PREVIEW / futures_5min / 2016-08-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-21.parquet
  size:    53 KB
  rows:    2,555

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
2016-08-21 18:00:00	ES	Futures	2366.64	2367.46	2365.83	2366.92	1886.0
2016-08-21 18:05:00	ES	Futures	2366.92	2367.19	2366.37	2366.37	847.0
2016-08-21 18:10:00	ES	Futures	2366.37	2366.92	2366.37	2366.37	508.0
2016-08-21 18:15:00	ES	Futures	2366.37	2366.64	2366.1	2366.37	204.0
2016-08-21 18:20:00	ES	Futures	2366.37	2366.92	2366.37	2366.64	223.0
2016-08-21 18:25:00	ES	Futures	2366.64	2366.64	2366.37	2366.37	173.0
2016-08-21 18:30:00	ES	Futures	2366.37	2366.64	2366.1	2366.64	258.0
2016-08-21 18:35:00	ES	Futures	2366.64	2366.92	2366.37	2366.92	100.0
2016-08-21 18:40:00	ES	Futures	2366.92	2367.19	2366.64	2367.19	237.0
2016-08-21 18:45:00	ES	Futures	2367.19	2367.19	2366.92	2367.19	151.0
2016-08-21 18:50:00	ES	Futures	2367.19	2367.19	2366.64	2366.64	121.0
2016-08-21 18:55:00	ES	Futures	2366.64	2366.92	2366.37	2366.37	152.0
2016-08-21 19:00:00	ES	Futures	2366.37	2366.92	2366.37	2366.64	136.0
2016-08-21 19:05:00	ES	Futures	2366.92	2367.19	2366.64	2366.64	435.0
2016-08-21 19:10:00	ES	Futures	2366.64	2366.92	2366.37	2366.92	213.0
2016-08-21 19:15:00	ES	Futures	2366.64	2366.92	2366.64	2366.92	113.0
2016-08-21 19:20:00	ES	Futures	2366.92	2367.19	2366.92	2366.92	32.0
2016-08-21 19:25:00	ES	Futures	2366.92	2367.19	2366.92	2366.92	10.0
2016-08-21 19:30:00	ES	Futures	2366.92	2367.19	2366.64	2366.92	61.0
2016-08-21 19:35:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	298.0
2016-08-21 19:40:00	ES	Futures	2366.37	2366.92	2366.37	2366.92	198.0
2016-08-21 19:45:00	ES	Futures	2366.92	2366.92	2366.37	2366.64	181.0
2016-08-21 19:50:00	ES	Futures	2366.64	2366.64	2366.1	2366.37	201.0
2016-08-21 19:55:00	ES	Futures	2366.37	2366.37	2366.1	2366.37	433.0
2016-08-21 20:00:00	ES	Futures	2366.37	2366.37	2365.83	2365.83	723.0
2016-08-21 20:05:00	ES	Futures	2366.1	2366.37	2365.83	2366.1	276.0
2016-08-21 20:10:00	ES	Futures	2366.37	2366.37	2365.83	2366.1	170.0
2016-08-21 20:15:00	ES	Futures	2365.83	2365.83	2365.02	2365.83	1201.0
2016-08-21 20:20:00	ES	Futures	2365.83	2365.83	2365.02	2365.29	736.0
2016-08-21 20:25:00	ES	Futures	2365.29	2365.56	2365.02	2365.29	189.0
2016-08-21 20:30:00	ES	Futures	2365.29	2365.56	2365.02	2365.02	241.0
2016-08-21 20:35:00	ES	Futures	2365.29	2365.56	2365.02	2365.02	406.0
2016-08-21 20:40:00	ES	Futures	2365.02	2365.56	2365.02	2365.29	323.0
2016-08-21 20:45:00	ES	Futures	2365.02	2365.29	2364.75	2364.75	716.0
2016-08-21 20:50:00	ES	Futures	2364.75	2365.29	2364.75	2364.75	432.0
2016-08-21 20:55:00	ES	Futures	2364.75	2365.02	2364.2	2364.47	1024.0
2016-08-21 21:00:00	ES	Futures	2364.2	2364.75	2363.93	2363.93	463.0
2016-08-21 21:05:00	ES	Futures	2364.2	2365.02	2363.93	2365.02	381.0
2016-08-21 21:10:00	ES	Futures	2365.02	2365.02	2364.75	2365.02	57.0
2016-08-21 21:15:00	ES	Futures	2365.02	2365.56	2364.47	2364.47	1000.0
2016-08-21 21:20:00	ES	Futures	2364.47	2364.75	2363.66	2363.93	542.0
2016-08-21 21:25:00	ES	Futures	2363.93	2364.2	2362.85	2363.39	1478.0
2016-08-21 21:30:00	ES	Futures	2363.12	2364.75	2362.85	2364.47	1174.0
2016-08-21 21:35:00	ES	Futures	2364.47	2364.75	2363.66	2363.93	520.0
2016-08-21 21:40:00	ES	Futures	2364.2	2364.2	2363.66	2363.93	189.0
2016-08-21 21:45:00	ES	Futures	2363.93	2364.47	2363.93	2364.2	222.0
2016-08-21 21:50:00	ES	Futures	2364.2	2364.47	2363.93	2364.47	136.0
2016-08-21 21:55:00	ES	Futures	2364.75	2364.75	2363.66	2363.93	334.0
2016-08-21 22:00:00	ES	Futures	2363.93	2364.2	2363.66	2363.93	195.0
2016-08-21 22:05:00	ES	Futures	2363.93	2364.47	2363.93	2364.2	237.0

> showing 50 of 2,555 rows — these rows as CSV

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