PREVIEW / futures_5min / 2016-08-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-23.parquet
  size:    219 KB
  rows:    14,375

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
2016-08-23 00:00:00	ES	Futures	2367.46	2368.0	2367.46	2367.73	723.0
2016-08-23 00:05:00	ES	Futures	2368.0	2368.27	2367.73	2367.73	261.0
2016-08-23 00:10:00	ES	Futures	2368.0	2368.27	2367.73	2367.73	451.0
2016-08-23 00:15:00	ES	Futures	2368.0	2368.0	2367.46	2367.73	274.0
2016-08-23 00:20:00	ES	Futures	2367.73	2367.73	2367.46	2367.46	96.0
2016-08-23 00:25:00	ES	Futures	2367.73	2367.73	2367.46	2367.73	112.0
2016-08-23 00:30:00	ES	Futures	2367.46	2367.73	2367.46	2367.46	41.0
2016-08-23 00:35:00	ES	Futures	2367.46	2367.73	2367.46	2367.46	77.0
2016-08-23 00:40:00	ES	Futures	2367.46	2367.73	2367.19	2367.46	832.0
2016-08-23 00:45:00	ES	Futures	2367.46	2367.46	2367.19	2367.19	111.0
2016-08-23 00:50:00	ES	Futures	2367.19	2367.19	2366.92	2366.92	264.0
2016-08-23 00:55:00	ES	Futures	2366.92	2367.46	2366.92	2366.92	207.0
2016-08-23 01:00:00	ES	Futures	2366.92	2367.19	2366.64	2366.64	207.0
2016-08-23 01:05:00	ES	Futures	2366.64	2367.19	2366.64	2366.64	673.0
2016-08-23 01:10:00	ES	Futures	2366.64	2366.64	2366.37	2366.37	512.0
2016-08-23 01:15:00	ES	Futures	2366.37	2367.19	2366.37	2367.19	267.0
2016-08-23 01:20:00	ES	Futures	2367.19	2367.19	2366.92	2366.92	201.0
2016-08-23 01:25:00	ES	Futures	2366.92	2367.19	2366.92	2367.19	146.0
2016-08-23 01:30:00	ES	Futures	2366.92	2367.19	2366.92	2366.92	157.0
2016-08-23 01:35:00	ES	Futures	2366.92	2367.19	2366.92	2367.19	58.0
2016-08-23 01:40:00	ES	Futures	2367.19	2367.19	2366.92	2366.92	57.0
2016-08-23 01:45:00	ES	Futures	2367.19	2367.19	2366.64	2366.64	105.0
2016-08-23 01:50:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	227.0
2016-08-23 01:55:00	ES	Futures	2366.37	2366.92	2366.37	2366.92	135.0
2016-08-23 02:00:00	ES	Futures	2366.64	2367.19	2366.37	2367.19	881.0
2016-08-23 02:05:00	ES	Futures	2367.19	2367.46	2366.92	2366.92	368.0
2016-08-23 02:10:00	ES	Futures	2366.92	2367.19	2366.64	2367.19	363.0
2016-08-23 02:15:00	ES	Futures	2367.19	2367.46	2366.64	2366.92	514.0
2016-08-23 02:20:00	ES	Futures	2366.92	2367.46	2366.92	2367.19	313.0
2016-08-23 02:25:00	ES	Futures	2367.19	2368.0	2367.19	2367.19	626.0
2016-08-23 02:30:00	ES	Futures	2367.19	2367.19	2366.64	2366.92	655.0
2016-08-23 02:35:00	ES	Futures	2366.92	2367.19	2366.37	2366.64	277.0
2016-08-23 02:40:00	ES	Futures	2366.64	2366.92	2366.64	2366.64	310.0
2016-08-23 02:45:00	ES	Futures	2366.64	2366.92	2366.1	2366.1	271.0
2016-08-23 02:50:00	ES	Futures	2366.37	2366.64	2366.1	2366.37	454.0
2016-08-23 02:55:00	ES	Futures	2366.37	2367.73	2366.37	2367.46	850.0
2016-08-23 03:00:00	ES	Futures	2367.46	2368.54	2366.92	2368.27	4938.0
2016-08-23 03:05:00	ES	Futures	2368.0	2368.81	2367.19	2368.0	4312.0
2016-08-23 03:10:00	ES	Futures	2368.0	2368.81	2367.73	2368.54	2389.0
2016-08-23 03:15:00	ES	Futures	2368.54	2368.81	2367.73	2368.27	2555.0
2016-08-23 03:20:00	ES	Futures	2368.27	2368.81	2366.92	2367.46	2370.0
2016-08-23 03:25:00	ES	Futures	2367.19	2367.73	2367.19	2367.46	1049.0
2016-08-23 03:30:00	ES	Futures	2367.46	2368.54	2367.19	2368.0	2051.0
2016-08-23 03:35:00	ES	Futures	2368.0	2368.54	2367.19	2367.73	1093.0
2016-08-23 03:40:00	ES	Futures	2367.73	2368.81	2367.46	2368.54	1854.0
2016-08-23 03:45:00	ES	Futures	2368.54	2369.08	2368.54	2368.54	2489.0
2016-08-23 03:50:00	ES	Futures	2368.81	2369.36	2368.81	2369.08	1329.0
2016-08-23 03:55:00	ES	Futures	2369.08	2369.08	2368.54	2368.54	1050.0
2016-08-23 04:00:00	ES	Futures	2368.81	2371.8	2368.54	2371.8	8404.0
2016-08-23 04:05:00	ES	Futures	2371.8	2372.61	2371.53	2372.07	4955.0

> showing 50 of 14,375 rows — these rows as CSV

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