PREVIEW / futures_5min / 2016-07-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-17.parquet
  size:    52 KB
  rows:    2,521

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
2016-07-17 18:00:00	ES	Futures	2337.08	2338.98	2336.0	2337.63	6005.0
2016-07-17 18:05:00	ES	Futures	2337.63	2340.07	2337.36	2339.25	2947.0
2016-07-17 18:10:00	ES	Futures	2339.25	2339.53	2338.71	2339.53	1151.0
2016-07-17 18:15:00	ES	Futures	2339.53	2340.61	2338.98	2339.25	1903.0
2016-07-17 18:20:00	ES	Futures	2339.25	2340.07	2339.25	2339.8	713.0
2016-07-17 18:25:00	ES	Futures	2339.53	2343.86	2339.53	2342.78	5127.0
2016-07-17 18:30:00	ES	Futures	2342.78	2343.32	2341.97	2342.24	1003.0
2016-07-17 18:35:00	ES	Futures	2342.51	2342.51	2341.42	2341.42	832.0
2016-07-17 18:40:00	ES	Futures	2341.42	2342.51	2341.42	2342.51	666.0
2016-07-17 18:45:00	ES	Futures	2342.51	2342.51	2341.69	2341.69	458.0
2016-07-17 18:50:00	ES	Futures	2341.69	2341.97	2341.42	2341.69	445.0
2016-07-17 18:55:00	ES	Futures	2341.69	2341.97	2341.42	2341.97	312.0
2016-07-17 19:00:00	ES	Futures	2341.69	2342.24	2341.15	2341.15	913.0
2016-07-17 19:05:00	ES	Futures	2341.15	2341.42	2340.61	2340.61	424.0
2016-07-17 19:10:00	ES	Futures	2340.61	2340.88	2339.53	2340.07	1256.0
2016-07-17 19:15:00	ES	Futures	2339.8	2340.34	2339.25	2340.34	837.0
2016-07-17 19:20:00	ES	Futures	2340.07	2340.34	2339.53	2339.53	488.0
2016-07-17 19:25:00	ES	Futures	2339.8	2340.07	2338.44	2338.44	1322.0
2016-07-17 19:30:00	ES	Futures	2338.44	2338.98	2338.17	2338.71	677.0
2016-07-17 19:35:00	ES	Futures	2338.71	2339.25	2338.71	2339.25	416.0
2016-07-17 19:40:00	ES	Futures	2339.25	2339.25	2338.71	2338.98	409.0
2016-07-17 19:45:00	ES	Futures	2338.98	2338.98	2338.44	2338.71	315.0
2016-07-17 19:50:00	ES	Futures	2338.71	2338.71	2337.9	2338.17	561.0
2016-07-17 19:55:00	ES	Futures	2337.9	2338.98	2337.9	2338.71	460.0
2016-07-17 20:00:00	ES	Futures	2338.71	2339.25	2338.44	2338.44	465.0
2016-07-17 20:05:00	ES	Futures	2338.44	2338.71	2338.44	2338.44	347.0
2016-07-17 20:10:00	ES	Futures	2338.44	2338.98	2338.17	2338.71	310.0
2016-07-17 20:15:00	ES	Futures	2338.71	2339.53	2338.71	2338.98	409.0
2016-07-17 20:20:00	ES	Futures	2338.98	2339.25	2338.71	2338.98	137.0
2016-07-17 20:25:00	ES	Futures	2338.98	2339.25	2338.71	2338.98	159.0
2016-07-17 20:30:00	ES	Futures	2338.71	2339.25	2338.71	2338.98	115.0
2016-07-17 20:35:00	ES	Futures	2338.98	2339.8	2338.98	2339.8	797.0
2016-07-17 20:40:00	ES	Futures	2339.8	2339.8	2339.25	2339.53	99.0
2016-07-17 20:45:00	ES	Futures	2339.25	2339.8	2339.25	2339.25	106.0
2016-07-17 20:50:00	ES	Futures	2339.53	2339.8	2339.25	2339.8	246.0
2016-07-17 20:55:00	ES	Futures	2339.53	2339.53	2338.44	2338.44	558.0
2016-07-17 21:00:00	ES	Futures	2338.71	2338.98	2338.44	2338.44	154.0
2016-07-17 21:05:00	ES	Futures	2338.71	2339.8	2338.44	2339.53	1025.0
2016-07-17 21:10:00	ES	Futures	2339.53	2339.8	2339.25	2339.53	248.0
2016-07-17 21:15:00	ES	Futures	2339.25	2340.34	2338.98	2340.34	441.0
2016-07-17 21:20:00	ES	Futures	2340.34	2341.15	2340.07	2340.34	675.0
2016-07-17 21:25:00	ES	Futures	2340.34	2340.88	2339.8	2340.34	313.0
2016-07-17 21:30:00	ES	Futures	2340.61	2341.15	2339.8	2340.88	699.0
2016-07-17 21:35:00	ES	Futures	2340.88	2341.15	2340.34	2340.88	589.0
2016-07-17 21:40:00	ES	Futures	2341.15	2341.42	2340.88	2341.15	321.0
2016-07-17 21:45:00	ES	Futures	2341.42	2341.42	2340.61	2340.61	353.0
2016-07-17 21:50:00	ES	Futures	2340.88	2341.15	2340.34	2340.88	297.0
2016-07-17 21:55:00	ES	Futures	2340.61	2340.88	2338.44	2338.71	837.0
2016-07-17 22:00:00	ES	Futures	2338.98	2339.53	2338.44	2338.71	666.0
2016-07-17 22:05:00	ES	Futures	2338.71	2338.98	2338.44	2338.71	326.0

> showing 50 of 2,521 rows — these rows as CSV

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