PREVIEW / futures_5min / 2016-08-03

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-03.parquet
  size:    241 KB
  rows:    14,953

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
2016-08-03 00:00:00	ES	Futures	2332.47	2332.75	2332.2	2332.75	1097.0
2016-08-03 00:05:00	ES	Futures	2332.47	2332.75	2331.66	2331.66	812.0
2016-08-03 00:10:00	ES	Futures	2331.66	2331.93	2331.12	2331.12	695.0
2016-08-03 00:15:00	ES	Futures	2331.39	2331.66	2330.58	2331.12	627.0
2016-08-03 00:20:00	ES	Futures	2331.12	2332.47	2331.12	2331.93	639.0
2016-08-03 00:25:00	ES	Futures	2331.93	2331.93	2330.85	2331.12	416.0
2016-08-03 00:30:00	ES	Futures	2331.12	2331.39	2330.58	2330.58	573.0
2016-08-03 00:35:00	ES	Futures	2330.58	2331.12	2330.3	2331.12	1261.0
2016-08-03 00:40:00	ES	Futures	2331.12	2332.75	2330.85	2332.75	749.0
2016-08-03 00:45:00	ES	Futures	2332.47	2333.29	2332.2	2333.02	1130.0
2016-08-03 00:50:00	ES	Futures	2332.75	2333.29	2332.47	2333.02	529.0
2016-08-03 00:55:00	ES	Futures	2333.02	2333.83	2333.02	2333.02	458.0
2016-08-03 01:00:00	ES	Futures	2333.29	2333.29	2332.47	2333.02	359.0
2016-08-03 01:05:00	ES	Futures	2333.02	2333.29	2332.47	2332.75	273.0
2016-08-03 01:10:00	ES	Futures	2332.75	2333.29	2332.47	2332.47	261.0
2016-08-03 01:15:00	ES	Futures	2332.75	2333.02	2332.2	2332.47	208.0
2016-08-03 01:20:00	ES	Futures	2332.47	2332.75	2332.47	2332.75	103.0
2016-08-03 01:25:00	ES	Futures	2332.75	2333.02	2332.47	2332.75	337.0
2016-08-03 01:30:00	ES	Futures	2333.02	2333.02	2332.47	2332.75	198.0
2016-08-03 01:35:00	ES	Futures	2332.75	2333.29	2332.75	2332.75	113.0
2016-08-03 01:40:00	ES	Futures	2333.02	2333.02	2332.47	2332.47	294.0
2016-08-03 01:45:00	ES	Futures	2332.47	2332.47	2331.93	2331.93	493.0
2016-08-03 01:50:00	ES	Futures	2331.93	2332.2	2331.39	2331.93	326.0
2016-08-03 01:55:00	ES	Futures	2331.93	2332.2	2331.39	2331.93	570.0
2016-08-03 02:00:00	ES	Futures	2331.93	2332.2	2331.39	2331.93	1242.0
2016-08-03 02:05:00	ES	Futures	2331.93	2332.2	2331.39	2331.39	634.0
2016-08-03 02:10:00	ES	Futures	2331.66	2331.66	2330.3	2330.58	1645.0
2016-08-03 02:15:00	ES	Futures	2330.58	2331.39	2330.58	2330.85	502.0
2016-08-03 02:20:00	ES	Futures	2331.12	2332.2	2330.85	2332.2	626.0
2016-08-03 02:25:00	ES	Futures	2332.2	2332.47	2331.93	2331.93	1824.0
2016-08-03 02:30:00	ES	Futures	2331.93	2332.47	2331.66	2332.2	620.0
2016-08-03 02:35:00	ES	Futures	2332.2	2332.47	2331.93	2332.2	976.0
2016-08-03 02:40:00	ES	Futures	2331.93	2333.29	2331.93	2333.02	758.0
2016-08-03 02:45:00	ES	Futures	2333.29	2333.83	2333.02	2333.56	1131.0
2016-08-03 02:50:00	ES	Futures	2333.83	2333.83	2333.29	2333.29	585.0
2016-08-03 02:55:00	ES	Futures	2333.29	2333.83	2333.02	2333.56	577.0
2016-08-03 03:00:00	ES	Futures	2333.29	2334.1	2331.12	2331.39	4704.0
2016-08-03 03:05:00	ES	Futures	2331.39	2333.56	2330.85	2333.02	3743.0
2016-08-03 03:10:00	ES	Futures	2333.02	2333.83	2331.39	2332.47	3659.0
2016-08-03 03:15:00	ES	Futures	2332.2	2332.47	2328.68	2328.95	6352.0
2016-08-03 03:20:00	ES	Futures	2328.95	2329.76	2328.14	2328.41	3921.0
2016-08-03 03:25:00	ES	Futures	2328.41	2330.3	2327.32	2329.49	5319.0
2016-08-03 03:30:00	ES	Futures	2329.49	2330.3	2328.68	2328.95	2382.0
2016-08-03 03:35:00	ES	Futures	2328.95	2328.95	2327.59	2328.14	2617.0
2016-08-03 03:40:00	ES	Futures	2327.86	2328.41	2327.05	2327.32	3181.0
2016-08-03 03:45:00	ES	Futures	2327.32	2328.95	2327.05	2328.68	2204.0
2016-08-03 03:50:00	ES	Futures	2328.95	2330.03	2328.68	2329.49	2569.0
2016-08-03 03:55:00	ES	Futures	2329.22	2330.03	2328.68	2330.03	1603.0
2016-08-03 04:00:00	ES	Futures	2330.3	2330.3	2328.41	2328.95	2282.0
2016-08-03 04:05:00	ES	Futures	2328.68	2329.76	2328.14	2329.22	2796.0

> showing 50 of 14,953 rows — these rows as CSV

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