PREVIEW / futures_5min / 2017-05-05

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-05.parquet
  size:    227 KB
  rows:    13,177

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
2017-05-05 00:00:00	ES	Futures	2600.32	2600.32	2600.05	2600.32	599.0
2017-05-05 00:05:00	ES	Futures	2600.32	2600.32	2599.5	2599.77	437.0
2017-05-05 00:10:00	ES	Futures	2599.77	2600.32	2599.5	2600.05	593.0
2017-05-05 00:15:00	ES	Futures	2600.32	2600.32	2599.23	2599.77	765.0
2017-05-05 00:20:00	ES	Futures	2599.77	2600.32	2599.77	2600.05	426.0
2017-05-05 00:25:00	ES	Futures	2600.05	2600.05	2599.23	2599.5	641.0
2017-05-05 00:30:00	ES	Futures	2599.77	2600.32	2599.5	2600.32	427.0
2017-05-05 00:35:00	ES	Futures	2600.32	2600.87	2600.32	2600.87	603.0
2017-05-05 00:40:00	ES	Futures	2600.87	2600.87	2600.59	2600.87	219.0
2017-05-05 00:45:00	ES	Futures	2600.87	2600.87	2600.59	2600.87	124.0
2017-05-05 00:50:00	ES	Futures	2600.87	2600.87	2600.32	2600.59	426.0
2017-05-05 00:55:00	ES	Futures	2600.59	2601.41	2600.59	2601.41	401.0
2017-05-05 01:00:00	ES	Futures	2601.41	2601.41	2600.87	2600.87	330.0
2017-05-05 01:05:00	ES	Futures	2601.14	2601.14	2600.59	2600.87	242.0
2017-05-05 01:10:00	ES	Futures	2600.87	2601.14	2600.87	2601.14	242.0
2017-05-05 01:15:00	ES	Futures	2600.87	2601.41	2600.87	2601.41	179.0
2017-05-05 01:20:00	ES	Futures	2601.41	2601.41	2601.14	2601.14	240.0
2017-05-05 01:25:00	ES	Futures	2601.41	2601.41	2601.14	2601.41	215.0
2017-05-05 01:30:00	ES	Futures	2601.41	2602.23	2601.14	2602.23	940.0
2017-05-05 01:35:00	ES	Futures	2602.23	2602.51	2601.96	2601.96	431.0
2017-05-05 01:40:00	ES	Futures	2602.23	2602.23	2601.96	2601.96	52.0
2017-05-05 01:45:00	ES	Futures	2602.23	2602.23	2601.41	2601.69	268.0
2017-05-05 01:50:00	ES	Futures	2601.69	2602.23	2601.14	2601.96	735.0
2017-05-05 01:55:00	ES	Futures	2601.96	2602.23	2601.69	2602.23	357.0
2017-05-05 02:00:00	ES	Futures	2602.23	2602.23	2601.14	2601.96	879.0
2017-05-05 02:05:00	ES	Futures	2601.96	2602.23	2601.69	2601.69	569.0
2017-05-05 02:10:00	ES	Futures	2601.69	2601.96	2601.41	2601.96	413.0
2017-05-05 02:15:00	ES	Futures	2601.96	2602.23	2601.69	2602.23	253.0
2017-05-05 02:20:00	ES	Futures	2601.96	2602.51	2601.96	2602.23	294.0
2017-05-05 02:25:00	ES	Futures	2602.51	2602.51	2602.23	2602.51	222.0
2017-05-05 02:30:00	ES	Futures	2602.51	2602.78	2602.23	2602.51	334.0
2017-05-05 02:35:00	ES	Futures	2602.78	2603.33	2602.51	2603.33	411.0
2017-05-05 02:40:00	ES	Futures	2603.05	2603.33	2603.05	2603.33	301.0
2017-05-05 02:45:00	ES	Futures	2603.33	2603.33	2601.96	2601.96	899.0
2017-05-05 02:50:00	ES	Futures	2601.96	2602.78	2601.96	2602.78	426.0
2017-05-05 02:55:00	ES	Futures	2602.78	2602.78	2602.23	2602.51	442.0
2017-05-05 03:00:00	ES	Futures	2602.51	2603.05	2602.23	2603.05	1297.0
2017-05-05 03:05:00	ES	Futures	2602.78	2604.15	2602.78	2603.87	1194.0
2017-05-05 03:10:00	ES	Futures	2603.87	2604.42	2603.6	2604.42	914.0
2017-05-05 03:15:00	ES	Futures	2604.42	2605.24	2603.87	2604.42	1527.0
2017-05-05 03:20:00	ES	Futures	2604.42	2604.96	2604.15	2604.15	1853.0
2017-05-05 03:25:00	ES	Futures	2604.42	2605.24	2604.15	2604.69	859.0
2017-05-05 03:30:00	ES	Futures	2604.96	2605.24	2604.42	2604.42	972.0
2017-05-05 03:35:00	ES	Futures	2604.42	2605.24	2604.42	2605.24	1049.0
2017-05-05 03:40:00	ES	Futures	2604.96	2605.78	2604.96	2605.78	749.0
2017-05-05 03:45:00	ES	Futures	2605.51	2605.78	2605.51	2605.78	357.0
2017-05-05 03:50:00	ES	Futures	2605.78	2606.33	2604.69	2605.24	2676.0
2017-05-05 03:55:00	ES	Futures	2604.96	2605.24	2604.96	2604.96	880.0
2017-05-05 04:00:00	ES	Futures	2604.96	2605.24	2604.69	2604.96	641.0
2017-05-05 04:05:00	ES	Futures	2604.96	2605.24	2604.42	2605.24	407.0

> showing 50 of 13,177 rows — these rows as CSV

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