PREVIEW / futures_5min / 2017-04-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-02.parquet
  size:    44 KB
  rows:    2,696

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
2017-04-02 18:00:00	ES	Futures	2575.74	2578.74	2575.19	2577.92	2232.0
2017-04-02 18:05:00	ES	Futures	2577.92	2579.29	2577.92	2578.47	984.0
2017-04-02 18:10:00	ES	Futures	2578.47	2578.74	2578.2	2578.47	203.0
2017-04-02 18:15:00	ES	Futures	2578.47	2578.47	2577.92	2577.92	148.0
2017-04-02 18:20:00	ES	Futures	2577.92	2578.47	2577.92	2578.2	200.0
2017-04-02 18:25:00	ES	Futures	2578.47	2578.47	2578.2	2578.47	42.0
2017-04-02 18:30:00	ES	Futures	2578.47	2579.02	2578.2	2579.02	324.0
2017-04-02 18:35:00	ES	Futures	2578.74	2579.29	2578.74	2579.02	208.0
2017-04-02 18:40:00	ES	Futures	2579.02	2579.29	2578.47	2578.47	229.0
2017-04-02 18:45:00	ES	Futures	2578.47	2579.56	2578.47	2579.29	445.0
2017-04-02 18:50:00	ES	Futures	2579.29	2579.56	2578.47	2579.02	550.0
2017-04-02 18:55:00	ES	Futures	2578.74	2579.02	2578.47	2578.74	158.0
2017-04-02 19:00:00	ES	Futures	2579.02	2579.02	2578.47	2578.74	130.0
2017-04-02 19:05:00	ES	Futures	2578.74	2579.02	2578.47	2579.02	137.0
2017-04-02 19:10:00	ES	Futures	2579.02	2579.02	2578.74	2579.02	80.0
2017-04-02 19:15:00	ES	Futures	2579.02	2579.02	2578.74	2579.02	127.0
2017-04-02 19:20:00	ES	Futures	2578.74	2579.29	2578.74	2579.29	138.0
2017-04-02 19:25:00	ES	Futures	2579.29	2579.29	2578.74	2578.74	205.0
2017-04-02 19:30:00	ES	Futures	2579.02	2579.02	2578.47	2578.47	414.0
2017-04-02 19:35:00	ES	Futures	2578.47	2578.47	2578.2	2578.2	193.0
2017-04-02 19:40:00	ES	Futures	2578.47	2578.47	2578.2	2578.47	166.0
2017-04-02 19:45:00	ES	Futures	2578.47	2578.47	2577.65	2578.2	864.0
2017-04-02 19:50:00	ES	Futures	2577.92	2578.2	2577.92	2577.92	172.0
2017-04-02 19:55:00	ES	Futures	2577.92	2578.2	2577.65	2577.65	471.0
2017-04-02 20:00:00	ES	Futures	2577.65	2578.2	2576.28	2576.56	2084.0
2017-04-02 20:05:00	ES	Futures	2576.56	2576.83	2575.47	2575.47	1224.0
2017-04-02 20:10:00	ES	Futures	2575.47	2575.47	2574.1	2574.65	2267.0
2017-04-02 20:15:00	ES	Futures	2574.65	2575.19	2574.37	2574.92	659.0
2017-04-02 20:20:00	ES	Futures	2574.92	2575.47	2574.65	2575.19	881.0
2017-04-02 20:25:00	ES	Futures	2575.19	2575.74	2574.65	2575.47	643.0
2017-04-02 20:30:00	ES	Futures	2575.47	2575.74	2575.19	2575.47	261.0
2017-04-02 20:35:00	ES	Futures	2575.74	2576.83	2575.47	2576.56	694.0
2017-04-02 20:40:00	ES	Futures	2576.28	2576.83	2576.28	2576.56	217.0
2017-04-02 20:45:00	ES	Futures	2576.56	2576.83	2576.01	2576.28	499.0
2017-04-02 20:50:00	ES	Futures	2576.28	2577.65	2576.28	2577.65	645.0
2017-04-02 20:55:00	ES	Futures	2577.65	2579.02	2577.1	2578.47	1626.0
2017-04-02 21:00:00	ES	Futures	2578.2	2578.74	2577.92	2578.2	622.0
2017-04-02 21:05:00	ES	Futures	2578.2	2579.56	2577.92	2578.74	1237.0
2017-04-02 21:10:00	ES	Futures	2578.74	2578.74	2577.65	2577.92	1170.0
2017-04-02 21:15:00	ES	Futures	2577.92	2578.74	2577.38	2578.47	620.0
2017-04-02 21:20:00	ES	Futures	2578.47	2578.74	2577.92	2578.2	343.0
2017-04-02 21:25:00	ES	Futures	2578.47	2578.47	2577.65	2577.65	382.0
2017-04-02 21:30:00	ES	Futures	2577.92	2577.92	2576.83	2577.1	643.0
2017-04-02 21:35:00	ES	Futures	2577.1	2577.65	2577.1	2577.1	578.0
2017-04-02 21:40:00	ES	Futures	2577.1	2577.92	2576.56	2577.65	689.0
2017-04-02 21:45:00	ES	Futures	2577.65	2578.47	2577.38	2578.2	388.0
2017-04-02 21:50:00	ES	Futures	2578.47	2578.47	2577.65	2578.47	282.0
2017-04-02 21:55:00	ES	Futures	2578.47	2578.47	2577.65	2578.2	431.0
2017-04-02 22:00:00	ES	Futures	2578.2	2579.02	2577.92	2578.47	826.0
2017-04-02 22:05:00	ES	Futures	2578.74	2578.74	2577.38	2577.38	622.0

> showing 50 of 2,696 rows — these rows as CSV

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