PREVIEW / futures_5min / 2017-04-30

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-04-30.parquet
  size:    48 KB
  rows:    2,554

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
2017-04-30 18:00:00	ES	Futures	2601.96	2601.96	2600.59	2600.59	1892.0
2017-04-30 18:05:00	ES	Futures	2600.87	2600.87	2598.41	2598.68	2574.0
2017-04-30 18:10:00	ES	Futures	2598.68	2598.68	2597.04	2598.14	1480.0
2017-04-30 18:15:00	ES	Futures	2598.14	2598.41	2597.32	2597.59	356.0
2017-04-30 18:20:00	ES	Futures	2597.59	2598.41	2597.59	2598.41	480.0
2017-04-30 18:25:00	ES	Futures	2598.41	2598.68	2598.14	2598.41	125.0
2017-04-30 18:30:00	ES	Futures	2598.41	2598.96	2598.14	2598.68	468.0
2017-04-30 18:35:00	ES	Futures	2598.96	2598.96	2598.41	2598.41	114.0
2017-04-30 18:40:00	ES	Futures	2598.41	2598.41	2598.14	2598.14	142.0
2017-04-30 18:45:00	ES	Futures	2598.14	2598.68	2598.14	2598.68	178.0
2017-04-30 18:50:00	ES	Futures	2598.68	2598.96	2598.68	2598.68	94.0
2017-04-30 18:55:00	ES	Futures	2598.96	2598.96	2598.41	2598.41	163.0
2017-04-30 19:00:00	ES	Futures	2598.68	2598.68	2598.41	2598.41	36.0
2017-04-30 19:05:00	ES	Futures	2598.41	2598.68	2598.41	2598.68	46.0
2017-04-30 19:10:00	ES	Futures	2598.68	2598.96	2598.41	2598.41	101.0
2017-04-30 19:15:00	ES	Futures	2598.41	2598.68	2598.14	2598.41	127.0
2017-04-30 19:20:00	ES	Futures	2598.41	2598.68	2598.41	2598.41	61.0
2017-04-30 19:25:00	ES	Futures	2598.41	2598.68	2598.14	2598.41	101.0
2017-04-30 19:30:00	ES	Futures	2598.41	2598.68	2598.14	2598.14	307.0
2017-04-30 19:35:00	ES	Futures	2598.41	2598.41	2598.14	2598.14	167.0
2017-04-30 19:40:00	ES	Futures	2598.41	2598.41	2598.14	2598.41	231.0
2017-04-30 19:45:00	ES	Futures	2598.14	2598.96	2598.14	2598.41	229.0
2017-04-30 19:50:00	ES	Futures	2598.68	2598.68	2598.14	2598.14	534.0
2017-04-30 19:55:00	ES	Futures	2598.14	2598.96	2598.14	2598.96	194.0
2017-04-30 20:00:00	ES	Futures	2598.96	2599.77	2598.68	2599.5	620.0
2017-04-30 20:05:00	ES	Futures	2599.5	2600.32	2599.5	2600.05	550.0
2017-04-30 20:10:00	ES	Futures	2600.05	2600.32	2599.5	2599.77	485.0
2017-04-30 20:15:00	ES	Futures	2599.77	2600.05	2599.5	2599.77	267.0
2017-04-30 20:20:00	ES	Futures	2600.05	2600.32	2599.77	2599.77	264.0
2017-04-30 20:25:00	ES	Futures	2599.77	2600.32	2599.77	2599.77	173.0
2017-04-30 20:30:00	ES	Futures	2600.05	2600.05	2599.5	2599.5	201.0
2017-04-30 20:35:00	ES	Futures	2599.77	2599.77	2599.5	2599.5	149.0
2017-04-30 20:40:00	ES	Futures	2599.77	2600.05	2599.5	2599.77	400.0
2017-04-30 20:45:00	ES	Futures	2599.77	2600.32	2599.77	2600.05	210.0
2017-04-30 20:50:00	ES	Futures	2600.05	2600.32	2599.77	2600.32	89.0
2017-04-30 20:55:00	ES	Futures	2600.32	2600.32	2599.5	2599.5	211.0
2017-04-30 21:00:00	ES	Futures	2599.77	2599.77	2599.5	2599.5	162.0
2017-04-30 21:05:00	ES	Futures	2599.5	2599.77	2599.23	2599.5	259.0
2017-04-30 21:10:00	ES	Futures	2599.5	2599.5	2598.68	2598.68	360.0
2017-04-30 21:15:00	ES	Futures	2598.96	2599.23	2598.68	2599.23	227.0
2017-04-30 21:20:00	ES	Futures	2599.23	2599.5	2599.23	2599.23	42.0
2017-04-30 21:25:00	ES	Futures	2599.5	2599.77	2599.23	2599.5	96.0
2017-04-30 21:30:00	ES	Futures	2599.5	2599.77	2599.23	2599.77	116.0
2017-04-30 21:35:00	ES	Futures	2599.77	2601.41	2599.77	2601.41	1736.0
2017-04-30 21:40:00	ES	Futures	2601.14	2601.96	2600.87	2601.96	874.0
2017-04-30 21:45:00	ES	Futures	2601.69	2603.6	2601.69	2603.05	2581.0
2017-04-30 21:50:00	ES	Futures	2603.05	2603.6	2602.51	2602.51	1077.0
2017-04-30 21:55:00	ES	Futures	2602.51	2603.05	2602.23	2602.23	510.0
2017-04-30 22:00:00	ES	Futures	2602.23	2602.51	2601.69	2601.96	690.0
2017-04-30 22:05:00	ES	Futures	2601.96	2602.51	2601.69	2602.23	147.0

> showing 50 of 2,554 rows — these rows as CSV

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