96	2453.0
2017-03-27 02:10:00	ES	Futures	2540.23	2541.32	2538.86	2541.05	2562.0
2017-03-27 02:15:00	ES	Futures	2541.05	2541.05	2539.96	2540.5	1155.0
2017-03-27 02:20:00	ES	Futures	2540.5	2541.05	2540.23	2540.23	673.0
2017-03-27 02:25:00	ES	Futures	2540.23	2540.23	2538.04	2538.32	2852.0
2017-03-27 02:30:00	ES	Futures	2538.04	2538.32	2537.77	2538.04	1463.0
2017-03-27 02:35:00	ES	Futures	2538.04	2538.04	2536.13	2536.68	3395.0
2017-03-27 02:40:00	ES	Futures	2536.68	2536.95	2532.31	2533.67	9182.0
2017-03-27 02:45:00	ES	Futures	2533.67	2535.86	2533.4	2535.59	2274.0
2017-03-27 02:50:00	ES	Futures	2535.59	2537.23	2534.49	2536.41	2040.0
2017-03-27 02:55:00	ES	Futures	2536.41	2536.68	2535.59	2535.86	1704.0
2017-03-27 03:00:00	ES	Futures	2535.86	2537.23	2535.31	2536.95	4495.0
2017-03-27 03:05:00	ES	Futures	2536.68	2537.5	2536.68	2537.23	2728.0
2017-03-27 03:10:00	ES	Futures	2537.23	2539.41	2536.68	2539.14	2467.0
2017-03-27 03:15:00	ES	Futures	2539.14	2539.41	2538.32	2538.59	2372.0
2017-03-27 03:20:00	ES	Futures	2538.59	2538.86	2536.95	2537.23	2049.0
2017-03-27 03:25:00	ES	Futures	2537.23	2538.59	2536.68	2538.59	2213.0
2017-03-27 03:30:00	ES	Futures	2538.86	2539.14	2538.32	2538.86	2280.0
2017-03-27 03:35:00	ES	Futures	2538.86	2538.86	2537.5	2537.5	1612.0
2017-03-27 03:40:00	ES	Futures	2537.5	2538.04	2536.68	2536.68	1902.0
2017-03-27 03:45:00	ES	Futures	2536.68	2538.04	2536.41	2536.41	2220.0
2017-03-27 03:50:00	ES	Futures	2536.41	2537.23	2535.86	2536.13	2011.0
2017-03-27 03:55:00	ES	Futures	2536.13	2536.41	2535.31	2536.41	1528.0
2017-03-27 04:00:00	ES	Futures	2536.41	2536.68	2534.77	2536.68	3027.0
2017-03-27 04:05:00	ES	Futures	2536.41	2537.77	2536.41	2537.5	1766.0

> showing 50 of 15,458 rows — these rows as CSV

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