PREVIEW / futures_5min / 2017-04-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-19.parquet
  size:    232 KB
  rows:    15,463

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
2017-04-19 00:00:00	ES	Futures	2556.07	2556.35	2556.07	2556.35	204.0
2017-04-19 00:05:00	ES	Futures	2556.35	2556.89	2556.35	2556.35	183.0
2017-04-19 00:10:00	ES	Futures	2556.35	2556.89	2556.35	2556.89	112.0
2017-04-19 00:15:00	ES	Futures	2556.62	2556.89	2556.62	2556.62	242.0
2017-04-19 00:20:00	ES	Futures	2556.62	2556.62	2556.35	2556.35	78.0
2017-04-19 00:25:00	ES	Futures	2556.35	2556.35	2556.07	2556.35	116.0
2017-04-19 00:30:00	ES	Futures	2556.07	2556.35	2556.07	2556.07	19.0
2017-04-19 00:35:00	ES	Futures	2556.07	2556.35	2555.8	2556.07	258.0
2017-04-19 00:40:00	ES	Futures	2556.07	2556.62	2556.07	2556.35	184.0
2017-04-19 00:45:00	ES	Futures	2556.35	2556.62	2556.35	2556.35	249.0
2017-04-19 00:50:00	ES	Futures	2556.35	2556.89	2556.35	2556.89	186.0
2017-04-19 00:55:00	ES	Futures	2556.62	2557.44	2556.62	2557.44	437.0
2017-04-19 01:00:00	ES	Futures	2557.16	2557.44	2556.35	2556.62	332.0
2017-04-19 01:05:00	ES	Futures	2556.62	2557.16	2556.62	2556.89	170.0
2017-04-19 01:10:00	ES	Futures	2557.16	2557.71	2557.16	2557.44	584.0
2017-04-19 01:15:00	ES	Futures	2557.71	2558.8	2557.16	2558.53	931.0
2017-04-19 01:20:00	ES	Futures	2558.26	2558.53	2557.98	2558.53	337.0
2017-04-19 01:25:00	ES	Futures	2558.53	2558.53	2557.71	2557.98	467.0
2017-04-19 01:30:00	ES	Futures	2557.71	2557.71	2557.16	2557.16	192.0
2017-04-19 01:35:00	ES	Futures	2557.16	2557.44	2557.16	2557.16	119.0
2017-04-19 01:40:00	ES	Futures	2557.16	2557.44	2556.89	2557.44	278.0
2017-04-19 01:45:00	ES	Futures	2557.71	2557.98	2557.44	2557.44	213.0
2017-04-19 01:50:00	ES	Futures	2557.44	2557.71	2557.16	2557.44	241.0
2017-04-19 01:55:00	ES	Futures	2557.44	2557.44	2556.35	2556.62	705.0
2017-04-19 02:00:00	ES	Futures	2556.62	2556.89	2556.35	2556.35	435.0
2017-04-19 02:05:00	ES	Futures	2556.35	2556.89	2556.35	2556.62	353.0
2017-04-19 02:10:00	ES	Futures	2556.89	2556.89	2556.35	2556.35	420.0
2017-04-19 02:15:00	ES	Futures	2556.62	2557.16	2556.62	2556.89	681.0
2017-04-19 02:20:00	ES	Futures	2557.16	2558.26	2556.89	2557.98	1003.0
2017-04-19 02:25:00	ES	Futures	2558.26	2558.26	2557.44	2557.71	713.0
2017-04-19 02:30:00	ES	Futures	2557.98	2557.98	2556.89	2556.89	1205.0
2017-04-19 02:35:00	ES	Futures	2556.89	2557.71	2556.89	2556.89	671.0
2017-04-19 02:40:00	ES	Futures	2557.16	2558.53	2557.16	2558.26	948.0
2017-04-19 02:45:00	ES	Futures	2558.26	2558.26	2557.71	2557.98	448.0
2017-04-19 02:50:00	ES	Futures	2557.98	2558.26	2557.71	2557.71	440.0
2017-04-19 02:55:00	ES	Futures	2557.98	2557.98	2556.89	2556.89	708.0
2017-04-19 03:00:00	ES	Futures	2556.89	2558.26	2556.89	2557.98	1978.0
2017-04-19 03:05:00	ES	Futures	2557.71	2558.26	2556.89	2556.89	2385.0
2017-04-19 03:10:00	ES	Futures	2556.89	2558.53	2556.89	2557.98	2205.0
2017-04-19 03:15:00	ES	Futures	2557.98	2558.26	2557.98	2557.98	1123.0
2017-04-19 03:20:00	ES	Futures	2557.98	2558.8	2557.71	2557.98	1753.0
2017-04-19 03:25:00	ES	Futures	2557.71	2557.98	2557.44	2557.71	1879.0
2017-04-19 03:30:00	ES	Futures	2557.71	2557.98	2557.44	2557.44	848.0
2017-04-19 03:35:00	ES	Futures	2557.71	2557.98	2556.35	2556.35	1371.0
2017-04-19 03:40:00	ES	Futures	2556.35	2557.16	2556.35	2556.89	1250.0
2017-04-19 03:45:00	ES	Futures	2556.89	2557.16	2556.62	2556.62	763.0
2017-04-19 03:50:00	ES	Futures	2556.62	2557.44	2556.62	2557.44	679.0
2017-04-19 03:55:00	ES	Futures	2557.44	2557.71	2557.16	2557.44	672.0
2017-04-19 04:00:00	ES	Futures	2557.16	2557.71	2556.89	2557.16	716.0
2017-04-19 04:05:00	ES	Futures	2557.44	2557.71	2556.89	2557.71	698.0

> showing 50 of 15,463 rows — these rows as CSV

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