PREVIEW / futures_5min / 2017-03-31

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-03-31.parquet
  size:    207 KB
  rows:    13,133

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
2017-03-31 00:00:00	ES	Futures	2580.38	2580.93	2580.38	2580.65	313.0
2017-03-31 00:05:00	ES	Futures	2580.65	2580.65	2580.38	2580.65	70.0
2017-03-31 00:10:00	ES	Futures	2580.65	2580.65	2580.38	2580.38	21.0
2017-03-31 00:15:00	ES	Futures	2580.38	2580.65	2580.38	2580.65	197.0
2017-03-31 00:20:00	ES	Futures	2580.65	2580.93	2580.38	2580.38	160.0
2017-03-31 00:25:00	ES	Futures	2580.65	2580.65	2580.38	2580.38	324.0
2017-03-31 00:30:00	ES	Futures	2580.65	2580.65	2580.38	2580.38	36.0
2017-03-31 00:35:00	ES	Futures	2580.38	2580.65	2580.11	2580.11	326.0
2017-03-31 00:40:00	ES	Futures	2580.11	2580.38	2579.56	2579.84	1389.0
2017-03-31 00:45:00	ES	Futures	2579.84	2580.11	2579.56	2579.84	289.0
2017-03-31 00:50:00	ES	Futures	2579.56	2579.84	2579.56	2579.84	65.0
2017-03-31 00:55:00	ES	Futures	2579.56	2579.84	2579.02	2579.56	572.0
2017-03-31 01:00:00	ES	Futures	2579.56	2579.56	2579.02	2579.29	505.0
2017-03-31 01:05:00	ES	Futures	2579.29	2579.29	2578.47	2579.02	1252.0
2017-03-31 01:10:00	ES	Futures	2579.02	2579.02	2577.92	2578.47	1042.0
2017-03-31 01:15:00	ES	Futures	2578.2	2578.47	2577.65	2577.92	1672.0
2017-03-31 01:20:00	ES	Futures	2578.2	2578.2	2576.83	2577.92	2302.0
2017-03-31 01:25:00	ES	Futures	2578.2	2578.47	2577.92	2578.2	733.0
2017-03-31 01:30:00	ES	Futures	2577.92	2578.2	2576.83	2577.1	1413.0
2017-03-31 01:35:00	ES	Futures	2577.1	2577.38	2575.19	2576.01	2581.0
2017-03-31 01:40:00	ES	Futures	2575.74	2575.74	2575.19	2575.74	740.0
2017-03-31 01:45:00	ES	Futures	2575.74	2576.56	2575.74	2576.56	783.0
2017-03-31 01:50:00	ES	Futures	2576.56	2576.56	2575.74	2576.56	834.0
2017-03-31 01:55:00	ES	Futures	2576.56	2578.2	2576.01	2577.65	1952.0
2017-03-31 02:00:00	ES	Futures	2577.65	2577.92	2576.28	2576.56	1254.0
2017-03-31 02:05:00	ES	Futures	2576.56	2577.1	2575.74	2576.56	899.0
2017-03-31 02:10:00	ES	Futures	2576.56	2576.83	2576.01	2576.28	721.0
2017-03-31 02:15:00	ES	Futures	2576.28	2576.83	2576.01	2576.01	1070.0
2017-03-31 02:20:00	ES	Futures	2576.28	2576.28	2575.19	2575.47	861.0
2017-03-31 02:25:00	ES	Futures	2575.47	2575.74	2574.92	2575.19	886.0
2017-03-31 02:30:00	ES	Futures	2575.47	2576.83	2575.47	2576.83	1331.0
2017-03-31 02:35:00	ES	Futures	2576.83	2576.83	2576.56	2576.83	400.0
2017-03-31 02:40:00	ES	Futures	2577.1	2577.1	2575.47	2576.01	1662.0
2017-03-31 02:45:00	ES	Futures	2576.01	2577.1	2575.74	2576.83	550.0
2017-03-31 02:50:00	ES	Futures	2577.1	2577.38	2576.83	2577.38	770.0
2017-03-31 02:55:00	ES	Futures	2577.38	2577.65	2576.83	2576.83	611.0
2017-03-31 03:00:00	ES	Futures	2576.83	2577.1	2575.74	2576.56	1505.0
2017-03-31 03:05:00	ES	Futures	2576.28	2577.1	2576.28	2576.83	1198.0
2017-03-31 03:10:00	ES	Futures	2577.1	2577.65	2576.56	2577.65	1022.0
2017-03-31 03:15:00	ES	Futures	2577.65	2578.2	2577.65	2578.2	1252.0
2017-03-31 03:20:00	ES	Futures	2578.2	2579.02	2577.65	2578.74	1598.0
2017-03-31 03:25:00	ES	Futures	2578.74	2578.74	2578.2	2578.2	904.0
2017-03-31 03:30:00	ES	Futures	2578.2	2578.74	2577.92	2578.74	897.0
2017-03-31 03:35:00	ES	Futures	2578.47	2579.29	2578.47	2579.02	982.0
2017-03-31 03:40:00	ES	Futures	2579.29	2579.29	2578.47	2578.47	767.0
2017-03-31 03:45:00	ES	Futures	2578.47	2578.74	2577.65	2577.92	1547.0
2017-03-31 03:50:00	ES	Futures	2577.92	2577.92	2577.1	2577.1	1334.0
2017-03-31 03:55:00	ES	Futures	2577.1	2577.65	2577.1	2577.38	875.0
2017-03-31 04:00:00	ES	Futures	2577.1	2577.38	2576.56	2576.56	853.0
2017-03-31 04:05:00	ES	Futures	2576.56	2577.38	2576.56	2577.38	1119.0

> showing 50 of 13,133 rows — these rows as CSV

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