PREVIEW / futures_5min / 2017-04-23

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-23.parquet
  size:    59 KB
  rows:    2,882

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
2017-04-23 18:00:00	ES	Futures	2584.75	2591.58	2584.48	2591.03	22862.0
2017-04-23 18:05:00	ES	Futures	2591.03	2591.31	2587.48	2588.85	10397.0
2017-04-23 18:10:00	ES	Futures	2588.85	2589.67	2587.48	2589.12	3969.0
2017-04-23 18:15:00	ES	Futures	2589.12	2592.4	2589.12	2592.13	6615.0
2017-04-23 18:20:00	ES	Futures	2592.13	2592.4	2590.49	2590.76	3792.0
2017-04-23 18:25:00	ES	Futures	2590.76	2591.03	2589.4	2590.49	3760.0
2017-04-23 18:30:00	ES	Futures	2590.49	2590.76	2589.94	2590.21	2245.0
2017-04-23 18:35:00	ES	Futures	2590.21	2590.49	2587.21	2587.21	2433.0
2017-04-23 18:40:00	ES	Futures	2587.48	2588.3	2586.66	2586.94	2234.0
2017-04-23 18:45:00	ES	Futures	2586.94	2587.21	2585.3	2586.94	2889.0
2017-04-23 18:50:00	ES	Futures	2586.66	2588.03	2586.66	2587.48	1775.0
2017-04-23 18:55:00	ES	Futures	2587.48	2588.85	2586.66	2588.3	1739.0
2017-04-23 19:00:00	ES	Futures	2588.03	2588.3	2587.21	2587.76	998.0
2017-04-23 19:05:00	ES	Futures	2587.76	2587.76	2586.94	2587.48	586.0
2017-04-23 19:10:00	ES	Futures	2587.21	2589.4	2587.21	2588.85	2091.0
2017-04-23 19:15:00	ES	Futures	2588.85	2589.12	2588.03	2588.03	875.0
2017-04-23 19:20:00	ES	Futures	2588.03	2588.85	2587.76	2588.03	657.0
2017-04-23 19:25:00	ES	Futures	2588.3	2588.58	2587.21	2588.3	1308.0
2017-04-23 19:30:00	ES	Futures	2588.3	2588.85	2587.76	2588.03	1153.0
2017-04-23 19:35:00	ES	Futures	2587.76	2588.3	2587.48	2588.03	517.0
2017-04-23 19:40:00	ES	Futures	2588.03	2588.3	2586.94	2586.94	695.0
2017-04-23 19:45:00	ES	Futures	2587.21	2587.76	2586.66	2587.21	1382.0
2017-04-23 19:50:00	ES	Futures	2587.21	2587.76	2586.66	2586.94	873.0
2017-04-23 19:55:00	ES	Futures	2586.66	2586.94	2586.12	2586.66	1750.0
2017-04-23 20:00:00	ES	Futures	2586.39	2587.21	2586.12	2586.39	1570.0
2017-04-23 20:05:00	ES	Futures	2586.39	2587.21	2586.12	2586.66	1349.0
2017-04-23 20:10:00	ES	Futures	2586.39	2586.66	2585.57	2586.66	1878.0
2017-04-23 20:15:00	ES	Futures	2586.66	2587.48	2585.84	2586.39	2123.0
2017-04-23 20:20:00	ES	Futures	2586.39	2586.94	2585.84	2586.66	1109.0
2017-04-23 20:25:00	ES	Futures	2586.66	2587.21	2586.39	2586.94	443.0
2017-04-23 20:30:00	ES	Futures	2587.21	2587.21	2586.39	2586.66	610.0
2017-04-23 20:35:00	ES	Futures	2586.94	2587.48	2586.94	2587.21	1198.0
2017-04-23 20:40:00	ES	Futures	2587.48	2587.48	2586.66	2586.66	484.0
2017-04-23 20:45:00	ES	Futures	2586.66	2586.94	2586.39	2586.66	415.0
2017-04-23 20:50:00	ES	Futures	2586.94	2587.21	2586.39	2587.21	592.0
2017-04-23 20:55:00	ES	Futures	2587.21	2587.76	2586.94	2587.48	947.0
2017-04-23 21:00:00	ES	Futures	2587.48	2587.76	2586.94	2587.21	848.0
2017-04-23 21:05:00	ES	Futures	2586.94	2586.94	2586.39	2586.66	787.0
2017-04-23 21:10:00	ES	Futures	2586.39	2587.76	2586.12	2587.21	2208.0
2017-04-23 21:15:00	ES	Futures	2586.94	2587.21	2585.84	2586.12	1309.0
2017-04-23 21:20:00	ES	Futures	2585.84	2586.12	2585.57	2586.12	478.0
2017-04-23 21:25:00	ES	Futures	2585.84	2586.12	2585.3	2585.57	1377.0
2017-04-23 21:30:00	ES	Futures	2585.3	2585.57	2585.03	2585.57	1500.0
2017-04-23 21:35:00	ES	Futures	2585.3	2585.3	2584.48	2584.75	2308.0
2017-04-23 21:40:00	ES	Futures	2584.75	2585.03	2584.48	2584.75	672.0
2017-04-23 21:45:00	ES	Futures	2584.48	2584.75	2584.21	2584.75	609.0
2017-04-23 21:50:00	ES	Futures	2584.48	2585.3	2584.48	2585.03	1420.0
2017-04-23 21:55:00	ES	Futures	2585.3	2585.57	2585.03	2585.57	345.0
2017-04-23 22:00:00	ES	Futures	2585.3	2585.84	2585.03	2585.3	654.0
2017-04-23 22:05:00	ES	Futures	2585.03	2585.3	2584.75	2585.03	242.0

> showing 50 of 2,882 rows — these rows as CSV

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