PREVIEW / futures_5min / 2016-08-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-16.parquet
  size:    242 KB
  rows:    14,819

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
2016-08-16 00:00:00	ES	Futures	2368.81	2368.81	2368.54	2368.81	96.0
2016-08-16 00:05:00	ES	Futures	2368.54	2368.81	2368.27	2368.54	278.0
2016-08-16 00:10:00	ES	Futures	2368.54	2368.81	2368.54	2368.54	73.0
2016-08-16 00:15:00	ES	Futures	2368.81	2368.81	2368.54	2368.54	60.0
2016-08-16 00:20:00	ES	Futures	2368.54	2368.81	2368.54	2368.54	57.0
2016-08-16 00:25:00	ES	Futures	2368.54	2368.81	2368.54	2368.54	41.0
2016-08-16 00:30:00	ES	Futures	2368.81	2368.81	2368.54	2368.54	295.0
2016-08-16 00:35:00	ES	Futures	2368.81	2368.81	2368.54	2368.54	35.0
2016-08-16 00:40:00	ES	Futures	2368.81	2368.81	2368.54	2368.54	86.0
2016-08-16 00:45:00	ES	Futures	2368.54	2369.08	2368.54	2368.81	393.0
2016-08-16 00:50:00	ES	Futures	2368.81	2369.36	2368.81	2369.36	578.0
2016-08-16 00:55:00	ES	Futures	2369.36	2369.36	2369.08	2369.08	86.0
2016-08-16 01:00:00	ES	Futures	2369.08	2369.36	2368.54	2368.54	461.0
2016-08-16 01:05:00	ES	Futures	2368.54	2368.54	2368.27	2368.54	601.0
2016-08-16 01:10:00	ES	Futures	2368.27	2368.54	2368.27	2368.54	238.0
2016-08-16 01:15:00	ES	Futures	2368.54	2368.81	2368.0	2368.0	622.0
2016-08-16 01:20:00	ES	Futures	2368.0	2368.54	2368.0	2368.54	83.0
2016-08-16 01:25:00	ES	Futures	2368.54	2369.08	2368.27	2368.54	1046.0
2016-08-16 01:30:00	ES	Futures	2368.54	2368.81	2368.27	2368.27	217.0
2016-08-16 01:35:00	ES	Futures	2368.54	2368.54	2368.0	2368.0	523.0
2016-08-16 01:40:00	ES	Futures	2368.27	2368.27	2368.0	2368.27	318.0
2016-08-16 01:45:00	ES	Futures	2368.27	2368.54	2368.0	2368.27	212.0
2016-08-16 01:50:00	ES	Futures	2368.27	2368.27	2368.0	2368.27	386.0
2016-08-16 01:55:00	ES	Futures	2368.0	2368.27	2368.0	2368.0	477.0
2016-08-16 02:00:00	ES	Futures	2368.27	2369.08	2368.0	2368.54	2335.0
2016-08-16 02:05:00	ES	Futures	2368.54	2369.08	2368.27	2368.81	631.0
2016-08-16 02:10:00	ES	Futures	2368.54	2369.08	2368.54	2368.54	585.0
2016-08-16 02:15:00	ES	Futures	2368.54	2369.36	2368.54	2369.36	697.0
2016-08-16 02:20:00	ES	Futures	2369.08	2369.36	2368.81	2369.08	286.0
2016-08-16 02:25:00	ES	Futures	2368.81	2369.08	2368.81	2368.81	159.0
2016-08-16 02:30:00	ES	Futures	2368.81	2368.81	2368.27	2368.81	849.0
2016-08-16 02:35:00	ES	Futures	2368.81	2368.81	2368.54	2368.81	560.0
2016-08-16 02:40:00	ES	Futures	2369.08	2369.08	2368.27	2368.27	397.0
2016-08-16 02:45:00	ES	Futures	2368.54	2369.08	2368.54	2368.81	316.0
2016-08-16 02:50:00	ES	Futures	2368.81	2369.08	2368.81	2369.08	446.0
2016-08-16 02:55:00	ES	Futures	2368.81	2369.08	2368.54	2368.81	561.0
2016-08-16 03:00:00	ES	Futures	2369.08	2369.08	2367.19	2367.73	7316.0
2016-08-16 03:05:00	ES	Futures	2367.46	2368.27	2367.46	2367.46	2264.0
2016-08-16 03:10:00	ES	Futures	2367.46	2368.0	2367.19	2367.19	1708.0
2016-08-16 03:15:00	ES	Futures	2367.46	2367.46	2366.1	2366.1	2942.0
2016-08-16 03:20:00	ES	Futures	2366.1	2366.64	2365.83	2366.37	2308.0
2016-08-16 03:25:00	ES	Futures	2366.37	2367.19	2366.1	2367.19	1963.0
2016-08-16 03:30:00	ES	Futures	2367.19	2367.73	2366.92	2367.46	1873.0
2016-08-16 03:35:00	ES	Futures	2367.46	2367.73	2366.92	2367.19	942.0
2016-08-16 03:40:00	ES	Futures	2367.46	2368.27	2367.19	2367.46	1817.0
2016-08-16 03:45:00	ES	Futures	2367.46	2367.73	2366.92	2367.73	1562.0
2016-08-16 03:50:00	ES	Futures	2367.73	2368.0	2367.46	2367.46	1326.0
2016-08-16 03:55:00	ES	Futures	2367.46	2367.73	2366.92	2367.19	956.0
2016-08-16 04:00:00	ES	Futures	2367.19	2367.46	2366.64	2366.64	1240.0
2016-08-16 04:05:00	ES	Futures	2366.92	2366.92	2365.83	2366.1	1940.0

> showing 50 of 14,819 rows — these rows as CSV

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