PREVIEW / futures_5min / 2017-04-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-18.parquet
  size:    256 KB
  rows:    15,671

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
2017-04-18 00:00:00	ES	Futures	2560.44	2560.99	2560.44	2560.99	316.0
2017-04-18 00:05:00	ES	Futures	2560.99	2560.99	2560.72	2560.72	131.0
2017-04-18 00:10:00	ES	Futures	2560.99	2560.99	2560.72	2560.72	9.0
2017-04-18 00:15:00	ES	Futures	2560.72	2561.26	2560.72	2561.26	147.0
2017-04-18 00:20:00	ES	Futures	2560.99	2561.53	2560.99	2561.26	409.0
2017-04-18 00:25:00	ES	Futures	2560.99	2561.53	2560.99	2561.26	193.0
2017-04-18 00:30:00	ES	Futures	2561.26	2561.53	2561.26	2561.53	267.0
2017-04-18 00:35:00	ES	Futures	2561.53	2561.53	2561.26	2561.26	309.0
2017-04-18 00:40:00	ES	Futures	2560.99	2561.26	2560.99	2561.26	85.0
2017-04-18 00:45:00	ES	Futures	2560.99	2561.81	2560.99	2561.53	691.0
2017-04-18 00:50:00	ES	Futures	2561.53	2561.81	2561.26	2561.81	193.0
2017-04-18 00:55:00	ES	Futures	2561.81	2561.81	2561.53	2561.81	158.0
2017-04-18 01:00:00	ES	Futures	2561.81	2562.08	2561.53	2561.81	524.0
2017-04-18 01:05:00	ES	Futures	2561.81	2561.81	2561.53	2561.53	34.0
2017-04-18 01:10:00	ES	Futures	2561.53	2561.81	2561.53	2561.53	65.0
2017-04-18 01:15:00	ES	Futures	2561.53	2561.81	2561.26	2561.53	135.0
2017-04-18 01:20:00	ES	Futures	2561.53	2561.53	2561.26	2561.53	249.0
2017-04-18 01:25:00	ES	Futures	2561.26	2561.81	2561.26	2561.81	179.0
2017-04-18 01:30:00	ES	Futures	2561.53	2561.81	2561.53	2561.81	170.0
2017-04-18 01:35:00	ES	Futures	2561.53	2561.81	2561.53	2561.53	325.0
2017-04-18 01:40:00	ES	Futures	2561.53	2561.81	2561.53	2561.81	171.0
2017-04-18 01:45:00	ES	Futures	2561.53	2561.81	2561.53	2561.53	275.0
2017-04-18 01:50:00	ES	Futures	2561.53	2562.08	2561.26	2562.08	450.0
2017-04-18 01:55:00	ES	Futures	2562.08	2562.08	2561.53	2561.53	449.0
2017-04-18 02:00:00	ES	Futures	2561.81	2562.08	2561.26	2561.81	1989.0
2017-04-18 02:05:00	ES	Futures	2561.81	2562.08	2561.26	2562.08	2301.0
2017-04-18 02:10:00	ES	Futures	2562.08	2562.63	2561.81	2562.63	839.0
2017-04-18 02:15:00	ES	Futures	2562.63	2562.63	2561.81	2562.35	826.0
2017-04-18 02:20:00	ES	Futures	2562.35	2562.35	2561.26	2561.26	1265.0
2017-04-18 02:25:00	ES	Futures	2561.26	2561.81	2561.26	2561.53	316.0
2017-04-18 02:30:00	ES	Futures	2561.53	2562.08	2561.53	2561.53	567.0
2017-04-18 02:35:00	ES	Futures	2561.53	2562.08	2561.53	2561.81	538.0
2017-04-18 02:40:00	ES	Futures	2561.81	2562.08	2561.26	2561.81	980.0
2017-04-18 02:45:00	ES	Futures	2561.81	2562.08	2561.53	2561.53	383.0
2017-04-18 02:50:00	ES	Futures	2561.81	2562.08	2561.81	2561.81	153.0
2017-04-18 02:55:00	ES	Futures	2561.81	2562.08	2561.53	2561.53	314.0
2017-04-18 03:00:00	ES	Futures	2561.81	2561.81	2560.72	2561.81	3616.0
2017-04-18 03:05:00	ES	Futures	2561.53	2562.35	2561.26	2562.35	2632.0
2017-04-18 03:10:00	ES	Futures	2562.08	2562.35	2561.53	2562.08	1372.0
2017-04-18 03:15:00	ES	Futures	2561.81	2562.08	2561.26	2561.26	908.0
2017-04-18 03:20:00	ES	Futures	2560.99	2561.26	2560.44	2560.99	2394.0
2017-04-18 03:25:00	ES	Futures	2560.72	2560.99	2559.62	2559.9	3100.0
2017-04-18 03:30:00	ES	Futures	2559.9	2560.44	2559.35	2559.62	1782.0
2017-04-18 03:35:00	ES	Futures	2559.62	2559.9	2558.53	2558.8	2743.0
2017-04-18 03:40:00	ES	Futures	2558.8	2558.8	2557.44	2557.98	3648.0
2017-04-18 03:45:00	ES	Futures	2557.98	2558.26	2557.16	2557.71	3796.0
2017-04-18 03:50:00	ES	Futures	2557.71	2557.98	2556.89	2557.44	1936.0
2017-04-18 03:55:00	ES	Futures	2557.44	2557.98	2557.16	2557.98	1420.0
2017-04-18 04:00:00	ES	Futures	2557.71	2558.26	2557.44	2557.71	1726.0
2017-04-18 04:05:00	ES	Futures	2557.71	2558.26	2557.71	2557.71	1089.0

> showing 50 of 15,671 rows — these rows as CSV

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