PREVIEW / futures_5min / 2016-09-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-02.parquet
  size:    217 KB
  rows:    12,254

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
2016-09-02 00:00:00	ES	Futures	2349.29	2349.29	2349.02	2349.02	186.0
2016-09-02 00:05:00	ES	Futures	2349.29	2349.29	2349.02	2349.02	57.0
2016-09-02 00:10:00	ES	Futures	2349.02	2349.56	2349.02	2349.29	288.0
2016-09-02 00:15:00	ES	Futures	2349.56	2349.56	2349.29	2349.56	33.0
2016-09-02 00:20:00	ES	Futures	2349.29	2349.29	2349.02	2349.29	106.0
2016-09-02 00:25:00	ES	Futures	2349.29	2349.56	2349.02	2349.29	218.0
2016-09-02 00:30:00	ES	Futures	2349.29	2349.29	2349.02	2349.29	23.0
2016-09-02 00:35:00	ES	Futures	2349.29	2349.29	2349.02	2349.29	96.0
2016-09-02 00:40:00	ES	Futures	2349.29	2349.56	2349.02	2349.02	266.0
2016-09-02 00:45:00	ES	Futures	2349.02	2349.56	2349.02	2349.29	80.0
2016-09-02 00:50:00	ES	Futures	2349.29	2349.56	2349.29	2349.29	19.0
2016-09-02 00:55:00	ES	Futures	2349.56	2349.56	2349.29	2349.56	39.0
2016-09-02 01:00:00	ES	Futures	2349.56	2349.83	2349.29	2349.56	282.0
2016-09-02 01:05:00	ES	Futures	2349.56	2350.1	2349.56	2350.1	205.0
2016-09-02 01:10:00	ES	Futures	2349.83	2350.1	2349.56	2350.1	238.0
2016-09-02 01:15:00	ES	Futures	2350.1	2350.1	2349.56	2349.56	189.0
2016-09-02 01:20:00	ES	Futures	2349.56	2349.83	2349.56	2349.83	14.0
2016-09-02 01:25:00	ES	Futures	2349.56	2350.64	2349.56	2350.64	429.0
2016-09-02 01:30:00	ES	Futures	2350.64	2350.64	2349.83	2350.1	312.0
2016-09-02 01:35:00	ES	Futures	2350.1	2350.1	2349.83	2349.83	136.0
2016-09-02 01:40:00	ES	Futures	2349.83	2350.1	2349.83	2349.83	53.0
2016-09-02 01:45:00	ES	Futures	2349.83	2350.1	2349.56	2349.83	119.0
2016-09-02 01:50:00	ES	Futures	2350.1	2350.64	2350.1	2350.37	671.0
2016-09-02 01:55:00	ES	Futures	2350.64	2350.64	2350.1	2350.37	250.0
2016-09-02 02:00:00	ES	Futures	2350.37	2350.92	2350.37	2350.64	623.0
2016-09-02 02:05:00	ES	Futures	2350.64	2350.92	2350.37	2350.64	592.0
2016-09-02 02:10:00	ES	Futures	2350.92	2351.46	2350.64	2351.46	546.0
2016-09-02 02:15:00	ES	Futures	2351.46	2351.46	2350.92	2351.19	803.0
2016-09-02 02:20:00	ES	Futures	2350.92	2351.19	2350.64	2350.92	360.0
2016-09-02 02:25:00	ES	Futures	2351.19	2351.19	2350.37	2350.64	724.0
2016-09-02 02:30:00	ES	Futures	2350.64	2350.92	2350.37	2350.64	401.0
2016-09-02 02:35:00	ES	Futures	2350.92	2351.19	2350.64	2350.92	322.0
2016-09-02 02:40:00	ES	Futures	2351.19	2351.46	2350.92	2351.19	467.0
2016-09-02 02:45:00	ES	Futures	2351.19	2351.73	2351.19	2351.46	561.0
2016-09-02 02:50:00	ES	Futures	2351.46	2351.73	2350.92	2350.92	497.0
2016-09-02 02:55:00	ES	Futures	2351.19	2351.73	2350.92	2351.46	414.0
2016-09-02 03:00:00	ES	Futures	2351.73	2351.73	2350.37	2351.19	2974.0
2016-09-02 03:05:00	ES	Futures	2351.46	2351.46	2349.29	2349.83	3604.0
2016-09-02 03:10:00	ES	Futures	2349.83	2351.19	2349.29	2351.19	2479.0
2016-09-02 03:15:00	ES	Futures	2351.19	2351.19	2349.56	2350.1	1881.0
2016-09-02 03:20:00	ES	Futures	2350.1	2350.1	2348.2	2348.47	3644.0
2016-09-02 03:25:00	ES	Futures	2348.75	2349.83	2348.2	2349.83	3744.0
2016-09-02 03:30:00	ES	Futures	2349.83	2351.46	2349.83	2350.92	3127.0
2016-09-02 03:35:00	ES	Futures	2350.64	2351.46	2350.37	2351.19	2227.0
2016-09-02 03:40:00	ES	Futures	2351.19	2352.27	2350.92	2352.27	3008.0
2016-09-02 03:45:00	ES	Futures	2352.27	2353.08	2351.19	2351.46	4731.0
2016-09-02 03:50:00	ES	Futures	2351.46	2352.27	2350.92	2351.73	1708.0
2016-09-02 03:55:00	ES	Futures	2351.73	2352.27	2350.92	2350.92	1688.0
2016-09-02 04:00:00	ES	Futures	2351.19	2351.73	2350.64	2350.64	1888.0
2016-09-02 04:05:00	ES	Futures	2350.64	2351.19	2349.83	2350.92	2098.0

> showing 50 of 12,254 rows — these rows as CSV

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