PREVIEW / futures_5min / 2017-04-21

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-21.parquet
  size:    199 KB
  rows:    12,970

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
2017-04-21 00:00:00	ES	Futures	2569.46	2570.0	2569.46	2569.73	346.0
2017-04-21 00:05:00	ES	Futures	2570.0	2570.0	2569.73	2570.0	58.0
2017-04-21 00:10:00	ES	Futures	2569.73	2570.0	2569.73	2570.0	205.0
2017-04-21 00:15:00	ES	Futures	2570.0	2570.0	2569.73	2570.0	93.0
2017-04-21 00:20:00	ES	Futures	2570.28	2570.28	2569.73	2570.0	177.0
2017-04-21 00:25:00	ES	Futures	2570.0	2570.0	2569.46	2570.0	232.0
2017-04-21 00:30:00	ES	Futures	2570.0	2570.0	2569.73	2570.0	20.0
2017-04-21 00:35:00	ES	Futures	2570.0	2570.0	2569.73	2570.0	29.0
2017-04-21 00:40:00	ES	Futures	2570.0	2570.28	2569.73	2570.0	193.0
2017-04-21 00:45:00	ES	Futures	2570.28	2570.28	2570.0	2570.28	280.0
2017-04-21 00:50:00	ES	Futures	2570.28	2570.55	2570.28	2570.28	224.0
2017-04-21 00:55:00	ES	Futures	2570.28	2570.55	2570.0	2570.0	291.0
2017-04-21 01:00:00	ES	Futures	2570.28	2570.28	2570.0	2570.28	148.0
2017-04-21 01:05:00	ES	Futures	2570.28	2570.28	2570.0	2570.28	47.0
2017-04-21 01:10:00	ES	Futures	2570.28	2570.82	2570.28	2570.82	410.0
2017-04-21 01:15:00	ES	Futures	2570.82	2571.91	2570.82	2571.91	1141.0
2017-04-21 01:20:00	ES	Futures	2571.91	2572.19	2571.64	2571.91	643.0
2017-04-21 01:25:00	ES	Futures	2571.91	2571.91	2571.64	2571.91	145.0
2017-04-21 01:30:00	ES	Futures	2571.91	2573.01	2571.91	2572.73	1037.0
2017-04-21 01:35:00	ES	Futures	2572.73	2573.28	2572.46	2572.46	477.0
2017-04-21 01:40:00	ES	Futures	2572.73	2573.28	2572.46	2572.73	363.0
2017-04-21 01:45:00	ES	Futures	2573.01	2573.01	2572.46	2572.73	451.0
2017-04-21 01:50:00	ES	Futures	2572.73	2573.28	2571.91	2573.28	915.0
2017-04-21 01:55:00	ES	Futures	2573.28	2573.55	2573.01	2573.28	414.0
2017-04-21 02:00:00	ES	Futures	2573.01	2573.55	2572.46	2573.28	1084.0
2017-04-21 02:05:00	ES	Futures	2573.28	2573.83	2573.01	2573.55	1178.0
2017-04-21 02:10:00	ES	Futures	2573.55	2573.55	2572.73	2573.55	734.0
2017-04-21 02:15:00	ES	Futures	2573.55	2574.1	2573.28	2573.83	1139.0
2017-04-21 02:20:00	ES	Futures	2573.83	2573.83	2573.28	2573.55	878.0
2017-04-21 02:25:00	ES	Futures	2573.55	2573.83	2572.73	2573.01	473.0
2017-04-21 02:30:00	ES	Futures	2573.01	2573.01	2572.46	2572.73	688.0
2017-04-21 02:35:00	ES	Futures	2572.73	2573.55	2572.73	2573.28	896.0
2017-04-21 02:40:00	ES	Futures	2573.01	2573.55	2573.01	2573.28	480.0
2017-04-21 02:45:00	ES	Futures	2573.28	2573.55	2572.19	2572.46	961.0
2017-04-21 02:50:00	ES	Futures	2572.46	2573.01	2572.19	2572.73	535.0
2017-04-21 02:55:00	ES	Futures	2572.73	2573.83	2572.46	2573.55	777.0
2017-04-21 03:00:00	ES	Futures	2573.83	2574.1	2572.46	2573.28	2709.0
2017-04-21 03:05:00	ES	Futures	2573.28	2573.83	2572.19	2572.73	2060.0
2017-04-21 03:10:00	ES	Futures	2572.73	2573.83	2572.46	2573.01	1771.0
2017-04-21 03:15:00	ES	Futures	2573.01	2573.28	2572.19	2572.73	2638.0
2017-04-21 03:20:00	ES	Futures	2573.01	2573.01	2571.37	2571.91	3044.0
2017-04-21 03:25:00	ES	Futures	2571.64	2573.01	2571.64	2572.73	998.0
2017-04-21 03:30:00	ES	Futures	2573.01	2573.28	2572.19	2573.01	1654.0
2017-04-21 03:35:00	ES	Futures	2572.73	2573.55	2572.19	2573.01	2217.0
2017-04-21 03:40:00	ES	Futures	2573.01	2573.28	2572.19	2572.73	964.0
2017-04-21 03:45:00	ES	Futures	2573.01	2573.01	2571.91	2572.73	1126.0
2017-04-21 03:50:00	ES	Futures	2572.73	2573.55	2572.73	2573.28	676.0
2017-04-21 03:55:00	ES	Futures	2573.28	2573.55	2572.73	2573.01	1269.0
2017-04-21 04:00:00	ES	Futures	2573.28	2573.28	2572.46	2573.01	941.0
2017-04-21 04:05:00	ES	Futures	2573.28	2573.28	2572.46	2572.73	886.0

> showing 50 of 12,970 rows — these rows as CSV

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