PREVIEW / futures_5min / 2016-08-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-24.parquet
  size:    215 KB
  rows:    14,358

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
2016-08-24 00:00:00	ES	Futures	2369.36	2369.63	2369.36	2369.63	248.0
2016-08-24 00:05:00	ES	Futures	2369.63	2369.63	2369.36	2369.36	99.0
2016-08-24 00:10:00	ES	Futures	2369.36	2369.63	2369.08	2369.36	179.0
2016-08-24 00:15:00	ES	Futures	2369.08	2369.63	2369.08	2369.63	148.0
2016-08-24 00:20:00	ES	Futures	2369.36	2369.63	2369.36	2369.36	206.0
2016-08-24 00:25:00	ES	Futures	2369.36	2369.63	2369.36	2369.36	93.0
2016-08-24 00:30:00	ES	Futures	2369.08	2369.08	2369.08	2369.08	42.0
2016-08-24 00:35:00	ES	Futures	2369.08	2369.36	2369.08	2369.36	17.0
2016-08-24 00:40:00	ES	Futures	2369.36	2369.36	2368.81	2369.08	85.0
2016-08-24 00:45:00	ES	Futures	2369.08	2369.08	2368.81	2369.08	21.0
2016-08-24 00:50:00	ES	Futures	2369.08	2369.63	2368.81	2369.36	288.0
2016-08-24 00:55:00	ES	Futures	2369.36	2369.36	2369.36	2369.36	178.0
2016-08-24 01:00:00	ES	Futures	2369.36	2369.36	2368.81	2368.81	214.0
2016-08-24 01:05:00	ES	Futures	2369.08	2369.36	2368.81	2368.81	128.0
2016-08-24 01:10:00	ES	Futures	2368.81	2369.36	2368.81	2369.08	68.0
2016-08-24 01:15:00	ES	Futures	2369.08	2369.36	2369.08	2369.08	56.0
2016-08-24 01:20:00	ES	Futures	2369.08	2369.36	2368.81	2369.08	305.0
2016-08-24 01:25:00	ES	Futures	2369.08	2369.36	2368.81	2369.36	72.0
2016-08-24 01:30:00	ES	Futures	2369.36	2369.36	2369.08	2369.08	119.0
2016-08-24 01:35:00	ES	Futures	2369.08	2369.36	2368.81	2369.08	201.0
2016-08-24 01:40:00	ES	Futures	2369.08	2369.36	2368.81	2369.36	158.0
2016-08-24 01:45:00	ES	Futures	2369.08	2369.63	2369.08	2369.36	332.0
2016-08-24 01:50:00	ES	Futures	2369.36	2369.63	2369.08	2369.63	150.0
2016-08-24 01:55:00	ES	Futures	2369.63	2369.9	2369.08	2369.36	633.0
2016-08-24 02:00:00	ES	Futures	2369.08	2369.9	2368.54	2369.9	801.0
2016-08-24 02:05:00	ES	Futures	2369.63	2369.63	2368.81	2369.08	1057.0
2016-08-24 02:10:00	ES	Futures	2369.08	2369.08	2368.0	2368.54	1029.0
2016-08-24 02:15:00	ES	Futures	2368.27	2368.81	2368.27	2368.54	478.0
2016-08-24 02:20:00	ES	Futures	2368.54	2369.08	2368.27	2368.81	679.0
2016-08-24 02:25:00	ES	Futures	2368.81	2369.08	2368.81	2369.08	282.0
2016-08-24 02:30:00	ES	Futures	2368.81	2369.08	2368.81	2369.08	730.0
2016-08-24 02:35:00	ES	Futures	2369.08	2369.08	2368.81	2368.81	225.0
2016-08-24 02:40:00	ES	Futures	2368.81	2369.08	2368.54	2368.54	690.0
2016-08-24 02:45:00	ES	Futures	2368.54	2368.54	2368.0	2368.27	683.0
2016-08-24 02:50:00	ES	Futures	2368.27	2368.27	2367.73	2368.0	1298.0
2016-08-24 02:55:00	ES	Futures	2367.73	2368.54	2367.73	2368.0	558.0
2016-08-24 03:00:00	ES	Futures	2367.73	2368.0	2365.83	2366.64	7671.0
2016-08-24 03:05:00	ES	Futures	2366.37	2366.92	2365.56	2365.83	4481.0
2016-08-24 03:10:00	ES	Futures	2366.1	2366.92	2365.83	2366.64	1957.0
2016-08-24 03:15:00	ES	Futures	2366.92	2368.0	2366.37	2368.0	2500.0
2016-08-24 03:20:00	ES	Futures	2368.0	2369.08	2367.73	2368.54	5508.0
2016-08-24 03:25:00	ES	Futures	2368.81	2369.08	2368.0	2369.08	1416.0
2016-08-24 03:30:00	ES	Futures	2368.81	2369.63	2368.54	2369.63	1944.0
2016-08-24 03:35:00	ES	Futures	2369.63	2369.9	2368.54	2369.36	2342.0
2016-08-24 03:40:00	ES	Futures	2369.63	2371.53	2369.63	2370.98	4837.0
2016-08-24 03:45:00	ES	Futures	2370.98	2371.25	2369.9	2370.17	2040.0
2016-08-24 03:50:00	ES	Futures	2370.17	2370.44	2369.63	2369.9	1267.0
2016-08-24 03:55:00	ES	Futures	2370.17	2370.71	2369.9	2370.71	1416.0
2016-08-24 04:00:00	ES	Futures	2370.44	2371.53	2370.17	2370.98	1853.0
2016-08-24 04:05:00	ES	Futures	2370.98	2371.25	2369.63	2370.17	1751.0

> showing 50 of 14,358 rows — these rows as CSV

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