PREVIEW / futures_5min / 2017-04-11

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-11.parquet
  size:    248 KB
  rows:    15,565

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
2017-04-11 00:00:00	ES	Futures	2567.82	2568.09	2567.82	2568.09	94.0
2017-04-11 00:05:00	ES	Futures	2568.09	2568.09	2567.54	2567.82	118.0
2017-04-11 00:10:00	ES	Futures	2567.82	2567.82	2567.27	2567.54	308.0
2017-04-11 00:15:00	ES	Futures	2567.54	2567.82	2567.54	2567.54	184.0
2017-04-11 00:20:00	ES	Futures	2567.54	2567.54	2567.0	2567.27	323.0
2017-04-11 00:25:00	ES	Futures	2567.54	2568.09	2567.27	2568.09	661.0
2017-04-11 00:30:00	ES	Futures	2568.09	2568.09	2567.54	2567.82	367.0
2017-04-11 00:35:00	ES	Futures	2567.54	2567.54	2566.72	2567.0	455.0
2017-04-11 00:40:00	ES	Futures	2567.27	2567.27	2567.0	2567.27	117.0
2017-04-11 00:45:00	ES	Futures	2567.54	2567.54	2567.27	2567.27	142.0
2017-04-11 00:50:00	ES	Futures	2567.54	2567.82	2567.27	2567.54	178.0
2017-04-11 00:55:00	ES	Futures	2567.54	2567.82	2567.54	2567.82	228.0
2017-04-11 01:00:00	ES	Futures	2567.82	2567.82	2567.54	2567.82	47.0
2017-04-11 01:05:00	ES	Futures	2567.82	2567.82	2567.82	2567.82	210.0
2017-04-11 01:10:00	ES	Futures	2568.09	2568.36	2568.09	2568.36	399.0
2017-04-11 01:15:00	ES	Futures	2568.36	2568.36	2567.82	2567.82	300.0
2017-04-11 01:20:00	ES	Futures	2568.09	2568.36	2568.09	2568.36	235.0
2017-04-11 01:25:00	ES	Futures	2568.36	2568.36	2567.54	2567.54	523.0
2017-04-11 01:30:00	ES	Futures	2567.54	2567.54	2566.72	2567.0	923.0
2017-04-11 01:35:00	ES	Futures	2567.27	2567.82	2567.27	2567.54	258.0
2017-04-11 01:40:00	ES	Futures	2567.54	2567.54	2567.54	2567.54	78.0
2017-04-11 01:45:00	ES	Futures	2567.82	2567.82	2567.27	2567.27	265.0
2017-04-11 01:50:00	ES	Futures	2567.54	2568.09	2567.27	2567.54	382.0
2017-04-11 01:55:00	ES	Futures	2567.82	2568.09	2567.54	2568.09	200.0
2017-04-11 02:00:00	ES	Futures	2568.09	2568.09	2567.27	2567.54	998.0
2017-04-11 02:05:00	ES	Futures	2567.27	2567.54	2566.18	2566.18	1036.0
2017-04-11 02:10:00	ES	Futures	2566.18	2567.27	2565.91	2567.27	1463.0
2017-04-11 02:15:00	ES	Futures	2567.27	2567.27	2566.72	2567.0	601.0
2017-04-11 02:20:00	ES	Futures	2567.27	2568.36	2567.27	2567.82	803.0
2017-04-11 02:25:00	ES	Futures	2567.82	2567.82	2567.27	2567.54	413.0
2017-04-11 02:30:00	ES	Futures	2567.27	2567.54	2567.0	2567.0	240.0
2017-04-11 02:35:00	ES	Futures	2567.27	2567.54	2567.0	2567.27	292.0
2017-04-11 02:40:00	ES	Futures	2567.0	2567.27	2566.45	2566.72	627.0
2017-04-11 02:45:00	ES	Futures	2566.72	2567.0	2565.91	2566.18	980.0
2017-04-11 02:50:00	ES	Futures	2565.91	2566.18	2565.63	2565.63	820.0
2017-04-11 02:55:00	ES	Futures	2565.91	2566.45	2565.63	2566.18	718.0
2017-04-11 03:00:00	ES	Futures	2566.18	2566.45	2565.09	2566.45	3524.0
2017-04-11 03:05:00	ES	Futures	2566.72	2568.36	2566.18	2568.09	3859.0
2017-04-11 03:10:00	ES	Futures	2568.09	2568.64	2567.54	2567.54	1659.0
2017-04-11 03:15:00	ES	Futures	2567.54	2568.09	2566.72	2567.82	1827.0
2017-04-11 03:20:00	ES	Futures	2568.09	2569.46	2568.09	2568.91	2627.0
2017-04-11 03:25:00	ES	Futures	2569.18	2569.46	2568.36	2568.36	1201.0
2017-04-11 03:30:00	ES	Futures	2568.36	2569.46	2568.09	2568.64	2331.0
2017-04-11 03:35:00	ES	Futures	2568.36	2569.18	2567.82	2567.82	1316.0
2017-04-11 03:40:00	ES	Futures	2568.09	2568.09	2566.72	2567.0	1779.0
2017-04-11 03:45:00	ES	Futures	2567.27	2567.82	2566.72	2567.82	1859.0
2017-04-11 03:50:00	ES	Futures	2567.82	2567.82	2567.0	2567.82	1090.0
2017-04-11 03:55:00	ES	Futures	2567.82	2569.18	2567.54	2568.64	1640.0
2017-04-11 04:00:00	ES	Futures	2568.91	2570.28	2568.64	2570.28	2132.0
2017-04-11 04:05:00	ES	Futures	2570.28	2570.82	2569.46	2570.0	3264.0

> showing 50 of 15,565 rows — these rows as CSV

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