PREVIEW / futures_5min / 2017-04-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-17.parquet
  size:    181 KB
  rows:    12,068

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
2017-04-17 00:00:00	ES	Futures	2539.68	2540.23	2539.68	2540.23	274.0
2017-04-17 00:05:00	ES	Futures	2540.23	2540.78	2540.23	2540.78	354.0
2017-04-17 00:10:00	ES	Futures	2540.78	2540.78	2540.5	2540.78	434.0
2017-04-17 00:15:00	ES	Futures	2540.5	2540.78	2540.5	2540.5	362.0
2017-04-17 00:20:00	ES	Futures	2540.5	2540.78	2540.5	2540.78	217.0
2017-04-17 00:25:00	ES	Futures	2540.78	2541.05	2540.78	2541.05	104.0
2017-04-17 00:30:00	ES	Futures	2541.05	2541.05	2540.78	2540.78	236.0
2017-04-17 00:35:00	ES	Futures	2540.78	2540.78	2540.5	2540.78	168.0
2017-04-17 00:40:00	ES	Futures	2540.5	2540.78	2540.5	2540.5	146.0
2017-04-17 00:45:00	ES	Futures	2540.5	2540.78	2540.5	2540.78	161.0
2017-04-17 00:50:00	ES	Futures	2540.5	2540.5	2540.5	2540.5	52.0
2017-04-17 00:55:00	ES	Futures	2540.78	2540.78	2539.68	2539.68	518.0
2017-04-17 01:00:00	ES	Futures	2539.96	2539.96	2539.68	2539.96	194.0
2017-04-17 01:05:00	ES	Futures	2539.96	2540.23	2539.96	2539.96	20.0
2017-04-17 01:10:00	ES	Futures	2539.96	2540.23	2539.96	2539.96	142.0
2017-04-17 01:15:00	ES	Futures	2540.23	2540.23	2539.96	2539.96	50.0
2017-04-17 01:20:00	ES	Futures	2540.23	2540.5	2539.96	2540.5	169.0
2017-04-17 01:25:00	ES	Futures	2540.23	2540.78	2540.23	2540.5	188.0
2017-04-17 01:30:00	ES	Futures	2540.5	2540.78	2540.5	2540.5	29.0
2017-04-17 01:35:00	ES	Futures	2540.5	2540.78	2540.5	2540.78	334.0
2017-04-17 01:40:00	ES	Futures	2540.78	2540.78	2540.23	2540.5	75.0
2017-04-17 01:45:00	ES	Futures	2540.5	2541.05	2540.5	2540.78	498.0
2017-04-17 01:50:00	ES	Futures	2540.5	2540.78	2540.5	2540.5	45.0
2017-04-17 01:55:00	ES	Futures	2540.78	2540.78	2540.23	2540.23	308.0
2017-04-17 02:00:00	ES	Futures	2540.23	2540.5	2539.96	2540.23	385.0
2017-04-17 02:05:00	ES	Futures	2540.5	2540.5	2540.23	2540.5	193.0
2017-04-17 02:10:00	ES	Futures	2540.23	2540.5	2539.96	2540.5	274.0
2017-04-17 02:15:00	ES	Futures	2540.23	2540.78	2540.23	2540.78	178.0
2017-04-17 02:20:00	ES	Futures	2540.5	2540.78	2540.5	2540.5	15.0
2017-04-17 02:25:00	ES	Futures	2540.5	2540.78	2540.5	2540.78	39.0
2017-04-17 02:30:00	ES	Futures	2540.78	2541.05	2540.5	2541.05	307.0
2017-04-17 02:35:00	ES	Futures	2540.78	2541.6	2540.78	2541.6	1261.0
2017-04-17 02:40:00	ES	Futures	2541.6	2541.6	2541.05	2541.05	301.0
2017-04-17 02:45:00	ES	Futures	2541.05	2541.05	2540.5	2540.5	185.0
2017-04-17 02:50:00	ES	Futures	2540.5	2541.05	2540.5	2541.05	265.0
2017-04-17 02:55:00	ES	Futures	2541.05	2541.05	2540.5	2540.78	173.0
2017-04-17 03:00:00	ES	Futures	2541.05	2541.6	2540.78	2541.32	342.0
2017-04-17 03:05:00	ES	Futures	2541.32	2541.6	2541.32	2541.32	99.0
2017-04-17 03:10:00	ES	Futures	2541.32	2541.87	2541.32	2541.6	750.0
2017-04-17 03:15:00	ES	Futures	2541.6	2541.6	2541.05	2541.32	187.0
2017-04-17 03:20:00	ES	Futures	2541.32	2541.32	2541.05	2541.05	77.0
2017-04-17 03:25:00	ES	Futures	2540.78	2541.05	2540.5	2540.5	411.0
2017-04-17 03:30:00	ES	Futures	2540.5	2540.78	2540.5	2540.5	107.0
2017-04-17 03:35:00	ES	Futures	2540.5	2540.78	2540.5	2540.5	28.0
2017-04-17 03:40:00	ES	Futures	2540.5	2540.78	2540.5	2540.78	126.0
2017-04-17 03:45:00	ES	Futures	2540.5	2541.87	2540.5	2541.05	831.0
2017-04-17 03:50:00	ES	Futures	2540.78	2541.32	2540.78	2541.32	244.0
2017-04-17 03:55:00	ES	Futures	2541.05	2541.05	2540.78	2540.78	86.0
2017-04-17 04:00:00	ES	Futures	2541.05	2541.05	2540.5	2540.5	164.0
2017-04-17 04:05:00	ES	Futures	2540.78	2540.78	2540.23	2540.23	186.0

> showing 50 of 12,068 rows — these rows as CSV

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