PREVIEW / futures_5min / 2017-03-29

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-29.parquet
  size:    230 KB
  rows:    15,600

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
2017-03-29 00:00:00	ES	Futures	2571.64	2571.91	2571.37	2571.64	424.0
2017-03-29 00:05:00	ES	Futures	2571.64	2571.64	2571.37	2571.37	65.0
2017-03-29 00:10:00	ES	Futures	2571.64	2572.19	2571.37	2571.37	549.0
2017-03-29 00:15:00	ES	Futures	2571.37	2571.91	2571.37	2571.37	319.0
2017-03-29 00:20:00	ES	Futures	2571.37	2571.64	2571.09	2571.37	170.0
2017-03-29 00:25:00	ES	Futures	2571.64	2571.64	2571.37	2571.64	165.0
2017-03-29 00:30:00	ES	Futures	2571.91	2571.91	2571.37	2571.37	289.0
2017-03-29 00:35:00	ES	Futures	2571.64	2571.91	2571.37	2571.91	272.0
2017-03-29 00:40:00	ES	Futures	2571.64	2572.19	2571.64	2571.91	464.0
2017-03-29 00:45:00	ES	Futures	2571.91	2571.91	2571.64	2571.91	93.0
2017-03-29 00:50:00	ES	Futures	2571.64	2571.91	2571.64	2571.91	113.0
2017-03-29 00:55:00	ES	Futures	2571.91	2572.19	2571.64	2572.19	158.0
2017-03-29 01:00:00	ES	Futures	2571.91	2572.19	2571.91	2571.91	129.0
2017-03-29 01:05:00	ES	Futures	2571.91	2571.91	2571.64	2571.64	98.0
2017-03-29 01:10:00	ES	Futures	2571.64	2571.91	2571.64	2571.64	159.0
2017-03-29 01:15:00	ES	Futures	2571.91	2572.19	2571.91	2571.91	227.0
2017-03-29 01:20:00	ES	Futures	2572.19	2572.19	2571.91	2571.91	309.0
2017-03-29 01:25:00	ES	Futures	2571.91	2572.19	2571.91	2572.19	215.0
2017-03-29 01:30:00	ES	Futures	2571.91	2572.19	2571.37	2571.37	588.0
2017-03-29 01:35:00	ES	Futures	2571.64	2571.64	2571.37	2571.37	139.0
2017-03-29 01:40:00	ES	Futures	2571.37	2571.91	2571.37	2571.64	208.0
2017-03-29 01:45:00	ES	Futures	2571.64	2572.19	2571.37	2572.19	378.0
2017-03-29 01:50:00	ES	Futures	2571.91	2572.19	2571.64	2571.64	684.0
2017-03-29 01:55:00	ES	Futures	2571.91	2572.19	2571.91	2572.19	603.0
2017-03-29 02:00:00	ES	Futures	2571.91	2572.46	2571.91	2571.91	951.0
2017-03-29 02:05:00	ES	Futures	2571.91	2572.19	2571.91	2572.19	397.0
2017-03-29 02:10:00	ES	Futures	2572.19	2573.01	2571.91	2573.01	1404.0
2017-03-29 02:15:00	ES	Futures	2573.01	2573.01	2572.46	2573.01	364.0
2017-03-29 02:20:00	ES	Futures	2573.01	2573.28	2572.73	2572.73	870.0
2017-03-29 02:25:00	ES	Futures	2573.01	2573.01	2572.19	2572.46	480.0
2017-03-29 02:30:00	ES	Futures	2572.73	2573.01	2572.46	2572.73	509.0
2017-03-29 02:35:00	ES	Futures	2572.73	2573.01	2572.73	2573.01	341.0
2017-03-29 02:40:00	ES	Futures	2572.73	2573.83	2572.73	2573.28	1759.0
2017-03-29 02:45:00	ES	Futures	2573.55	2573.55	2573.28	2573.55	399.0
2017-03-29 02:50:00	ES	Futures	2573.55	2573.55	2572.73	2573.28	1563.0
2017-03-29 02:55:00	ES	Futures	2573.28	2573.28	2572.73	2573.01	504.0
2017-03-29 03:00:00	ES	Futures	2572.73	2573.01	2571.64	2572.19	2047.0
2017-03-29 03:05:00	ES	Futures	2572.46	2574.37	2572.19	2573.83	4437.0
2017-03-29 03:10:00	ES	Futures	2573.55	2573.83	2572.73	2573.01	1732.0
2017-03-29 03:15:00	ES	Futures	2573.01	2574.65	2573.01	2574.37	1956.0
2017-03-29 03:20:00	ES	Futures	2574.1	2574.37	2573.83	2573.83	1097.0
2017-03-29 03:25:00	ES	Futures	2573.83	2574.37	2573.28	2574.1	2771.0
2017-03-29 03:30:00	ES	Futures	2574.37	2574.92	2574.1	2574.65	1003.0
2017-03-29 03:35:00	ES	Futures	2574.37	2574.92	2573.55	2573.55	1396.0
2017-03-29 03:40:00	ES	Futures	2573.83	2573.83	2573.28	2573.55	876.0
2017-03-29 03:45:00	ES	Futures	2573.55	2574.37	2573.55	2574.1	736.0
2017-03-29 03:50:00	ES	Futures	2574.1	2574.37	2573.83	2573.83	769.0
2017-03-29 03:55:00	ES	Futures	2573.83	2574.92	2573.83	2574.1	1310.0
2017-03-29 04:00:00	ES	Futures	2574.1	2574.37	2573.28	2573.28	1046.0
2017-03-29 04:05:00	ES	Futures	2573.28	2573.55	2572.73	2572.73	1085.0

> showing 50 of 15,600 rows — these rows as CSV

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