PREVIEW / futures_5min / 2017-03-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-28.parquet
  size:    250 KB
  rows:    15,603

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
2017-03-28 00:00:00	ES	Futures	2559.62	2559.9	2559.35	2559.62	608.0
2017-03-28 00:05:00	ES	Futures	2559.9	2559.9	2559.35	2559.62	340.0
2017-03-28 00:10:00	ES	Futures	2559.9	2560.17	2559.35	2559.35	550.0
2017-03-28 00:15:00	ES	Futures	2559.35	2559.62	2559.08	2559.08	166.0
2017-03-28 00:20:00	ES	Futures	2559.08	2559.35	2559.08	2559.35	152.0
2017-03-28 00:25:00	ES	Futures	2559.08	2559.35	2558.8	2559.35	152.0
2017-03-28 00:30:00	ES	Futures	2559.35	2559.35	2559.08	2559.08	166.0
2017-03-28 00:35:00	ES	Futures	2559.35	2559.62	2559.08	2559.35	252.0
2017-03-28 00:40:00	ES	Futures	2559.35	2559.9	2559.08	2559.62	362.0
2017-03-28 00:45:00	ES	Futures	2559.62	2559.62	2559.35	2559.62	49.0
2017-03-28 00:50:00	ES	Futures	2559.62	2559.62	2559.08	2559.08	171.0
2017-03-28 00:55:00	ES	Futures	2559.08	2559.62	2559.08	2559.62	351.0
2017-03-28 01:00:00	ES	Futures	2559.62	2559.9	2559.35	2559.9	236.0
2017-03-28 01:05:00	ES	Futures	2559.9	2560.17	2559.62	2559.9	137.0
2017-03-28 01:10:00	ES	Futures	2559.9	2559.9	2559.62	2559.9	82.0
2017-03-28 01:15:00	ES	Futures	2559.62	2559.9	2559.62	2559.9	277.0
2017-03-28 01:20:00	ES	Futures	2559.9	2560.17	2559.62	2560.17	321.0
2017-03-28 01:25:00	ES	Futures	2560.17	2560.44	2559.9	2560.17	482.0
2017-03-28 01:30:00	ES	Futures	2560.44	2560.44	2559.9	2560.17	339.0
2017-03-28 01:35:00	ES	Futures	2560.17	2560.44	2560.17	2560.44	100.0
2017-03-28 01:40:00	ES	Futures	2560.44	2560.72	2559.9	2560.17	983.0
2017-03-28 01:45:00	ES	Futures	2560.17	2560.72	2560.17	2560.44	354.0
2017-03-28 01:50:00	ES	Futures	2560.44	2560.72	2559.9	2559.9	742.0
2017-03-28 01:55:00	ES	Futures	2560.17	2560.44	2559.9	2560.44	442.0
2017-03-28 02:00:00	ES	Futures	2560.44	2560.72	2560.17	2560.17	914.0
2017-03-28 02:05:00	ES	Futures	2560.17	2560.44	2560.17	2560.44	374.0
2017-03-28 02:10:00	ES	Futures	2560.44	2560.99	2559.9	2560.17	818.0
2017-03-28 02:15:00	ES	Futures	2560.17	2560.44	2559.9	2560.17	608.0
2017-03-28 02:20:00	ES	Futures	2560.17	2560.17	2559.08	2559.08	651.0
2017-03-28 02:25:00	ES	Futures	2559.08	2559.35	2557.98	2557.98	641.0
2017-03-28 02:30:00	ES	Futures	2558.26	2558.53	2557.98	2558.26	812.0
2017-03-28 02:35:00	ES	Futures	2558.26	2558.53	2557.98	2558.53	795.0
2017-03-28 02:40:00	ES	Futures	2558.8	2558.8	2558.26	2558.26	332.0
2017-03-28 02:45:00	ES	Futures	2558.26	2559.35	2558.26	2559.35	503.0
2017-03-28 02:50:00	ES	Futures	2559.08	2559.35	2558.8	2558.8	268.0
2017-03-28 02:55:00	ES	Futures	2558.8	2559.35	2558.8	2559.08	310.0
2017-03-28 03:00:00	ES	Futures	2558.8	2559.08	2557.71	2557.71	2304.0
2017-03-28 03:05:00	ES	Futures	2557.44	2557.71	2556.89	2556.89	1644.0
2017-03-28 03:10:00	ES	Futures	2557.16	2557.44	2556.35	2556.62	1550.0
2017-03-28 03:15:00	ES	Futures	2556.62	2557.44	2556.07	2556.62	1756.0
2017-03-28 03:20:00	ES	Futures	2556.62	2557.98	2556.62	2557.98	1123.0
2017-03-28 03:25:00	ES	Futures	2557.98	2558.26	2557.44	2557.98	1417.0
2017-03-28 03:30:00	ES	Futures	2558.26	2559.35	2558.26	2559.08	2087.0
2017-03-28 03:35:00	ES	Futures	2558.8	2559.35	2558.8	2559.08	1041.0
2017-03-28 03:40:00	ES	Futures	2559.35	2559.62	2558.53	2559.35	1311.0
2017-03-28 03:45:00	ES	Futures	2559.08	2559.35	2558.8	2558.8	862.0
2017-03-28 03:50:00	ES	Futures	2559.08	2559.35	2558.26	2558.26	855.0
2017-03-28 03:55:00	ES	Futures	2558.26	2558.53	2557.44	2557.98	1121.0
2017-03-28 04:00:00	ES	Futures	2557.98	2557.98	2557.16	2557.44	449.0
2017-03-28 04:05:00	ES	Futures	2557.16	2557.44	2556.35	2556.62	1270.0

> showing 50 of 15,603 rows — these rows as CSV

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