PREVIEW / futures_5min / 2017-04-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-04.parquet
  size:    241 KB
  rows:    15,542

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
2017-04-04 00:00:00	ES	Futures	2570.28	2570.55	2570.28	2570.55	381.0
2017-04-04 00:05:00	ES	Futures	2570.55	2570.55	2570.0	2570.0	332.0
2017-04-04 00:10:00	ES	Futures	2570.0	2570.0	2569.18	2569.46	796.0
2017-04-04 00:15:00	ES	Futures	2569.73	2569.73	2569.18	2569.18	358.0
2017-04-04 00:20:00	ES	Futures	2569.18	2569.73	2569.18	2569.46	341.0
2017-04-04 00:25:00	ES	Futures	2569.73	2569.73	2569.46	2569.46	42.0
2017-04-04 00:30:00	ES	Futures	2569.46	2569.73	2569.18	2569.18	107.0
2017-04-04 00:35:00	ES	Futures	2569.18	2569.46	2568.64	2568.64	963.0
2017-04-04 00:40:00	ES	Futures	2568.64	2568.91	2568.09	2568.36	679.0
2017-04-04 00:45:00	ES	Futures	2568.36	2568.91	2568.09	2568.91	665.0
2017-04-04 00:50:00	ES	Futures	2568.91	2570.55	2568.91	2570.28	1081.0
2017-04-04 00:55:00	ES	Futures	2570.0	2570.0	2569.46	2569.73	430.0
2017-04-04 01:00:00	ES	Futures	2569.73	2570.55	2569.73	2570.0	556.0
2017-04-04 01:05:00	ES	Futures	2570.28	2570.55	2570.28	2570.28	140.0
2017-04-04 01:10:00	ES	Futures	2570.28	2570.55	2570.0	2570.55	97.0
2017-04-04 01:15:00	ES	Futures	2570.28	2570.28	2569.46	2569.73	474.0
2017-04-04 01:20:00	ES	Futures	2569.73	2570.0	2569.18	2570.0	250.0
2017-04-04 01:25:00	ES	Futures	2570.0	2570.0	2569.73	2569.73	174.0
2017-04-04 01:30:00	ES	Futures	2569.73	2569.73	2568.91	2568.91	403.0
2017-04-04 01:35:00	ES	Futures	2568.91	2569.46	2568.64	2568.91	1021.0
2017-04-04 01:40:00	ES	Futures	2568.91	2569.18	2568.64	2568.91	109.0
2017-04-04 01:45:00	ES	Futures	2568.64	2568.91	2568.36	2568.64	1123.0
2017-04-04 01:50:00	ES	Futures	2568.64	2569.73	2568.64	2569.46	487.0
2017-04-04 01:55:00	ES	Futures	2569.46	2569.73	2568.64	2568.91	941.0
2017-04-04 02:00:00	ES	Futures	2568.91	2569.18	2567.82	2568.36	1666.0
2017-04-04 02:05:00	ES	Futures	2568.36	2568.36	2566.72	2567.54	1810.0
2017-04-04 02:10:00	ES	Futures	2567.54	2568.09	2567.54	2567.82	656.0
2017-04-04 02:15:00	ES	Futures	2567.82	2568.36	2567.54	2568.09	1326.0
2017-04-04 02:20:00	ES	Futures	2568.09	2568.64	2568.09	2568.36	723.0
2017-04-04 02:25:00	ES	Futures	2568.36	2568.36	2568.09	2568.09	193.0
2017-04-04 02:30:00	ES	Futures	2568.36	2568.36	2567.54	2568.09	690.0
2017-04-04 02:35:00	ES	Futures	2568.09	2568.09	2567.54	2567.54	413.0
2017-04-04 02:40:00	ES	Futures	2567.54	2567.82	2567.27	2567.54	372.0
2017-04-04 02:45:00	ES	Futures	2567.27	2567.54	2567.0	2567.54	788.0
2017-04-04 02:50:00	ES	Futures	2567.54	2568.36	2567.54	2567.82	999.0
2017-04-04 02:55:00	ES	Futures	2567.82	2568.09	2567.54	2567.54	426.0
2017-04-04 03:00:00	ES	Futures	2567.54	2568.64	2567.54	2567.54	1922.0
2017-04-04 03:05:00	ES	Futures	2567.82	2569.18	2567.54	2568.91	2112.0
2017-04-04 03:10:00	ES	Futures	2568.91	2569.73	2568.09	2568.36	2458.0
2017-04-04 03:15:00	ES	Futures	2568.64	2568.64	2566.72	2567.0	1904.0
2017-04-04 03:20:00	ES	Futures	2567.27	2567.27	2566.18	2566.72	2114.0
2017-04-04 03:25:00	ES	Futures	2566.72	2567.27	2566.72	2567.27	1292.0
2017-04-04 03:30:00	ES	Futures	2567.27	2567.27	2565.91	2565.91	1922.0
2017-04-04 03:35:00	ES	Futures	2565.91	2566.18	2564.81	2565.09	2962.0
2017-04-04 03:40:00	ES	Futures	2565.36	2565.91	2564.81	2565.63	1755.0
2017-04-04 03:45:00	ES	Futures	2565.91	2567.27	2565.91	2566.45	1765.0
2017-04-04 03:50:00	ES	Futures	2566.18	2566.72	2566.18	2566.72	963.0
2017-04-04 03:55:00	ES	Futures	2567.0	2567.0	2566.18	2566.72	824.0
2017-04-04 04:00:00	ES	Futures	2566.45	2566.72	2565.36	2565.63	1074.0
2017-04-04 04:05:00	ES	Futures	2565.36	2565.91	2565.09	2565.36	1070.0

> showing 50 of 15,542 rows — these rows as CSV

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