PREVIEW / futures_5min / 2017-05-11

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-11.parquet
  size:    230 KB
  rows:    15,692

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
2017-05-11 00:00:00	ES	Futures	2615.62	2615.89	2615.34	2615.62	810.0
2017-05-11 00:05:00	ES	Futures	2615.89	2615.89	2615.34	2615.62	609.0
2017-05-11 00:10:00	ES	Futures	2615.62	2615.62	2615.34	2615.62	108.0
2017-05-11 00:15:00	ES	Futures	2615.62	2615.62	2615.34	2615.62	39.0
2017-05-11 00:20:00	ES	Futures	2615.62	2615.89	2615.62	2615.89	375.0
2017-05-11 00:25:00	ES	Futures	2615.89	2616.16	2615.62	2615.89	373.0
2017-05-11 00:30:00	ES	Futures	2616.16	2616.16	2615.89	2615.89	27.0
2017-05-11 00:35:00	ES	Futures	2616.16	2616.16	2615.62	2615.89	134.0
2017-05-11 00:40:00	ES	Futures	2615.62	2615.89	2615.62	2615.89	253.0
2017-05-11 00:45:00	ES	Futures	2615.89	2615.89	2615.62	2615.62	20.0
2017-05-11 00:50:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	60.0
2017-05-11 00:55:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	74.0
2017-05-11 01:00:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	183.0
2017-05-11 01:05:00	ES	Futures	2615.34	2615.62	2615.34	2615.34	119.0
2017-05-11 01:10:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	338.0
2017-05-11 01:15:00	ES	Futures	2615.34	2615.62	2615.34	2615.62	219.0
2017-05-11 01:20:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	116.0
2017-05-11 01:25:00	ES	Futures	2615.62	2615.62	2615.34	2615.62	106.0
2017-05-11 01:30:00	ES	Futures	2615.62	2615.62	2615.07	2615.62	409.0
2017-05-11 01:35:00	ES	Futures	2615.62	2615.62	2615.34	2615.34	110.0
2017-05-11 01:40:00	ES	Futures	2615.62	2615.62	2615.34	2615.62	13.0
2017-05-11 01:45:00	ES	Futures	2615.34	2615.62	2615.34	2615.62	35.0
2017-05-11 01:50:00	ES	Futures	2615.62	2615.62	2615.34	2615.62	51.0
2017-05-11 01:55:00	ES	Futures	2615.62	2615.89	2615.62	2615.89	449.0
2017-05-11 02:00:00	ES	Futures	2615.62	2616.16	2615.34	2616.16	733.0
2017-05-11 02:05:00	ES	Futures	2616.16	2616.16	2615.62	2615.89	411.0
2017-05-11 02:10:00	ES	Futures	2615.89	2615.89	2615.34	2615.62	972.0
2017-05-11 02:15:00	ES	Futures	2615.89	2616.44	2615.62	2616.44	591.0
2017-05-11 02:20:00	ES	Futures	2616.44	2616.44	2615.89	2615.89	460.0
2017-05-11 02:25:00	ES	Futures	2615.89	2616.16	2615.62	2615.89	179.0
2017-05-11 02:30:00	ES	Futures	2615.89	2616.16	2615.62	2615.89	340.0
2017-05-11 02:35:00	ES	Futures	2616.16	2616.44	2615.89	2616.16	408.0
2017-05-11 02:40:00	ES	Futures	2616.16	2616.16	2615.62	2616.16	783.0
2017-05-11 02:45:00	ES	Futures	2616.44	2616.44	2615.62	2615.62	599.0
2017-05-11 02:50:00	ES	Futures	2615.62	2615.89	2615.34	2615.62	426.0
2017-05-11 02:55:00	ES	Futures	2615.62	2615.89	2615.62	2615.62	230.0
2017-05-11 03:00:00	ES	Futures	2615.89	2615.89	2614.52	2615.34	2638.0
2017-05-11 03:05:00	ES	Futures	2615.34	2615.62	2614.8	2615.62	1523.0
2017-05-11 03:10:00	ES	Futures	2615.62	2615.62	2615.07	2615.07	573.0
2017-05-11 03:15:00	ES	Futures	2614.8	2615.62	2614.52	2615.07	1293.0
2017-05-11 03:20:00	ES	Futures	2615.07	2615.07	2614.52	2614.8	1019.0
2017-05-11 03:25:00	ES	Futures	2615.07	2615.07	2614.52	2614.52	871.0
2017-05-11 03:30:00	ES	Futures	2614.8	2615.07	2614.52	2614.8	817.0
2017-05-11 03:35:00	ES	Futures	2614.52	2615.34	2614.25	2614.8	1296.0
2017-05-11 03:40:00	ES	Futures	2614.8	2615.07	2614.25	2614.52	649.0
2017-05-11 03:45:00	ES	Futures	2614.52	2615.34	2614.52	2614.8	811.0
2017-05-11 03:50:00	ES	Futures	2614.8	2615.07	2614.8	2614.8	986.0
2017-05-11 03:55:00	ES	Futures	2614.8	2614.8	2614.25	2614.52	997.0
2017-05-11 04:00:00	ES	Futures	2614.52	2615.07	2614.52	2614.52	494.0
2017-05-11 04:05:00	ES	Futures	2614.52	2615.07	2614.25	2615.07	768.0

> showing 50 of 15,692 rows — these rows as CSV

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