PREVIEW / futures_5min / 2017-04-26

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-26.parquet
  size:    247 KB
  rows:    15,809

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
2017-04-26 00:00:00	ES	Futures	2606.06	2606.33	2605.78	2606.06	234.0
2017-04-26 00:05:00	ES	Futures	2606.06	2606.06	2605.51	2605.51	536.0
2017-04-26 00:10:00	ES	Futures	2605.78	2606.06	2605.51	2605.51	158.0
2017-04-26 00:15:00	ES	Futures	2605.78	2605.78	2605.24	2605.24	347.0
2017-04-26 00:20:00	ES	Futures	2605.51	2605.51	2604.96	2604.96	695.0
2017-04-26 00:25:00	ES	Futures	2605.24	2605.78	2604.96	2605.78	371.0
2017-04-26 00:30:00	ES	Futures	2605.78	2606.33	2605.78	2606.33	962.0
2017-04-26 00:35:00	ES	Futures	2606.33	2606.33	2606.06	2606.33	476.0
2017-04-26 00:40:00	ES	Futures	2606.33	2606.33	2606.06	2606.33	182.0
2017-04-26 00:45:00	ES	Futures	2606.33	2606.33	2606.06	2606.33	288.0
2017-04-26 00:50:00	ES	Futures	2606.33	2606.33	2606.06	2606.06	155.0
2017-04-26 00:55:00	ES	Futures	2606.33	2606.6	2606.06	2606.6	226.0
2017-04-26 01:00:00	ES	Futures	2606.6	2606.6	2606.33	2606.6	177.0
2017-04-26 01:05:00	ES	Futures	2606.6	2607.15	2606.6	2607.15	392.0
2017-04-26 01:10:00	ES	Futures	2607.15	2607.15	2606.88	2606.88	114.0
2017-04-26 01:15:00	ES	Futures	2607.15	2607.15	2606.88	2606.88	51.0
2017-04-26 01:20:00	ES	Futures	2607.15	2607.15	2606.88	2606.88	273.0
2017-04-26 01:25:00	ES	Futures	2607.15	2607.15	2606.88	2606.88	415.0
2017-04-26 01:30:00	ES	Futures	2606.88	2607.15	2606.88	2607.15	69.0
2017-04-26 01:35:00	ES	Futures	2606.88	2607.15	2606.33	2606.6	429.0
2017-04-26 01:40:00	ES	Futures	2606.6	2606.88	2606.33	2606.88	223.0
2017-04-26 01:45:00	ES	Futures	2606.88	2606.88	2606.88	2606.88	104.0
2017-04-26 01:50:00	ES	Futures	2606.88	2606.88	2606.6	2606.6	56.0
2017-04-26 01:55:00	ES	Futures	2606.6	2606.88	2606.33	2606.6	415.0
2017-04-26 02:00:00	ES	Futures	2606.6	2606.88	2606.33	2606.6	533.0
2017-04-26 02:05:00	ES	Futures	2606.33	2606.6	2605.78	2606.06	677.0
2017-04-26 02:10:00	ES	Futures	2605.78	2606.06	2605.51	2605.51	855.0
2017-04-26 02:15:00	ES	Futures	2605.51	2605.78	2605.51	2605.51	642.0
2017-04-26 02:20:00	ES	Futures	2605.78	2606.06	2605.78	2605.78	166.0
2017-04-26 02:25:00	ES	Futures	2605.78	2606.06	2605.24	2605.51	376.0
2017-04-26 02:30:00	ES	Futures	2605.51	2605.51	2605.24	2605.24	507.0
2017-04-26 02:35:00	ES	Futures	2605.51	2605.78	2605.24	2605.51	190.0
2017-04-26 02:40:00	ES	Futures	2605.51	2605.51	2605.24	2605.24	400.0
2017-04-26 02:45:00	ES	Futures	2605.24	2605.51	2604.96	2605.24	382.0
2017-04-26 02:50:00	ES	Futures	2605.24	2605.51	2604.96	2605.51	750.0
2017-04-26 02:55:00	ES	Futures	2605.51	2605.78	2605.51	2605.78	564.0
2017-04-26 03:00:00	ES	Futures	2605.78	2606.06	2605.51	2605.78	1546.0
2017-04-26 03:05:00	ES	Futures	2605.78	2606.33	2605.51	2606.06	2300.0
2017-04-26 03:10:00	ES	Futures	2606.06	2606.06	2605.51	2605.78	1194.0
2017-04-26 03:15:00	ES	Futures	2606.06	2606.06	2605.24	2605.24	1558.0
2017-04-26 03:20:00	ES	Futures	2605.51	2605.78	2605.24	2605.24	909.0
2017-04-26 03:25:00	ES	Futures	2605.24	2605.78	2605.24	2605.78	712.0
2017-04-26 03:30:00	ES	Futures	2606.06	2606.06	2605.51	2605.78	690.0
2017-04-26 03:35:00	ES	Futures	2605.51	2605.78	2604.96	2604.96	994.0
2017-04-26 03:40:00	ES	Futures	2604.96	2605.24	2604.15	2604.96	1917.0
2017-04-26 03:45:00	ES	Futures	2604.69	2605.51	2604.15	2604.15	1237.0
2017-04-26 03:50:00	ES	Futures	2604.42	2604.42	2603.33	2603.87	1756.0
2017-04-26 03:55:00	ES	Futures	2603.87	2604.15	2603.6	2603.87	1292.0
2017-04-26 04:00:00	ES	Futures	2603.6	2604.69	2603.6	2604.69	1297.0
2017-04-26 04:05:00	ES	Futures	2604.42	2604.69	2604.15	2604.42	883.0

> showing 50 of 15,809 rows — these rows as CSV

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