PREVIEW / futures_5min / 2017-05-17

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-17.parquet
  size:    282 KB
  rows:    16,356

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
2017-05-17 00:00:00	ES	Futures	2603.6	2604.15	2603.33	2604.15	558.0
2017-05-17 00:05:00	ES	Futures	2604.15	2604.15	2603.33	2604.15	372.0
2017-05-17 00:10:00	ES	Futures	2603.87	2604.42	2603.87	2604.42	438.0
2017-05-17 00:15:00	ES	Futures	2604.42	2604.96	2604.15	2604.96	524.0
2017-05-17 00:20:00	ES	Futures	2604.96	2605.24	2604.69	2605.24	760.0
2017-05-17 00:25:00	ES	Futures	2605.24	2605.78	2604.96	2605.24	879.0
2017-05-17 00:30:00	ES	Futures	2604.96	2605.78	2604.96	2605.78	450.0
2017-05-17 00:35:00	ES	Futures	2605.78	2605.78	2605.51	2605.51	551.0
2017-05-17 00:40:00	ES	Futures	2605.78	2605.78	2605.51	2605.78	180.0
2017-05-17 00:45:00	ES	Futures	2605.78	2606.33	2605.51	2606.06	1161.0
2017-05-17 00:50:00	ES	Futures	2605.78	2606.33	2605.24	2606.33	1512.0
2017-05-17 00:55:00	ES	Futures	2606.06	2606.06	2604.96	2604.96	822.0
2017-05-17 01:00:00	ES	Futures	2605.24	2605.78	2604.96	2605.78	661.0
2017-05-17 01:05:00	ES	Futures	2605.51	2605.78	2605.24	2605.51	705.0
2017-05-17 01:10:00	ES	Futures	2605.51	2606.33	2605.51	2606.06	507.0
2017-05-17 01:15:00	ES	Futures	2605.78	2606.06	2605.51	2606.06	346.0
2017-05-17 01:20:00	ES	Futures	2606.06	2606.06	2605.24	2605.51	320.0
2017-05-17 01:25:00	ES	Futures	2605.24	2605.78	2605.24	2605.51	228.0
2017-05-17 01:30:00	ES	Futures	2605.51	2605.78	2604.96	2605.24	777.0
2017-05-17 01:35:00	ES	Futures	2604.96	2605.51	2604.96	2604.96	807.0
2017-05-17 01:40:00	ES	Futures	2604.96	2604.96	2603.33	2603.33	1127.0
2017-05-17 01:45:00	ES	Futures	2603.33	2603.6	2602.51	2603.05	1435.0
2017-05-17 01:50:00	ES	Futures	2603.05	2603.87	2602.51	2603.6	931.0
2017-05-17 01:55:00	ES	Futures	2603.87	2604.96	2603.33	2604.69	1360.0
2017-05-17 02:00:00	ES	Futures	2604.42	2604.96	2604.15	2604.42	1835.0
2017-05-17 02:05:00	ES	Futures	2604.69	2604.69	2603.87	2604.15	1017.0
2017-05-17 02:10:00	ES	Futures	2603.87	2604.69	2603.05	2603.33	1214.0
2017-05-17 02:15:00	ES	Futures	2603.33	2603.6	2602.78	2602.78	952.0
2017-05-17 02:20:00	ES	Futures	2603.05	2603.87	2603.05	2603.87	485.0
2017-05-17 02:25:00	ES	Futures	2603.87	2604.69	2603.6	2604.69	1384.0
2017-05-17 02:30:00	ES	Futures	2604.69	2604.96	2604.15	2604.15	1204.0
2017-05-17 02:35:00	ES	Futures	2604.15	2604.69	2604.15	2604.15	993.0
2017-05-17 02:40:00	ES	Futures	2604.15	2604.42	2603.6	2604.42	1777.0
2017-05-17 02:45:00	ES	Futures	2604.15	2604.42	2603.6	2604.15	775.0
2017-05-17 02:50:00	ES	Futures	2603.87	2604.42	2602.78	2603.6	1442.0
2017-05-17 02:55:00	ES	Futures	2603.6	2603.87	2603.33	2603.6	1025.0
2017-05-17 03:00:00	ES	Futures	2603.6	2603.87	2601.96	2602.23	3362.0
2017-05-17 03:05:00	ES	Futures	2602.23	2603.6	2601.96	2602.78	3661.0
2017-05-17 03:10:00	ES	Futures	2602.51	2603.33	2602.51	2603.05	1453.0
2017-05-17 03:15:00	ES	Futures	2603.05	2604.42	2603.05	2604.42	2484.0
2017-05-17 03:20:00	ES	Futures	2604.15	2605.51	2604.15	2604.96	2223.0
2017-05-17 03:25:00	ES	Futures	2604.96	2605.24	2604.42	2604.42	1710.0
2017-05-17 03:30:00	ES	Futures	2604.42	2605.51	2604.15	2605.24	1748.0
2017-05-17 03:35:00	ES	Futures	2605.24	2605.51	2603.87	2604.15	2368.0
2017-05-17 03:40:00	ES	Futures	2604.42	2604.69	2603.87	2604.42	1632.0
2017-05-17 03:45:00	ES	Futures	2604.15	2606.33	2604.15	2605.78	6086.0
2017-05-17 03:50:00	ES	Futures	2605.51	2605.78	2605.24	2605.51	923.0
2017-05-17 03:55:00	ES	Futures	2605.51	2605.78	2604.69	2604.96	1300.0
2017-05-17 04:00:00	ES	Futures	2605.24	2605.24	2604.69	2604.69	1304.0
2017-05-17 04:05:00	ES	Futures	2604.96	2606.06	2604.42	2606.06	1292.0

> showing 50 of 16,356 rows — these rows as CSV

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