PREVIEW / futures_5min / 2016-08-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-19.parquet
  size:    192 KB
  rows:    12,093

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
2016-08-19 00:00:00	ES	Futures	2368.0	2368.0	2367.73	2367.73	259.0
2016-08-19 00:05:00	ES	Futures	2367.73	2368.0	2367.46	2367.73	120.0
2016-08-19 00:10:00	ES	Futures	2367.73	2368.0	2367.73	2367.73	50.0
2016-08-19 00:15:00	ES	Futures	2367.73	2367.73	2367.46	2367.73	68.0
2016-08-19 00:20:00	ES	Futures	2367.46	2368.0	2367.46	2367.46	108.0
2016-08-19 00:25:00	ES	Futures	2367.73	2367.73	2367.73	2367.73	98.0
2016-08-19 00:30:00	ES	Futures	2367.73	2368.0	2367.73	2368.0	64.0
2016-08-19 00:35:00	ES	Futures	2367.73	2368.0	2367.73	2367.73	11.0
2016-08-19 00:40:00	ES	Futures	2367.73	2368.0	2367.73	2368.0	28.0
2016-08-19 00:45:00	ES	Futures	2368.0	2368.0	2367.46	2367.73	191.0
2016-08-19 00:50:00	ES	Futures	2367.73	2368.0	2367.73	2367.73	82.0
2016-08-19 00:55:00	ES	Futures	2367.73	2368.0	2367.73	2367.73	195.0
2016-08-19 01:00:00	ES	Futures	2368.0	2368.27	2367.73	2368.0	259.0
2016-08-19 01:05:00	ES	Futures	2367.73	2368.27	2367.73	2368.0	73.0
2016-08-19 01:10:00	ES	Futures	2368.27	2368.27	2367.73	2368.0	210.0
2016-08-19 01:15:00	ES	Futures	2368.0	2368.27	2367.73	2368.0	76.0
2016-08-19 01:20:00	ES	Futures	2368.0	2368.27	2367.73	2368.0	158.0
2016-08-19 01:25:00	ES	Futures	2368.0	2368.27	2367.73	2368.0	136.0
2016-08-19 01:30:00	ES	Futures	2367.73	2368.0	2367.46	2368.0	150.0
2016-08-19 01:35:00	ES	Futures	2367.73	2367.73	2367.46	2367.73	134.0
2016-08-19 01:40:00	ES	Futures	2367.73	2367.73	2367.46	2367.46	27.0
2016-08-19 01:45:00	ES	Futures	2367.73	2368.0	2367.46	2367.73	219.0
2016-08-19 01:50:00	ES	Futures	2367.73	2367.73	2367.46	2367.73	74.0
2016-08-19 01:55:00	ES	Futures	2367.46	2368.27	2367.46	2368.0	194.0
2016-08-19 02:00:00	ES	Futures	2368.0	2368.27	2367.73	2368.27	883.0
2016-08-19 02:05:00	ES	Futures	2368.0	2368.54	2368.0	2368.27	501.0
2016-08-19 02:10:00	ES	Futures	2368.27	2368.27	2368.0	2368.0	280.0
2016-08-19 02:15:00	ES	Futures	2368.27	2368.54	2368.0	2368.27	528.0
2016-08-19 02:20:00	ES	Futures	2368.54	2368.81	2368.27	2368.54	540.0
2016-08-19 02:25:00	ES	Futures	2368.81	2368.81	2368.27	2368.27	142.0
2016-08-19 02:30:00	ES	Futures	2368.27	2368.81	2368.27	2368.81	282.0
2016-08-19 02:35:00	ES	Futures	2368.81	2368.81	2368.27	2368.54	307.0
2016-08-19 02:40:00	ES	Futures	2368.54	2368.54	2368.27	2368.27	106.0
2016-08-19 02:45:00	ES	Futures	2368.27	2368.54	2368.0	2368.27	119.0
2016-08-19 02:50:00	ES	Futures	2368.27	2368.81	2368.27	2368.54	552.0
2016-08-19 02:55:00	ES	Futures	2368.54	2368.54	2368.27	2368.27	572.0
2016-08-19 03:00:00	ES	Futures	2368.27	2368.81	2367.19	2367.46	3803.0
2016-08-19 03:05:00	ES	Futures	2367.46	2368.0	2366.64	2366.64	3186.0
2016-08-19 03:10:00	ES	Futures	2366.64	2366.92	2365.56	2365.83	3075.0
2016-08-19 03:15:00	ES	Futures	2365.56	2366.1	2365.29	2365.56	2696.0
2016-08-19 03:20:00	ES	Futures	2365.29	2366.92	2365.02	2365.83	2648.0
2016-08-19 03:25:00	ES	Futures	2365.56	2365.56	2364.47	2364.75	3647.0
2016-08-19 03:30:00	ES	Futures	2364.47	2365.02	2364.2	2364.75	1821.0
2016-08-19 03:35:00	ES	Futures	2364.75	2365.29	2364.2	2365.02	1615.0
2016-08-19 03:40:00	ES	Futures	2365.29	2365.83	2365.02	2365.29	1250.0
2016-08-19 03:45:00	ES	Futures	2365.56	2365.56	2363.93	2364.2	2412.0
2016-08-19 03:50:00	ES	Futures	2364.2	2364.47	2363.12	2363.66	3349.0
2016-08-19 03:55:00	ES	Futures	2363.93	2364.2	2363.39	2363.93	1410.0
2016-08-19 04:00:00	ES	Futures	2363.93	2364.2	2363.39	2363.39	1516.0
2016-08-19 04:05:00	ES	Futures	2363.39	2363.66	2362.03	2362.3	3705.0

> showing 50 of 12,093 rows — these rows as CSV

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