PREVIEW / futures_5min / 2017-04-28

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-28.parquet
  size:    201 KB
  rows:    12,890

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
2017-04-28 00:00:00	ES	Futures	2606.06	2606.06	2605.51	2606.06	285.0
2017-04-28 00:05:00	ES	Futures	2605.78	2606.06	2605.51	2605.78	325.0
2017-04-28 00:10:00	ES	Futures	2605.78	2605.78	2605.51	2605.78	201.0
2017-04-28 00:15:00	ES	Futures	2605.78	2606.06	2605.78	2606.06	76.0
2017-04-28 00:20:00	ES	Futures	2605.78	2606.06	2605.78	2605.78	40.0
2017-04-28 00:25:00	ES	Futures	2606.06	2606.06	2605.51	2605.78	293.0
2017-04-28 00:30:00	ES	Futures	2605.78	2606.06	2604.96	2605.24	545.0
2017-04-28 00:35:00	ES	Futures	2604.96	2605.51	2604.96	2605.51	225.0
2017-04-28 00:40:00	ES	Futures	2605.24	2605.51	2604.69	2605.51	422.0
2017-04-28 00:45:00	ES	Futures	2605.51	2605.51	2604.96	2605.24	150.0
2017-04-28 00:50:00	ES	Futures	2605.24	2605.24	2605.24	2605.24	32.0
2017-04-28 00:55:00	ES	Futures	2605.24	2605.78	2605.24	2605.51	277.0
2017-04-28 01:00:00	ES	Futures	2605.78	2606.06	2605.51	2605.78	217.0
2017-04-28 01:05:00	ES	Futures	2605.78	2605.78	2605.51	2605.78	38.0
2017-04-28 01:10:00	ES	Futures	2605.78	2606.06	2605.78	2605.78	165.0
2017-04-28 01:15:00	ES	Futures	2605.78	2605.78	2605.51	2605.78	19.0
2017-04-28 01:20:00	ES	Futures	2605.78	2605.78	2605.51	2605.78	166.0
2017-04-28 01:25:00	ES	Futures	2605.51	2605.78	2605.51	2605.51	177.0
2017-04-28 01:30:00	ES	Futures	2605.78	2606.06	2605.78	2605.78	271.0
2017-04-28 01:35:00	ES	Futures	2605.78	2606.06	2605.51	2605.51	766.0
2017-04-28 01:40:00	ES	Futures	2605.51	2605.51	2604.96	2604.96	380.0
2017-04-28 01:45:00	ES	Futures	2604.96	2605.24	2604.69	2605.24	468.0
2017-04-28 01:50:00	ES	Futures	2605.24	2605.51	2604.96	2604.96	369.0
2017-04-28 01:55:00	ES	Futures	2605.24	2605.78	2604.96	2605.51	674.0
2017-04-28 02:00:00	ES	Futures	2605.51	2606.06	2605.24	2606.06	565.0
2017-04-28 02:05:00	ES	Futures	2606.06	2606.33	2605.78	2605.78	440.0
2017-04-28 02:10:00	ES	Futures	2606.06	2606.06	2605.51	2606.06	396.0
2017-04-28 02:15:00	ES	Futures	2605.78	2606.06	2605.51	2605.78	560.0
2017-04-28 02:20:00	ES	Futures	2605.78	2606.06	2605.51	2605.51	333.0
2017-04-28 02:25:00	ES	Futures	2605.51	2606.06	2605.51	2605.78	829.0
2017-04-28 02:30:00	ES	Futures	2605.78	2606.6	2605.78	2606.33	650.0
2017-04-28 02:35:00	ES	Futures	2606.6	2606.6	2606.33	2606.6	214.0
2017-04-28 02:40:00	ES	Futures	2606.6	2606.6	2605.78	2606.06	655.0
2017-04-28 02:45:00	ES	Futures	2606.06	2606.06	2605.24	2605.24	577.0
2017-04-28 02:50:00	ES	Futures	2605.51	2605.51	2605.24	2605.51	395.0
2017-04-28 02:55:00	ES	Futures	2605.51	2605.51	2604.96	2605.24	416.0
2017-04-28 03:00:00	ES	Futures	2604.96	2605.78	2604.69	2605.51	1366.0
2017-04-28 03:05:00	ES	Futures	2605.78	2605.78	2605.24	2605.51	433.0
2017-04-28 03:10:00	ES	Futures	2605.24	2606.33	2605.24	2606.33	1125.0
2017-04-28 03:15:00	ES	Futures	2606.33	2606.33	2604.69	2604.96	1306.0
2017-04-28 03:20:00	ES	Futures	2604.96	2605.24	2604.15	2604.42	803.0
2017-04-28 03:25:00	ES	Futures	2604.42	2604.69	2604.15	2604.69	904.0
2017-04-28 03:30:00	ES	Futures	2604.42	2605.24	2604.42	2604.96	1181.0
2017-04-28 03:35:00	ES	Futures	2605.24	2605.24	2604.69	2604.96	269.0
2017-04-28 03:40:00	ES	Futures	2604.69	2605.24	2604.42	2604.69	797.0
2017-04-28 03:45:00	ES	Futures	2604.69	2605.51	2604.42	2605.24	505.0
2017-04-28 03:50:00	ES	Futures	2605.51	2605.78	2605.24	2605.78	212.0
2017-04-28 03:55:00	ES	Futures	2605.78	2606.06	2605.24	2606.06	386.0
2017-04-28 04:00:00	ES	Futures	2606.06	2606.06	2605.78	2606.06	599.0
2017-04-28 04:05:00	ES	Futures	2605.78	2608.24	2605.78	2607.97	3865.0

> showing 50 of 12,890 rows — these rows as CSV

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