PREVIEW / futures_5min / 2016-08-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-05.parquet
  size:    215 KB
  rows:    12,390

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
2016-08-05 00:00:00	ES	Futures	2346.3	2346.3	2346.03	2346.03	28.0
2016-08-05 00:05:00	ES	Futures	2346.03	2346.3	2345.49	2345.49	238.0
2016-08-05 00:10:00	ES	Futures	2345.49	2346.03	2345.49	2345.76	241.0
2016-08-05 00:15:00	ES	Futures	2345.49	2345.76	2345.49	2345.76	68.0
2016-08-05 00:20:00	ES	Futures	2345.49	2345.76	2345.49	2345.76	65.0
2016-08-05 00:25:00	ES	Futures	2345.76	2345.76	2345.49	2345.76	68.0
2016-08-05 00:30:00	ES	Futures	2345.49	2345.76	2345.22	2345.22	529.0
2016-08-05 00:35:00	ES	Futures	2345.22	2345.49	2344.95	2345.22	154.0
2016-08-05 00:40:00	ES	Futures	2344.95	2345.49	2344.95	2345.22	188.0
2016-08-05 00:45:00	ES	Futures	2345.22	2345.22	2344.95	2344.95	35.0
2016-08-05 00:50:00	ES	Futures	2345.22	2345.22	2344.95	2345.22	189.0
2016-08-05 00:55:00	ES	Futures	2345.22	2345.49	2345.22	2345.22	74.0
2016-08-05 01:00:00	ES	Futures	2345.49	2345.49	2344.95	2345.22	468.0
2016-08-05 01:05:00	ES	Futures	2345.22	2345.22	2344.95	2345.22	48.0
2016-08-05 01:10:00	ES	Futures	2345.22	2345.22	2344.95	2345.22	59.0
2016-08-05 01:15:00	ES	Futures	2345.22	2345.22	2344.95	2344.95	459.0
2016-08-05 01:20:00	ES	Futures	2344.95	2345.22	2344.95	2344.95	41.0
2016-08-05 01:25:00	ES	Futures	2345.22	2345.49	2344.95	2345.22	1003.0
2016-08-05 01:30:00	ES	Futures	2344.95	2345.22	2344.95	2345.22	64.0
2016-08-05 01:35:00	ES	Futures	2345.22	2345.49	2344.95	2345.49	367.0
2016-08-05 01:40:00	ES	Futures	2345.49	2345.49	2344.95	2345.22	363.0
2016-08-05 01:45:00	ES	Futures	2345.22	2345.49	2344.95	2345.22	164.0
2016-08-05 01:50:00	ES	Futures	2345.22	2345.22	2344.68	2344.68	284.0
2016-08-05 01:55:00	ES	Futures	2344.95	2345.49	2344.68	2345.49	294.0
2016-08-05 02:00:00	ES	Futures	2345.22	2345.22	2344.14	2344.41	1111.0
2016-08-05 02:05:00	ES	Futures	2344.41	2344.95	2344.41	2344.95	551.0
2016-08-05 02:10:00	ES	Futures	2344.95	2345.22	2344.68	2344.95	413.0
2016-08-05 02:15:00	ES	Futures	2345.22	2345.22	2344.68	2344.68	187.0
2016-08-05 02:20:00	ES	Futures	2344.95	2345.22	2344.68	2345.22	342.0
2016-08-05 02:25:00	ES	Futures	2345.22	2345.49	2344.95	2345.22	319.0
2016-08-05 02:30:00	ES	Futures	2344.95	2345.22	2344.95	2345.22	80.0
2016-08-05 02:35:00	ES	Futures	2345.22	2345.49	2344.95	2344.95	254.0
2016-08-05 02:40:00	ES	Futures	2345.22	2345.22	2344.68	2344.68	188.0
2016-08-05 02:45:00	ES	Futures	2344.68	2345.22	2344.68	2345.22	377.0
2016-08-05 02:50:00	ES	Futures	2344.95	2345.76	2344.95	2345.76	511.0
2016-08-05 02:55:00	ES	Futures	2345.49	2346.03	2345.22	2345.49	957.0
2016-08-05 03:00:00	ES	Futures	2345.49	2347.39	2344.95	2347.12	3627.0
2016-08-05 03:05:00	ES	Futures	2347.39	2348.47	2347.12	2347.93	4838.0
2016-08-05 03:10:00	ES	Futures	2347.66	2348.75	2347.39	2348.47	3743.0
2016-08-05 03:15:00	ES	Futures	2348.47	2348.75	2347.12	2347.66	2302.0
2016-08-05 03:20:00	ES	Futures	2347.93	2347.93	2347.39	2347.93	1610.0
2016-08-05 03:25:00	ES	Futures	2348.2	2348.2	2347.66	2348.2	1910.0
2016-08-05 03:30:00	ES	Futures	2348.47	2348.47	2347.39	2347.66	1937.0
2016-08-05 03:35:00	ES	Futures	2347.66	2348.47	2347.66	2348.47	1314.0
2016-08-05 03:40:00	ES	Futures	2348.47	2348.75	2347.66	2347.93	870.0
2016-08-05 03:45:00	ES	Futures	2347.66	2347.93	2347.12	2347.39	1345.0
2016-08-05 03:50:00	ES	Futures	2347.39	2347.93	2346.85	2347.66	1199.0
2016-08-05 03:55:00	ES	Futures	2347.66	2347.93	2346.85	2346.85	1675.0
2016-08-05 04:00:00	ES	Futures	2347.12	2347.39	2346.85	2347.12	468.0
2016-08-05 04:05:00	ES	Futures	2347.12	2347.39	2346.58	2347.12	603.0

> showing 50 of 12,390 rows — these rows as CSV

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