PREVIEW / futures_5min / 2016-08-31

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-08-31.parquet
  size:    217 KB
  rows:    14,312

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
2016-08-31 00:00:00	ES	Futures	2359.59	2359.59	2359.32	2359.32	306.0
2016-08-31 00:05:00	ES	Futures	2359.32	2360.14	2359.32	2359.86	394.0
2016-08-31 00:10:00	ES	Futures	2359.59	2359.86	2359.59	2359.86	96.0
2016-08-31 00:15:00	ES	Futures	2359.86	2360.14	2359.86	2360.14	145.0
2016-08-31 00:20:00	ES	Futures	2360.14	2360.41	2359.86	2360.14	238.0
2016-08-31 00:25:00	ES	Futures	2360.41	2360.41	2360.14	2360.41	92.0
2016-08-31 00:30:00	ES	Futures	2360.14	2360.41	2359.86	2359.86	195.0
2016-08-31 00:35:00	ES	Futures	2360.14	2360.41	2359.86	2360.41	93.0
2016-08-31 00:40:00	ES	Futures	2360.41	2360.41	2360.14	2360.14	146.0
2016-08-31 00:45:00	ES	Futures	2360.14	2360.41	2360.14	2360.14	67.0
2016-08-31 00:50:00	ES	Futures	2360.14	2360.41	2359.86	2360.14	149.0
2016-08-31 00:55:00	ES	Futures	2360.14	2360.41	2359.86	2360.41	154.0
2016-08-31 01:00:00	ES	Futures	2360.41	2360.41	2359.32	2359.32	359.0
2016-08-31 01:05:00	ES	Futures	2359.59	2359.59	2359.32	2359.59	217.0
2016-08-31 01:10:00	ES	Futures	2359.59	2359.59	2359.05	2359.05	154.0
2016-08-31 01:15:00	ES	Futures	2359.05	2359.59	2358.78	2359.59	323.0
2016-08-31 01:20:00	ES	Futures	2359.32	2359.59	2358.78	2359.05	156.0
2016-08-31 01:25:00	ES	Futures	2359.05	2359.05	2358.78	2358.78	89.0
2016-08-31 01:30:00	ES	Futures	2358.78	2359.05	2358.51	2359.05	1083.0
2016-08-31 01:35:00	ES	Futures	2359.05	2359.05	2358.51	2358.51	277.0
2016-08-31 01:40:00	ES	Futures	2358.51	2359.05	2358.24	2358.78	761.0
2016-08-31 01:45:00	ES	Futures	2359.05	2359.05	2358.78	2359.05	53.0
2016-08-31 01:50:00	ES	Futures	2359.05	2359.05	2358.51	2358.51	168.0
2016-08-31 01:55:00	ES	Futures	2358.78	2359.05	2358.51	2359.05	567.0
2016-08-31 02:00:00	ES	Futures	2358.78	2359.32	2358.51	2358.78	597.0
2016-08-31 02:05:00	ES	Futures	2358.78	2359.05	2358.51	2358.78	456.0
2016-08-31 02:10:00	ES	Futures	2358.51	2358.51	2358.24	2358.24	350.0
2016-08-31 02:15:00	ES	Futures	2358.24	2358.51	2358.24	2358.24	188.0
2016-08-31 02:20:00	ES	Futures	2358.51	2358.51	2357.97	2357.97	414.0
2016-08-31 02:25:00	ES	Futures	2357.97	2358.24	2357.69	2357.97	907.0
2016-08-31 02:30:00	ES	Futures	2358.24	2358.24	2357.69	2357.97	706.0
2016-08-31 02:35:00	ES	Futures	2358.24	2358.24	2357.69	2357.69	433.0
2016-08-31 02:40:00	ES	Futures	2357.97	2358.24	2357.42	2357.42	1151.0
2016-08-31 02:45:00	ES	Futures	2357.42	2357.42	2356.61	2356.61	1172.0
2016-08-31 02:50:00	ES	Futures	2356.61	2357.15	2356.61	2357.15	1108.0
2016-08-31 02:55:00	ES	Futures	2357.15	2357.69	2356.88	2357.42	984.0
2016-08-31 03:00:00	ES	Futures	2357.42	2358.24	2356.88	2357.69	2774.0
2016-08-31 03:05:00	ES	Futures	2357.69	2359.05	2357.69	2357.97	2395.0
2016-08-31 03:10:00	ES	Futures	2358.24	2358.51	2357.69	2358.24	1166.0
2016-08-31 03:15:00	ES	Futures	2357.97	2358.24	2356.88	2357.15	3477.0
2016-08-31 03:20:00	ES	Futures	2357.15	2359.05	2357.15	2358.78	1681.0
2016-08-31 03:25:00	ES	Futures	2358.78	2358.78	2357.42	2358.51	2013.0
2016-08-31 03:30:00	ES	Futures	2358.51	2358.78	2357.97	2358.24	1107.0
2016-08-31 03:35:00	ES	Futures	2358.24	2359.32	2358.24	2359.32	1522.0
2016-08-31 03:40:00	ES	Futures	2359.32	2360.14	2359.05	2360.14	2227.0
2016-08-31 03:45:00	ES	Futures	2360.14	2360.41	2359.59	2359.59	2173.0
2016-08-31 03:50:00	ES	Futures	2359.59	2359.86	2359.05	2359.59	1179.0
2016-08-31 03:55:00	ES	Futures	2359.32	2360.14	2359.05	2360.14	1439.0
2016-08-31 04:00:00	ES	Futures	2360.14	2360.41	2359.59	2359.86	1451.0
2016-08-31 04:05:00	ES	Futures	2359.86	2359.86	2359.05	2359.05	609.0

> showing 50 of 14,312 rows — these rows as CSV

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