PREVIEW / futures_5min / 2017-04-16

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-16.parquet
  size:    50 KB
  rows:    2,721

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
2017-04-16 18:00:00	ES	Futures	2539.14	2541.6	2537.77	2539.68	4283.0
2017-04-16 18:05:00	ES	Futures	2539.68	2540.23	2539.41	2539.96	810.0
2017-04-16 18:10:00	ES	Futures	2539.68	2539.96	2539.14	2539.68	391.0
2017-04-16 18:15:00	ES	Futures	2539.68	2540.23	2539.41	2539.96	549.0
2017-04-16 18:20:00	ES	Futures	2540.23	2542.14	2539.96	2541.6	1937.0
2017-04-16 18:25:00	ES	Futures	2541.6	2541.6	2541.32	2541.32	725.0
2017-04-16 18:30:00	ES	Futures	2541.6	2542.14	2541.32	2541.6	983.0
2017-04-16 18:35:00	ES	Futures	2541.6	2541.87	2541.05	2541.32	202.0
2017-04-16 18:40:00	ES	Futures	2541.05	2541.32	2540.78	2540.78	240.0
2017-04-16 18:45:00	ES	Futures	2540.78	2541.6	2540.5	2541.32	620.0
2017-04-16 18:50:00	ES	Futures	2541.05	2541.32	2540.78	2541.05	112.0
2017-04-16 18:55:00	ES	Futures	2540.78	2541.05	2540.5	2540.5	232.0
2017-04-16 19:00:00	ES	Futures	2540.78	2541.6	2539.96	2540.5	840.0
2017-04-16 19:05:00	ES	Futures	2540.5	2540.78	2539.96	2539.96	494.0
2017-04-16 19:10:00	ES	Futures	2540.23	2540.23	2539.68	2539.96	343.0
2017-04-16 19:15:00	ES	Futures	2539.96	2541.05	2539.96	2540.5	475.0
2017-04-16 19:20:00	ES	Futures	2540.5	2541.32	2540.23	2541.05	367.0
2017-04-16 19:25:00	ES	Futures	2541.32	2541.6	2539.96	2539.96	730.0
2017-04-16 19:30:00	ES	Futures	2539.96	2540.23	2539.41	2540.23	509.0
2017-04-16 19:35:00	ES	Futures	2540.23	2540.78	2539.96	2540.5	663.0
2017-04-16 19:40:00	ES	Futures	2540.5	2541.05	2540.5	2540.5	372.0
2017-04-16 19:45:00	ES	Futures	2540.5	2540.78	2539.41	2539.96	762.0
2017-04-16 19:50:00	ES	Futures	2539.96	2539.96	2539.41	2539.68	522.0
2017-04-16 19:55:00	ES	Futures	2539.68	2540.78	2539.68	2540.23	726.0
2017-04-16 20:00:00	ES	Futures	2540.23	2540.78	2539.96	2540.23	843.0
2017-04-16 20:05:00	ES	Futures	2540.5	2540.78	2539.68	2539.96	597.0
2017-04-16 20:10:00	ES	Futures	2539.96	2540.78	2539.68	2540.5	442.0
2017-04-16 20:15:00	ES	Futures	2540.78	2541.87	2540.5	2541.6	1055.0
2017-04-16 20:20:00	ES	Futures	2541.6	2542.14	2541.32	2542.14	576.0
2017-04-16 20:25:00	ES	Futures	2542.14	2542.41	2541.32	2541.32	504.0
2017-04-16 20:30:00	ES	Futures	2541.32	2541.87	2541.32	2541.6	308.0
2017-04-16 20:35:00	ES	Futures	2541.32	2541.6	2541.05	2541.05	579.0
2017-04-16 20:40:00	ES	Futures	2541.32	2541.32	2540.78	2541.05	370.0
2017-04-16 20:45:00	ES	Futures	2541.05	2541.05	2540.5	2540.78	807.0
2017-04-16 20:50:00	ES	Futures	2540.78	2541.05	2540.5	2540.5	374.0
2017-04-16 20:55:00	ES	Futures	2540.78	2541.05	2540.5	2540.78	354.0
2017-04-16 21:00:00	ES	Futures	2541.05	2541.05	2540.5	2540.78	439.0
2017-04-16 21:05:00	ES	Futures	2541.05	2541.05	2540.5	2541.05	297.0
2017-04-16 21:10:00	ES	Futures	2541.05	2541.05	2540.23	2540.78	321.0
2017-04-16 21:15:00	ES	Futures	2540.78	2541.05	2539.41	2539.68	984.0
2017-04-16 21:20:00	ES	Futures	2539.41	2539.68	2538.86	2539.14	1048.0
2017-04-16 21:25:00	ES	Futures	2539.41	2539.41	2538.59	2538.86	586.0
2017-04-16 21:30:00	ES	Futures	2539.14	2539.14	2538.32	2538.32	542.0
2017-04-16 21:35:00	ES	Futures	2538.59	2539.14	2538.32	2538.86	625.0
2017-04-16 21:40:00	ES	Futures	2539.14	2539.68	2538.86	2539.14	449.0
2017-04-16 21:45:00	ES	Futures	2539.41	2539.41	2539.14	2539.41	284.0
2017-04-16 21:50:00	ES	Futures	2539.14	2539.68	2539.14	2539.41	465.0
2017-04-16 21:55:00	ES	Futures	2539.41	2539.68	2539.14	2539.41	458.0
2017-04-16 22:00:00	ES	Futures	2539.41	2540.23	2538.59	2538.86	1274.0
2017-04-16 22:05:00	ES	Futures	2539.14	2539.14	2537.77	2538.04	1381.0

> showing 50 of 2,721 rows — these rows as CSV

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