PREVIEW / futures_5min / 2016-07-22

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-22.parquet
  size:    215 KB
  rows:    12,463

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
2016-07-22 00:00:00	ES	Futures	2340.88	2341.15	2340.34	2340.61	313.0
2016-07-22 00:05:00	ES	Futures	2340.61	2340.88	2340.34	2340.34	287.0
2016-07-22 00:10:00	ES	Futures	2340.34	2340.34	2340.07	2340.34	279.0
2016-07-22 00:15:00	ES	Futures	2340.07	2340.88	2340.07	2340.61	287.0
2016-07-22 00:20:00	ES	Futures	2340.61	2340.61	2340.34	2340.34	73.0
2016-07-22 00:25:00	ES	Futures	2340.34	2340.61	2339.8	2339.8	217.0
2016-07-22 00:30:00	ES	Futures	2340.07	2340.07	2339.53	2339.8	165.0
2016-07-22 00:35:00	ES	Futures	2339.8	2340.07	2339.8	2339.8	73.0
2016-07-22 00:40:00	ES	Futures	2340.07	2340.07	2339.53	2340.07	54.0
2016-07-22 00:45:00	ES	Futures	2340.07	2340.34	2340.07	2340.07	77.0
2016-07-22 00:50:00	ES	Futures	2340.07	2340.07	2339.8	2339.8	35.0
2016-07-22 00:55:00	ES	Futures	2339.8	2340.88	2339.8	2340.34	602.0
2016-07-22 01:00:00	ES	Futures	2340.07	2340.61	2339.8	2339.8	472.0
2016-07-22 01:05:00	ES	Futures	2339.8	2340.07	2339.25	2339.25	442.0
2016-07-22 01:10:00	ES	Futures	2339.25	2339.53	2339.25	2339.25	32.0
2016-07-22 01:15:00	ES	Futures	2339.53	2339.8	2339.25	2339.8	366.0
2016-07-22 01:20:00	ES	Futures	2339.53	2339.8	2339.53	2339.8	115.0
2016-07-22 01:25:00	ES	Futures	2339.8	2340.07	2339.53	2339.8	203.0
2016-07-22 01:30:00	ES	Futures	2339.8	2339.8	2339.25	2339.25	84.0
2016-07-22 01:35:00	ES	Futures	2339.25	2339.25	2338.71	2338.98	389.0
2016-07-22 01:40:00	ES	Futures	2338.71	2339.25	2338.71	2338.98	346.0
2016-07-22 01:45:00	ES	Futures	2338.98	2339.8	2338.71	2339.8	469.0
2016-07-22 01:50:00	ES	Futures	2339.8	2340.07	2338.98	2339.25	746.0
2016-07-22 01:55:00	ES	Futures	2339.53	2340.07	2339.25	2339.8	248.0
2016-07-22 02:00:00	ES	Futures	2339.8	2341.69	2339.8	2341.69	1276.0
2016-07-22 02:05:00	ES	Futures	2341.42	2341.97	2341.42	2341.42	616.0
2016-07-22 02:10:00	ES	Futures	2341.69	2342.24	2341.42	2341.97	745.0
2016-07-22 02:15:00	ES	Futures	2342.24	2342.24	2341.69	2341.69	609.0
2016-07-22 02:20:00	ES	Futures	2341.69	2341.97	2341.42	2341.97	240.0
2016-07-22 02:25:00	ES	Futures	2341.97	2342.51	2341.42	2342.51	981.0
2016-07-22 02:30:00	ES	Futures	2342.51	2342.78	2342.24	2342.51	680.0
2016-07-22 02:35:00	ES	Futures	2342.51	2342.78	2342.24	2342.78	413.0
2016-07-22 02:40:00	ES	Futures	2342.78	2342.78	2342.51	2342.51	463.0
2016-07-22 02:45:00	ES	Futures	2342.78	2342.78	2341.97	2342.24	639.0
2016-07-22 02:50:00	ES	Futures	2342.24	2342.51	2341.97	2342.24	278.0
2016-07-22 02:55:00	ES	Futures	2342.24	2342.78	2342.24	2342.24	403.0
2016-07-22 03:00:00	ES	Futures	2342.51	2343.05	2340.61	2340.88	3998.0
2016-07-22 03:05:00	ES	Futures	2340.88	2342.24	2340.88	2341.15	2073.0
2016-07-22 03:10:00	ES	Futures	2341.15	2343.05	2341.15	2341.69	2227.0
2016-07-22 03:15:00	ES	Futures	2341.97	2342.24	2340.07	2340.61	2472.0
2016-07-22 03:20:00	ES	Futures	2340.61	2341.15	2340.34	2340.88	1577.0
2016-07-22 03:25:00	ES	Futures	2340.88	2341.42	2340.34	2341.15	1158.0
2016-07-22 03:30:00	ES	Futures	2341.15	2342.78	2341.15	2342.78	1920.0
2016-07-22 03:35:00	ES	Futures	2342.78	2344.95	2342.78	2344.68	4138.0
2016-07-22 03:40:00	ES	Futures	2344.68	2344.95	2343.59	2343.59	2657.0
2016-07-22 03:45:00	ES	Futures	2343.86	2343.86	2343.05	2343.05	1726.0
2016-07-22 03:50:00	ES	Futures	2343.05	2343.59	2342.78	2343.32	1621.0
2016-07-22 03:55:00	ES	Futures	2343.05	2344.14	2343.05	2343.32	983.0
2016-07-22 04:00:00	ES	Futures	2343.32	2343.59	2342.78	2343.32	1298.0
2016-07-22 04:05:00	ES	Futures	2343.32	2343.86	2343.32	2343.59	935.0

> showing 50 of 12,463 rows — these rows as CSV

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