PREVIEW / futures_5min / 2017-04-24

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-24.parquet
  size:    250 KB
  rows:    15,731

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
2017-04-24 00:00:00	ES	Futures	2585.3	2585.57	2585.3	2585.57	394.0
2017-04-24 00:05:00	ES	Futures	2585.3	2585.57	2584.75	2585.03	419.0
2017-04-24 00:10:00	ES	Futures	2585.3	2585.3	2584.75	2585.3	142.0
2017-04-24 00:15:00	ES	Futures	2585.03	2585.3	2584.75	2584.75	77.0
2017-04-24 00:20:00	ES	Futures	2584.75	2585.03	2584.75	2584.75	423.0
2017-04-24 00:25:00	ES	Futures	2584.75	2585.3	2584.75	2585.03	278.0
2017-04-24 00:30:00	ES	Futures	2585.03	2585.3	2584.75	2585.3	609.0
2017-04-24 00:35:00	ES	Futures	2585.3	2585.57	2585.3	2585.3	558.0
2017-04-24 00:40:00	ES	Futures	2585.57	2585.57	2585.3	2585.3	180.0
2017-04-24 00:45:00	ES	Futures	2585.3	2585.57	2585.3	2585.57	270.0
2017-04-24 00:50:00	ES	Futures	2585.57	2585.84	2585.03	2585.3	803.0
2017-04-24 00:55:00	ES	Futures	2585.3	2585.57	2585.03	2585.3	283.0
2017-04-24 01:00:00	ES	Futures	2585.3	2585.57	2585.03	2585.57	497.0
2017-04-24 01:05:00	ES	Futures	2585.3	2585.57	2585.03	2585.3	704.0
2017-04-24 01:10:00	ES	Futures	2585.3	2585.84	2585.03	2585.84	510.0
2017-04-24 01:15:00	ES	Futures	2585.57	2586.39	2585.57	2586.39	897.0
2017-04-24 01:20:00	ES	Futures	2586.39	2586.66	2586.12	2586.12	1049.0
2017-04-24 01:25:00	ES	Futures	2586.39	2586.39	2585.57	2586.12	1132.0
2017-04-24 01:30:00	ES	Futures	2586.39	2586.39	2585.84	2585.84	681.0
2017-04-24 01:35:00	ES	Futures	2586.12	2586.66	2585.84	2586.39	458.0
2017-04-24 01:40:00	ES	Futures	2586.66	2586.94	2586.39	2586.94	1035.0
2017-04-24 01:45:00	ES	Futures	2587.21	2587.21	2586.39	2586.94	1592.0
2017-04-24 01:50:00	ES	Futures	2587.21	2588.03	2586.94	2587.48	1858.0
2017-04-24 01:55:00	ES	Futures	2587.76	2588.03	2587.48	2588.03	646.0
2017-04-24 02:00:00	ES	Futures	2587.76	2591.03	2587.76	2590.49	7279.0
2017-04-24 02:05:00	ES	Futures	2590.49	2591.85	2589.12	2589.4	6293.0
2017-04-24 02:10:00	ES	Futures	2589.4	2592.13	2589.12	2591.31	4272.0
2017-04-24 02:15:00	ES	Futures	2591.58	2592.13	2590.76	2590.76	2420.0
2017-04-24 02:20:00	ES	Futures	2590.49	2592.4	2590.21	2591.58	2999.0
2017-04-24 02:25:00	ES	Futures	2591.58	2591.58	2590.76	2590.76	1520.0
2017-04-24 02:30:00	ES	Futures	2590.76	2591.03	2589.67	2590.21	1610.0
2017-04-24 02:35:00	ES	Futures	2590.21	2590.76	2589.94	2590.49	893.0
2017-04-24 02:40:00	ES	Futures	2590.49	2591.03	2590.49	2590.76	876.0
2017-04-24 02:45:00	ES	Futures	2591.03	2591.03	2590.21	2590.49	1188.0
2017-04-24 02:50:00	ES	Futures	2590.49	2590.76	2590.21	2590.76	808.0
2017-04-24 02:55:00	ES	Futures	2590.76	2591.03	2590.21	2590.76	842.0
2017-04-24 03:00:00	ES	Futures	2590.76	2591.03	2589.12	2589.67	5358.0
2017-04-24 03:05:00	ES	Futures	2589.67	2591.03	2589.4	2590.49	3958.0
2017-04-24 03:10:00	ES	Futures	2590.49	2591.58	2590.49	2591.03	2743.0
2017-04-24 03:15:00	ES	Futures	2590.76	2591.31	2590.49	2591.03	1718.0
2017-04-24 03:20:00	ES	Futures	2590.76	2591.03	2589.67	2589.94	2607.0
2017-04-24 03:25:00	ES	Futures	2589.94	2589.94	2588.03	2588.58	3963.0
2017-04-24 03:30:00	ES	Futures	2588.3	2589.12	2588.03	2588.58	1910.0
2017-04-24 03:35:00	ES	Futures	2588.58	2589.94	2588.03	2589.94	2127.0
2017-04-24 03:40:00	ES	Futures	2589.94	2591.31	2589.12	2591.03	3332.0
2017-04-24 03:45:00	ES	Futures	2591.03	2591.58	2590.49	2591.03	3344.0
2017-04-24 03:50:00	ES	Futures	2590.76	2591.03	2590.49	2590.76	1369.0
2017-04-24 03:55:00	ES	Futures	2591.03	2591.31	2590.49	2591.31	984.0
2017-04-24 04:00:00	ES	Futures	2591.03	2591.31	2590.49	2591.03	1220.0
2017-04-24 04:05:00	ES	Futures	2590.76	2591.03	2590.21	2590.49	668.0

> showing 50 of 15,731 rows — these rows as CSV

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