PREVIEW / futures_5min / 2016-08-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-11.parquet
  size:    240 KB
  rows:    14,465

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
2016-08-11 00:00:00	ES	Futures	2357.42	2358.24	2357.42	2357.97	874.0
2016-08-11 00:05:00	ES	Futures	2357.97	2358.51	2357.97	2358.24	381.0
2016-08-11 00:10:00	ES	Futures	2358.24	2358.51	2357.97	2358.51	213.0
2016-08-11 00:15:00	ES	Futures	2358.24	2359.05	2358.24	2358.78	938.0
2016-08-11 00:20:00	ES	Futures	2359.05	2359.05	2358.51	2358.78	88.0
2016-08-11 00:25:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	125.0
2016-08-11 00:30:00	ES	Futures	2358.78	2358.78	2358.51	2358.78	32.0
2016-08-11 00:35:00	ES	Futures	2358.51	2358.78	2358.51	2358.78	44.0
2016-08-11 00:40:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	20.0
2016-08-11 00:45:00	ES	Futures	2358.51	2358.78	2358.51	2358.51	101.0
2016-08-11 00:50:00	ES	Futures	2358.51	2358.78	2358.24	2358.51	131.0
2016-08-11 00:55:00	ES	Futures	2358.51	2358.78	2358.51	2358.78	94.0
2016-08-11 01:00:00	ES	Futures	2358.78	2359.05	2358.51	2358.51	201.0
2016-08-11 01:05:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	113.0
2016-08-11 01:10:00	ES	Futures	2358.78	2358.78	2358.51	2358.78	75.0
2016-08-11 01:15:00	ES	Futures	2358.51	2358.78	2358.51	2358.51	16.0
2016-08-11 01:20:00	ES	Futures	2358.78	2358.78	2358.24	2358.24	112.0
2016-08-11 01:25:00	ES	Futures	2358.24	2358.51	2358.24	2358.24	126.0
2016-08-11 01:30:00	ES	Futures	2358.24	2358.51	2357.97	2358.24	517.0
2016-08-11 01:35:00	ES	Futures	2357.97	2358.51	2357.97	2358.24	161.0
2016-08-11 01:40:00	ES	Futures	2357.97	2358.51	2357.97	2358.51	106.0
2016-08-11 01:45:00	ES	Futures	2358.51	2358.78	2358.24	2358.78	261.0
2016-08-11 01:50:00	ES	Futures	2358.51	2359.32	2358.51	2359.32	745.0
2016-08-11 01:55:00	ES	Futures	2359.05	2359.59	2359.05	2359.32	484.0
2016-08-11 02:00:00	ES	Futures	2359.59	2360.68	2359.59	2360.41	1666.0
2016-08-11 02:05:00	ES	Futures	2360.14	2361.22	2360.14	2361.22	1161.0
2016-08-11 02:10:00	ES	Futures	2361.22	2361.76	2360.95	2361.49	978.0
2016-08-11 02:15:00	ES	Futures	2361.49	2361.76	2361.22	2361.49	367.0
2016-08-11 02:20:00	ES	Futures	2361.22	2362.3	2361.22	2362.03	2407.0
2016-08-11 02:25:00	ES	Futures	2362.03	2362.03	2361.49	2361.76	1010.0
2016-08-11 02:30:00	ES	Futures	2361.76	2363.66	2361.49	2363.12	3469.0
2016-08-11 02:35:00	ES	Futures	2363.12	2363.12	2362.3	2362.3	1382.0
2016-08-11 02:40:00	ES	Futures	2362.3	2362.58	2361.76	2362.3	1269.0
2016-08-11 02:45:00	ES	Futures	2362.3	2362.3	2362.03	2362.3	353.0
2016-08-11 02:50:00	ES	Futures	2362.03	2362.3	2361.22	2361.49	827.0
2016-08-11 02:55:00	ES	Futures	2361.49	2361.49	2361.22	2361.49	359.0
2016-08-11 03:00:00	ES	Futures	2361.49	2362.03	2360.68	2361.49	2782.0
2016-08-11 03:05:00	ES	Futures	2361.22	2361.49	2360.41	2360.68	1370.0
2016-08-11 03:10:00	ES	Futures	2360.68	2360.95	2359.86	2359.86	1943.0
2016-08-11 03:15:00	ES	Futures	2360.14	2360.14	2358.51	2358.78	3140.0
2016-08-11 03:20:00	ES	Futures	2358.51	2358.78	2358.24	2358.24	2633.0
2016-08-11 03:25:00	ES	Futures	2358.24	2358.24	2356.88	2356.88	2729.0
2016-08-11 03:30:00	ES	Futures	2356.88	2357.42	2356.34	2356.88	2698.0
2016-08-11 03:35:00	ES	Futures	2356.88	2357.69	2356.88	2357.69	1566.0
2016-08-11 03:40:00	ES	Futures	2357.69	2358.24	2357.15	2358.24	1098.0
2016-08-11 03:45:00	ES	Futures	2358.24	2358.24	2357.42	2357.97	1285.0
2016-08-11 03:50:00	ES	Futures	2357.97	2357.97	2357.15	2357.69	803.0
2016-08-11 03:55:00	ES	Futures	2357.69	2357.69	2357.15	2357.15	755.0
2016-08-11 04:00:00	ES	Futures	2356.88	2357.42	2356.88	2357.15	838.0
2016-08-11 04:05:00	ES	Futures	2357.42	2358.51	2356.88	2358.24	1666.0

> showing 50 of 14,465 rows — these rows as CSV

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