PREVIEW / futures_5min / 2016-07-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-14.parquet
  size:    261 KB
  rows:    15,508

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
2016-07-14 00:00:00	ES	Futures	2327.05	2327.59	2326.78	2327.32	316.0
2016-07-14 00:05:00	ES	Futures	2327.32	2327.32	2326.78	2327.05	282.0
2016-07-14 00:10:00	ES	Futures	2327.05	2327.59	2327.05	2327.32	296.0
2016-07-14 00:15:00	ES	Futures	2327.32	2327.59	2327.05	2327.59	102.0
2016-07-14 00:20:00	ES	Futures	2327.59	2327.86	2327.32	2327.59	175.0
2016-07-14 00:25:00	ES	Futures	2327.86	2328.41	2327.86	2327.86	444.0
2016-07-14 00:30:00	ES	Futures	2327.86	2327.86	2327.32	2327.32	138.0
2016-07-14 00:35:00	ES	Futures	2327.59	2327.59	2327.05	2327.32	273.0
2016-07-14 00:40:00	ES	Futures	2327.32	2327.59	2327.05	2327.59	150.0
2016-07-14 00:45:00	ES	Futures	2327.59	2328.14	2327.59	2327.86	221.0
2016-07-14 00:50:00	ES	Futures	2327.86	2328.14	2327.59	2327.86	245.0
2016-07-14 00:55:00	ES	Futures	2328.14	2328.14	2327.59	2327.59	163.0
2016-07-14 01:00:00	ES	Futures	2327.86	2328.14	2327.59	2328.14	389.0
2016-07-14 01:05:00	ES	Futures	2328.14	2328.41	2327.86	2328.41	377.0
2016-07-14 01:10:00	ES	Futures	2328.14	2328.41	2327.86	2328.14	303.0
2016-07-14 01:15:00	ES	Futures	2328.41	2328.68	2328.14	2328.68	409.0
2016-07-14 01:20:00	ES	Futures	2328.95	2330.03	2328.68	2329.49	2293.0
2016-07-14 01:25:00	ES	Futures	2329.49	2329.76	2328.95	2329.49	475.0
2016-07-14 01:30:00	ES	Futures	2329.22	2329.49	2328.68	2328.95	729.0
2016-07-14 01:35:00	ES	Futures	2328.95	2329.22	2328.68	2329.22	216.0
2016-07-14 01:40:00	ES	Futures	2328.95	2329.49	2328.68	2328.95	552.0
2016-07-14 01:45:00	ES	Futures	2329.22	2329.49	2328.14	2328.68	1348.0
2016-07-14 01:50:00	ES	Futures	2328.95	2330.03	2328.95	2329.76	864.0
2016-07-14 01:55:00	ES	Futures	2329.76	2330.58	2329.22	2330.58	1006.0
2016-07-14 02:00:00	ES	Futures	2330.3	2330.85	2329.76	2330.03	2601.0
2016-07-14 02:05:00	ES	Futures	2330.3	2333.29	2330.03	2333.29	4385.0
2016-07-14 02:10:00	ES	Futures	2333.29	2333.83	2332.75	2333.56	2571.0
2016-07-14 02:15:00	ES	Futures	2333.29	2334.37	2333.29	2334.1	2116.0
2016-07-14 02:20:00	ES	Futures	2333.83	2336.81	2333.83	2336.54	4502.0
2016-07-14 02:25:00	ES	Futures	2336.27	2340.07	2335.73	2339.25	8024.0
2016-07-14 02:30:00	ES	Futures	2339.25	2340.07	2338.17	2338.71	4505.0
2016-07-14 02:35:00	ES	Futures	2338.98	2338.98	2338.17	2338.71	2448.0
2016-07-14 02:40:00	ES	Futures	2338.98	2338.98	2337.9	2338.17	2256.0
2016-07-14 02:45:00	ES	Futures	2338.17	2338.44	2337.36	2338.44	2559.0
2016-07-14 02:50:00	ES	Futures	2338.17	2338.44	2337.36	2337.9	1617.0
2016-07-14 02:55:00	ES	Futures	2337.9	2339.53	2337.63	2339.25	2161.0
2016-07-14 03:00:00	ES	Futures	2339.25	2340.88	2338.17	2340.88	6833.0
2016-07-14 03:05:00	ES	Futures	2340.61	2343.86	2340.61	2343.59	11701.0
2016-07-14 03:10:00	ES	Futures	2343.86	2344.68	2341.15	2341.97	8201.0
2016-07-14 03:15:00	ES	Futures	2341.97	2342.51	2340.61	2340.61	5428.0
2016-07-14 03:20:00	ES	Futures	2340.61	2341.69	2340.61	2340.61	3203.0
2016-07-14 03:25:00	ES	Futures	2340.88	2342.51	2340.34	2341.97	3333.0
2016-07-14 03:30:00	ES	Futures	2341.97	2342.51	2341.15	2341.69	2597.0
2016-07-14 03:35:00	ES	Futures	2341.97	2341.97	2340.61	2340.61	2302.0
2016-07-14 03:40:00	ES	Futures	2340.88	2341.42	2340.61	2341.42	2274.0
2016-07-14 03:45:00	ES	Futures	2341.15	2342.51	2341.15	2341.97	3619.0
2016-07-14 03:50:00	ES	Futures	2341.97	2343.05	2340.88	2341.97	3045.0
2016-07-14 03:55:00	ES	Futures	2341.69	2342.78	2341.42	2342.24	2430.0
2016-07-14 04:00:00	ES	Futures	2342.24	2343.05	2342.24	2342.24	2472.0
2016-07-14 04:05:00	ES	Futures	2342.24	2343.86	2342.24	2343.05	3276.0

> showing 50 of 15,508 rows — these rows as CSV

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