PREVIEW / futures_5min / 2017-05-03

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-03.parquet
  size:    229 KB
  rows:    15,325

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
2017-05-03 00:00:00	ES	Futures	2603.33	2603.33	2603.05	2603.33	271.0
2017-05-03 00:05:00	ES	Futures	2603.33	2603.33	2603.05	2603.05	53.0
2017-05-03 00:10:00	ES	Futures	2603.33	2603.33	2603.05	2603.05	31.0
2017-05-03 00:15:00	ES	Futures	2603.05	2603.33	2603.05	2603.33	172.0
2017-05-03 00:20:00	ES	Futures	2603.6	2603.6	2603.33	2603.6	73.0
2017-05-03 00:25:00	ES	Futures	2603.6	2603.6	2603.33	2603.33	49.0
2017-05-03 00:30:00	ES	Futures	2603.6	2603.6	2603.05	2603.05	108.0
2017-05-03 00:35:00	ES	Futures	2603.05	2603.33	2603.05	2603.33	130.0
2017-05-03 00:40:00	ES	Futures	2603.33	2603.6	2603.33	2603.33	36.0
2017-05-03 00:45:00	ES	Futures	2603.6	2603.6	2603.33	2603.33	27.0
2017-05-03 00:50:00	ES	Futures	2603.33	2603.6	2603.33	2603.6	21.0
2017-05-03 00:55:00	ES	Futures	2603.33	2603.6	2603.33	2603.33	18.0
2017-05-03 01:00:00	ES	Futures	2603.6	2603.6	2603.33	2603.6	53.0
2017-05-03 01:05:00	ES	Futures	2603.6	2603.6	2603.05	2603.05	214.0
2017-05-03 01:10:00	ES	Futures	2603.05	2603.6	2603.05	2603.6	120.0
2017-05-03 01:15:00	ES	Futures	2603.33	2603.6	2603.33	2603.33	103.0
2017-05-03 01:20:00	ES	Futures	2603.33	2603.6	2603.33	2603.33	369.0
2017-05-03 01:25:00	ES	Futures	2603.33	2603.6	2603.33	2603.33	221.0
2017-05-03 01:30:00	ES	Futures	2603.33	2603.6	2603.33	2603.33	50.0
2017-05-03 01:35:00	ES	Futures	2603.33	2603.87	2603.33	2603.6	118.0
2017-05-03 01:40:00	ES	Futures	2603.6	2603.87	2603.6	2603.6	20.0
2017-05-03 01:45:00	ES	Futures	2603.6	2604.15	2603.6	2603.87	342.0
2017-05-03 01:50:00	ES	Futures	2603.6	2603.87	2603.6	2603.6	59.0
2017-05-03 01:55:00	ES	Futures	2603.87	2603.87	2603.33	2603.6	203.0
2017-05-03 02:00:00	ES	Futures	2603.33	2603.6	2603.05	2603.05	618.0
2017-05-03 02:05:00	ES	Futures	2603.05	2603.6	2603.05	2603.05	569.0
2017-05-03 02:10:00	ES	Futures	2603.33	2603.6	2603.05	2603.6	508.0
2017-05-03 02:15:00	ES	Futures	2603.33	2603.6	2603.33	2603.33	37.0
2017-05-03 02:20:00	ES	Futures	2603.6	2603.6	2603.33	2603.33	32.0
2017-05-03 02:25:00	ES	Futures	2603.33	2603.6	2603.33	2603.6	380.0
2017-05-03 02:30:00	ES	Futures	2603.33	2603.6	2603.05	2603.05	234.0
2017-05-03 02:35:00	ES	Futures	2603.33	2603.33	2603.05	2603.33	200.0
2017-05-03 02:40:00	ES	Futures	2603.33	2603.87	2603.05	2603.87	430.0
2017-05-03 02:45:00	ES	Futures	2603.6	2603.87	2603.33	2603.33	242.0
2017-05-03 02:50:00	ES	Futures	2603.6	2603.6	2603.05	2603.33	469.0
2017-05-03 02:55:00	ES	Futures	2603.05	2603.33	2603.05	2603.05	118.0
2017-05-03 03:00:00	ES	Futures	2603.33	2603.6	2603.05	2603.05	1094.0
2017-05-03 03:05:00	ES	Futures	2603.05	2603.05	2602.51	2602.78	1393.0
2017-05-03 03:10:00	ES	Futures	2602.78	2603.6	2602.51	2602.78	878.0
2017-05-03 03:15:00	ES	Futures	2602.78	2603.05	2602.51	2602.51	723.0
2017-05-03 03:20:00	ES	Futures	2602.51	2602.78	2601.69	2601.96	2181.0
2017-05-03 03:25:00	ES	Futures	2601.96	2602.23	2601.69	2601.96	1255.0
2017-05-03 03:30:00	ES	Futures	2601.69	2602.78	2601.69	2602.51	961.0
2017-05-03 03:35:00	ES	Futures	2602.23	2602.78	2602.23	2602.51	665.0
2017-05-03 03:40:00	ES	Futures	2602.51	2603.6	2601.96	2603.6	1316.0
2017-05-03 03:45:00	ES	Futures	2603.6	2603.6	2602.78	2603.05	570.0
2017-05-03 03:50:00	ES	Futures	2603.05	2603.33	2602.78	2602.78	526.0
2017-05-03 03:55:00	ES	Futures	2602.78	2603.05	2602.51	2602.78	662.0
2017-05-03 04:00:00	ES	Futures	2603.05	2603.05	2602.51	2602.78	599.0
2017-05-03 04:05:00	ES	Futures	2602.51	2602.78	2601.96	2602.23	719.0

> showing 50 of 15,325 rows — these rows as CSV

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