PREVIEW / futures_5min / 2017-04-27

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-27.parquet
  size:    228 KB
  rows:    15,539

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
2017-04-27 00:00:00	ES	Futures	2604.69	2604.96	2604.42	2604.69	145.0
2017-04-27 00:05:00	ES	Futures	2604.96	2604.96	2604.69	2604.96	112.0
2017-04-27 00:10:00	ES	Futures	2604.96	2604.96	2604.69	2604.96	514.0
2017-04-27 00:15:00	ES	Futures	2604.96	2604.96	2604.96	2604.96	83.0
2017-04-27 00:20:00	ES	Futures	2604.96	2605.24	2604.96	2604.96	78.0
2017-04-27 00:25:00	ES	Futures	2605.24	2605.24	2604.69	2604.69	81.0
2017-04-27 00:30:00	ES	Futures	2604.69	2604.96	2604.42	2604.69	162.0
2017-04-27 00:35:00	ES	Futures	2604.69	2604.69	2604.42	2604.69	199.0
2017-04-27 00:40:00	ES	Futures	2604.42	2604.42	2604.42	2604.42	109.0
2017-04-27 00:45:00	ES	Futures	2604.42	2604.69	2604.42	2604.69	24.0
2017-04-27 00:50:00	ES	Futures	2604.42	2604.69	2604.42	2604.42	57.0
2017-04-27 00:55:00	ES	Futures	2604.42	2604.69	2604.42	2604.42	188.0
2017-04-27 01:00:00	ES	Futures	2604.69	2604.69	2604.42	2604.69	49.0
2017-04-27 01:05:00	ES	Futures	2604.69	2604.69	2604.42	2604.42	104.0
2017-04-27 01:10:00	ES	Futures	2604.42	2604.42	2604.15	2604.42	193.0
2017-04-27 01:15:00	ES	Futures	2604.42	2604.42	2603.87	2604.15	321.0
2017-04-27 01:20:00	ES	Futures	2604.42	2604.69	2603.6	2603.87	854.0
2017-04-27 01:25:00	ES	Futures	2604.15	2604.15	2603.6	2603.87	320.0
2017-04-27 01:30:00	ES	Futures	2603.6	2603.87	2603.05	2603.87	1478.0
2017-04-27 01:35:00	ES	Futures	2603.87	2603.87	2603.6	2603.87	373.0
2017-04-27 01:40:00	ES	Futures	2603.87	2603.87	2603.33	2603.6	272.0
2017-04-27 01:45:00	ES	Futures	2603.6	2604.15	2603.6	2604.15	285.0
2017-04-27 01:50:00	ES	Futures	2604.15	2604.42	2603.87	2604.42	164.0
2017-04-27 01:55:00	ES	Futures	2604.42	2604.69	2604.15	2604.15	181.0
2017-04-27 02:00:00	ES	Futures	2604.15	2604.69	2604.15	2604.42	934.0
2017-04-27 02:05:00	ES	Futures	2604.69	2604.69	2604.15	2604.69	381.0
2017-04-27 02:10:00	ES	Futures	2604.69	2605.51	2604.42	2605.51	456.0
2017-04-27 02:15:00	ES	Futures	2605.51	2605.51	2604.96	2605.24	569.0
2017-04-27 02:20:00	ES	Futures	2605.24	2605.51	2604.96	2605.51	707.0
2017-04-27 02:25:00	ES	Futures	2605.51	2605.51	2604.96	2605.24	371.0
2017-04-27 02:30:00	ES	Futures	2605.51	2605.51	2605.24	2605.51	165.0
2017-04-27 02:35:00	ES	Futures	2605.51	2605.51	2605.24	2605.51	229.0
2017-04-27 02:40:00	ES	Futures	2605.24	2605.51	2605.24	2605.24	742.0
2017-04-27 02:45:00	ES	Futures	2605.51	2605.51	2605.24	2605.51	370.0
2017-04-27 02:50:00	ES	Futures	2605.51	2605.51	2604.69	2604.69	505.0
2017-04-27 02:55:00	ES	Futures	2604.96	2604.96	2604.42	2604.42	762.0
2017-04-27 03:00:00	ES	Futures	2604.42	2604.96	2603.87	2604.15	2682.0
2017-04-27 03:05:00	ES	Futures	2604.15	2604.42	2604.15	2604.42	2149.0
2017-04-27 03:10:00	ES	Futures	2604.42	2604.96	2604.15	2604.69	1335.0
2017-04-27 03:15:00	ES	Futures	2604.69	2604.96	2603.87	2603.87	1140.0
2017-04-27 03:20:00	ES	Futures	2603.87	2603.87	2603.33	2603.6	2437.0
2017-04-27 03:25:00	ES	Futures	2603.6	2603.87	2603.33	2603.6	971.0
2017-04-27 03:30:00	ES	Futures	2603.6	2603.87	2603.33	2603.6	778.0
2017-04-27 03:35:00	ES	Futures	2603.87	2604.42	2603.6	2604.15	1432.0
2017-04-27 03:40:00	ES	Futures	2604.42	2604.69	2603.6	2603.6	862.0
2017-04-27 03:45:00	ES	Futures	2603.6	2603.6	2603.33	2603.6	1190.0
2017-04-27 03:50:00	ES	Futures	2603.33	2603.6	2603.05	2603.6	848.0
2017-04-27 03:55:00	ES	Futures	2603.33	2603.6	2602.78	2602.78	1112.0
2017-04-27 04:00:00	ES	Futures	2602.78	2603.05	2601.69	2603.05	2472.0
2017-04-27 04:05:00	ES	Futures	2603.05	2603.33	2602.51	2603.33	511.0

> showing 50 of 15,539 rows — these rows as CSV

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