PREVIEW / futures_5min / 2017-05-18

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-18.parquet
  size:    281 KB
  rows:    16,269

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
2017-05-18 00:00:00	ES	Futures	2581.47	2581.47	2580.93	2580.93	221.0
2017-05-18 00:05:00	ES	Futures	2581.2	2581.2	2580.93	2581.2	199.0
2017-05-18 00:10:00	ES	Futures	2581.2	2581.2	2580.93	2580.93	212.0
2017-05-18 00:15:00	ES	Futures	2580.93	2581.75	2580.93	2581.47	448.0
2017-05-18 00:20:00	ES	Futures	2581.47	2581.75	2581.2	2581.47	491.0
2017-05-18 00:25:00	ES	Futures	2581.47	2581.47	2581.2	2581.2	130.0
2017-05-18 00:30:00	ES	Futures	2581.2	2581.75	2581.2	2581.2	235.0
2017-05-18 00:35:00	ES	Futures	2581.2	2581.47	2580.93	2580.93	302.0
2017-05-18 00:40:00	ES	Futures	2580.93	2581.47	2580.93	2581.2	182.0
2017-05-18 00:45:00	ES	Futures	2581.47	2581.75	2581.2	2581.2	352.0
2017-05-18 00:50:00	ES	Futures	2581.47	2581.75	2581.2	2581.75	377.0
2017-05-18 00:55:00	ES	Futures	2581.75	2581.75	2581.2	2581.47	245.0
2017-05-18 01:00:00	ES	Futures	2581.75	2581.75	2581.2	2581.2	377.0
2017-05-18 01:05:00	ES	Futures	2581.47	2581.47	2581.2	2581.47	224.0
2017-05-18 01:10:00	ES	Futures	2581.2	2581.75	2581.2	2581.47	288.0
2017-05-18 01:15:00	ES	Futures	2581.47	2582.02	2581.47	2581.75	572.0
2017-05-18 01:20:00	ES	Futures	2581.75	2582.02	2580.93	2580.93	592.0
2017-05-18 01:25:00	ES	Futures	2580.93	2581.47	2580.93	2581.2	219.0
2017-05-18 01:30:00	ES	Futures	2581.47	2581.47	2581.2	2581.2	232.0
2017-05-18 01:35:00	ES	Futures	2581.2	2581.2	2580.65	2580.65	588.0
2017-05-18 01:40:00	ES	Futures	2580.93	2580.93	2580.65	2580.65	296.0
2017-05-18 01:45:00	ES	Futures	2580.65	2581.2	2580.65	2580.93	235.0
2017-05-18 01:50:00	ES	Futures	2580.93	2581.75	2580.93	2581.47	613.0
2017-05-18 01:55:00	ES	Futures	2581.47	2581.47	2580.93	2581.2	473.0
2017-05-18 02:00:00	ES	Futures	2581.47	2582.84	2581.2	2582.84	1935.0
2017-05-18 02:05:00	ES	Futures	2582.84	2583.11	2582.57	2583.11	1564.0
2017-05-18 02:10:00	ES	Futures	2583.11	2585.3	2582.84	2585.03	5692.0
2017-05-18 02:15:00	ES	Futures	2585.03	2586.12	2585.03	2585.84	4052.0
2017-05-18 02:20:00	ES	Futures	2585.84	2586.12	2585.03	2585.03	2269.0
2017-05-18 02:25:00	ES	Futures	2585.03	2585.3	2584.48	2584.48	1565.0
2017-05-18 02:30:00	ES	Futures	2584.48	2585.03	2584.48	2584.75	1314.0
2017-05-18 02:35:00	ES	Futures	2585.03	2585.03	2583.93	2584.21	1455.0
2017-05-18 02:40:00	ES	Futures	2583.93	2584.21	2583.66	2583.93	1820.0
2017-05-18 02:45:00	ES	Futures	2583.93	2583.93	2583.11	2583.39	1256.0
2017-05-18 02:50:00	ES	Futures	2583.39	2583.93	2583.39	2583.93	665.0
2017-05-18 02:55:00	ES	Futures	2583.93	2584.75	2583.93	2584.48	1946.0
2017-05-18 03:00:00	ES	Futures	2584.48	2585.03	2583.39	2583.39	3835.0
2017-05-18 03:05:00	ES	Futures	2583.39	2584.75	2583.11	2583.66	3283.0
2017-05-18 03:10:00	ES	Futures	2583.93	2584.48	2583.11	2583.11	3195.0
2017-05-18 03:15:00	ES	Futures	2583.39	2583.66	2582.84	2583.11	1842.0
2017-05-18 03:20:00	ES	Futures	2583.39	2583.39	2582.57	2582.84	2127.0
2017-05-18 03:25:00	ES	Futures	2582.84	2583.11	2581.2	2581.2	2616.0
2017-05-18 03:30:00	ES	Futures	2581.2	2582.29	2581.2	2581.47	2907.0
2017-05-18 03:35:00	ES	Futures	2581.47	2582.84	2580.38	2580.38	4173.0
2017-05-18 03:40:00	ES	Futures	2580.38	2580.93	2579.02	2579.29	5794.0
2017-05-18 03:45:00	ES	Futures	2579.29	2579.84	2576.56	2577.1	8010.0
2017-05-18 03:50:00	ES	Futures	2577.1	2577.92	2576.56	2577.1	3716.0
2017-05-18 03:55:00	ES	Futures	2576.83	2578.2	2575.74	2577.65	5320.0
2017-05-18 04:00:00	ES	Futures	2577.38	2577.92	2576.28	2576.56	3662.0
2017-05-18 04:05:00	ES	Futures	2576.56	2577.38	2575.74	2576.83	2077.0

> showing 50 of 16,269 rows — these rows as CSV

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