PREVIEW / futures_5min / 2016-07-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-26.parquet
  size:    239 KB
  rows:    14,937

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
2016-07-26 00:00:00	ES	Futures	2347.39	2347.93	2347.39	2347.39	241.0
2016-07-26 00:05:00	ES	Futures	2347.66	2347.66	2347.39	2347.39	62.0
2016-07-26 00:10:00	ES	Futures	2347.39	2347.39	2346.85	2347.12	178.0
2016-07-26 00:15:00	ES	Futures	2346.85	2347.39	2346.85	2347.12	97.0
2016-07-26 00:20:00	ES	Futures	2347.39	2347.39	2347.12	2347.12	136.0
2016-07-26 00:25:00	ES	Futures	2347.12	2347.39	2346.85	2347.12	430.0
2016-07-26 00:30:00	ES	Futures	2347.12	2347.12	2346.03	2346.03	1546.0
2016-07-26 00:35:00	ES	Futures	2346.3	2346.58	2346.03	2346.03	514.0
2016-07-26 00:40:00	ES	Futures	2346.3	2346.58	2346.03	2346.3	285.0
2016-07-26 00:45:00	ES	Futures	2346.3	2346.3	2346.03	2346.3	211.0
2016-07-26 00:50:00	ES	Futures	2346.58	2346.58	2346.03	2346.3	141.0
2016-07-26 00:55:00	ES	Futures	2346.3	2346.3	2345.49	2345.76	882.0
2016-07-26 01:00:00	ES	Futures	2346.03	2346.58	2345.49	2346.58	426.0
2016-07-26 01:05:00	ES	Futures	2346.58	2346.58	2346.3	2346.58	115.0
2016-07-26 01:10:00	ES	Futures	2346.58	2347.39	2346.58	2347.12	323.0
2016-07-26 01:15:00	ES	Futures	2347.39	2347.66	2347.12	2347.39	560.0
2016-07-26 01:20:00	ES	Futures	2347.39	2347.93	2347.39	2347.39	530.0
2016-07-26 01:25:00	ES	Futures	2347.66	2347.66	2347.12	2347.39	345.0
2016-07-26 01:30:00	ES	Futures	2347.39	2347.39	2347.12	2347.12	285.0
2016-07-26 01:35:00	ES	Futures	2347.39	2347.93	2347.39	2347.93	381.0
2016-07-26 01:40:00	ES	Futures	2347.93	2347.93	2347.39	2347.93	1355.0
2016-07-26 01:45:00	ES	Futures	2347.93	2348.47	2347.66	2348.2	767.0
2016-07-26 01:50:00	ES	Futures	2347.93	2348.2	2347.12	2347.39	453.0
2016-07-26 01:55:00	ES	Futures	2347.39	2347.66	2347.12	2347.12	219.0
2016-07-26 02:00:00	ES	Futures	2347.39	2348.2	2346.85	2347.66	996.0
2016-07-26 02:05:00	ES	Futures	2347.93	2347.93	2347.66	2347.66	402.0
2016-07-26 02:10:00	ES	Futures	2347.39	2347.93	2347.39	2347.39	302.0
2016-07-26 02:15:00	ES	Futures	2347.39	2347.66	2346.58	2346.58	662.0
2016-07-26 02:20:00	ES	Futures	2346.85	2347.12	2345.76	2346.3	1415.0
2016-07-26 02:25:00	ES	Futures	2346.3	2346.58	2345.49	2346.03	1482.0
2016-07-26 02:30:00	ES	Futures	2345.76	2346.58	2345.76	2346.3	743.0
2016-07-26 02:35:00	ES	Futures	2346.3	2346.85	2346.3	2346.85	444.0
2016-07-26 02:40:00	ES	Futures	2346.58	2346.85	2346.58	2346.58	350.0
2016-07-26 02:45:00	ES	Futures	2346.58	2346.85	2346.3	2346.3	245.0
2016-07-26 02:50:00	ES	Futures	2346.58	2346.85	2346.3	2346.85	395.0
2016-07-26 02:55:00	ES	Futures	2346.58	2346.58	2345.76	2345.76	489.0
2016-07-26 03:00:00	ES	Futures	2346.03	2346.58	2344.68	2345.76	5396.0
2016-07-26 03:05:00	ES	Futures	2346.03	2347.39	2345.76	2347.12	3074.0
2016-07-26 03:10:00	ES	Futures	2346.85	2347.39	2346.03	2346.03	2029.0
2016-07-26 03:15:00	ES	Futures	2346.03	2346.03	2344.68	2344.95	2437.0
2016-07-26 03:20:00	ES	Futures	2344.68	2345.49	2343.86	2344.95	2221.0
2016-07-26 03:25:00	ES	Futures	2344.95	2345.76	2344.68	2345.76	1666.0
2016-07-26 03:30:00	ES	Futures	2345.76	2346.03	2344.95	2345.49	1677.0
2016-07-26 03:35:00	ES	Futures	2345.22	2345.22	2341.97	2341.97	4413.0
2016-07-26 03:40:00	ES	Futures	2342.24	2343.05	2341.97	2342.78	3296.0
2016-07-26 03:45:00	ES	Futures	2342.78	2343.86	2342.24	2343.59	1963.0
2016-07-26 03:50:00	ES	Futures	2343.32	2343.32	2341.42	2341.69	2946.0
2016-07-26 03:55:00	ES	Futures	2341.97	2343.32	2341.15	2343.32	2305.0
2016-07-26 04:00:00	ES	Futures	2343.05	2343.32	2341.97	2342.51	1957.0
2016-07-26 04:05:00	ES	Futures	2342.51	2343.05	2341.97	2343.05	1406.0

> showing 50 of 14,937 rows — these rows as CSV

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