PREVIEW / futures_5min / 2017-05-04

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-04.parquet
  size:    255 KB
  rows:    15,713

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
2017-05-04 00:00:00	ES	Futures	2607.42	2607.7	2607.15	2607.42	201.0
2017-05-04 00:05:00	ES	Futures	2607.42	2607.42	2606.88	2607.15	462.0
2017-05-04 00:10:00	ES	Futures	2607.15	2607.15	2606.88	2607.15	19.0
2017-05-04 00:15:00	ES	Futures	2606.88	2607.42	2606.88	2607.42	105.0
2017-05-04 00:20:00	ES	Futures	2607.42	2607.42	2607.15	2607.15	13.0
2017-05-04 00:25:00	ES	Futures	2607.42	2607.42	2607.15	2607.15	26.0
2017-05-04 00:30:00	ES	Futures	2607.15	2607.42	2606.88	2607.15	391.0
2017-05-04 00:35:00	ES	Futures	2607.15	2607.15	2606.88	2606.88	21.0
2017-05-04 00:40:00	ES	Futures	2606.88	2607.15	2606.88	2607.15	137.0
2017-05-04 00:45:00	ES	Futures	2606.88	2607.15	2606.88	2607.15	31.0
2017-05-04 00:50:00	ES	Futures	2607.15	2607.42	2607.15	2607.42	183.0
2017-05-04 00:55:00	ES	Futures	2607.15	2607.42	2607.15	2607.42	110.0
2017-05-04 01:00:00	ES	Futures	2607.42	2607.7	2607.15	2607.42	185.0
2017-05-04 01:05:00	ES	Futures	2607.7	2607.7	2607.42	2607.42	126.0
2017-05-04 01:10:00	ES	Futures	2607.42	2607.7	2607.15	2607.15	50.0
2017-05-04 01:15:00	ES	Futures	2607.15	2607.42	2607.15	2607.42	25.0
2017-05-04 01:20:00	ES	Futures	2607.15	2607.42	2607.15	2607.15	27.0
2017-05-04 01:25:00	ES	Futures	2607.15	2607.42	2607.15	2607.42	38.0
2017-05-04 01:30:00	ES	Futures	2607.42	2607.7	2607.15	2607.15	148.0
2017-05-04 01:35:00	ES	Futures	2607.15	2607.42	2607.15	2607.15	164.0
2017-05-04 01:40:00	ES	Futures	2607.15	2607.42	2606.88	2607.15	196.0
2017-05-04 01:45:00	ES	Futures	2607.15	2607.15	2606.88	2607.15	56.0
2017-05-04 01:50:00	ES	Futures	2607.15	2607.15	2606.33	2606.33	267.0
2017-05-04 01:55:00	ES	Futures	2606.33	2606.6	2606.33	2606.6	386.0
2017-05-04 02:00:00	ES	Futures	2606.6	2607.15	2606.6	2607.15	1059.0
2017-05-04 02:05:00	ES	Futures	2607.15	2607.15	2606.88	2607.15	452.0
2017-05-04 02:10:00	ES	Futures	2607.15	2607.15	2606.88	2607.15	413.0
2017-05-04 02:15:00	ES	Futures	2607.15	2607.15	2606.6	2606.6	406.0
2017-05-04 02:20:00	ES	Futures	2606.88	2607.15	2606.88	2607.15	190.0
2017-05-04 02:25:00	ES	Futures	2607.15	2607.42	2606.88	2607.42	1094.0
2017-05-04 02:30:00	ES	Futures	2607.15	2607.42	2606.88	2606.88	284.0
2017-05-04 02:35:00	ES	Futures	2607.15	2607.15	2606.33	2606.6	640.0
2017-05-04 02:40:00	ES	Futures	2606.88	2607.15	2606.6	2606.88	349.0
2017-05-04 02:45:00	ES	Futures	2606.88	2607.42	2606.88	2607.15	835.0
2017-05-04 02:50:00	ES	Futures	2607.15	2607.42	2607.15	2607.15	217.0
2017-05-04 02:55:00	ES	Futures	2607.15	2607.7	2607.15	2607.15	622.0
2017-05-04 03:00:00	ES	Futures	2607.15	2607.42	2606.33	2606.6	1750.0
2017-05-04 03:05:00	ES	Futures	2606.33	2606.6	2605.78	2605.78	1607.0
2017-05-04 03:10:00	ES	Futures	2605.78	2606.33	2605.51	2606.06	1155.0
2017-05-04 03:15:00	ES	Futures	2606.06	2606.6	2606.06	2606.6	1196.0
2017-05-04 03:20:00	ES	Futures	2606.6	2606.88	2606.06	2606.33	1398.0
2017-05-04 03:25:00	ES	Futures	2606.33	2606.6	2606.06	2606.33	772.0
2017-05-04 03:30:00	ES	Futures	2606.33	2608.52	2606.33	2608.52	3074.0
2017-05-04 03:35:00	ES	Futures	2608.52	2608.52	2607.42	2607.7	1300.0
2017-05-04 03:40:00	ES	Futures	2607.7	2607.7	2607.15	2607.15	1183.0
2017-05-04 03:45:00	ES	Futures	2606.88	2607.15	2606.6	2606.88	1832.0
2017-05-04 03:50:00	ES	Futures	2606.88	2606.88	2606.06	2606.06	1152.0
2017-05-04 03:55:00	ES	Futures	2606.06	2606.6	2605.78	2606.33	1179.0
2017-05-04 04:00:00	ES	Futures	2606.06	2607.7	2606.06	2607.7	1920.0
2017-05-04 04:05:00	ES	Futures	2607.42	2608.52	2607.42	2608.24	1555.0

> showing 50 of 15,713 rows — these rows as CSV

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