PREVIEW / futures_5min / 2017-04-12

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-12.parquet
  size:    250 KB
  rows:    15,518

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
2017-04-12 00:00:00	ES	Futures	2564.54	2564.81	2564.54	2564.81	164.0
2017-04-12 00:05:00	ES	Futures	2564.54	2565.09	2564.54	2564.81	297.0
2017-04-12 00:10:00	ES	Futures	2565.09	2565.09	2564.81	2565.09	68.0
2017-04-12 00:15:00	ES	Futures	2565.09	2565.63	2565.09	2565.36	206.0
2017-04-12 00:20:00	ES	Futures	2565.09	2565.63	2565.09	2565.63	328.0
2017-04-12 00:25:00	ES	Futures	2565.63	2565.91	2565.09	2565.36	622.0
2017-04-12 00:30:00	ES	Futures	2565.36	2565.36	2565.09	2565.36	411.0
2017-04-12 00:35:00	ES	Futures	2565.36	2565.36	2565.09	2565.09	126.0
2017-04-12 00:40:00	ES	Futures	2565.36	2565.63	2565.09	2565.63	129.0
2017-04-12 00:45:00	ES	Futures	2565.36	2565.63	2565.36	2565.36	158.0
2017-04-12 00:50:00	ES	Futures	2565.36	2565.63	2565.09	2565.36	103.0
2017-04-12 00:55:00	ES	Futures	2565.36	2565.36	2564.81	2564.81	112.0
2017-04-12 01:00:00	ES	Futures	2565.09	2565.09	2564.27	2564.54	631.0
2017-04-12 01:05:00	ES	Futures	2564.54	2564.81	2564.54	2564.81	316.0
2017-04-12 01:10:00	ES	Futures	2564.81	2565.09	2564.81	2565.09	220.0
2017-04-12 01:15:00	ES	Futures	2565.09	2565.09	2564.81	2564.81	257.0
2017-04-12 01:20:00	ES	Futures	2564.81	2564.81	2564.54	2564.54	13.0
2017-04-12 01:25:00	ES	Futures	2564.81	2565.09	2564.81	2565.09	281.0
2017-04-12 01:30:00	ES	Futures	2564.81	2565.09	2564.54	2564.81	544.0
2017-04-12 01:35:00	ES	Futures	2564.81	2565.36	2564.81	2565.36	302.0
2017-04-12 01:40:00	ES	Futures	2565.36	2565.63	2565.09	2565.63	362.0
2017-04-12 01:45:00	ES	Futures	2565.63	2565.63	2565.09	2565.36	366.0
2017-04-12 01:50:00	ES	Futures	2565.09	2566.18	2564.81	2566.18	929.0
2017-04-12 01:55:00	ES	Futures	2566.18	2567.27	2565.91	2567.0	1445.0
2017-04-12 02:00:00	ES	Futures	2567.0	2567.27	2566.45	2566.45	891.0
2017-04-12 02:05:00	ES	Futures	2566.45	2567.27	2566.45	2566.45	1126.0
2017-04-12 02:10:00	ES	Futures	2566.45	2566.72	2566.18	2566.18	459.0
2017-04-12 02:15:00	ES	Futures	2566.45	2566.45	2565.91	2565.91	412.0
2017-04-12 02:20:00	ES	Futures	2566.18	2567.27	2565.91	2567.27	998.0
2017-04-12 02:25:00	ES	Futures	2567.27	2567.54	2567.0	2567.54	625.0
2017-04-12 02:30:00	ES	Futures	2567.54	2567.82	2567.0	2567.27	946.0
2017-04-12 02:35:00	ES	Futures	2567.27	2567.27	2567.0	2567.27	163.0
2017-04-12 02:40:00	ES	Futures	2567.27	2567.27	2566.72	2567.0	141.0
2017-04-12 02:45:00	ES	Futures	2567.0	2568.09	2567.0	2568.09	954.0
2017-04-12 02:50:00	ES	Futures	2568.09	2569.18	2567.82	2568.64	1363.0
2017-04-12 02:55:00	ES	Futures	2568.64	2569.18	2568.64	2568.91	893.0
2017-04-12 03:00:00	ES	Futures	2568.91	2568.91	2567.0	2568.64	3970.0
2017-04-12 03:05:00	ES	Futures	2568.64	2569.46	2568.36	2569.18	1981.0
2017-04-12 03:10:00	ES	Futures	2569.18	2570.28	2569.18	2570.0	2529.0
2017-04-12 03:15:00	ES	Futures	2570.28	2573.01	2570.0	2573.01	7971.0
2017-04-12 03:20:00	ES	Futures	2572.73	2574.1	2572.19	2574.1	4809.0
2017-04-12 03:25:00	ES	Futures	2573.83	2574.1	2573.28	2574.1	3509.0
2017-04-12 03:30:00	ES	Futures	2573.83	2574.65	2573.28	2573.28	2677.0
2017-04-12 03:35:00	ES	Futures	2573.28	2573.55	2572.73	2572.73	1417.0
2017-04-12 03:40:00	ES	Futures	2572.73	2573.83	2572.73	2573.28	1435.0
2017-04-12 03:45:00	ES	Futures	2573.28	2573.83	2573.01	2573.28	1283.0
2017-04-12 03:50:00	ES	Futures	2573.55	2573.55	2572.46	2572.73	1592.0
2017-04-12 03:55:00	ES	Futures	2573.01	2573.28	2572.73	2573.01	1259.0
2017-04-12 04:00:00	ES	Futures	2573.01	2573.01	2571.09	2571.37	2727.0
2017-04-12 04:05:00	ES	Futures	2571.37	2571.37	2570.28	2570.55	1630.0

> showing 50 of 15,518 rows — these rows as CSV

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