PREVIEW / futures_5min / 2016-08-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-29.parquet
  size:    204 KB
  rows:    13,669

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
2016-08-29 00:00:00	ES	Futures	2350.37	2350.92	2350.37	2350.37	110.0
2016-08-29 00:05:00	ES	Futures	2350.37	2350.64	2350.37	2350.64	137.0
2016-08-29 00:10:00	ES	Futures	2350.64	2350.64	2350.37	2350.37	18.0
2016-08-29 00:15:00	ES	Futures	2350.37	2350.64	2350.37	2350.64	6.0
2016-08-29 00:20:00	ES	Futures	2350.64	2350.64	2350.37	2350.64	14.0
2016-08-29 00:25:00	ES	Futures	2350.64	2350.64	2350.64	2350.64	174.0
2016-08-29 00:30:00	ES	Futures	2350.64	2350.64	2350.1	2350.1	115.0
2016-08-29 00:35:00	ES	Futures	2350.37	2350.37	2350.1	2350.37	30.0
2016-08-29 00:40:00	ES	Futures	2350.1	2350.37	2350.1	2350.1	141.0
2016-08-29 00:45:00	ES	Futures	2350.1	2350.1	2349.83	2349.83	300.0
2016-08-29 00:50:00	ES	Futures	2349.83	2350.1	2349.83	2350.1	14.0
2016-08-29 00:55:00	ES	Futures	2350.1	2350.37	2350.1	2350.37	76.0
2016-08-29 01:00:00	ES	Futures	2350.37	2350.37	2350.1	2350.1	187.0
2016-08-29 01:05:00	ES	Futures	2350.1	2350.64	2350.1	2350.64	73.0
2016-08-29 01:10:00	ES	Futures	2350.37	2350.64	2350.1	2350.37	119.0
2016-08-29 01:15:00	ES	Futures	2350.37	2350.64	2350.37	2350.64	221.0
2016-08-29 01:20:00	ES	Futures	2350.37	2350.92	2350.37	2350.92	520.0
2016-08-29 01:25:00	ES	Futures	2350.92	2351.19	2350.64	2351.19	221.0
2016-08-29 01:30:00	ES	Futures	2350.92	2351.19	2350.64	2350.64	111.0
2016-08-29 01:35:00	ES	Futures	2350.92	2351.19	2350.92	2350.92	267.0
2016-08-29 01:40:00	ES	Futures	2350.92	2351.19	2350.92	2351.19	52.0
2016-08-29 01:45:00	ES	Futures	2350.92	2351.19	2350.92	2350.92	203.0
2016-08-29 01:50:00	ES	Futures	2350.92	2351.19	2350.92	2350.92	156.0
2016-08-29 01:55:00	ES	Futures	2350.92	2351.19	2350.64	2350.92	201.0
2016-08-29 02:00:00	ES	Futures	2351.19	2351.46	2350.37	2350.64	1004.0
2016-08-29 02:05:00	ES	Futures	2350.37	2350.92	2350.1	2350.64	572.0
2016-08-29 02:10:00	ES	Futures	2350.64	2351.46	2350.64	2350.92	578.0
2016-08-29 02:15:00	ES	Futures	2350.92	2351.46	2350.64	2350.92	163.0
2016-08-29 02:20:00	ES	Futures	2351.19	2351.19	2350.64	2350.92	150.0
2016-08-29 02:25:00	ES	Futures	2350.92	2350.92	2350.64	2350.92	115.0
2016-08-29 02:30:00	ES	Futures	2350.92	2351.19	2350.64	2350.64	199.0
2016-08-29 02:35:00	ES	Futures	2350.64	2351.19	2350.64	2351.19	299.0
2016-08-29 02:40:00	ES	Futures	2351.19	2351.19	2350.37	2350.64	484.0
2016-08-29 02:45:00	ES	Futures	2350.92	2350.92	2350.37	2350.92	446.0
2016-08-29 02:50:00	ES	Futures	2350.92	2350.92	2350.37	2350.64	370.0
2016-08-29 02:55:00	ES	Futures	2350.64	2350.92	2350.37	2350.64	264.0
2016-08-29 03:00:00	ES	Futures	2350.64	2351.46	2349.29	2350.1	4424.0
2016-08-29 03:05:00	ES	Futures	2349.83	2352.27	2349.29	2350.92	4417.0
2016-08-29 03:10:00	ES	Futures	2350.92	2351.46	2350.64	2351.19	2228.0
2016-08-29 03:15:00	ES	Futures	2350.92	2351.19	2350.37	2350.92	1396.0
2016-08-29 03:20:00	ES	Futures	2350.64	2352.0	2349.83	2350.1	2157.0
2016-08-29 03:25:00	ES	Futures	2350.37	2350.92	2349.56	2349.83	1523.0
2016-08-29 03:30:00	ES	Futures	2350.1	2350.37	2349.29	2349.83	3190.0
2016-08-29 03:35:00	ES	Futures	2349.83	2349.83	2348.75	2349.56	1945.0
2016-08-29 03:40:00	ES	Futures	2349.56	2349.56	2348.47	2349.02	1414.0
2016-08-29 03:45:00	ES	Futures	2349.02	2349.29	2348.2	2348.47	1529.0
2016-08-29 03:50:00	ES	Futures	2348.47	2349.29	2348.2	2348.75	2116.0
2016-08-29 03:55:00	ES	Futures	2348.47	2349.29	2348.2	2348.47	1203.0
2016-08-29 04:00:00	ES	Futures	2348.47	2349.29	2348.2	2349.02	1890.0
2016-08-29 04:05:00	ES	Futures	2349.02	2349.02	2348.47	2348.75	1031.0

> showing 50 of 13,669 rows — these rows as CSV

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