PREVIEW / futures_5min / 2017-04-03

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-03.parquet
  size:    247 KB
  rows:    15,639

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
2017-04-03 00:00:00	ES	Futures	2577.38	2577.65	2577.38	2577.65	46.0
2017-04-03 00:05:00	ES	Futures	2577.65	2577.65	2577.38	2577.38	135.0
2017-04-03 00:10:00	ES	Futures	2577.38	2577.38	2577.38	2577.38	285.0
2017-04-03 00:15:00	ES	Futures	2577.38	2577.38	2577.1	2577.1	331.0
2017-04-03 00:20:00	ES	Futures	2577.1	2577.38	2576.56	2577.38	686.0
2017-04-03 00:25:00	ES	Futures	2577.38	2577.65	2577.1	2577.38	317.0
2017-04-03 00:30:00	ES	Futures	2577.38	2577.38	2576.83	2577.38	316.0
2017-04-03 00:35:00	ES	Futures	2577.38	2577.65	2577.38	2577.65	132.0
2017-04-03 00:40:00	ES	Futures	2577.38	2577.38	2577.1	2577.1	54.0
2017-04-03 00:45:00	ES	Futures	2577.1	2577.65	2577.1	2577.38	69.0
2017-04-03 00:50:00	ES	Futures	2577.38	2577.65	2577.38	2577.38	126.0
2017-04-03 00:55:00	ES	Futures	2577.38	2577.65	2577.38	2577.65	80.0
2017-04-03 01:00:00	ES	Futures	2577.65	2578.47	2577.38	2577.92	481.0
2017-04-03 01:05:00	ES	Futures	2578.2	2578.2	2577.92	2578.2	395.0
2017-04-03 01:10:00	ES	Futures	2578.2	2578.47	2577.92	2577.92	127.0
2017-04-03 01:15:00	ES	Futures	2577.92	2578.47	2577.92	2578.2	233.0
2017-04-03 01:20:00	ES	Futures	2577.92	2578.47	2577.65	2578.2	628.0
2017-04-03 01:25:00	ES	Futures	2578.2	2578.2	2577.65	2578.2	617.0
2017-04-03 01:30:00	ES	Futures	2577.92	2578.47	2577.92	2578.2	423.0
2017-04-03 01:35:00	ES	Futures	2578.2	2578.74	2578.2	2578.74	360.0
2017-04-03 01:40:00	ES	Futures	2578.74	2578.74	2578.2	2578.2	557.0
2017-04-03 01:45:00	ES	Futures	2578.2	2578.47	2577.65	2578.2	943.0
2017-04-03 01:50:00	ES	Futures	2578.2	2579.02	2578.2	2578.74	783.0
2017-04-03 01:55:00	ES	Futures	2578.47	2578.74	2578.2	2578.47	419.0
2017-04-03 02:00:00	ES	Futures	2578.74	2580.11	2578.47	2579.84	2039.0
2017-04-03 02:05:00	ES	Futures	2579.56	2580.65	2579.56	2580.65	887.0
2017-04-03 02:10:00	ES	Futures	2580.65	2581.2	2580.38	2581.2	1365.0
2017-04-03 02:15:00	ES	Futures	2580.93	2582.02	2580.93	2582.02	1195.0
2017-04-03 02:20:00	ES	Futures	2581.75	2582.02	2581.75	2581.75	410.0
2017-04-03 02:25:00	ES	Futures	2581.75	2582.02	2581.47	2582.02	545.0
2017-04-03 02:30:00	ES	Futures	2581.75	2582.02	2581.2	2581.75	960.0
2017-04-03 02:35:00	ES	Futures	2581.75	2581.75	2581.2	2581.2	167.0
2017-04-03 02:40:00	ES	Futures	2581.2	2581.75	2581.2	2581.75	216.0
2017-04-03 02:45:00	ES	Futures	2582.02	2582.02	2581.47	2581.75	756.0
2017-04-03 02:50:00	ES	Futures	2581.47	2581.75	2581.47	2581.75	427.0
2017-04-03 02:55:00	ES	Futures	2581.47	2581.75	2581.2	2581.47	387.0
2017-04-03 03:00:00	ES	Futures	2581.75	2581.75	2580.38	2580.38	2134.0
2017-04-03 03:05:00	ES	Futures	2580.38	2580.93	2580.11	2580.38	1235.0
2017-04-03 03:10:00	ES	Futures	2580.11	2580.11	2579.29	2579.56	714.0
2017-04-03 03:15:00	ES	Futures	2579.56	2579.84	2579.29	2579.84	836.0
2017-04-03 03:20:00	ES	Futures	2579.84	2580.11	2579.29	2579.56	1081.0
2017-04-03 03:25:00	ES	Futures	2579.56	2579.84	2579.29	2579.84	603.0
2017-04-03 03:30:00	ES	Futures	2579.56	2579.84	2579.29	2579.84	932.0
2017-04-03 03:35:00	ES	Futures	2579.84	2579.84	2579.02	2579.02	951.0
2017-04-03 03:40:00	ES	Futures	2579.29	2579.29	2578.74	2579.02	1091.0
2017-04-03 03:45:00	ES	Futures	2579.29	2579.29	2578.74	2579.29	611.0
2017-04-03 03:50:00	ES	Futures	2579.29	2579.56	2579.02	2579.29	428.0
2017-04-03 03:55:00	ES	Futures	2579.56	2579.56	2579.02	2579.29	613.0
2017-04-03 04:00:00	ES	Futures	2579.29	2579.29	2578.74	2579.02	864.0
2017-04-03 04:05:00	ES	Futures	2578.74	2579.29	2577.92	2578.47	1311.0

> showing 50 of 15,639 rows — these rows as CSV

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