PREVIEW / futures_5min / 2016-09-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-01.parquet
  size:    241 KB
  rows:    14,474

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
2016-09-01 00:00:00	ES	Futures	2357.97	2358.24	2357.97	2357.97	622.0
2016-09-01 00:05:00	ES	Futures	2357.97	2358.24	2357.97	2358.24	36.0
2016-09-01 00:10:00	ES	Futures	2358.24	2358.78	2357.97	2358.51	883.0
2016-09-01 00:15:00	ES	Futures	2358.24	2358.78	2358.24	2358.51	257.0
2016-09-01 00:20:00	ES	Futures	2358.24	2358.51	2358.24	2358.51	52.0
2016-09-01 00:25:00	ES	Futures	2358.24	2358.78	2358.24	2358.51	161.0
2016-09-01 00:30:00	ES	Futures	2358.51	2358.78	2358.24	2358.24	458.0
2016-09-01 00:35:00	ES	Futures	2358.24	2358.51	2358.24	2358.24	235.0
2016-09-01 00:40:00	ES	Futures	2358.24	2358.51	2358.24	2358.24	86.0
2016-09-01 00:45:00	ES	Futures	2358.24	2358.51	2357.97	2357.97	241.0
2016-09-01 00:50:00	ES	Futures	2357.97	2358.78	2357.97	2358.78	434.0
2016-09-01 00:55:00	ES	Futures	2358.51	2358.78	2358.51	2358.78	75.0
2016-09-01 01:00:00	ES	Futures	2358.78	2359.05	2358.51	2358.51	506.0
2016-09-01 01:05:00	ES	Futures	2358.51	2358.78	2358.51	2358.51	64.0
2016-09-01 01:10:00	ES	Futures	2358.51	2358.78	2358.51	2358.51	146.0
2016-09-01 01:15:00	ES	Futures	2358.51	2358.51	2358.24	2358.24	505.0
2016-09-01 01:20:00	ES	Futures	2358.24	2358.51	2357.97	2357.97	167.0
2016-09-01 01:25:00	ES	Futures	2357.97	2358.24	2357.69	2357.69	333.0
2016-09-01 01:30:00	ES	Futures	2357.69	2357.97	2357.42	2357.69	220.0
2016-09-01 01:35:00	ES	Futures	2357.69	2357.97	2357.69	2357.69	107.0
2016-09-01 01:40:00	ES	Futures	2357.97	2357.97	2357.69	2357.97	49.0
2016-09-01 01:45:00	ES	Futures	2357.69	2357.97	2357.42	2357.69	631.0
2016-09-01 01:50:00	ES	Futures	2357.69	2357.69	2357.42	2357.42	377.0
2016-09-01 01:55:00	ES	Futures	2357.69	2357.97	2357.42	2357.97	371.0
2016-09-01 02:00:00	ES	Futures	2357.97	2357.97	2357.42	2357.97	1062.0
2016-09-01 02:05:00	ES	Futures	2357.97	2358.51	2357.69	2358.24	881.0
2016-09-01 02:10:00	ES	Futures	2358.51	2358.51	2358.24	2358.51	578.0
2016-09-01 02:15:00	ES	Futures	2358.51	2358.51	2357.97	2357.97	820.0
2016-09-01 02:20:00	ES	Futures	2358.24	2358.51	2357.97	2358.24	431.0
2016-09-01 02:25:00	ES	Futures	2358.24	2358.51	2358.24	2358.24	600.0
2016-09-01 02:30:00	ES	Futures	2358.24	2358.51	2357.97	2358.24	629.0
2016-09-01 02:35:00	ES	Futures	2358.51	2358.51	2357.97	2358.24	436.0
2016-09-01 02:40:00	ES	Futures	2358.24	2358.24	2357.69	2357.97	248.0
2016-09-01 02:45:00	ES	Futures	2357.97	2358.51	2357.69	2357.97	470.0
2016-09-01 02:50:00	ES	Futures	2357.97	2358.51	2357.97	2358.24	262.0
2016-09-01 02:55:00	ES	Futures	2358.24	2358.78	2357.97	2358.51	771.0
2016-09-01 03:00:00	ES	Futures	2358.51	2361.22	2358.24	2360.95	7263.0
2016-09-01 03:05:00	ES	Futures	2360.95	2361.76	2360.68	2361.22	5077.0
2016-09-01 03:10:00	ES	Futures	2360.95	2361.22	2359.59	2360.14	3972.0
2016-09-01 03:15:00	ES	Futures	2359.86	2360.95	2359.86	2360.68	1658.0
2016-09-01 03:20:00	ES	Futures	2360.68	2360.95	2359.59	2360.41	2205.0
2016-09-01 03:25:00	ES	Futures	2360.68	2360.95	2360.14	2360.14	2099.0
2016-09-01 03:30:00	ES	Futures	2360.14	2360.68	2359.32	2360.41	2095.0
2016-09-01 03:35:00	ES	Futures	2360.41	2360.68	2359.86	2360.68	1738.0
2016-09-01 03:40:00	ES	Futures	2360.41	2360.95	2359.59	2359.86	1599.0
2016-09-01 03:45:00	ES	Futures	2359.86	2360.14	2359.32	2359.59	1449.0
2016-09-01 03:50:00	ES	Futures	2359.59	2359.86	2359.05	2359.32	1588.0
2016-09-01 03:55:00	ES	Futures	2359.32	2360.95	2359.05	2360.41	1909.0
2016-09-01 04:00:00	ES	Futures	2360.41	2360.41	2359.32	2359.32	1739.0
2016-09-01 04:05:00	ES	Futures	2359.32	2360.14	2359.32	2360.14	1231.0

> showing 50 of 14,474 rows — these rows as CSV

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