PREVIEW / futures_5min / 2016-07-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-19.parquet
  size:    223 KB
  rows:    14,975

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
2016-07-19 00:00:00	ES	Futures	2340.34	2340.34	2339.8	2339.8	88.0
2016-07-19 00:05:00	ES	Futures	2340.07	2340.34	2339.8	2340.07	132.0
2016-07-19 00:10:00	ES	Futures	2340.07	2340.34	2339.8	2339.8	98.0
2016-07-19 00:15:00	ES	Futures	2340.07	2340.07	2339.53	2339.8	184.0
2016-07-19 00:20:00	ES	Futures	2339.8	2339.8	2339.53	2339.8	80.0
2016-07-19 00:25:00	ES	Futures	2339.53	2339.53	2339.25	2339.25	172.0
2016-07-19 00:30:00	ES	Futures	2339.25	2339.53	2339.25	2339.53	150.0
2016-07-19 00:35:00	ES	Futures	2339.53	2339.53	2339.25	2339.53	107.0
2016-07-19 00:40:00	ES	Futures	2339.25	2339.53	2339.25	2339.25	198.0
2016-07-19 00:45:00	ES	Futures	2339.25	2340.61	2339.25	2340.34	729.0
2016-07-19 00:50:00	ES	Futures	2340.07	2340.88	2340.07	2340.61	330.0
2016-07-19 00:55:00	ES	Futures	2340.61	2340.88	2340.07	2340.34	356.0
2016-07-19 01:00:00	ES	Futures	2340.61	2340.61	2340.07	2340.34	476.0
2016-07-19 01:05:00	ES	Futures	2340.61	2341.15	2340.34	2340.34	656.0
2016-07-19 01:10:00	ES	Futures	2340.61	2340.61	2340.07	2340.34	163.0
2016-07-19 01:15:00	ES	Futures	2340.34	2340.61	2339.25	2340.07	791.0
2016-07-19 01:20:00	ES	Futures	2340.34	2340.34	2339.25	2340.07	420.0
2016-07-19 01:25:00	ES	Futures	2340.34	2340.34	2339.8	2340.07	216.0
2016-07-19 01:30:00	ES	Futures	2340.07	2341.15	2340.07	2340.88	772.0
2016-07-19 01:35:00	ES	Futures	2340.88	2340.88	2340.34	2340.61	289.0
2016-07-19 01:40:00	ES	Futures	2340.61	2340.88	2340.34	2340.34	213.0
2016-07-19 01:45:00	ES	Futures	2340.61	2340.61	2340.07	2340.34	202.0
2016-07-19 01:50:00	ES	Futures	2340.34	2340.61	2340.34	2340.34	208.0
2016-07-19 01:55:00	ES	Futures	2340.61	2340.88	2340.07	2340.61	331.0
2016-07-19 02:00:00	ES	Futures	2340.61	2340.88	2340.07	2340.88	941.0
2016-07-19 02:05:00	ES	Futures	2340.88	2341.15	2340.07	2340.34	997.0
2016-07-19 02:10:00	ES	Futures	2340.07	2340.07	2339.25	2339.53	983.0
2016-07-19 02:15:00	ES	Futures	2339.8	2339.8	2338.44	2338.98	910.0
2016-07-19 02:20:00	ES	Futures	2339.25	2339.53	2338.98	2339.25	392.0
2016-07-19 02:25:00	ES	Futures	2339.25	2339.25	2338.71	2339.25	408.0
2016-07-19 02:30:00	ES	Futures	2338.98	2340.07	2338.98	2339.8	408.0
2016-07-19 02:35:00	ES	Futures	2339.8	2340.34	2339.53	2340.07	330.0
2016-07-19 02:40:00	ES	Futures	2340.07	2340.07	2339.53	2339.8	129.0
2016-07-19 02:45:00	ES	Futures	2339.53	2340.07	2338.71	2339.25	1293.0
2016-07-19 02:50:00	ES	Futures	2338.98	2339.25	2338.44	2338.98	930.0
2016-07-19 02:55:00	ES	Futures	2338.98	2339.8	2338.44	2339.53	894.0
2016-07-19 03:00:00	ES	Futures	2339.53	2340.34	2338.44	2338.71	2960.0
2016-07-19 03:05:00	ES	Futures	2338.71	2339.8	2337.9	2339.53	3530.0
2016-07-19 03:10:00	ES	Futures	2339.53	2341.15	2339.53	2340.61	2739.0
2016-07-19 03:15:00	ES	Futures	2340.88	2340.88	2339.8	2340.34	2370.0
2016-07-19 03:20:00	ES	Futures	2340.34	2340.88	2337.08	2337.63	5956.0
2016-07-19 03:25:00	ES	Futures	2337.63	2338.71	2337.08	2337.9	3164.0
2016-07-19 03:30:00	ES	Futures	2337.9	2338.17	2336.81	2337.08	3368.0
2016-07-19 03:35:00	ES	Futures	2337.08	2338.71	2336.54	2338.44	3750.0
2016-07-19 03:40:00	ES	Futures	2338.44	2338.44	2336.54	2336.81	2098.0
2016-07-19 03:45:00	ES	Futures	2336.81	2337.36	2336.0	2336.54	2949.0
2016-07-19 03:50:00	ES	Futures	2336.54	2336.81	2336.0	2336.0	1031.0
2016-07-19 03:55:00	ES	Futures	2336.0	2337.08	2335.46	2335.46	3091.0
2016-07-19 04:00:00	ES	Futures	2335.73	2335.73	2333.56	2334.64	5494.0
2016-07-19 04:05:00	ES	Futures	2334.64	2335.73	2334.37	2335.46	1777.0

> showing 50 of 14,975 rows — these rows as CSV

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