PREVIEW / futures_5min / 2016-08-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-12.parquet
  size:    199 KB
  rows:    11,948

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
2016-08-12 00:00:00	ES	Futures	2365.56	2365.56	2365.29	2365.56	205.0
2016-08-12 00:05:00	ES	Futures	2365.83	2366.1	2365.56	2365.83	302.0
2016-08-12 00:10:00	ES	Futures	2365.83	2366.1	2365.56	2365.83	238.0
2016-08-12 00:15:00	ES	Futures	2366.1	2366.1	2365.83	2366.1	179.0
2016-08-12 00:20:00	ES	Futures	2365.83	2365.83	2365.56	2365.56	130.0
2016-08-12 00:25:00	ES	Futures	2365.56	2365.83	2365.56	2365.83	71.0
2016-08-12 00:30:00	ES	Futures	2366.1	2366.37	2365.83	2366.37	109.0
2016-08-12 00:35:00	ES	Futures	2366.37	2366.37	2366.1	2366.1	53.0
2016-08-12 00:40:00	ES	Futures	2366.1	2366.37	2366.1	2366.1	44.0
2016-08-12 00:45:00	ES	Futures	2366.1	2366.64	2366.1	2366.1	259.0
2016-08-12 00:50:00	ES	Futures	2366.37	2366.64	2366.1	2366.64	155.0
2016-08-12 00:55:00	ES	Futures	2366.37	2366.64	2366.1	2366.1	148.0
2016-08-12 01:00:00	ES	Futures	2366.1	2366.64	2366.1	2366.37	193.0
2016-08-12 01:05:00	ES	Futures	2366.1	2366.37	2365.83	2366.1	174.0
2016-08-12 01:10:00	ES	Futures	2366.1	2366.37	2365.83	2365.83	198.0
2016-08-12 01:15:00	ES	Futures	2366.1	2366.37	2365.83	2366.1	131.0
2016-08-12 01:20:00	ES	Futures	2366.37	2366.37	2365.83	2365.83	70.0
2016-08-12 01:25:00	ES	Futures	2366.1	2366.1	2365.56	2365.56	157.0
2016-08-12 01:30:00	ES	Futures	2365.56	2365.83	2365.29	2365.56	254.0
2016-08-12 01:35:00	ES	Futures	2365.56	2365.83	2365.29	2365.56	129.0
2016-08-12 01:40:00	ES	Futures	2365.56	2366.1	2365.56	2365.83	314.0
2016-08-12 01:45:00	ES	Futures	2366.1	2366.1	2365.56	2366.1	191.0
2016-08-12 01:50:00	ES	Futures	2366.1	2366.1	2365.83	2365.83	278.0
2016-08-12 01:55:00	ES	Futures	2365.83	2366.37	2365.83	2365.83	355.0
2016-08-12 02:00:00	ES	Futures	2366.1	2366.64	2365.83	2366.1	948.0
2016-08-12 02:05:00	ES	Futures	2366.1	2366.37	2365.29	2366.1	883.0
2016-08-12 02:10:00	ES	Futures	2366.1	2366.37	2365.83	2366.37	289.0
2016-08-12 02:15:00	ES	Futures	2366.37	2366.37	2365.83	2366.1	215.0
2016-08-12 02:20:00	ES	Futures	2366.1	2366.37	2365.83	2366.1	473.0
2016-08-12 02:25:00	ES	Futures	2366.37	2366.37	2365.56	2365.56	615.0
2016-08-12 02:30:00	ES	Futures	2365.56	2365.56	2365.29	2365.56	464.0
2016-08-12 02:35:00	ES	Futures	2365.56	2365.83	2365.29	2365.29	263.0
2016-08-12 02:40:00	ES	Futures	2365.29	2366.1	2365.29	2365.83	585.0
2016-08-12 02:45:00	ES	Futures	2365.83	2365.83	2365.56	2365.83	1121.0
2016-08-12 02:50:00	ES	Futures	2365.83	2366.1	2365.83	2366.1	675.0
2016-08-12 02:55:00	ES	Futures	2366.1	2366.64	2366.1	2366.64	1373.0
2016-08-12 03:00:00	ES	Futures	2366.64	2367.46	2366.37	2366.92	4071.0
2016-08-12 03:05:00	ES	Futures	2367.19	2368.27	2367.19	2368.0	2707.0
2016-08-12 03:10:00	ES	Futures	2368.27	2368.27	2367.19	2367.73	1472.0
2016-08-12 03:15:00	ES	Futures	2367.73	2368.0	2367.19	2367.19	758.0
2016-08-12 03:20:00	ES	Futures	2367.19	2367.46	2366.37	2366.92	2080.0
2016-08-12 03:25:00	ES	Futures	2366.92	2367.46	2366.64	2367.19	1370.0
2016-08-12 03:30:00	ES	Futures	2367.19	2367.73	2366.64	2367.46	1186.0
2016-08-12 03:35:00	ES	Futures	2367.46	2368.27	2367.46	2368.0	1169.0
2016-08-12 03:40:00	ES	Futures	2368.27	2368.81	2368.27	2368.27	2394.0
2016-08-12 03:45:00	ES	Futures	2368.54	2368.81	2367.73	2367.73	1195.0
2016-08-12 03:50:00	ES	Futures	2367.73	2368.0	2366.92	2367.73	1381.0
2016-08-12 03:55:00	ES	Futures	2367.73	2367.73	2366.92	2367.19	982.0
2016-08-12 04:00:00	ES	Futures	2367.19	2367.46	2366.64	2366.92	2625.0
2016-08-12 04:05:00	ES	Futures	2366.92	2368.0	2366.92	2367.73	1302.0

> showing 50 of 11,948 rows — these rows as CSV

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