PREVIEW / futures_5min / 2016-08-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-02.parquet
  size:    267 KB
  rows:    15,285

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
2016-08-02 00:00:00	ES	Futures	2351.46	2351.46	2351.19	2351.46	174.0
2016-08-02 00:05:00	ES	Futures	2351.46	2351.46	2350.92	2351.46	289.0
2016-08-02 00:10:00	ES	Futures	2351.19	2351.73	2351.19	2351.73	205.0
2016-08-02 00:15:00	ES	Futures	2351.46	2352.0	2351.46	2352.0	188.0
2016-08-02 00:20:00	ES	Futures	2352.0	2352.0	2351.73	2352.0	85.0
2016-08-02 00:25:00	ES	Futures	2351.73	2352.27	2351.46	2352.0	225.0
2016-08-02 00:30:00	ES	Futures	2351.73	2352.54	2351.46	2351.73	853.0
2016-08-02 00:35:00	ES	Futures	2351.73	2352.27	2351.46	2352.0	290.0
2016-08-02 00:40:00	ES	Futures	2352.27	2352.54	2352.0	2352.0	221.0
2016-08-02 00:45:00	ES	Futures	2352.27	2352.54	2352.0	2352.0	201.0
2016-08-02 00:50:00	ES	Futures	2352.27	2352.54	2351.73	2352.0	249.0
2016-08-02 00:55:00	ES	Futures	2352.27	2352.27	2350.92	2350.92	491.0
2016-08-02 01:00:00	ES	Futures	2351.19	2351.73	2350.92	2351.73	296.0
2016-08-02 01:05:00	ES	Futures	2351.46	2352.0	2351.46	2351.46	200.0
2016-08-02 01:10:00	ES	Futures	2351.73	2351.73	2351.46	2351.73	90.0
2016-08-02 01:15:00	ES	Futures	2351.73	2351.73	2350.92	2351.19	293.0
2016-08-02 01:20:00	ES	Futures	2351.46	2351.46	2350.92	2351.19	446.0
2016-08-02 01:25:00	ES	Futures	2351.46	2351.73	2351.19	2351.19	210.0
2016-08-02 01:30:00	ES	Futures	2351.19	2351.73	2351.19	2351.46	155.0
2016-08-02 01:35:00	ES	Futures	2351.46	2351.73	2351.19	2351.19	157.0
2016-08-02 01:40:00	ES	Futures	2350.92	2351.46	2350.92	2351.46	222.0
2016-08-02 01:45:00	ES	Futures	2351.46	2351.46	2351.19	2351.19	248.0
2016-08-02 01:50:00	ES	Futures	2351.46	2351.46	2351.19	2351.46	208.0
2016-08-02 01:55:00	ES	Futures	2351.46	2351.73	2350.64	2350.92	769.0
2016-08-02 02:00:00	ES	Futures	2350.92	2351.46	2350.37	2351.19	1570.0
2016-08-02 02:05:00	ES	Futures	2351.46	2351.73	2350.64	2351.46	978.0
2016-08-02 02:10:00	ES	Futures	2351.19	2351.46	2349.83	2350.92	1718.0
2016-08-02 02:15:00	ES	Futures	2350.92	2351.73	2350.92	2351.19	1023.0
2016-08-02 02:20:00	ES	Futures	2351.46	2351.46	2350.64	2350.92	957.0
2016-08-02 02:25:00	ES	Futures	2350.92	2351.19	2350.64	2351.19	857.0
2016-08-02 02:30:00	ES	Futures	2350.92	2351.46	2350.92	2351.46	191.0
2016-08-02 02:35:00	ES	Futures	2351.46	2351.46	2350.64	2350.92	1022.0
2016-08-02 02:40:00	ES	Futures	2350.92	2351.19	2350.37	2350.92	1332.0
2016-08-02 02:45:00	ES	Futures	2351.19	2351.19	2350.92	2351.19	503.0
2016-08-02 02:50:00	ES	Futures	2350.92	2351.73	2350.92	2351.73	530.0
2016-08-02 02:55:00	ES	Futures	2351.73	2352.0	2350.92	2351.46	780.0
2016-08-02 03:00:00	ES	Futures	2351.19	2352.81	2350.92	2351.46	5108.0
2016-08-02 03:05:00	ES	Futures	2351.46	2352.81	2351.19	2351.19	3537.0
2016-08-02 03:10:00	ES	Futures	2351.19	2351.19	2349.02	2349.29	3598.0
2016-08-02 03:15:00	ES	Futures	2349.29	2349.56	2348.47	2348.75	3733.0
2016-08-02 03:20:00	ES	Futures	2348.47	2349.02	2347.93	2348.75	3187.0
2016-08-02 03:25:00	ES	Futures	2348.75	2350.64	2348.75	2350.1	2217.0
2016-08-02 03:30:00	ES	Futures	2349.83	2350.64	2349.02	2349.83	1851.0
2016-08-02 03:35:00	ES	Futures	2349.83	2349.83	2347.39	2347.66	4744.0
2016-08-02 03:40:00	ES	Futures	2347.66	2349.29	2347.12	2347.93	4271.0
2016-08-02 03:45:00	ES	Futures	2347.93	2347.93	2346.03	2346.3	4862.0
2016-08-02 03:50:00	ES	Futures	2346.3	2346.3	2344.68	2344.95	4661.0
2016-08-02 03:55:00	ES	Futures	2345.22	2345.22	2343.86	2344.14	3478.0
2016-08-02 04:00:00	ES	Futures	2344.14	2345.76	2343.86	2345.49	3134.0
2016-08-02 04:05:00	ES	Futures	2345.49	2345.49	2344.41	2345.22	2815.0

> showing 50 of 15,285 rows — these rows as CSV

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