PREVIEW / futures_5min / 2016-07-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-25.parquet
  size:    234 KB
  rows:    14,835

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
2016-07-25 00:00:00	ES	Futures	2350.1	2350.37	2349.83	2350.37	294.0
2016-07-25 00:05:00	ES	Futures	2350.1	2350.37	2349.83	2349.83	155.0
2016-07-25 00:10:00	ES	Futures	2349.83	2350.37	2349.83	2349.83	177.0
2016-07-25 00:15:00	ES	Futures	2350.1	2350.1	2349.29	2349.56	269.0
2016-07-25 00:20:00	ES	Futures	2349.56	2349.56	2349.29	2349.56	361.0
2016-07-25 00:25:00	ES	Futures	2349.56	2350.1	2349.56	2349.83	476.0
2016-07-25 00:30:00	ES	Futures	2350.1	2350.1	2349.83	2350.1	29.0
2016-07-25 00:35:00	ES	Futures	2350.1	2350.1	2349.29	2349.56	196.0
2016-07-25 00:40:00	ES	Futures	2349.83	2349.83	2349.56	2349.56	20.0
2016-07-25 00:45:00	ES	Futures	2349.56	2349.83	2349.29	2349.83	116.0
2016-07-25 00:50:00	ES	Futures	2349.83	2349.83	2349.56	2349.83	106.0
2016-07-25 00:55:00	ES	Futures	2349.83	2350.1	2349.83	2350.1	46.0
2016-07-25 01:00:00	ES	Futures	2349.83	2350.92	2349.83	2350.64	357.0
2016-07-25 01:05:00	ES	Futures	2350.64	2350.92	2350.37	2350.64	173.0
2016-07-25 01:10:00	ES	Futures	2350.64	2350.92	2350.37	2350.37	63.0
2016-07-25 01:15:00	ES	Futures	2350.64	2350.64	2350.1	2350.1	65.0
2016-07-25 01:20:00	ES	Futures	2350.1	2350.1	2349.29	2349.56	345.0
2016-07-25 01:25:00	ES	Futures	2349.83	2349.83	2349.29	2349.56	508.0
2016-07-25 01:30:00	ES	Futures	2349.56	2349.56	2348.75	2349.29	804.0
2016-07-25 01:35:00	ES	Futures	2349.29	2349.83	2349.29	2349.83	231.0
2016-07-25 01:40:00	ES	Futures	2349.56	2350.1	2349.56	2350.1	264.0
2016-07-25 01:45:00	ES	Futures	2350.37	2350.64	2349.83	2350.37	225.0
2016-07-25 01:50:00	ES	Futures	2350.37	2350.37	2349.83	2349.83	98.0
2016-07-25 01:55:00	ES	Futures	2349.83	2349.83	2349.56	2349.83	281.0
2016-07-25 02:00:00	ES	Futures	2349.56	2350.1	2349.02	2349.83	719.0
2016-07-25 02:05:00	ES	Futures	2350.1	2350.37	2349.56	2350.1	447.0
2016-07-25 02:10:00	ES	Futures	2349.83	2350.1	2349.29	2349.56	248.0
2016-07-25 02:15:00	ES	Futures	2349.56	2349.56	2349.29	2349.56	475.0
2016-07-25 02:20:00	ES	Futures	2349.56	2349.56	2348.75	2349.02	454.0
2016-07-25 02:25:00	ES	Futures	2349.02	2349.56	2349.02	2349.29	145.0
2016-07-25 02:30:00	ES	Futures	2349.29	2349.56	2349.02	2349.02	228.0
2016-07-25 02:35:00	ES	Futures	2349.29	2349.56	2349.02	2349.56	312.0
2016-07-25 02:40:00	ES	Futures	2349.56	2350.64	2349.29	2350.37	638.0
2016-07-25 02:45:00	ES	Futures	2350.37	2350.37	2350.1	2350.37	223.0
2016-07-25 02:50:00	ES	Futures	2350.37	2350.64	2349.83	2349.83	623.0
2016-07-25 02:55:00	ES	Futures	2350.1	2350.1	2349.29	2349.56	497.0
2016-07-25 03:00:00	ES	Futures	2349.56	2350.37	2348.2	2349.02	3834.0
2016-07-25 03:05:00	ES	Futures	2349.02	2349.29	2347.12	2348.47	5479.0
2016-07-25 03:10:00	ES	Futures	2348.75	2351.73	2348.75	2350.37	4384.0
2016-07-25 03:15:00	ES	Futures	2350.37	2350.64	2348.75	2349.29	2146.0
2016-07-25 03:20:00	ES	Futures	2349.29	2349.29	2347.66	2348.47	3245.0
2016-07-25 03:25:00	ES	Futures	2348.47	2349.02	2348.2	2348.47	1925.0
2016-07-25 03:30:00	ES	Futures	2348.47	2349.29	2347.93	2349.02	2507.0
2016-07-25 03:35:00	ES	Futures	2349.02	2349.29	2348.2	2349.02	1191.0
2016-07-25 03:40:00	ES	Futures	2348.75	2350.1	2348.75	2349.02	1535.0
2016-07-25 03:45:00	ES	Futures	2349.02	2349.56	2348.2	2349.02	1392.0
2016-07-25 03:50:00	ES	Futures	2349.29	2350.1	2348.75	2349.83	2222.0
2016-07-25 03:55:00	ES	Futures	2349.83	2350.64	2349.29	2349.56	2217.0
2016-07-25 04:00:00	ES	Futures	2349.83	2352.54	2349.83	2351.19	6192.0
2016-07-25 04:05:00	ES	Futures	2351.19	2352.81	2351.19	2352.0	2838.0

> showing 50 of 14,835 rows — these rows as CSV

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