PREVIEW / futures_5min / 2017-04-07

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-07.parquet
  size:    219 KB
  rows:    13,009

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
2017-04-07 00:00:00	ES	Futures	2564.54	2565.91	2564.54	2565.09	953.0
2017-04-07 00:05:00	ES	Futures	2565.36	2566.45	2565.09	2565.63	1587.0
2017-04-07 00:10:00	ES	Futures	2565.91	2565.91	2564.54	2565.09	652.0
2017-04-07 00:15:00	ES	Futures	2565.09	2565.91	2563.99	2563.99	935.0
2017-04-07 00:20:00	ES	Futures	2563.99	2564.54	2563.45	2563.72	649.0
2017-04-07 00:25:00	ES	Futures	2563.99	2564.54	2563.45	2563.99	646.0
2017-04-07 00:30:00	ES	Futures	2564.27	2564.81	2563.99	2564.54	326.0
2017-04-07 00:35:00	ES	Futures	2564.54	2565.36	2564.27	2565.36	503.0
2017-04-07 00:40:00	ES	Futures	2565.09	2565.63	2564.54	2564.81	758.0
2017-04-07 00:45:00	ES	Futures	2565.09	2565.63	2564.54	2565.63	881.0
2017-04-07 00:50:00	ES	Futures	2565.36	2566.18	2565.36	2565.91	739.0
2017-04-07 00:55:00	ES	Futures	2565.91	2565.91	2564.81	2564.81	188.0
2017-04-07 01:00:00	ES	Futures	2565.09	2565.36	2564.27	2564.27	269.0
2017-04-07 01:05:00	ES	Futures	2564.27	2564.81	2563.99	2564.27	323.0
2017-04-07 01:10:00	ES	Futures	2564.27	2564.54	2563.72	2564.27	441.0
2017-04-07 01:15:00	ES	Futures	2564.27	2564.27	2563.72	2563.72	508.0
2017-04-07 01:20:00	ES	Futures	2563.72	2566.18	2563.45	2565.63	2264.0
2017-04-07 01:25:00	ES	Futures	2565.36	2566.72	2565.09	2566.45	1518.0
2017-04-07 01:30:00	ES	Futures	2566.45	2566.72	2564.81	2565.09	1174.0
2017-04-07 01:35:00	ES	Futures	2565.09	2565.91	2564.81	2565.36	737.0
2017-04-07 01:40:00	ES	Futures	2565.63	2565.63	2564.27	2565.36	930.0
2017-04-07 01:45:00	ES	Futures	2565.36	2565.36	2564.81	2565.09	147.0
2017-04-07 01:50:00	ES	Futures	2565.09	2565.09	2563.17	2563.99	932.0
2017-04-07 01:55:00	ES	Futures	2563.72	2565.63	2562.08	2563.99	4322.0
2017-04-07 02:00:00	ES	Futures	2563.99	2565.36	2563.72	2565.09	2186.0
2017-04-07 02:05:00	ES	Futures	2565.36	2566.18	2564.81	2565.91	2002.0
2017-04-07 02:10:00	ES	Futures	2566.18	2566.18	2565.09	2565.36	868.0
2017-04-07 02:15:00	ES	Futures	2565.36	2566.18	2565.09	2566.18	662.0
2017-04-07 02:20:00	ES	Futures	2566.18	2566.72	2565.91	2566.72	1504.0
2017-04-07 02:25:00	ES	Futures	2566.72	2566.72	2565.63	2565.63	634.0
2017-04-07 02:30:00	ES	Futures	2565.63	2566.18	2565.63	2565.91	1067.0
2017-04-07 02:35:00	ES	Futures	2565.91	2565.91	2565.36	2565.36	557.0
2017-04-07 02:40:00	ES	Futures	2565.36	2565.91	2565.36	2565.91	741.0
2017-04-07 02:45:00	ES	Futures	2565.91	2566.18	2565.36	2565.91	1366.0
2017-04-07 02:50:00	ES	Futures	2565.91	2566.18	2565.36	2565.91	1192.0
2017-04-07 02:55:00	ES	Futures	2565.91	2566.18	2565.09	2565.36	692.0
2017-04-07 03:00:00	ES	Futures	2565.36	2565.91	2564.27	2565.63	3733.0
2017-04-07 03:05:00	ES	Futures	2565.36	2566.72	2565.36	2565.63	1750.0
2017-04-07 03:10:00	ES	Futures	2565.91	2565.91	2564.54	2565.09	1761.0
2017-04-07 03:15:00	ES	Futures	2565.09	2565.63	2564.27	2565.36	1285.0
2017-04-07 03:20:00	ES	Futures	2565.36	2565.36	2564.54	2564.81	1329.0
2017-04-07 03:25:00	ES	Futures	2564.54	2565.09	2563.72	2564.81	1802.0
2017-04-07 03:30:00	ES	Futures	2565.09	2566.18	2565.09	2565.91	877.0
2017-04-07 03:35:00	ES	Futures	2565.91	2568.91	2565.63	2568.64	5098.0
2017-04-07 03:40:00	ES	Futures	2568.64	2570.55	2568.64	2570.28	3217.0
2017-04-07 03:45:00	ES	Futures	2570.28	2570.55	2569.73	2570.0	1060.0
2017-04-07 03:50:00	ES	Futures	2570.0	2570.28	2569.46	2569.73	1605.0
2017-04-07 03:55:00	ES	Futures	2569.46	2570.28	2569.46	2569.46	1313.0
2017-04-07 04:00:00	ES	Futures	2569.46	2569.73	2568.64	2568.64	1073.0
2017-04-07 04:05:00	ES	Futures	2568.91	2568.91	2568.36	2568.64	1234.0

> showing 50 of 13,009 rows — these rows as CSV

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