PREVIEW / futures_5min / 2016-07-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-12.parquet
  size:    271 KB
  rows:    15,469

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
2016-07-12 00:00:00	ES	Futures	2311.59	2312.41	2311.59	2312.14	209.0
2016-07-12 00:05:00	ES	Futures	2312.14	2312.41	2311.86	2311.86	201.0
2016-07-12 00:10:00	ES	Futures	2312.14	2312.41	2311.86	2312.14	161.0
2016-07-12 00:15:00	ES	Futures	2312.41	2312.68	2311.86	2312.14	208.0
2016-07-12 00:20:00	ES	Futures	2312.41	2312.95	2312.41	2312.95	215.0
2016-07-12 00:25:00	ES	Futures	2312.95	2313.22	2312.68	2312.95	198.0
2016-07-12 00:30:00	ES	Futures	2312.95	2313.49	2312.68	2312.68	377.0
2016-07-12 00:35:00	ES	Futures	2312.95	2313.22	2312.41	2312.95	186.0
2016-07-12 00:40:00	ES	Futures	2313.22	2313.22	2312.41	2312.68	154.0
2016-07-12 00:45:00	ES	Futures	2312.41	2312.68	2311.59	2312.14	583.0
2016-07-12 00:50:00	ES	Futures	2311.86	2312.41	2311.59	2311.59	356.0
2016-07-12 00:55:00	ES	Futures	2311.59	2311.86	2311.32	2311.59	579.0
2016-07-12 01:00:00	ES	Futures	2311.59	2312.14	2311.32	2311.86	270.0
2016-07-12 01:05:00	ES	Futures	2311.86	2312.14	2311.59	2311.59	250.0
2016-07-12 01:10:00	ES	Futures	2311.59	2311.59	2310.78	2310.78	792.0
2016-07-12 01:15:00	ES	Futures	2310.78	2312.14	2310.78	2312.14	267.0
2016-07-12 01:20:00	ES	Futures	2311.86	2312.14	2311.32	2312.14	384.0
2016-07-12 01:25:00	ES	Futures	2312.14	2312.68	2311.05	2311.32	1031.0
2016-07-12 01:30:00	ES	Futures	2311.59	2311.59	2310.78	2311.05	929.0
2016-07-12 01:35:00	ES	Futures	2311.32	2311.32	2310.51	2310.78	340.0
2016-07-12 01:40:00	ES	Futures	2311.05	2311.05	2310.51	2310.51	402.0
2016-07-12 01:45:00	ES	Futures	2310.78	2310.78	2310.24	2310.78	544.0
2016-07-12 01:50:00	ES	Futures	2310.78	2311.59	2310.78	2311.59	332.0
2016-07-12 01:55:00	ES	Futures	2311.59	2311.59	2310.78	2311.32	287.0
2016-07-12 02:00:00	ES	Futures	2311.32	2312.14	2311.05	2311.86	966.0
2016-07-12 02:05:00	ES	Futures	2311.86	2312.41	2311.86	2312.14	834.0
2016-07-12 02:10:00	ES	Futures	2311.86	2312.41	2311.59	2312.14	309.0
2016-07-12 02:15:00	ES	Futures	2312.41	2312.41	2311.59	2312.41	480.0
2016-07-12 02:20:00	ES	Futures	2312.41	2312.41	2311.59	2311.59	618.0
2016-07-12 02:25:00	ES	Futures	2311.59	2312.68	2311.05	2312.68	1217.0
2016-07-12 02:30:00	ES	Futures	2312.41	2313.49	2312.41	2312.68	857.0
2016-07-12 02:35:00	ES	Futures	2312.95	2312.95	2312.68	2312.95	662.0
2016-07-12 02:40:00	ES	Futures	2313.22	2314.58	2312.95	2314.3	1688.0
2016-07-12 02:45:00	ES	Futures	2314.3	2315.66	2314.03	2315.66	2503.0
2016-07-12 02:50:00	ES	Futures	2315.39	2315.93	2314.85	2315.66	1037.0
2016-07-12 02:55:00	ES	Futures	2315.66	2315.66	2315.12	2315.66	708.0
2016-07-12 03:00:00	ES	Futures	2315.39	2317.02	2314.3	2317.02	5659.0
2016-07-12 03:05:00	ES	Futures	2317.02	2318.37	2316.75	2317.56	5482.0
2016-07-12 03:10:00	ES	Futures	2317.56	2318.37	2317.02	2318.37	2614.0
2016-07-12 03:15:00	ES	Futures	2318.37	2318.64	2317.56	2318.37	3200.0
2016-07-12 03:20:00	ES	Futures	2318.1	2318.92	2317.56	2317.83	3506.0
2016-07-12 03:25:00	ES	Futures	2318.1	2319.46	2317.83	2318.37	4008.0
2016-07-12 03:30:00	ES	Futures	2318.37	2318.92	2317.56	2318.1	3250.0
2016-07-12 03:35:00	ES	Futures	2317.83	2318.64	2317.29	2318.1	3054.0
2016-07-12 03:40:00	ES	Futures	2318.1	2318.64	2317.83	2318.1	1857.0
2016-07-12 03:45:00	ES	Futures	2318.1	2318.64	2314.58	2314.85	7198.0
2016-07-12 03:50:00	ES	Futures	2314.85	2316.2	2314.85	2315.12	3194.0
2016-07-12 03:55:00	ES	Futures	2315.39	2316.47	2314.58	2315.39	2835.0
2016-07-12 04:00:00	ES	Futures	2315.66	2317.02	2314.85	2316.47	3968.0
2016-07-12 04:05:00	ES	Futures	2316.75	2317.56	2316.47	2317.29	2301.0

> showing 50 of 15,469 rows — these rows as CSV

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