PREVIEW / futures_5min / 2016-08-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-25.parquet
  size:    203 KB
  rows:    14,085

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
2016-08-25 00:00:00	ES	Futures	2359.86	2359.86	2359.59	2359.59	81.0
2016-08-25 00:05:00	ES	Futures	2359.59	2359.86	2359.59	2359.59	80.0
2016-08-25 00:10:00	ES	Futures	2359.86	2359.86	2359.32	2359.32	186.0
2016-08-25 00:15:00	ES	Futures	2359.32	2359.32	2359.05	2359.32	300.0
2016-08-25 00:20:00	ES	Futures	2359.59	2359.59	2359.32	2359.32	116.0
2016-08-25 00:25:00	ES	Futures	2359.32	2359.59	2359.32	2359.59	30.0
2016-08-25 00:30:00	ES	Futures	2359.59	2359.59	2359.32	2359.59	157.0
2016-08-25 00:35:00	ES	Futures	2359.32	2359.59	2359.32	2359.59	51.0
2016-08-25 00:40:00	ES	Futures	2359.32	2359.59	2359.32	2359.59	140.0
2016-08-25 00:45:00	ES	Futures	2359.32	2359.59	2359.32	2359.59	137.0
2016-08-25 00:50:00	ES	Futures	2359.32	2359.86	2359.32	2359.59	497.0
2016-08-25 00:55:00	ES	Futures	2359.32	2359.86	2359.32	2359.32	216.0
2016-08-25 01:00:00	ES	Futures	2359.59	2359.86	2359.05	2359.32	189.0
2016-08-25 01:05:00	ES	Futures	2359.32	2359.32	2359.05	2359.05	25.0
2016-08-25 01:10:00	ES	Futures	2359.05	2359.32	2359.05	2359.32	61.0
2016-08-25 01:15:00	ES	Futures	2359.32	2359.59	2359.05	2359.32	258.0
2016-08-25 01:20:00	ES	Futures	2359.32	2359.32	2359.05	2359.05	134.0
2016-08-25 01:25:00	ES	Futures	2359.32	2359.32	2359.05	2359.05	51.0
2016-08-25 01:30:00	ES	Futures	2359.05	2359.32	2358.78	2359.05	229.0
2016-08-25 01:35:00	ES	Futures	2359.05	2359.32	2359.05	2359.32	145.0
2016-08-25 01:40:00	ES	Futures	2359.32	2359.86	2359.32	2359.32	203.0
2016-08-25 01:45:00	ES	Futures	2359.59	2359.59	2359.32	2359.59	81.0
2016-08-25 01:50:00	ES	Futures	2359.59	2359.86	2359.59	2359.59	223.0
2016-08-25 01:55:00	ES	Futures	2359.86	2360.14	2359.59	2359.86	355.0
2016-08-25 02:00:00	ES	Futures	2360.14	2360.41	2359.32	2359.59	806.0
2016-08-25 02:05:00	ES	Futures	2359.32	2359.59	2358.78	2359.05	946.0
2016-08-25 02:10:00	ES	Futures	2359.32	2359.32	2358.51	2358.78	843.0
2016-08-25 02:15:00	ES	Futures	2358.78	2359.32	2358.51	2359.05	343.0
2016-08-25 02:20:00	ES	Futures	2359.05	2359.05	2358.24	2358.51	732.0
2016-08-25 02:25:00	ES	Futures	2358.24	2359.32	2358.24	2359.05	461.0
2016-08-25 02:30:00	ES	Futures	2359.32	2359.32	2358.51	2358.51	394.0
2016-08-25 02:35:00	ES	Futures	2358.51	2358.51	2357.97	2358.24	646.0
2016-08-25 02:40:00	ES	Futures	2358.24	2358.51	2358.24	2358.51	288.0
2016-08-25 02:45:00	ES	Futures	2358.51	2358.51	2358.24	2358.51	260.0
2016-08-25 02:50:00	ES	Futures	2358.51	2359.32	2358.24	2358.78	709.0
2016-08-25 02:55:00	ES	Futures	2358.51	2359.05	2358.51	2358.78	409.0
2016-08-25 03:00:00	ES	Futures	2359.05	2359.05	2357.69	2358.24	3529.0
2016-08-25 03:05:00	ES	Futures	2358.24	2358.24	2356.61	2356.88	3310.0
2016-08-25 03:10:00	ES	Futures	2356.61	2357.15	2355.53	2356.88	5528.0
2016-08-25 03:15:00	ES	Futures	2356.61	2357.42	2356.34	2356.88	2178.0
2016-08-25 03:20:00	ES	Futures	2356.61	2357.69	2356.07	2357.69	2595.0
2016-08-25 03:25:00	ES	Futures	2357.42	2357.69	2356.34	2356.61	1907.0
2016-08-25 03:30:00	ES	Futures	2356.61	2356.88	2355.25	2356.07	1858.0
2016-08-25 03:35:00	ES	Futures	2355.8	2356.07	2355.25	2355.8	1410.0
2016-08-25 03:40:00	ES	Futures	2356.07	2356.07	2355.25	2355.25	1925.0
2016-08-25 03:45:00	ES	Futures	2355.53	2356.61	2355.25	2355.53	2360.0
2016-08-25 03:50:00	ES	Futures	2355.8	2356.07	2355.25	2356.07	1604.0
2016-08-25 03:55:00	ES	Futures	2355.8	2357.15	2355.53	2356.61	2260.0
2016-08-25 04:00:00	ES	Futures	2356.88	2356.88	2354.44	2354.98	3932.0
2016-08-25 04:05:00	ES	Futures	2355.25	2355.8	2354.17	2354.44	2745.0

> showing 50 of 14,085 rows — these rows as CSV

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