PREVIEW / futures_5min / 2016-07-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-21.parquet
  size:    254 KB
  rows:    15,127

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
2016-07-21 00:00:00	ES	Futures	2351.46	2352.0	2351.19	2351.73	224.0
2016-07-21 00:05:00	ES	Futures	2351.73	2352.0	2351.46	2351.46	483.0
2016-07-21 00:10:00	ES	Futures	2351.46	2351.73	2351.19	2351.46	309.0
2016-07-21 00:15:00	ES	Futures	2351.46	2351.73	2351.46	2351.73	46.0
2016-07-21 00:20:00	ES	Futures	2351.73	2351.73	2351.46	2351.73	163.0
2016-07-21 00:25:00	ES	Futures	2351.46	2351.73	2351.46	2351.46	27.0
2016-07-21 00:30:00	ES	Futures	2351.46	2351.46	2351.19	2351.19	616.0
2016-07-21 00:35:00	ES	Futures	2351.19	2351.46	2351.19	2351.19	84.0
2016-07-21 00:40:00	ES	Futures	2351.19	2351.19	2350.92	2350.92	295.0
2016-07-21 00:45:00	ES	Futures	2351.19	2351.46	2350.92	2351.19	280.0
2016-07-21 00:50:00	ES	Futures	2351.19	2351.19	2350.92	2350.92	97.0
2016-07-21 00:55:00	ES	Futures	2351.19	2351.19	2350.64	2350.64	596.0
2016-07-21 01:00:00	ES	Futures	2350.92	2351.19	2350.64	2350.64	320.0
2016-07-21 01:05:00	ES	Futures	2350.64	2350.64	2349.83	2350.37	1210.0
2016-07-21 01:10:00	ES	Futures	2350.37	2350.64	2350.1	2350.37	125.0
2016-07-21 01:15:00	ES	Futures	2350.64	2350.64	2350.1	2350.37	279.0
2016-07-21 01:20:00	ES	Futures	2350.37	2350.92	2350.37	2350.92	203.0
2016-07-21 01:25:00	ES	Futures	2350.64	2351.19	2350.64	2351.19	95.0
2016-07-21 01:30:00	ES	Futures	2351.19	2351.19	2350.92	2350.92	65.0
2016-07-21 01:35:00	ES	Futures	2350.92	2351.46	2350.92	2351.19	145.0
2016-07-21 01:40:00	ES	Futures	2351.19	2351.46	2351.19	2351.19	622.0
2016-07-21 01:45:00	ES	Futures	2351.19	2351.19	2350.37	2350.64	455.0
2016-07-21 01:50:00	ES	Futures	2350.64	2350.92	2350.37	2350.37	168.0
2016-07-21 01:55:00	ES	Futures	2350.37	2350.92	2350.37	2350.64	147.0
2016-07-21 02:00:00	ES	Futures	2350.92	2351.19	2350.37	2351.19	1025.0
2016-07-21 02:05:00	ES	Futures	2351.19	2351.46	2350.92	2351.19	472.0
2016-07-21 02:10:00	ES	Futures	2351.19	2352.81	2351.19	2352.54	985.0
2016-07-21 02:15:00	ES	Futures	2352.54	2352.81	2352.0	2352.27	758.0
2016-07-21 02:20:00	ES	Futures	2352.27	2352.81	2352.0	2352.81	706.0
2016-07-21 02:25:00	ES	Futures	2352.81	2352.81	2352.27	2352.54	578.0
2016-07-21 02:30:00	ES	Futures	2352.27	2352.81	2351.73	2352.0	512.0
2016-07-21 02:35:00	ES	Futures	2352.0	2352.0	2351.46	2351.46	411.0
2016-07-21 02:40:00	ES	Futures	2351.73	2351.73	2351.46	2351.46	450.0
2016-07-21 02:45:00	ES	Futures	2351.73	2351.73	2351.19	2351.46	422.0
2016-07-21 02:50:00	ES	Futures	2351.46	2352.0	2351.46	2351.46	344.0
2016-07-21 02:55:00	ES	Futures	2351.73	2352.27	2351.46	2352.27	921.0
2016-07-21 03:00:00	ES	Futures	2352.27	2354.17	2351.46	2353.36	4557.0
2016-07-21 03:05:00	ES	Futures	2353.63	2353.63	2350.92	2351.19	3003.0
2016-07-21 03:10:00	ES	Futures	2351.19	2351.73	2350.37	2350.64	2316.0
2016-07-21 03:15:00	ES	Futures	2350.92	2352.27	2350.37	2352.27	2216.0
2016-07-21 03:20:00	ES	Futures	2352.0	2352.54	2351.46	2352.0	1623.0
2016-07-21 03:25:00	ES	Futures	2352.0	2352.54	2351.46	2351.73	1033.0
2016-07-21 03:30:00	ES	Futures	2352.0	2353.08	2351.46	2352.81	1412.0
2016-07-21 03:35:00	ES	Futures	2352.81	2353.36	2351.46	2351.46	2132.0
2016-07-21 03:40:00	ES	Futures	2351.46	2352.0	2349.83	2349.83	3161.0
2016-07-21 03:45:00	ES	Futures	2350.1	2350.92	2349.83	2350.37	1728.0
2016-07-21 03:50:00	ES	Futures	2350.64	2351.19	2350.37	2350.92	1568.0
2016-07-21 03:55:00	ES	Futures	2350.92	2351.46	2350.64	2350.92	1892.0
2016-07-21 04:00:00	ES	Futures	2351.19	2351.46	2350.64	2351.19	1794.0
2016-07-21 04:05:00	ES	Futures	2351.46	2351.46	2350.64	2350.92	1061.0

> showing 50 of 15,127 rows — these rows as CSV

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