PREVIEW / futures_5min / 2016-08-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-28.parquet
  size:    47 KB
  rows:    2,528

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
2016-08-28 18:00:00	ES	Futures	2351.46	2351.46	2348.2	2349.56	4251.0
2016-08-28 18:05:00	ES	Futures	2349.56	2349.56	2348.75	2349.02	859.0
2016-08-28 18:10:00	ES	Futures	2348.75	2349.02	2347.93	2349.02	1055.0
2016-08-28 18:15:00	ES	Futures	2348.75	2349.83	2348.47	2349.83	620.0
2016-08-28 18:20:00	ES	Futures	2349.83	2349.83	2349.29	2349.83	290.0
2016-08-28 18:25:00	ES	Futures	2349.83	2350.37	2349.56	2350.1	542.0
2016-08-28 18:30:00	ES	Futures	2350.1	2350.37	2349.83	2350.1	140.0
2016-08-28 18:35:00	ES	Futures	2350.1	2350.1	2349.02	2349.56	246.0
2016-08-28 18:40:00	ES	Futures	2349.56	2349.56	2349.02	2349.56	248.0
2016-08-28 18:45:00	ES	Futures	2349.56	2349.83	2349.29	2349.56	73.0
2016-08-28 18:50:00	ES	Futures	2349.56	2349.56	2348.47	2348.75	328.0
2016-08-28 18:55:00	ES	Futures	2348.75	2349.02	2348.75	2348.75	51.0
2016-08-28 19:00:00	ES	Futures	2349.02	2349.56	2348.75	2349.29	160.0
2016-08-28 19:05:00	ES	Futures	2349.02	2349.56	2349.02	2349.56	150.0
2016-08-28 19:10:00	ES	Futures	2349.56	2349.56	2349.02	2349.29	197.0
2016-08-28 19:15:00	ES	Futures	2349.56	2349.83	2349.29	2349.56	211.0
2016-08-28 19:20:00	ES	Futures	2349.83	2349.83	2349.29	2349.83	116.0
2016-08-28 19:25:00	ES	Futures	2349.83	2349.83	2348.75	2348.75	312.0
2016-08-28 19:30:00	ES	Futures	2349.02	2349.29	2348.75	2349.29	237.0
2016-08-28 19:35:00	ES	Futures	2349.29	2349.83	2349.29	2349.56	337.0
2016-08-28 19:40:00	ES	Futures	2349.83	2350.1	2349.56	2350.1	558.0
2016-08-28 19:45:00	ES	Futures	2350.1	2350.92	2350.1	2350.92	716.0
2016-08-28 19:50:00	ES	Futures	2350.92	2351.73	2350.64	2351.19	695.0
2016-08-28 19:55:00	ES	Futures	2351.19	2351.46	2351.19	2351.46	272.0
2016-08-28 20:00:00	ES	Futures	2351.46	2352.0	2350.64	2351.46	837.0
2016-08-28 20:05:00	ES	Futures	2351.19	2352.54	2351.19	2352.27	729.0
2016-08-28 20:10:00	ES	Futures	2352.0	2352.54	2352.0	2352.0	348.0
2016-08-28 20:15:00	ES	Futures	2352.0	2352.27	2351.46	2352.0	361.0
2016-08-28 20:20:00	ES	Futures	2352.0	2352.0	2351.46	2351.73	302.0
2016-08-28 20:25:00	ES	Futures	2351.73	2351.73	2351.19	2351.46	241.0
2016-08-28 20:30:00	ES	Futures	2351.46	2351.73	2351.19	2351.19	355.0
2016-08-28 20:35:00	ES	Futures	2351.19	2352.27	2351.19	2352.0	876.0
2016-08-28 20:40:00	ES	Futures	2352.27	2352.27	2351.46	2351.73	251.0
2016-08-28 20:45:00	ES	Futures	2351.73	2352.0	2351.46	2351.46	148.0
2016-08-28 20:50:00	ES	Futures	2351.46	2351.73	2351.46	2351.46	103.0
2016-08-28 20:55:00	ES	Futures	2351.46	2351.46	2351.19	2351.46	278.0
2016-08-28 21:00:00	ES	Futures	2351.19	2351.73	2351.19	2351.46	208.0
2016-08-28 21:05:00	ES	Futures	2351.19	2351.73	2351.19	2351.46	159.0
2016-08-28 21:10:00	ES	Futures	2351.19	2351.46	2351.19	2351.46	204.0
2016-08-28 21:15:00	ES	Futures	2351.46	2351.73	2350.92	2351.73	808.0
2016-08-28 21:20:00	ES	Futures	2351.46	2351.73	2351.46	2351.73	373.0
2016-08-28 21:25:00	ES	Futures	2351.73	2352.0	2351.73	2352.0	214.0
2016-08-28 21:30:00	ES	Futures	2352.0	2352.0	2351.19	2351.19	825.0
2016-08-28 21:35:00	ES	Futures	2351.19	2351.19	2350.37	2350.92	565.0
2016-08-28 21:40:00	ES	Futures	2350.64	2350.92	2349.83	2350.1	538.0
2016-08-28 21:45:00	ES	Futures	2349.83	2350.64	2349.83	2350.37	328.0
2016-08-28 21:50:00	ES	Futures	2350.64	2350.64	2350.1	2350.1	327.0
2016-08-28 21:55:00	ES	Futures	2350.1	2351.19	2350.1	2351.19	530.0
2016-08-28 22:00:00	ES	Futures	2351.19	2351.46	2350.64	2350.92	574.0
2016-08-28 22:05:00	ES	Futures	2350.92	2350.92	2350.37	2350.37	188.0

> showing 50 of 2,528 rows — these rows as CSV

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