PREVIEW / futures_5min / 2017-05-09

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-09.parquet
  size:    231 KB
  rows:    15,599

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
2017-05-09 00:00:00	ES	Futures	2615.62	2615.89	2615.34	2615.89	197.0
2017-05-09 00:05:00	ES	Futures	2615.89	2616.16	2615.62	2615.89	95.0
2017-05-09 00:10:00	ES	Futures	2615.89	2616.16	2615.62	2615.89	716.0
2017-05-09 00:15:00	ES	Futures	2615.89	2615.89	2615.62	2615.62	55.0
2017-05-09 00:20:00	ES	Futures	2615.62	2615.89	2615.62	2615.89	67.0
2017-05-09 00:25:00	ES	Futures	2615.62	2615.62	2615.34	2615.62	165.0
2017-05-09 00:30:00	ES	Futures	2615.62	2615.62	2615.07	2615.07	446.0
2017-05-09 00:35:00	ES	Futures	2615.07	2615.34	2615.07	2615.07	61.0
2017-05-09 00:40:00	ES	Futures	2615.07	2615.62	2615.07	2615.62	192.0
2017-05-09 00:45:00	ES	Futures	2615.62	2615.89	2615.34	2615.34	489.0
2017-05-09 00:50:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	86.0
2017-05-09 00:55:00	ES	Futures	2615.34	2615.62	2615.34	2615.62	20.0
2017-05-09 01:00:00	ES	Futures	2615.62	2615.62	2615.62	2615.62	89.0
2017-05-09 01:05:00	ES	Futures	2615.89	2615.89	2615.62	2615.62	105.0
2017-05-09 01:10:00	ES	Futures	2615.89	2616.16	2615.89	2615.89	361.0
2017-05-09 01:15:00	ES	Futures	2615.89	2616.16	2615.89	2616.16	109.0
2017-05-09 01:20:00	ES	Futures	2616.16	2616.16	2615.89	2616.16	13.0
2017-05-09 01:25:00	ES	Futures	2616.16	2616.16	2615.62	2615.62	148.0
2017-05-09 01:30:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	30.0
2017-05-09 01:35:00	ES	Futures	2615.34	2615.62	2615.34	2615.34	33.0
2017-05-09 01:40:00	ES	Futures	2615.34	2615.62	2615.07	2615.34	187.0
2017-05-09 01:45:00	ES	Futures	2615.34	2615.62	2615.34	2615.62	130.0
2017-05-09 01:50:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	557.0
2017-05-09 01:55:00	ES	Futures	2615.34	2615.62	2615.07	2615.62	239.0
2017-05-09 02:00:00	ES	Futures	2615.34	2615.89	2615.34	2615.89	1167.0
2017-05-09 02:05:00	ES	Futures	2615.89	2616.16	2615.62	2615.62	370.0
2017-05-09 02:10:00	ES	Futures	2615.34	2616.16	2615.34	2616.16	648.0
2017-05-09 02:15:00	ES	Futures	2616.16	2616.16	2615.62	2615.89	754.0
2017-05-09 02:20:00	ES	Futures	2615.89	2616.44	2615.89	2616.16	569.0
2017-05-09 02:25:00	ES	Futures	2616.16	2616.16	2615.62	2615.62	521.0
2017-05-09 02:30:00	ES	Futures	2615.62	2615.89	2615.62	2615.89	334.0
2017-05-09 02:35:00	ES	Futures	2615.89	2616.44	2615.89	2616.16	506.0
2017-05-09 02:40:00	ES	Futures	2616.16	2616.71	2616.16	2616.44	303.0
2017-05-09 02:45:00	ES	Futures	2616.16	2616.44	2615.89	2616.44	780.0
2017-05-09 02:50:00	ES	Futures	2616.44	2616.98	2616.16	2616.71	819.0
2017-05-09 02:55:00	ES	Futures	2616.71	2616.98	2616.16	2616.16	418.0
2017-05-09 03:00:00	ES	Futures	2616.16	2618.08	2616.16	2617.8	2840.0
2017-05-09 03:05:00	ES	Futures	2618.08	2618.08	2616.71	2617.26	2957.0
2017-05-09 03:10:00	ES	Futures	2617.26	2617.53	2615.89	2615.89	1759.0
2017-05-09 03:15:00	ES	Futures	2615.89	2616.44	2615.07	2615.62	2434.0
2017-05-09 03:20:00	ES	Futures	2615.34	2615.62	2614.8	2614.8	1996.0
2017-05-09 03:25:00	ES	Futures	2614.8	2615.34	2614.52	2615.07	1246.0
2017-05-09 03:30:00	ES	Futures	2615.07	2615.62	2615.07	2615.34	734.0
2017-05-09 03:35:00	ES	Futures	2615.34	2616.44	2615.07	2616.16	1462.0
2017-05-09 03:40:00	ES	Futures	2616.16	2617.53	2616.16	2616.98	1831.0
2017-05-09 03:45:00	ES	Futures	2616.71	2617.8	2616.71	2617.8	1085.0
2017-05-09 03:50:00	ES	Futures	2617.8	2617.8	2616.98	2617.26	1143.0
2017-05-09 03:55:00	ES	Futures	2617.26	2617.26	2616.16	2616.71	1993.0
2017-05-09 04:00:00	ES	Futures	2616.71	2617.26	2616.16	2617.26	1767.0
2017-05-09 04:05:00	ES	Futures	2617.26	2617.53	2616.71	2617.53	1176.0

> showing 50 of 15,599 rows — these rows as CSV

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