PREVIEW / futures_5min / 2017-05-10

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-10.parquet
  size:    230 KB
  rows:    15,544

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
2017-05-10 00:00:00	ES	Futures	2611.25	2611.25	2610.7	2610.97	246.0
2017-05-10 00:05:00	ES	Futures	2610.97	2611.25	2610.97	2611.25	358.0
2017-05-10 00:10:00	ES	Futures	2610.97	2611.25	2610.97	2610.97	13.0
2017-05-10 00:15:00	ES	Futures	2610.97	2611.25	2610.97	2611.25	79.0
2017-05-10 00:20:00	ES	Futures	2611.25	2611.52	2610.97	2611.25	423.0
2017-05-10 00:25:00	ES	Futures	2611.25	2611.25	2610.97	2610.97	108.0
2017-05-10 00:30:00	ES	Futures	2611.25	2611.52	2611.25	2611.25	234.0
2017-05-10 00:35:00	ES	Futures	2610.97	2611.52	2610.97	2610.97	211.0
2017-05-10 00:40:00	ES	Futures	2611.25	2611.52	2611.25	2611.25	58.0
2017-05-10 00:45:00	ES	Futures	2611.52	2611.52	2610.97	2610.97	49.0
2017-05-10 00:50:00	ES	Futures	2611.25	2611.25	2610.97	2611.25	24.0
2017-05-10 00:55:00	ES	Futures	2610.97	2611.25	2610.97	2610.97	74.0
2017-05-10 01:00:00	ES	Futures	2611.25	2611.52	2610.97	2611.25	293.0
2017-05-10 01:05:00	ES	Futures	2611.25	2611.25	2610.97	2611.25	124.0
2017-05-10 01:10:00	ES	Futures	2611.25	2611.52	2610.97	2610.97	225.0
2017-05-10 01:15:00	ES	Futures	2611.25	2611.52	2610.97	2610.97	257.0
2017-05-10 01:20:00	ES	Futures	2610.97	2611.25	2610.97	2611.25	143.0
2017-05-10 01:25:00	ES	Futures	2610.97	2611.25	2610.97	2610.97	135.0
2017-05-10 01:30:00	ES	Futures	2611.25	2611.25	2610.7	2610.97	362.0
2017-05-10 01:35:00	ES	Futures	2611.25	2611.25	2610.97	2610.97	124.0
2017-05-10 01:40:00	ES	Futures	2611.25	2611.25	2610.97	2611.25	174.0
2017-05-10 01:45:00	ES	Futures	2611.25	2611.25	2610.97	2610.97	199.0
2017-05-10 01:50:00	ES	Futures	2611.25	2611.52	2610.97	2610.97	359.0
2017-05-10 01:55:00	ES	Futures	2611.25	2611.52	2610.97	2611.25	456.0
2017-05-10 02:00:00	ES	Futures	2611.52	2611.52	2610.97	2611.25	1068.0
2017-05-10 02:05:00	ES	Futures	2611.25	2611.25	2610.7	2610.7	429.0
2017-05-10 02:10:00	ES	Futures	2610.7	2610.7	2610.43	2610.7	1214.0
2017-05-10 02:15:00	ES	Futures	2610.43	2610.7	2610.43	2610.7	430.0
2017-05-10 02:20:00	ES	Futures	2610.7	2610.97	2610.7	2610.7	759.0
2017-05-10 02:25:00	ES	Futures	2610.7	2611.52	2610.7	2610.97	638.0
2017-05-10 02:30:00	ES	Futures	2611.25	2611.25	2610.43	2611.25	803.0
2017-05-10 02:35:00	ES	Futures	2610.97	2610.97	2610.15	2610.7	907.0
2017-05-10 02:40:00	ES	Futures	2610.43	2610.97	2610.15	2610.15	678.0
2017-05-10 02:45:00	ES	Futures	2610.15	2611.25	2610.15	2610.97	857.0
2017-05-10 02:50:00	ES	Futures	2610.97	2611.25	2610.7	2610.97	274.0
2017-05-10 02:55:00	ES	Futures	2610.97	2610.97	2610.43	2610.7	444.0
2017-05-10 03:00:00	ES	Futures	2610.7	2612.89	2610.43	2612.89	4251.0
2017-05-10 03:05:00	ES	Futures	2612.89	2613.16	2612.61	2612.89	3422.0
2017-05-10 03:10:00	ES	Futures	2612.89	2612.89	2612.34	2612.61	1630.0
2017-05-10 03:15:00	ES	Futures	2612.89	2613.43	2612.34	2612.89	1896.0
2017-05-10 03:20:00	ES	Futures	2612.89	2613.16	2612.07	2612.07	1841.0
2017-05-10 03:25:00	ES	Futures	2612.07	2612.34	2611.79	2612.07	1046.0
2017-05-10 03:30:00	ES	Futures	2612.07	2612.07	2610.7	2610.97	2541.0
2017-05-10 03:35:00	ES	Futures	2610.97	2611.52	2610.7	2611.25	1156.0
2017-05-10 03:40:00	ES	Futures	2611.25	2611.52	2610.97	2610.97	797.0
2017-05-10 03:45:00	ES	Futures	2610.7	2610.97	2610.43	2610.43	823.0
2017-05-10 03:50:00	ES	Futures	2610.43	2611.25	2610.15	2610.15	766.0
2017-05-10 03:55:00	ES	Futures	2610.15	2610.7	2610.15	2610.43	747.0
2017-05-10 04:00:00	ES	Futures	2610.15	2610.43	2609.33	2609.33	1754.0
2017-05-10 04:05:00	ES	Futures	2609.61	2609.61	2609.06	2609.33	1770.0

> showing 50 of 15,544 rows — these rows as CSV

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