PREVIEW / futures_5min / 2017-04-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-05.parquet
  size:    251 KB
  rows:    15,740

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
2017-04-05 00:00:00	ES	Futures	2571.37	2571.64	2571.09	2571.37	376.0
2017-04-05 00:05:00	ES	Futures	2571.37	2571.37	2570.55	2570.55	567.0
2017-04-05 00:10:00	ES	Futures	2570.55	2571.37	2570.55	2571.09	545.0
2017-04-05 00:15:00	ES	Futures	2571.37	2571.91	2571.09	2571.64	320.0
2017-04-05 00:20:00	ES	Futures	2571.64	2571.91	2571.37	2571.37	108.0
2017-04-05 00:25:00	ES	Futures	2571.64	2571.64	2571.37	2571.64	167.0
2017-04-05 00:30:00	ES	Futures	2571.64	2571.64	2571.37	2571.64	196.0
2017-04-05 00:35:00	ES	Futures	2571.64	2571.64	2571.37	2571.37	50.0
2017-04-05 00:40:00	ES	Futures	2571.37	2571.64	2571.37	2571.64	124.0
2017-04-05 00:45:00	ES	Futures	2571.64	2572.46	2571.64	2572.19	385.0
2017-04-05 00:50:00	ES	Futures	2572.19	2572.46	2571.64	2572.19	429.0
2017-04-05 00:55:00	ES	Futures	2572.19	2572.46	2572.19	2572.19	213.0
2017-04-05 01:00:00	ES	Futures	2572.19	2572.46	2572.19	2572.19	60.0
2017-04-05 01:05:00	ES	Futures	2572.46	2572.46	2571.64	2571.64	460.0
2017-04-05 01:10:00	ES	Futures	2571.64	2571.64	2570.82	2571.09	683.0
2017-04-05 01:15:00	ES	Futures	2570.82	2571.64	2570.82	2571.64	342.0
2017-04-05 01:20:00	ES	Futures	2571.37	2571.91	2571.09	2571.64	168.0
2017-04-05 01:25:00	ES	Futures	2571.64	2572.46	2571.64	2572.19	404.0
2017-04-05 01:30:00	ES	Futures	2572.19	2572.46	2570.82	2571.37	1218.0
2017-04-05 01:35:00	ES	Futures	2571.37	2572.19	2571.37	2572.19	381.0
2017-04-05 01:40:00	ES	Futures	2572.19	2572.46	2571.91	2572.46	196.0
2017-04-05 01:45:00	ES	Futures	2572.46	2572.46	2571.91	2571.91	432.0
2017-04-05 01:50:00	ES	Futures	2571.64	2572.46	2571.64	2572.46	243.0
2017-04-05 01:55:00	ES	Futures	2572.46	2573.01	2572.19	2573.01	284.0
2017-04-05 02:00:00	ES	Futures	2572.73	2573.01	2572.46	2573.01	771.0
2017-04-05 02:05:00	ES	Futures	2573.01	2573.01	2571.64	2572.19	689.0
2017-04-05 02:10:00	ES	Futures	2572.19	2572.46	2571.91	2571.91	765.0
2017-04-05 02:15:00	ES	Futures	2572.19	2573.55	2572.19	2573.28	1190.0
2017-04-05 02:20:00	ES	Futures	2573.28	2573.55	2572.73	2573.28	553.0
2017-04-05 02:25:00	ES	Futures	2573.28	2573.28	2572.46	2572.46	304.0
2017-04-05 02:30:00	ES	Futures	2572.73	2572.73	2571.09	2571.37	1539.0
2017-04-05 02:35:00	ES	Futures	2571.37	2571.64	2571.09	2571.09	640.0
2017-04-05 02:40:00	ES	Futures	2571.37	2571.37	2570.82	2571.09	254.0
2017-04-05 02:45:00	ES	Futures	2571.09	2571.37	2571.09	2571.37	365.0
2017-04-05 02:50:00	ES	Futures	2571.37	2571.64	2571.09	2571.64	154.0
2017-04-05 02:55:00	ES	Futures	2571.64	2572.19	2571.37	2571.91	433.0
2017-04-05 03:00:00	ES	Futures	2571.91	2571.91	2570.82	2571.91	1795.0
2017-04-05 03:05:00	ES	Futures	2571.91	2573.28	2571.64	2573.28	1252.0
2017-04-05 03:10:00	ES	Futures	2573.01	2573.28	2572.19	2572.19	1259.0
2017-04-05 03:15:00	ES	Futures	2572.46	2572.73	2571.91	2572.19	1764.0
2017-04-05 03:20:00	ES	Futures	2572.46	2572.46	2571.37	2571.37	1074.0
2017-04-05 03:25:00	ES	Futures	2571.37	2571.37	2570.28	2570.55	2065.0
2017-04-05 03:30:00	ES	Futures	2570.28	2571.09	2570.28	2570.82	1552.0
2017-04-05 03:35:00	ES	Futures	2570.82	2571.37	2570.82	2571.37	760.0
2017-04-05 03:40:00	ES	Futures	2571.37	2571.64	2571.09	2571.09	705.0
2017-04-05 03:45:00	ES	Futures	2571.09	2571.64	2570.82	2571.37	520.0
2017-04-05 03:50:00	ES	Futures	2571.09	2571.37	2570.82	2571.09	798.0
2017-04-05 03:55:00	ES	Futures	2570.82	2571.64	2570.82	2571.09	606.0
2017-04-05 04:00:00	ES	Futures	2571.37	2571.37	2570.55	2571.37	533.0
2017-04-05 04:05:00	ES	Futures	2571.37	2571.37	2570.28	2570.28	1359.0

> showing 50 of 15,740 rows — these rows as CSV

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