PREVIEW / futures_5min / 2016-08-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-26.parquet
  size:    222 KB
  rows:    12,202

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
2016-08-26 00:00:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	95.0
2016-08-26 00:05:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	29.0
2016-08-26 00:10:00	ES	Futures	2358.51	2358.78	2358.24	2358.51	48.0
2016-08-26 00:15:00	ES	Futures	2358.24	2358.51	2358.24	2358.51	49.0
2016-08-26 00:20:00	ES	Futures	2358.51	2358.78	2358.24	2358.51	74.0
2016-08-26 00:25:00	ES	Futures	2358.51	2358.78	2358.24	2358.24	109.0
2016-08-26 00:30:00	ES	Futures	2358.51	2358.51	2358.51	2358.51	70.0
2016-08-26 00:35:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	122.0
2016-08-26 00:40:00	ES	Futures	2358.51	2358.78	2358.51	2358.78	252.0
2016-08-26 00:45:00	ES	Futures	2358.78	2359.05	2358.78	2358.78	61.0
2016-08-26 00:50:00	ES	Futures	2359.05	2359.05	2358.78	2359.05	164.0
2016-08-26 00:55:00	ES	Futures	2359.32	2359.32	2359.05	2359.32	34.0
2016-08-26 01:00:00	ES	Futures	2359.05	2359.32	2359.05	2359.32	55.0
2016-08-26 01:05:00	ES	Futures	2359.05	2359.32	2358.78	2359.05	236.0
2016-08-26 01:10:00	ES	Futures	2359.05	2359.05	2358.51	2358.78	240.0
2016-08-26 01:15:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	114.0
2016-08-26 01:20:00	ES	Futures	2358.78	2358.78	2358.51	2358.51	22.0
2016-08-26 01:25:00	ES	Futures	2358.78	2359.05	2358.51	2358.51	317.0
2016-08-26 01:30:00	ES	Futures	2358.51	2358.78	2358.24	2358.51	228.0
2016-08-26 01:35:00	ES	Futures	2358.51	2359.05	2357.97	2357.97	582.0
2016-08-26 01:40:00	ES	Futures	2358.24	2358.51	2357.97	2358.24	323.0
2016-08-26 01:45:00	ES	Futures	2358.24	2358.51	2357.69	2357.97	653.0
2016-08-26 01:50:00	ES	Futures	2357.97	2358.24	2357.69	2357.97	380.0
2016-08-26 01:55:00	ES	Futures	2358.24	2358.51	2357.97	2357.97	293.0
2016-08-26 02:00:00	ES	Futures	2357.97	2359.05	2357.69	2358.78	1253.0
2016-08-26 02:05:00	ES	Futures	2358.78	2359.05	2358.24	2358.51	758.0
2016-08-26 02:10:00	ES	Futures	2358.78	2358.78	2358.51	2358.78	388.0
2016-08-26 02:15:00	ES	Futures	2359.05	2359.05	2358.51	2358.78	301.0
2016-08-26 02:20:00	ES	Futures	2358.78	2359.05	2358.24	2358.24	423.0
2016-08-26 02:25:00	ES	Futures	2358.24	2358.51	2358.24	2358.24	341.0
2016-08-26 02:30:00	ES	Futures	2358.24	2358.78	2358.24	2358.51	609.0
2016-08-26 02:35:00	ES	Futures	2358.24	2358.51	2357.97	2358.24	322.0
2016-08-26 02:40:00	ES	Futures	2358.24	2358.51	2357.97	2358.24	220.0
2016-08-26 02:45:00	ES	Futures	2357.97	2358.51	2357.97	2358.51	575.0
2016-08-26 02:50:00	ES	Futures	2358.24	2359.32	2358.24	2359.32	462.0
2016-08-26 02:55:00	ES	Futures	2359.32	2359.32	2359.05	2359.32	154.0
2016-08-26 03:00:00	ES	Futures	2359.05	2359.05	2357.69	2358.78	3639.0
2016-08-26 03:05:00	ES	Futures	2358.78	2360.68	2358.51	2359.86	4931.0
2016-08-26 03:10:00	ES	Futures	2359.86	2359.86	2358.24	2358.51	3355.0
2016-08-26 03:15:00	ES	Futures	2358.51	2358.78	2357.97	2358.51	2143.0
2016-08-26 03:20:00	ES	Futures	2358.24	2358.51	2357.15	2357.97	3277.0
2016-08-26 03:25:00	ES	Futures	2357.69	2358.24	2356.88	2358.24	3711.0
2016-08-26 03:30:00	ES	Futures	2358.24	2358.51	2357.42	2358.24	1901.0
2016-08-26 03:35:00	ES	Futures	2358.24	2359.05	2357.69	2359.05	1981.0
2016-08-26 03:40:00	ES	Futures	2358.78	2359.59	2358.78	2359.32	2013.0
2016-08-26 03:45:00	ES	Futures	2359.05	2359.32	2357.97	2359.32	2269.0
2016-08-26 03:50:00	ES	Futures	2359.05	2360.41	2359.05	2359.59	2743.0
2016-08-26 03:55:00	ES	Futures	2359.59	2359.86	2358.51	2359.05	2135.0
2016-08-26 04:00:00	ES	Futures	2359.05	2359.05	2358.51	2358.78	2056.0
2016-08-26 04:05:00	ES	Futures	2358.51	2359.05	2357.42	2357.69	2098.0

> showing 50 of 12,202 rows — these rows as CSV

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