PREVIEW / futures_5min / 2017-03-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-30.parquet
  size:    237 KB
  rows:    15,622

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
2017-03-30 00:00:00	ES	Futures	2576.83	2577.1	2576.83	2576.83	28.0
2017-03-30 00:05:00	ES	Futures	2577.1	2577.1	2576.83	2576.83	40.0
2017-03-30 00:10:00	ES	Futures	2576.83	2577.1	2576.83	2577.1	19.0
2017-03-30 00:15:00	ES	Futures	2576.83	2577.1	2576.83	2576.83	260.0
2017-03-30 00:20:00	ES	Futures	2576.56	2576.83	2576.56	2576.83	109.0
2017-03-30 00:25:00	ES	Futures	2576.83	2577.1	2576.83	2576.83	121.0
2017-03-30 00:30:00	ES	Futures	2577.1	2577.1	2576.83	2577.1	24.0
2017-03-30 00:35:00	ES	Futures	2577.1	2577.65	2576.83	2577.38	305.0
2017-03-30 00:40:00	ES	Futures	2577.38	2577.92	2577.38	2577.92	242.0
2017-03-30 00:45:00	ES	Futures	2577.92	2578.2	2577.92	2577.92	239.0
2017-03-30 00:50:00	ES	Futures	2578.2	2578.2	2577.38	2577.65	254.0
2017-03-30 00:55:00	ES	Futures	2577.65	2577.65	2577.38	2577.65	90.0
2017-03-30 01:00:00	ES	Futures	2577.65	2577.65	2576.83	2577.1	1002.0
2017-03-30 01:05:00	ES	Futures	2577.1	2577.38	2576.56	2576.56	345.0
2017-03-30 01:10:00	ES	Futures	2576.83	2576.83	2576.56	2576.56	291.0
2017-03-30 01:15:00	ES	Futures	2576.83	2576.83	2576.56	2576.83	366.0
2017-03-30 01:20:00	ES	Futures	2576.83	2577.1	2576.56	2576.56	519.0
2017-03-30 01:25:00	ES	Futures	2576.56	2576.83	2576.56	2576.56	64.0
2017-03-30 01:30:00	ES	Futures	2576.56	2577.1	2576.28	2576.83	526.0
2017-03-30 01:35:00	ES	Futures	2576.83	2577.1	2576.56	2576.83	231.0
2017-03-30 01:40:00	ES	Futures	2576.83	2577.1	2576.83	2576.83	246.0
2017-03-30 01:45:00	ES	Futures	2576.83	2577.1	2576.83	2576.83	74.0
2017-03-30 01:50:00	ES	Futures	2576.83	2577.1	2576.83	2576.83	186.0
2017-03-30 01:55:00	ES	Futures	2577.1	2577.38	2576.83	2577.1	223.0
2017-03-30 02:00:00	ES	Futures	2577.1	2577.1	2576.83	2577.1	535.0
2017-03-30 02:05:00	ES	Futures	2577.1	2577.38	2576.56	2577.38	501.0
2017-03-30 02:10:00	ES	Futures	2577.38	2577.65	2576.83	2577.65	441.0
2017-03-30 02:15:00	ES	Futures	2577.38	2577.65	2577.38	2577.38	280.0
2017-03-30 02:20:00	ES	Futures	2577.38	2577.38	2577.1	2577.1	482.0
2017-03-30 02:25:00	ES	Futures	2577.1	2577.38	2577.1	2577.38	31.0
2017-03-30 02:30:00	ES	Futures	2577.38	2577.92	2577.1	2577.92	725.0
2017-03-30 02:35:00	ES	Futures	2577.65	2578.2	2577.65	2577.92	541.0
2017-03-30 02:40:00	ES	Futures	2577.92	2577.92	2576.83	2577.38	811.0
2017-03-30 02:45:00	ES	Futures	2577.38	2577.38	2576.83	2577.38	426.0
2017-03-30 02:50:00	ES	Futures	2577.38	2577.65	2577.1	2577.38	643.0
2017-03-30 02:55:00	ES	Futures	2577.38	2577.38	2576.83	2577.38	329.0
2017-03-30 03:00:00	ES	Futures	2577.38	2577.65	2576.56	2577.1	1360.0
2017-03-30 03:05:00	ES	Futures	2577.1	2577.65	2576.83	2577.1	1433.0
2017-03-30 03:10:00	ES	Futures	2577.1	2577.1	2576.01	2576.56	1675.0
2017-03-30 03:15:00	ES	Futures	2576.56	2576.56	2576.01	2576.28	1223.0
2017-03-30 03:20:00	ES	Futures	2576.28	2576.56	2575.47	2576.28	1147.0
2017-03-30 03:25:00	ES	Futures	2576.01	2576.56	2575.74	2576.28	1021.0
2017-03-30 03:30:00	ES	Futures	2576.28	2577.1	2576.01	2577.1	902.0
2017-03-30 03:35:00	ES	Futures	2576.83	2577.1	2576.56	2577.1	512.0
2017-03-30 03:40:00	ES	Futures	2576.83	2577.1	2576.28	2576.56	614.0
2017-03-30 03:45:00	ES	Futures	2576.56	2576.83	2576.28	2576.56	346.0
2017-03-30 03:50:00	ES	Futures	2576.56	2576.83	2575.74	2576.01	633.0
2017-03-30 03:55:00	ES	Futures	2575.74	2576.28	2575.47	2576.01	708.0
2017-03-30 04:00:00	ES	Futures	2576.28	2576.56	2575.47	2575.74	1134.0
2017-03-30 04:05:00	ES	Futures	2575.74	2575.74	2574.92	2575.19	998.0

> showing 50 of 15,622 rows — these rows as CSV

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