PREVIEW / futures_5min / 2017-05-02

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-02.parquet
  size:    230 KB
  rows:    15,519

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
2017-05-02 00:00:00	ES	Futures	2606.88	2607.15	2606.6	2606.6	263.0
2017-05-02 00:05:00	ES	Futures	2606.6	2606.88	2606.33	2606.6	163.0
2017-05-02 00:10:00	ES	Futures	2606.6	2606.88	2606.33	2606.33	67.0
2017-05-02 00:15:00	ES	Futures	2606.33	2606.88	2606.33	2606.6	150.0
2017-05-02 00:20:00	ES	Futures	2606.6	2606.88	2606.33	2606.33	119.0
2017-05-02 00:25:00	ES	Futures	2606.6	2606.6	2606.33	2606.33	47.0
2017-05-02 00:30:00	ES	Futures	2606.33	2606.88	2606.33	2606.6	78.0
2017-05-02 00:35:00	ES	Futures	2606.6	2606.88	2606.6	2606.6	53.0
2017-05-02 00:40:00	ES	Futures	2606.6	2606.88	2606.6	2606.6	46.0
2017-05-02 00:45:00	ES	Futures	2606.88	2606.88	2606.33	2606.33	105.0
2017-05-02 00:50:00	ES	Futures	2606.33	2606.33	2606.06	2606.33	244.0
2017-05-02 00:55:00	ES	Futures	2606.6	2606.6	2606.33	2606.6	170.0
2017-05-02 01:00:00	ES	Futures	2606.6	2606.88	2606.33	2606.6	153.0
2017-05-02 01:05:00	ES	Futures	2606.88	2606.88	2606.6	2606.6	221.0
2017-05-02 01:10:00	ES	Futures	2606.88	2606.88	2606.6	2606.6	124.0
2017-05-02 01:15:00	ES	Futures	2606.88	2606.88	2606.06	2606.06	276.0
2017-05-02 01:20:00	ES	Futures	2606.06	2606.06	2604.96	2605.51	1596.0
2017-05-02 01:25:00	ES	Futures	2605.78	2606.33	2605.78	2606.06	586.0
2017-05-02 01:30:00	ES	Futures	2606.06	2606.06	2605.51	2605.51	576.0
2017-05-02 01:35:00	ES	Futures	2605.78	2605.78	2605.51	2605.78	161.0
2017-05-02 01:40:00	ES	Futures	2605.78	2606.06	2605.78	2605.78	50.0
2017-05-02 01:45:00	ES	Futures	2605.78	2606.06	2605.78	2605.78	73.0
2017-05-02 01:50:00	ES	Futures	2605.51	2605.78	2605.51	2605.51	127.0
2017-05-02 01:55:00	ES	Futures	2605.51	2605.51	2604.96	2604.96	678.0
2017-05-02 02:00:00	ES	Futures	2604.96	2606.33	2604.96	2606.06	1160.0
2017-05-02 02:05:00	ES	Futures	2605.78	2606.6	2605.78	2606.06	650.0
2017-05-02 02:10:00	ES	Futures	2606.33	2606.88	2606.06	2606.88	614.0
2017-05-02 02:15:00	ES	Futures	2606.6	2606.6	2606.33	2606.33	155.0
2017-05-02 02:20:00	ES	Futures	2606.33	2606.6	2606.33	2606.6	403.0
2017-05-02 02:25:00	ES	Futures	2606.6	2606.6	2606.06	2606.6	353.0
2017-05-02 02:30:00	ES	Futures	2606.33	2606.6	2606.06	2606.06	173.0
2017-05-02 02:35:00	ES	Futures	2606.06	2606.06	2605.51	2606.06	654.0
2017-05-02 02:40:00	ES	Futures	2606.06	2606.33	2605.78	2606.06	412.0
2017-05-02 02:45:00	ES	Futures	2606.33	2606.6	2606.33	2606.6	432.0
2017-05-02 02:50:00	ES	Futures	2606.6	2606.88	2606.33	2606.6	450.0
2017-05-02 02:55:00	ES	Futures	2606.6	2607.42	2606.33	2607.42	509.0
2017-05-02 03:00:00	ES	Futures	2607.42	2607.42	2606.33	2606.6	2442.0
2017-05-02 03:05:00	ES	Futures	2606.6	2607.42	2606.33	2607.15	1091.0
2017-05-02 03:10:00	ES	Futures	2607.15	2607.42	2606.33	2606.6	1657.0
2017-05-02 03:15:00	ES	Futures	2606.6	2606.6	2605.78	2606.06	806.0
2017-05-02 03:20:00	ES	Futures	2606.06	2606.33	2604.96	2605.24	1107.0
2017-05-02 03:25:00	ES	Futures	2605.51	2606.33	2605.24	2606.06	1392.0
2017-05-02 03:30:00	ES	Futures	2606.33	2606.33	2605.78	2606.06	568.0
2017-05-02 03:35:00	ES	Futures	2606.33	2606.33	2605.78	2606.06	739.0
2017-05-02 03:40:00	ES	Futures	2606.33	2606.6	2605.78	2606.33	846.0
2017-05-02 03:45:00	ES	Futures	2606.33	2606.88	2606.33	2606.6	642.0
2017-05-02 03:50:00	ES	Futures	2606.88	2607.15	2606.6	2606.88	874.0
2017-05-02 03:55:00	ES	Futures	2606.88	2607.7	2606.88	2607.15	866.0
2017-05-02 04:00:00	ES	Futures	2606.88	2607.15	2605.78	2605.78	1886.0
2017-05-02 04:05:00	ES	Futures	2605.78	2606.6	2605.78	2605.78	1068.0

> showing 50 of 15,519 rows — these rows as CSV

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