PREVIEW / futures_5min / 2017-04-20

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-20.parquet
  size:    242 KB
  rows:    15,505

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
2017-04-20 00:00:00	ES	Futures	2551.16	2551.43	2550.88	2550.88	144.0
2017-04-20 00:05:00	ES	Futures	2550.88	2551.16	2550.61	2550.61	140.0
2017-04-20 00:10:00	ES	Futures	2550.61	2551.16	2550.61	2550.61	123.0
2017-04-20 00:15:00	ES	Futures	2550.88	2550.88	2550.61	2550.61	73.0
2017-04-20 00:20:00	ES	Futures	2550.61	2551.16	2550.61	2550.88	104.0
2017-04-20 00:25:00	ES	Futures	2550.88	2551.16	2550.88	2550.88	57.0
2017-04-20 00:30:00	ES	Futures	2551.16	2551.16	2550.61	2550.88	221.0
2017-04-20 00:35:00	ES	Futures	2550.88	2551.16	2550.61	2550.61	70.0
2017-04-20 00:40:00	ES	Futures	2550.61	2551.16	2550.61	2551.16	530.0
2017-04-20 00:45:00	ES	Futures	2551.16	2551.7	2550.88	2551.16	424.0
2017-04-20 00:50:00	ES	Futures	2551.16	2551.43	2550.88	2551.16	98.0
2017-04-20 00:55:00	ES	Futures	2551.16	2551.16	2550.61	2550.61	134.0
2017-04-20 01:00:00	ES	Futures	2550.88	2550.88	2550.61	2550.61	171.0
2017-04-20 01:05:00	ES	Futures	2550.61	2550.88	2550.34	2550.61	236.0
2017-04-20 01:10:00	ES	Futures	2550.61	2550.88	2550.34	2550.88	294.0
2017-04-20 01:15:00	ES	Futures	2550.88	2551.43	2550.88	2550.88	486.0
2017-04-20 01:20:00	ES	Futures	2550.88	2551.16	2550.88	2550.88	72.0
2017-04-20 01:25:00	ES	Futures	2550.88	2551.16	2550.88	2550.88	318.0
2017-04-20 01:30:00	ES	Futures	2551.16	2551.16	2550.34	2550.61	432.0
2017-04-20 01:35:00	ES	Futures	2550.61	2550.88	2550.06	2550.34	217.0
2017-04-20 01:40:00	ES	Futures	2550.34	2550.88	2550.34	2550.61	531.0
2017-04-20 01:45:00	ES	Futures	2550.61	2550.88	2550.61	2550.61	45.0
2017-04-20 01:50:00	ES	Futures	2550.61	2551.7	2550.61	2551.43	540.0
2017-04-20 01:55:00	ES	Futures	2551.43	2551.43	2550.88	2551.16	355.0
2017-04-20 02:00:00	ES	Futures	2551.16	2551.7	2550.88	2551.16	1167.0
2017-04-20 02:05:00	ES	Futures	2551.16	2551.97	2551.16	2551.97	707.0
2017-04-20 02:10:00	ES	Futures	2551.97	2552.79	2551.7	2552.79	457.0
2017-04-20 02:15:00	ES	Futures	2552.52	2552.79	2551.7	2551.97	1200.0
2017-04-20 02:20:00	ES	Futures	2552.25	2552.25	2551.97	2552.25	193.0
2017-04-20 02:25:00	ES	Futures	2551.97	2552.25	2551.7	2551.97	550.0
2017-04-20 02:30:00	ES	Futures	2551.97	2551.97	2550.88	2551.16	932.0
2017-04-20 02:35:00	ES	Futures	2551.43	2551.97	2551.43	2551.7	571.0
2017-04-20 02:40:00	ES	Futures	2551.97	2552.52	2551.7	2551.7	924.0
2017-04-20 02:45:00	ES	Futures	2551.97	2551.97	2551.43	2551.7	502.0
2017-04-20 02:50:00	ES	Futures	2551.7	2552.25	2551.7	2551.97	897.0
2017-04-20 02:55:00	ES	Futures	2552.25	2552.25	2551.97	2551.97	431.0
2017-04-20 03:00:00	ES	Futures	2552.25	2552.52	2550.61	2552.52	4116.0
2017-04-20 03:05:00	ES	Futures	2552.52	2554.16	2552.25	2553.89	3358.0
2017-04-20 03:10:00	ES	Futures	2553.89	2555.25	2553.34	2554.71	3617.0
2017-04-20 03:15:00	ES	Futures	2554.71	2556.07	2554.16	2556.07	2477.0
2017-04-20 03:20:00	ES	Futures	2556.07	2556.62	2554.98	2555.25	4017.0
2017-04-20 03:25:00	ES	Futures	2554.98	2555.25	2553.89	2554.16	2356.0
2017-04-20 03:30:00	ES	Futures	2554.16	2556.07	2553.89	2554.71	3342.0
2017-04-20 03:35:00	ES	Futures	2554.98	2555.53	2554.43	2555.25	1421.0
2017-04-20 03:40:00	ES	Futures	2555.25	2555.25	2554.16	2554.71	1701.0
2017-04-20 03:45:00	ES	Futures	2554.43	2555.53	2554.43	2555.25	801.0
2017-04-20 03:50:00	ES	Futures	2554.98	2555.25	2554.43	2555.25	1248.0
2017-04-20 03:55:00	ES	Futures	2555.25	2556.62	2554.98	2556.07	2097.0
2017-04-20 04:00:00	ES	Futures	2555.8	2556.35	2555.25	2555.53	1063.0
2017-04-20 04:05:00	ES	Futures	2555.53	2557.16	2555.25	2556.89	1428.0

> showing 50 of 15,505 rows — these rows as CSV

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