PREVIEW / futures_5min / 2016-08-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-18.parquet
  size:    222 KB
  rows:    14,627

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
2016-08-18 00:00:00	ES	Futures	2366.92	2366.92	2366.1	2366.37	290.0
2016-08-18 00:05:00	ES	Futures	2366.37	2366.64	2366.1	2366.37	248.0
2016-08-18 00:10:00	ES	Futures	2366.1	2366.37	2365.83	2366.1	236.0
2016-08-18 00:15:00	ES	Futures	2366.37	2366.37	2366.1	2366.37	27.0
2016-08-18 00:20:00	ES	Futures	2366.37	2366.64	2366.1	2366.64	225.0
2016-08-18 00:25:00	ES	Futures	2366.64	2366.64	2366.37	2366.64	31.0
2016-08-18 00:30:00	ES	Futures	2366.37	2366.92	2366.37	2366.37	308.0
2016-08-18 00:35:00	ES	Futures	2366.37	2366.37	2365.83	2366.37	200.0
2016-08-18 00:40:00	ES	Futures	2366.37	2366.64	2366.1	2366.64	142.0
2016-08-18 00:45:00	ES	Futures	2366.64	2366.64	2366.1	2366.37	157.0
2016-08-18 00:50:00	ES	Futures	2366.37	2366.64	2366.37	2366.64	99.0
2016-08-18 00:55:00	ES	Futures	2366.37	2366.64	2366.37	2366.64	333.0
2016-08-18 01:00:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	160.0
2016-08-18 01:05:00	ES	Futures	2366.64	2367.19	2366.64	2367.19	235.0
2016-08-18 01:10:00	ES	Futures	2366.92	2367.46	2366.92	2367.19	124.0
2016-08-18 01:15:00	ES	Futures	2366.92	2367.46	2366.92	2367.19	120.0
2016-08-18 01:20:00	ES	Futures	2367.19	2367.19	2366.92	2367.19	62.0
2016-08-18 01:25:00	ES	Futures	2367.19	2367.19	2366.64	2366.92	192.0
2016-08-18 01:30:00	ES	Futures	2366.64	2366.64	2365.29	2365.56	1245.0
2016-08-18 01:35:00	ES	Futures	2365.56	2366.1	2365.56	2365.83	371.0
2016-08-18 01:40:00	ES	Futures	2365.83	2366.1	2365.56	2365.56	272.0
2016-08-18 01:45:00	ES	Futures	2365.83	2366.1	2365.56	2366.1	485.0
2016-08-18 01:50:00	ES	Futures	2366.1	2366.37	2365.83	2366.1	283.0
2016-08-18 01:55:00	ES	Futures	2366.1	2366.1	2365.83	2365.83	294.0
2016-08-18 02:00:00	ES	Futures	2366.1	2366.37	2365.56	2365.83	930.0
2016-08-18 02:05:00	ES	Futures	2365.56	2366.1	2365.56	2366.1	517.0
2016-08-18 02:10:00	ES	Futures	2365.83	2366.37	2365.83	2366.1	711.0
2016-08-18 02:15:00	ES	Futures	2365.83	2367.19	2365.83	2366.37	1813.0
2016-08-18 02:20:00	ES	Futures	2366.37	2366.92	2366.1	2366.92	500.0
2016-08-18 02:25:00	ES	Futures	2366.64	2366.64	2365.56	2366.1	755.0
2016-08-18 02:30:00	ES	Futures	2365.83	2366.1	2365.29	2366.1	993.0
2016-08-18 02:35:00	ES	Futures	2365.83	2366.64	2365.83	2366.64	418.0
2016-08-18 02:40:00	ES	Futures	2366.64	2366.64	2365.83	2366.37	437.0
2016-08-18 02:45:00	ES	Futures	2366.1	2366.64	2365.83	2366.37	478.0
2016-08-18 02:50:00	ES	Futures	2366.37	2366.92	2366.1	2366.64	897.0
2016-08-18 02:55:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	398.0
2016-08-18 03:00:00	ES	Futures	2366.37	2367.73	2366.1	2366.92	3380.0
2016-08-18 03:05:00	ES	Futures	2366.64	2366.92	2365.56	2365.56	2494.0
2016-08-18 03:10:00	ES	Futures	2365.56	2365.83	2364.47	2364.47	1427.0
2016-08-18 03:15:00	ES	Futures	2364.47	2365.29	2364.47	2364.75	2335.0
2016-08-18 03:20:00	ES	Futures	2365.02	2365.02	2364.2	2364.47	1288.0
2016-08-18 03:25:00	ES	Futures	2364.47	2365.56	2364.47	2364.47	1334.0
2016-08-18 03:30:00	ES	Futures	2364.2	2365.29	2364.2	2365.29	1637.0
2016-08-18 03:35:00	ES	Futures	2365.02	2365.29	2364.75	2364.75	1179.0
2016-08-18 03:40:00	ES	Futures	2364.75	2365.29	2364.47	2364.75	1098.0
2016-08-18 03:45:00	ES	Futures	2364.75	2364.75	2364.2	2364.75	775.0
2016-08-18 03:50:00	ES	Futures	2364.75	2365.02	2364.2	2364.75	1017.0
2016-08-18 03:55:00	ES	Futures	2364.75	2365.02	2364.47	2364.75	972.0
2016-08-18 04:00:00	ES	Futures	2364.75	2365.56	2364.47	2364.75	1802.0
2016-08-18 04:05:00	ES	Futures	2365.02	2365.29	2364.75	2365.02	838.0

> showing 50 of 14,627 rows — these rows as CSV

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