PREVIEW / futures_5min / 2016-08-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-17.parquet
  size:    247 KB
  rows:    14,857

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
2016-08-17 00:00:00	ES	Futures	2363.12	2363.66	2363.12	2363.12	178.0
2016-08-17 00:05:00	ES	Futures	2363.39	2363.66	2363.12	2363.12	64.0
2016-08-17 00:10:00	ES	Futures	2363.12	2363.39	2363.12	2363.12	42.0
2016-08-17 00:15:00	ES	Futures	2363.12	2363.39	2363.12	2363.39	20.0
2016-08-17 00:20:00	ES	Futures	2363.39	2363.39	2362.85	2363.12	220.0
2016-08-17 00:25:00	ES	Futures	2363.12	2363.39	2363.12	2363.39	51.0
2016-08-17 00:30:00	ES	Futures	2363.12	2363.39	2363.12	2363.12	201.0
2016-08-17 00:35:00	ES	Futures	2363.12	2363.39	2363.12	2363.12	132.0
2016-08-17 00:40:00	ES	Futures	2362.85	2363.39	2362.85	2362.85	77.0
2016-08-17 00:45:00	ES	Futures	2362.85	2363.12	2362.85	2363.12	114.0
2016-08-17 00:50:00	ES	Futures	2363.12	2363.39	2362.85	2363.39	252.0
2016-08-17 00:55:00	ES	Futures	2363.12	2363.39	2363.12	2363.39	227.0
2016-08-17 01:00:00	ES	Futures	2363.39	2363.66	2363.12	2363.39	227.0
2016-08-17 01:05:00	ES	Futures	2363.39	2363.93	2363.39	2363.93	620.0
2016-08-17 01:10:00	ES	Futures	2363.93	2363.93	2363.66	2363.66	121.0
2016-08-17 01:15:00	ES	Futures	2363.66	2363.93	2363.66	2363.66	33.0
2016-08-17 01:20:00	ES	Futures	2363.66	2363.93	2363.39	2363.39	244.0
2016-08-17 01:25:00	ES	Futures	2363.39	2363.66	2363.39	2363.39	274.0
2016-08-17 01:30:00	ES	Futures	2363.66	2363.66	2363.39	2363.66	180.0
2016-08-17 01:35:00	ES	Futures	2363.39	2363.66	2363.12	2363.39	145.0
2016-08-17 01:40:00	ES	Futures	2363.39	2363.66	2363.39	2363.66	23.0
2016-08-17 01:45:00	ES	Futures	2363.39	2363.66	2363.12	2363.66	137.0
2016-08-17 01:50:00	ES	Futures	2363.39	2363.93	2363.39	2363.66	173.0
2016-08-17 01:55:00	ES	Futures	2363.66	2363.93	2363.66	2363.66	72.0
2016-08-17 02:00:00	ES	Futures	2363.66	2364.47	2363.66	2364.47	1006.0
2016-08-17 02:05:00	ES	Futures	2364.47	2364.47	2363.93	2364.47	656.0
2016-08-17 02:10:00	ES	Futures	2364.2	2365.02	2364.2	2364.75	1184.0
2016-08-17 02:15:00	ES	Futures	2365.02	2365.29	2364.75	2365.02	719.0
2016-08-17 02:20:00	ES	Futures	2365.29	2365.29	2365.02	2365.29	167.0
2016-08-17 02:25:00	ES	Futures	2365.29	2365.56	2365.02	2365.56	403.0
2016-08-17 02:30:00	ES	Futures	2365.29	2365.29	2364.75	2364.75	335.0
2016-08-17 02:35:00	ES	Futures	2364.75	2364.75	2364.47	2364.47	256.0
2016-08-17 02:40:00	ES	Futures	2364.47	2365.02	2364.47	2364.75	424.0
2016-08-17 02:45:00	ES	Futures	2364.75	2365.56	2364.75	2365.56	783.0
2016-08-17 02:50:00	ES	Futures	2365.56	2365.56	2364.75	2365.02	735.0
2016-08-17 02:55:00	ES	Futures	2365.02	2365.02	2364.47	2364.75	234.0
2016-08-17 03:00:00	ES	Futures	2364.75	2365.83	2363.66	2364.2	3881.0
2016-08-17 03:05:00	ES	Futures	2364.2	2364.47	2362.58	2362.85	3695.0
2016-08-17 03:10:00	ES	Futures	2362.58	2362.85	2362.03	2362.3	1789.0
2016-08-17 03:15:00	ES	Futures	2362.3	2362.58	2361.76	2362.03	3488.0
2016-08-17 03:20:00	ES	Futures	2362.03	2363.66	2361.76	2363.66	2172.0
2016-08-17 03:25:00	ES	Futures	2363.66	2363.66	2362.58	2363.39	2321.0
2016-08-17 03:30:00	ES	Futures	2363.39	2363.66	2362.85	2363.12	1111.0
2016-08-17 03:35:00	ES	Futures	2363.12	2363.39	2361.76	2361.76	2205.0
2016-08-17 03:40:00	ES	Futures	2362.03	2362.58	2361.22	2362.58	2322.0
2016-08-17 03:45:00	ES	Futures	2362.3	2362.58	2360.68	2361.22	2875.0
2016-08-17 03:50:00	ES	Futures	2361.22	2361.49	2359.86	2360.41	2872.0
2016-08-17 03:55:00	ES	Futures	2360.41	2360.68	2359.59	2359.86	2338.0
2016-08-17 04:00:00	ES	Futures	2360.14	2360.14	2357.97	2358.51	5401.0
2016-08-17 04:05:00	ES	Futures	2358.51	2358.51	2357.69	2358.51	2045.0

> showing 50 of 14,857 rows — these rows as CSV

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