PREVIEW / futures_5min / 2016-07-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-24.parquet
  size:    52 KB
  rows:    2,593

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
2016-07-24 18:00:00	ES	Futures	2351.46	2351.73	2350.1	2351.19	1840.0
2016-07-24 18:05:00	ES	Futures	2351.19	2351.46	2351.19	2351.19	200.0
2016-07-24 18:10:00	ES	Futures	2351.46	2351.46	2350.64	2350.64	666.0
2016-07-24 18:15:00	ES	Futures	2350.64	2350.64	2350.37	2350.37	96.0
2016-07-24 18:20:00	ES	Futures	2350.64	2350.64	2350.37	2350.64	151.0
2016-07-24 18:25:00	ES	Futures	2350.92	2351.19	2350.64	2351.19	85.0
2016-07-24 18:30:00	ES	Futures	2351.19	2351.19	2350.64	2350.92	191.0
2016-07-24 18:35:00	ES	Futures	2351.19	2351.19	2350.92	2351.19	51.0
2016-07-24 18:40:00	ES	Futures	2351.19	2351.19	2350.92	2350.92	77.0
2016-07-24 18:45:00	ES	Futures	2350.92	2351.19	2350.92	2351.19	156.0
2016-07-24 18:50:00	ES	Futures	2351.19	2351.46	2351.19	2351.19	54.0
2016-07-24 18:55:00	ES	Futures	2351.19	2351.19	2351.19	2351.19	51.0
2016-07-24 19:00:00	ES	Futures	2351.19	2351.73	2351.19	2351.73	167.0
2016-07-24 19:05:00	ES	Futures	2351.46	2351.73	2351.19	2351.46	152.0
2016-07-24 19:10:00	ES	Futures	2351.46	2351.73	2351.19	2351.19	252.0
2016-07-24 19:15:00	ES	Futures	2351.19	2351.46	2351.19	2351.46	160.0
2016-07-24 19:20:00	ES	Futures	2351.46	2351.73	2351.46	2351.46	178.0
2016-07-24 19:25:00	ES	Futures	2351.46	2351.73	2351.46	2351.73	42.0
2016-07-24 19:30:00	ES	Futures	2351.73	2351.73	2351.46	2351.73	64.0
2016-07-24 19:35:00	ES	Futures	2351.46	2351.73	2351.19	2351.19	242.0
2016-07-24 19:40:00	ES	Futures	2351.19	2351.73	2351.19	2351.73	67.0
2016-07-24 19:45:00	ES	Futures	2351.46	2351.46	2350.92	2350.92	325.0
2016-07-24 19:50:00	ES	Futures	2351.19	2351.46	2350.92	2350.92	378.0
2016-07-24 19:55:00	ES	Futures	2350.92	2351.19	2350.64	2350.92	214.0
2016-07-24 20:00:00	ES	Futures	2351.19	2351.73	2350.64	2351.73	756.0
2016-07-24 20:05:00	ES	Futures	2351.73	2353.63	2351.73	2353.08	2049.0
2016-07-24 20:10:00	ES	Futures	2353.08	2353.08	2352.0	2352.27	569.0
2016-07-24 20:15:00	ES	Futures	2352.27	2353.08	2352.27	2352.81	387.0
2016-07-24 20:20:00	ES	Futures	2353.08	2353.63	2352.81	2353.36	599.0
2016-07-24 20:25:00	ES	Futures	2353.36	2353.36	2353.08	2353.36	731.0
2016-07-24 20:30:00	ES	Futures	2353.36	2353.9	2353.08	2353.36	937.0
2016-07-24 20:35:00	ES	Futures	2353.36	2353.63	2353.08	2353.08	243.0
2016-07-24 20:40:00	ES	Futures	2353.08	2353.36	2352.81	2352.81	415.0
2016-07-24 20:45:00	ES	Futures	2352.81	2353.36	2352.54	2352.81	441.0
2016-07-24 20:50:00	ES	Futures	2353.08	2353.08	2352.54	2352.81	240.0
2016-07-24 20:55:00	ES	Futures	2352.81	2353.36	2352.81	2353.36	356.0
2016-07-24 21:00:00	ES	Futures	2353.08	2353.63	2352.81	2353.63	450.0
2016-07-24 21:05:00	ES	Futures	2353.36	2356.61	2353.36	2355.25	4637.0
2016-07-24 21:10:00	ES	Futures	2355.25	2356.07	2354.98	2355.53	621.0
2016-07-24 21:15:00	ES	Futures	2355.8	2355.8	2354.44	2354.44	764.0
2016-07-24 21:20:00	ES	Futures	2354.44	2354.98	2353.9	2354.17	880.0
2016-07-24 21:25:00	ES	Futures	2354.17	2354.17	2353.63	2353.9	557.0
2016-07-24 21:30:00	ES	Futures	2353.9	2354.44	2353.36	2353.36	734.0
2016-07-24 21:35:00	ES	Futures	2353.63	2353.63	2352.27	2352.81	1209.0
2016-07-24 21:40:00	ES	Futures	2352.81	2353.36	2352.54	2352.54	431.0
2016-07-24 21:45:00	ES	Futures	2352.54	2352.54	2350.92	2350.92	1572.0
2016-07-24 21:50:00	ES	Futures	2351.19	2351.73	2351.19	2351.46	416.0
2016-07-24 21:55:00	ES	Futures	2351.46	2351.46	2350.64	2351.19	580.0
2016-07-24 22:00:00	ES	Futures	2351.46	2351.46	2350.92	2351.46	329.0
2016-07-24 22:05:00	ES	Futures	2351.19	2351.46	2349.56	2350.37	1743.0

> showing 50 of 2,593 rows — these rows as CSV

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