PREVIEW / futures_5min / 2016-07-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-20.parquet
  size:    249 KB
  rows:    15,151

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
2016-07-20 00:00:00	ES	Futures	2339.8	2339.8	2339.25	2339.53	103.0
2016-07-20 00:05:00	ES	Futures	2339.53	2339.53	2339.25	2339.25	44.0
2016-07-20 00:10:00	ES	Futures	2339.25	2339.53	2339.25	2339.25	32.0
2016-07-20 00:15:00	ES	Futures	2339.25	2339.8	2339.25	2339.8	163.0
2016-07-20 00:20:00	ES	Futures	2339.8	2339.8	2339.25	2339.53	261.0
2016-07-20 00:25:00	ES	Futures	2339.25	2339.8	2339.25	2339.8	65.0
2016-07-20 00:30:00	ES	Futures	2339.8	2340.07	2339.8	2340.07	83.0
2016-07-20 00:35:00	ES	Futures	2339.8	2340.07	2339.8	2339.8	45.0
2016-07-20 00:40:00	ES	Futures	2339.8	2340.07	2339.8	2339.8	190.0
2016-07-20 00:45:00	ES	Futures	2339.8	2340.34	2339.53	2340.34	323.0
2016-07-20 00:50:00	ES	Futures	2340.07	2340.07	2340.07	2340.07	103.0
2016-07-20 00:55:00	ES	Futures	2340.07	2340.34	2339.8	2340.07	101.0
2016-07-20 01:00:00	ES	Futures	2340.07	2340.61	2339.8	2340.61	328.0
2016-07-20 01:05:00	ES	Futures	2340.61	2340.88	2340.34	2340.61	640.0
2016-07-20 01:10:00	ES	Futures	2340.34	2340.61	2340.07	2340.34	165.0
2016-07-20 01:15:00	ES	Futures	2340.07	2340.34	2339.8	2340.07	139.0
2016-07-20 01:20:00	ES	Futures	2340.07	2340.34	2340.07	2340.07	71.0
2016-07-20 01:25:00	ES	Futures	2340.34	2340.34	2340.07	2340.07	100.0
2016-07-20 01:30:00	ES	Futures	2340.07	2340.34	2339.8	2340.07	168.0
2016-07-20 01:35:00	ES	Futures	2340.07	2340.34	2339.8	2340.34	216.0
2016-07-20 01:40:00	ES	Futures	2340.07	2340.61	2340.07	2340.61	210.0
2016-07-20 01:45:00	ES	Futures	2340.61	2340.61	2340.07	2340.34	226.0
2016-07-20 01:50:00	ES	Futures	2340.34	2340.61	2340.07	2340.34	538.0
2016-07-20 01:55:00	ES	Futures	2340.34	2341.42	2340.34	2341.42	927.0
2016-07-20 02:00:00	ES	Futures	2341.42	2342.24	2341.15	2342.24	1462.0
2016-07-20 02:05:00	ES	Futures	2342.24	2342.78	2341.97	2342.24	1372.0
2016-07-20 02:10:00	ES	Futures	2342.24	2343.05	2341.97	2342.78	986.0
2016-07-20 02:15:00	ES	Futures	2343.05	2343.05	2342.51	2343.05	658.0
2016-07-20 02:20:00	ES	Futures	2343.05	2343.05	2341.97	2342.51	436.0
2016-07-20 02:25:00	ES	Futures	2342.51	2344.68	2342.24	2344.41	2284.0
2016-07-20 02:30:00	ES	Futures	2344.41	2344.95	2344.14	2344.41	1282.0
2016-07-20 02:35:00	ES	Futures	2344.68	2344.68	2344.14	2344.41	616.0
2016-07-20 02:40:00	ES	Futures	2344.14	2344.41	2343.59	2344.14	983.0
2016-07-20 02:45:00	ES	Futures	2344.14	2344.41	2343.59	2344.14	333.0
2016-07-20 02:50:00	ES	Futures	2343.86	2344.14	2343.32	2344.14	679.0
2016-07-20 02:55:00	ES	Futures	2344.14	2344.41	2343.86	2344.41	973.0
2016-07-20 03:00:00	ES	Futures	2344.41	2346.03	2344.41	2344.95	4812.0
2016-07-20 03:05:00	ES	Futures	2344.68	2344.95	2343.32	2343.59	3175.0
2016-07-20 03:10:00	ES	Futures	2343.59	2343.59	2341.97	2341.97	2774.0
2016-07-20 03:15:00	ES	Futures	2341.97	2343.59	2341.42	2343.05	3387.0
2016-07-20 03:20:00	ES	Futures	2343.32	2343.59	2342.24	2343.32	2362.0
2016-07-20 03:25:00	ES	Futures	2343.32	2343.59	2342.78	2343.59	997.0
2016-07-20 03:30:00	ES	Futures	2343.59	2343.86	2343.05	2343.86	1255.0
2016-07-20 03:35:00	ES	Futures	2343.59	2344.14	2342.78	2343.05	2047.0
2016-07-20 03:40:00	ES	Futures	2343.32	2343.86	2343.05	2343.59	1077.0
2016-07-20 03:45:00	ES	Futures	2343.59	2344.41	2343.59	2344.41	1326.0
2016-07-20 03:50:00	ES	Futures	2344.41	2344.95	2344.14	2344.68	1944.0
2016-07-20 03:55:00	ES	Futures	2344.68	2344.68	2344.14	2344.68	1474.0
2016-07-20 04:00:00	ES	Futures	2344.68	2344.68	2343.59	2344.14	1216.0
2016-07-20 04:05:00	ES	Futures	2343.86	2344.41	2343.86	2344.14	848.0

> showing 50 of 15,151 rows — these rows as CSV

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