PREVIEW / futures_5min / 2016-08-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-04.parquet
  size:    242 KB
  rows:    14,923

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
2016-08-04 00:00:00	ES	Futures	2339.8	2340.07	2339.8	2339.8	110.0
2016-08-04 00:05:00	ES	Futures	2340.07	2340.07	2339.53	2339.53	295.0
2016-08-04 00:10:00	ES	Futures	2339.25	2339.8	2339.25	2339.53	44.0
2016-08-04 00:15:00	ES	Futures	2339.8	2339.8	2339.53	2339.8	37.0
2016-08-04 00:20:00	ES	Futures	2339.53	2339.8	2339.53	2339.8	126.0
2016-08-04 00:25:00	ES	Futures	2339.8	2340.34	2339.8	2340.34	229.0
2016-08-04 00:30:00	ES	Futures	2340.34	2340.61	2340.07	2340.34	233.0
2016-08-04 00:35:00	ES	Futures	2340.34	2340.34	2340.07	2340.34	89.0
2016-08-04 00:40:00	ES	Futures	2340.34	2340.88	2340.34	2340.34	204.0
2016-08-04 00:45:00	ES	Futures	2340.61	2340.61	2340.34	2340.61	89.0
2016-08-04 00:50:00	ES	Futures	2340.61	2340.88	2340.34	2340.61	91.0
2016-08-04 00:55:00	ES	Futures	2340.61	2340.61	2340.61	2340.61	100.0
2016-08-04 01:00:00	ES	Futures	2340.61	2341.42	2340.61	2341.42	824.0
2016-08-04 01:05:00	ES	Futures	2341.42	2341.42	2340.88	2341.15	273.0
2016-08-04 01:10:00	ES	Futures	2341.15	2341.15	2340.34	2340.61	260.0
2016-08-04 01:15:00	ES	Futures	2340.34	2340.88	2340.07	2340.88	330.0
2016-08-04 01:20:00	ES	Futures	2340.61	2340.88	2340.61	2340.88	97.0
2016-08-04 01:25:00	ES	Futures	2340.88	2341.15	2340.61	2340.61	116.0
2016-08-04 01:30:00	ES	Futures	2340.61	2340.61	2340.34	2340.61	150.0
2016-08-04 01:35:00	ES	Futures	2340.61	2340.61	2340.07	2340.61	83.0
2016-08-04 01:40:00	ES	Futures	2340.34	2341.15	2340.34	2340.88	208.0
2016-08-04 01:45:00	ES	Futures	2341.15	2341.69	2340.88	2341.42	298.0
2016-08-04 01:50:00	ES	Futures	2341.42	2341.69	2340.88	2340.88	396.0
2016-08-04 01:55:00	ES	Futures	2341.15	2341.15	2340.61	2341.15	553.0
2016-08-04 02:00:00	ES	Futures	2341.15	2342.24	2340.88	2341.42	1801.0
2016-08-04 02:05:00	ES	Futures	2341.42	2341.97	2341.15	2341.69	434.0
2016-08-04 02:10:00	ES	Futures	2341.69	2341.97	2340.61	2340.88	483.0
2016-08-04 02:15:00	ES	Futures	2340.88	2340.88	2340.34	2340.61	369.0
2016-08-04 02:20:00	ES	Futures	2340.34	2340.61	2339.8	2340.34	489.0
2016-08-04 02:25:00	ES	Futures	2340.07	2340.34	2339.8	2340.34	392.0
2016-08-04 02:30:00	ES	Futures	2340.34	2340.34	2339.8	2339.8	483.0
2016-08-04 02:35:00	ES	Futures	2339.8	2340.07	2339.53	2339.8	460.0
2016-08-04 02:40:00	ES	Futures	2339.53	2340.07	2339.53	2339.8	438.0
2016-08-04 02:45:00	ES	Futures	2339.8	2340.07	2339.25	2340.07	399.0
2016-08-04 02:50:00	ES	Futures	2339.8	2340.07	2339.53	2340.07	523.0
2016-08-04 02:55:00	ES	Futures	2340.07	2340.34	2340.07	2340.34	715.0
2016-08-04 03:00:00	ES	Futures	2340.07	2340.34	2339.53	2340.34	2437.0
2016-08-04 03:05:00	ES	Futures	2340.61	2341.42	2339.8	2341.15	2921.0
2016-08-04 03:10:00	ES	Futures	2341.15	2341.42	2340.34	2340.34	1667.0
2016-08-04 03:15:00	ES	Futures	2340.34	2340.61	2338.98	2339.8	1976.0
2016-08-04 03:20:00	ES	Futures	2340.07	2341.15	2340.07	2340.34	2102.0
2016-08-04 03:25:00	ES	Futures	2340.34	2340.88	2339.53	2339.53	1874.0
2016-08-04 03:30:00	ES	Futures	2339.8	2339.8	2338.71	2339.53	2593.0
2016-08-04 03:35:00	ES	Futures	2339.53	2340.34	2339.25	2339.8	1605.0
2016-08-04 03:40:00	ES	Futures	2339.53	2339.8	2337.36	2337.9	3502.0
2016-08-04 03:45:00	ES	Futures	2337.9	2338.17	2337.63	2337.9	1861.0
2016-08-04 03:50:00	ES	Futures	2337.63	2338.98	2337.36	2338.98	1957.0
2016-08-04 03:55:00	ES	Futures	2338.71	2339.8	2338.71	2339.25	1036.0
2016-08-04 04:00:00	ES	Futures	2339.53	2339.53	2338.71	2339.25	1397.0
2016-08-04 04:05:00	ES	Futures	2338.98	2339.53	2338.71	2338.98	999.0

> showing 50 of 14,923 rows — these rows as CSV

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