PREVIEW / futures_5min / 2016-07-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-29.parquet
  size:    237 KB
  rows:    12,642

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
2016-07-29 00:00:00	ES	Futures	2349.02	2349.83	2348.47	2349.02	2322.0
2016-07-29 00:05:00	ES	Futures	2349.02	2349.29	2347.39	2348.47	2241.0
2016-07-29 00:10:00	ES	Futures	2348.47	2348.47	2345.49	2346.58	2099.0
2016-07-29 00:15:00	ES	Futures	2346.85	2347.12	2344.14	2344.95	2081.0
2016-07-29 00:20:00	ES	Futures	2344.95	2345.22	2343.86	2344.14	1387.0
2016-07-29 00:25:00	ES	Futures	2344.14	2344.14	2341.97	2342.24	2514.0
2016-07-29 00:30:00	ES	Futures	2342.24	2343.05	2340.88	2342.51	3020.0
2016-07-29 00:35:00	ES	Futures	2342.78	2343.32	2341.97	2342.78	797.0
2016-07-29 00:40:00	ES	Futures	2342.78	2343.05	2341.15	2341.97	1789.0
2016-07-29 00:45:00	ES	Futures	2341.97	2343.86	2341.42	2341.69	2430.0
2016-07-29 00:50:00	ES	Futures	2341.69	2342.51	2341.42	2341.97	772.0
2016-07-29 00:55:00	ES	Futures	2341.97	2342.78	2341.42	2342.78	878.0
2016-07-29 01:00:00	ES	Futures	2342.78	2345.49	2342.78	2345.22	2849.0
2016-07-29 01:05:00	ES	Futures	2345.22	2346.58	2344.95	2346.03	1648.0
2016-07-29 01:10:00	ES	Futures	2346.03	2346.3	2345.22	2345.76	752.0
2016-07-29 01:15:00	ES	Futures	2345.76	2347.39	2345.76	2346.85	676.0
2016-07-29 01:20:00	ES	Futures	2347.12	2347.12	2345.76	2346.58	776.0
2016-07-29 01:25:00	ES	Futures	2346.85	2347.12	2346.3	2346.58	699.0
2016-07-29 01:30:00	ES	Futures	2346.58	2347.12	2346.3	2346.85	528.0
2016-07-29 01:35:00	ES	Futures	2346.85	2346.85	2344.68	2344.95	1008.0
2016-07-29 01:40:00	ES	Futures	2344.95	2346.58	2344.68	2346.3	1192.0
2016-07-29 01:45:00	ES	Futures	2346.3	2346.58	2345.49	2346.58	661.0
2016-07-29 01:50:00	ES	Futures	2346.3	2346.85	2346.03	2346.3	544.0
2016-07-29 01:55:00	ES	Futures	2346.58	2347.39	2346.3	2346.85	632.0
2016-07-29 02:00:00	ES	Futures	2346.58	2349.02	2346.58	2348.75	2228.0
2016-07-29 02:05:00	ES	Futures	2348.75	2349.56	2348.47	2348.75	1717.0
2016-07-29 02:10:00	ES	Futures	2348.47	2349.02	2347.39	2347.93	1461.0
2016-07-29 02:15:00	ES	Futures	2348.2	2348.75	2347.66	2348.47	1394.0
2016-07-29 02:20:00	ES	Futures	2348.47	2349.02	2348.2	2348.75	515.0
2016-07-29 02:25:00	ES	Futures	2348.47	2348.75	2347.93	2348.2	895.0
2016-07-29 02:30:00	ES	Futures	2347.93	2348.2	2347.12	2347.93	1168.0
2016-07-29 02:35:00	ES	Futures	2348.2	2348.2	2345.76	2346.58	4102.0
2016-07-29 02:40:00	ES	Futures	2346.58	2347.39	2346.58	2346.85	773.0
2016-07-29 02:45:00	ES	Futures	2346.85	2346.85	2343.32	2344.41	4299.0
2016-07-29 02:50:00	ES	Futures	2344.68	2344.95	2344.14	2344.14	1002.0
2016-07-29 02:55:00	ES	Futures	2344.41	2345.49	2344.41	2344.95	904.0
2016-07-29 03:00:00	ES	Futures	2344.95	2345.22	2342.51	2343.32	5205.0
2016-07-29 03:05:00	ES	Futures	2343.05	2344.14	2342.78	2343.86	3252.0
2016-07-29 03:10:00	ES	Futures	2343.59	2344.14	2341.97	2342.51	3137.0
2016-07-29 03:15:00	ES	Futures	2342.51	2343.59	2341.42	2343.05	3045.0
2016-07-29 03:20:00	ES	Futures	2343.32	2343.59	2342.51	2343.59	2481.0
2016-07-29 03:25:00	ES	Futures	2343.32	2344.41	2342.51	2344.41	2869.0
2016-07-29 03:30:00	ES	Futures	2344.41	2345.76	2344.14	2344.68	3585.0
2016-07-29 03:35:00	ES	Futures	2344.95	2344.95	2343.59	2344.41	1895.0
2016-07-29 03:40:00	ES	Futures	2344.41	2345.22	2344.14	2344.14	1413.0
2016-07-29 03:45:00	ES	Futures	2344.41	2344.95	2344.14	2344.68	1069.0
2016-07-29 03:50:00	ES	Futures	2344.41	2344.68	2343.32	2343.32	910.0
2016-07-29 03:55:00	ES	Futures	2343.32	2343.86	2343.05	2343.32	854.0
2016-07-29 04:00:00	ES	Futures	2343.32	2343.59	2343.05	2343.59	726.0
2016-07-29 04:05:00	ES	Futures	2343.59	2343.86	2343.05	2343.59	1019.0

> showing 50 of 12,642 rows — these rows as CSV

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