PREVIEW / futures_5min / 2016-07-31

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-31.parquet
  size:    54 KB
  rows:    2,588

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
2016-07-31 18:00:00	ES	Futures	2358.24	2358.78	2356.88	2357.97	4250.0
2016-07-31 18:05:00	ES	Futures	2358.24	2358.24	2357.42	2357.69	878.0
2016-07-31 18:10:00	ES	Futures	2357.69	2357.69	2356.88	2357.42	762.0
2016-07-31 18:15:00	ES	Futures	2357.42	2357.69	2357.15	2357.15	584.0
2016-07-31 18:20:00	ES	Futures	2357.15	2357.69	2356.88	2356.88	418.0
2016-07-31 18:25:00	ES	Futures	2356.88	2357.42	2356.61	2357.15	808.0
2016-07-31 18:30:00	ES	Futures	2357.15	2357.42	2356.61	2356.88	439.0
2016-07-31 18:35:00	ES	Futures	2357.15	2357.42	2356.61	2356.88	432.0
2016-07-31 18:40:00	ES	Futures	2356.88	2357.15	2356.61	2356.88	165.0
2016-07-31 18:45:00	ES	Futures	2356.88	2356.88	2356.61	2356.88	47.0
2016-07-31 18:50:00	ES	Futures	2356.88	2356.88	2356.34	2356.61	188.0
2016-07-31 18:55:00	ES	Futures	2356.61	2356.88	2356.34	2356.34	244.0
2016-07-31 19:00:00	ES	Futures	2356.61	2356.61	2355.25	2355.25	880.0
2016-07-31 19:05:00	ES	Futures	2355.25	2355.8	2355.25	2355.25	577.0
2016-07-31 19:10:00	ES	Futures	2355.53	2355.8	2355.25	2355.53	178.0
2016-07-31 19:15:00	ES	Futures	2355.53	2355.8	2355.53	2355.53	139.0
2016-07-31 19:20:00	ES	Futures	2355.53	2355.8	2355.53	2355.53	193.0
2016-07-31 19:25:00	ES	Futures	2355.53	2355.53	2355.25	2355.53	241.0
2016-07-31 19:30:00	ES	Futures	2355.25	2355.53	2354.98	2355.25	376.0
2016-07-31 19:35:00	ES	Futures	2355.25	2355.53	2354.98	2355.25	141.0
2016-07-31 19:40:00	ES	Futures	2355.25	2355.53	2354.98	2355.25	172.0
2016-07-31 19:45:00	ES	Futures	2354.98	2355.53	2354.98	2355.25	237.0
2016-07-31 19:50:00	ES	Futures	2355.25	2355.25	2354.71	2354.98	484.0
2016-07-31 19:55:00	ES	Futures	2355.25	2355.25	2354.98	2354.98	125.0
2016-07-31 20:00:00	ES	Futures	2355.25	2355.25	2354.44	2354.44	1013.0
2016-07-31 20:05:00	ES	Futures	2354.44	2354.71	2353.9	2354.17	454.0
2016-07-31 20:10:00	ES	Futures	2354.44	2355.25	2354.17	2355.25	1084.0
2016-07-31 20:15:00	ES	Futures	2355.53	2356.07	2355.25	2355.8	1055.0
2016-07-31 20:20:00	ES	Futures	2356.07	2356.07	2355.53	2355.53	432.0
2016-07-31 20:25:00	ES	Futures	2355.53	2355.8	2355.25	2355.53	337.0
2016-07-31 20:30:00	ES	Futures	2355.53	2356.07	2355.53	2356.07	165.0
2016-07-31 20:35:00	ES	Futures	2355.8	2356.07	2355.53	2356.07	133.0
2016-07-31 20:40:00	ES	Futures	2356.07	2356.61	2355.8	2356.34	1074.0
2016-07-31 20:45:00	ES	Futures	2356.61	2356.61	2355.8	2356.61	458.0
2016-07-31 20:50:00	ES	Futures	2356.61	2356.61	2356.07	2356.34	562.0
2016-07-31 20:55:00	ES	Futures	2356.07	2356.88	2356.07	2356.61	591.0
2016-07-31 21:00:00	ES	Futures	2356.61	2356.61	2355.8	2356.07	418.0
2016-07-31 21:05:00	ES	Futures	2356.34	2356.88	2356.07	2356.34	362.0
2016-07-31 21:10:00	ES	Futures	2356.61	2356.88	2356.34	2356.88	282.0
2016-07-31 21:15:00	ES	Futures	2356.88	2357.97	2356.61	2357.69	1588.0
2016-07-31 21:20:00	ES	Futures	2357.69	2357.97	2357.15	2357.15	1006.0
2016-07-31 21:25:00	ES	Futures	2357.42	2358.24	2356.88	2357.97	913.0
2016-07-31 21:30:00	ES	Futures	2357.97	2358.51	2357.42	2358.24	766.0
2016-07-31 21:35:00	ES	Futures	2357.97	2358.24	2357.15	2357.42	479.0
2016-07-31 21:40:00	ES	Futures	2357.69	2358.24	2357.42	2357.42	524.0
2016-07-31 21:45:00	ES	Futures	2357.69	2358.78	2357.69	2358.51	1454.0
2016-07-31 21:50:00	ES	Futures	2358.51	2358.78	2358.24	2358.24	147.0
2016-07-31 21:55:00	ES	Futures	2358.24	2359.05	2358.24	2358.78	1234.0
2016-07-31 22:00:00	ES	Futures	2358.78	2359.05	2358.51	2359.05	461.0
2016-07-31 22:05:00	ES	Futures	2358.78	2360.14	2358.78	2359.32	2907.0

> showing 50 of 2,588 rows — these rows as CSV

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