PREVIEW / futures_5min / 2017-05-19

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-05-19.parquet
  size:    215 KB
  rows:    13,193

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
2017-05-19 00:00:00	ES	Futures	2582.84	2583.39	2582.84	2583.39	286.0
2017-05-19 00:05:00	ES	Futures	2583.11	2583.39	2583.11	2583.39	197.0
2017-05-19 00:10:00	ES	Futures	2583.39	2583.39	2582.57	2582.57	293.0
2017-05-19 00:15:00	ES	Futures	2582.57	2582.57	2582.29	2582.29	270.0
2017-05-19 00:20:00	ES	Futures	2582.29	2582.29	2581.75	2581.75	136.0
2017-05-19 00:25:00	ES	Futures	2582.02	2582.02	2581.47	2581.75	166.0
2017-05-19 00:30:00	ES	Futures	2581.47	2582.02	2581.47	2582.02	120.0
2017-05-19 00:35:00	ES	Futures	2582.02	2582.02	2581.75	2582.02	89.0
2017-05-19 00:40:00	ES	Futures	2581.75	2582.29	2581.75	2582.02	56.0
2017-05-19 00:45:00	ES	Futures	2582.29	2582.84	2582.29	2582.84	127.0
2017-05-19 00:50:00	ES	Futures	2582.84	2582.84	2582.29	2582.29	60.0
2017-05-19 00:55:00	ES	Futures	2582.29	2582.29	2582.29	2582.29	4.0
2017-05-19 01:00:00	ES	Futures	2582.29	2583.39	2582.29	2583.11	427.0
2017-05-19 01:05:00	ES	Futures	2583.11	2583.66	2583.11	2583.66	657.0
2017-05-19 01:10:00	ES	Futures	2583.66	2583.66	2583.39	2583.39	147.0
2017-05-19 01:15:00	ES	Futures	2583.39	2583.93	2583.39	2583.66	250.0
2017-05-19 01:20:00	ES	Futures	2583.93	2583.93	2583.66	2583.66	292.0
2017-05-19 01:25:00	ES	Futures	2583.39	2584.21	2583.39	2584.21	638.0
2017-05-19 01:30:00	ES	Futures	2584.21	2584.21	2583.11	2583.11	417.0
2017-05-19 01:35:00	ES	Futures	2583.11	2583.66	2583.11	2583.66	308.0
2017-05-19 01:40:00	ES	Futures	2583.39	2583.66	2583.39	2583.66	190.0
2017-05-19 01:45:00	ES	Futures	2583.39	2583.66	2583.39	2583.66	45.0
2017-05-19 01:50:00	ES	Futures	2583.66	2583.66	2583.11	2583.11	298.0
2017-05-19 01:55:00	ES	Futures	2583.11	2583.39	2583.11	2583.11	151.0
2017-05-19 02:00:00	ES	Futures	2583.11	2583.39	2582.57	2582.57	849.0
2017-05-19 02:05:00	ES	Futures	2582.57	2583.39	2582.29	2583.11	500.0
2017-05-19 02:10:00	ES	Futures	2583.39	2583.66	2583.11	2583.66	313.0
2017-05-19 02:15:00	ES	Futures	2583.39	2584.21	2583.39	2583.39	1304.0
2017-05-19 02:20:00	ES	Futures	2583.66	2583.93	2583.66	2583.66	447.0
2017-05-19 02:25:00	ES	Futures	2583.66	2583.93	2583.39	2583.66	500.0
2017-05-19 02:30:00	ES	Futures	2583.39	2583.66	2583.11	2583.66	444.0
2017-05-19 02:35:00	ES	Futures	2583.93	2583.93	2582.84	2583.11	703.0
2017-05-19 02:40:00	ES	Futures	2582.84	2583.66	2582.84	2583.66	650.0
2017-05-19 02:45:00	ES	Futures	2583.39	2583.66	2583.11	2583.11	820.0
2017-05-19 02:50:00	ES	Futures	2583.39	2583.39	2583.11	2583.11	128.0
2017-05-19 02:55:00	ES	Futures	2583.11	2583.66	2582.84	2583.11	655.0
2017-05-19 03:00:00	ES	Futures	2583.11	2583.11	2581.47	2582.02	1864.0
2017-05-19 03:05:00	ES	Futures	2582.02	2582.57	2581.75	2582.57	959.0
2017-05-19 03:10:00	ES	Futures	2582.29	2583.39	2582.02	2583.11	1730.0
2017-05-19 03:15:00	ES	Futures	2583.11	2583.93	2583.11	2583.39	1742.0
2017-05-19 03:20:00	ES	Futures	2583.39	2584.21	2583.11	2584.21	1505.0
2017-05-19 03:25:00	ES	Futures	2583.93	2584.21	2583.39	2583.93	1394.0
2017-05-19 03:30:00	ES	Futures	2583.66	2584.48	2583.66	2583.93	1448.0
2017-05-19 03:35:00	ES	Futures	2583.93	2584.48	2583.11	2583.39	670.0
2017-05-19 03:40:00	ES	Futures	2583.11	2584.21	2583.11	2584.21	1019.0
2017-05-19 03:45:00	ES	Futures	2584.21	2584.48	2583.66	2583.93	1232.0
2017-05-19 03:50:00	ES	Futures	2584.21	2584.21	2583.39	2583.93	980.0
2017-05-19 03:55:00	ES	Futures	2583.66	2583.66	2583.11	2583.39	877.0
2017-05-19 04:00:00	ES	Futures	2583.39	2583.66	2582.57	2582.84	787.0
2017-05-19 04:05:00	ES	Futures	2582.84	2583.39	2582.02	2582.84	1615.0

> showing 50 of 13,193 rows — these rows as CSV

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