PREVIEW / futures_5min / 2017-04-13

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-13.parquet
  size:    198 KB
  rows:    12,792

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
2017-04-13 00:00:00	ES	Futures	2556.62	2556.62	2556.35	2556.35	78.0
2017-04-13 00:05:00	ES	Futures	2556.62	2556.62	2556.35	2556.35	35.0
2017-04-13 00:10:00	ES	Futures	2556.35	2556.62	2556.35	2556.62	119.0
2017-04-13 00:15:00	ES	Futures	2556.35	2556.62	2556.35	2556.35	204.0
2017-04-13 00:20:00	ES	Futures	2556.35	2556.35	2555.8	2556.07	403.0
2017-04-13 00:25:00	ES	Futures	2556.07	2556.07	2555.8	2555.8	115.0
2017-04-13 00:30:00	ES	Futures	2556.07	2556.07	2555.53	2555.8	232.0
2017-04-13 00:35:00	ES	Futures	2555.53	2556.07	2555.53	2555.8	173.0
2017-04-13 00:40:00	ES	Futures	2555.8	2556.62	2555.8	2556.35	571.0
2017-04-13 00:45:00	ES	Futures	2556.35	2556.35	2556.07	2556.35	207.0
2017-04-13 00:50:00	ES	Futures	2556.35	2556.35	2556.07	2556.35	103.0
2017-04-13 00:55:00	ES	Futures	2556.35	2556.89	2556.35	2556.62	305.0
2017-04-13 01:00:00	ES	Futures	2556.89	2557.16	2556.62	2557.16	328.0
2017-04-13 01:05:00	ES	Futures	2557.16	2557.44	2556.89	2557.16	465.0
2017-04-13 01:10:00	ES	Futures	2557.44	2557.44	2557.16	2557.44	119.0
2017-04-13 01:15:00	ES	Futures	2557.44	2557.71	2557.16	2557.44	240.0
2017-04-13 01:20:00	ES	Futures	2557.71	2558.8	2557.71	2557.98	1534.0
2017-04-13 01:25:00	ES	Futures	2557.98	2558.53	2557.98	2558.53	360.0
2017-04-13 01:30:00	ES	Futures	2558.26	2559.62	2558.26	2559.08	952.0
2017-04-13 01:35:00	ES	Futures	2559.08	2559.35	2558.8	2559.35	681.0
2017-04-13 01:40:00	ES	Futures	2559.35	2560.44	2559.08	2559.9	1832.0
2017-04-13 01:45:00	ES	Futures	2559.9	2559.9	2559.62	2559.62	343.0
2017-04-13 01:50:00	ES	Futures	2559.62	2559.62	2559.35	2559.35	547.0
2017-04-13 01:55:00	ES	Futures	2559.35	2559.62	2559.08	2559.35	361.0
2017-04-13 02:00:00	ES	Futures	2559.35	2559.62	2558.8	2558.8	965.0
2017-04-13 02:05:00	ES	Futures	2559.08	2560.99	2559.08	2560.44	1705.0
2017-04-13 02:10:00	ES	Futures	2560.17	2560.44	2559.35	2559.9	1016.0
2017-04-13 02:15:00	ES	Futures	2559.62	2559.62	2557.98	2558.8	1687.0
2017-04-13 02:20:00	ES	Futures	2558.8	2558.8	2558.26	2558.8	680.0
2017-04-13 02:25:00	ES	Futures	2558.8	2558.8	2558.26	2558.53	597.0
2017-04-13 02:30:00	ES	Futures	2558.53	2560.17	2558.53	2559.62	1460.0
2017-04-13 02:35:00	ES	Futures	2559.9	2560.44	2559.62	2560.17	595.0
2017-04-13 02:40:00	ES	Futures	2559.9	2560.17	2558.53	2559.08	1584.0
2017-04-13 02:45:00	ES	Futures	2559.08	2559.62	2558.8	2559.35	1398.0
2017-04-13 02:50:00	ES	Futures	2559.35	2559.35	2558.53	2558.53	717.0
2017-04-13 02:55:00	ES	Futures	2558.53	2559.62	2558.53	2559.35	598.0
2017-04-13 03:00:00	ES	Futures	2559.35	2559.62	2557.16	2557.16	4414.0
2017-04-13 03:05:00	ES	Futures	2557.16	2557.44	2554.98	2555.25	4081.0
2017-04-13 03:10:00	ES	Futures	2555.25	2556.07	2554.71	2554.71	2560.0
2017-04-13 03:15:00	ES	Futures	2554.71	2555.25	2554.16	2554.71	2981.0
2017-04-13 03:20:00	ES	Futures	2554.71	2555.8	2554.71	2555.53	1263.0
2017-04-13 03:25:00	ES	Futures	2555.53	2555.8	2554.71	2554.98	1656.0
2017-04-13 03:30:00	ES	Futures	2554.98	2555.53	2553.89	2554.16	4682.0
2017-04-13 03:35:00	ES	Futures	2554.43	2556.07	2554.16	2556.07	1813.0
2017-04-13 03:40:00	ES	Futures	2555.8	2556.07	2554.98	2554.98	1719.0
2017-04-13 03:45:00	ES	Futures	2555.25	2555.25	2553.89	2553.89	1704.0
2017-04-13 03:50:00	ES	Futures	2553.89	2554.98	2553.89	2554.98	2700.0
2017-04-13 03:55:00	ES	Futures	2554.71	2555.53	2554.71	2554.98	2250.0
2017-04-13 04:00:00	ES	Futures	2554.71	2555.25	2553.07	2553.07	3141.0
2017-04-13 04:05:00	ES	Futures	2553.07	2553.61	2552.52	2553.07	2584.0

> showing 50 of 12,792 rows — these rows as CSV

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