PREVIEW / futures_5min / 2016-09-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-04.parquet
  size:    37 KB
  rows:    1,968

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
2016-09-04 18:00:00	ES	Futures	2363.93	2364.75	2362.85	2364.75	870.0
2016-09-04 18:05:00	ES	Futures	2364.47	2365.83	2364.47	2365.56	1094.0
2016-09-04 18:10:00	ES	Futures	2365.29	2365.83	2365.29	2365.56	335.0
2016-09-04 18:15:00	ES	Futures	2365.56	2366.64	2365.29	2366.37	745.0
2016-09-04 18:20:00	ES	Futures	2366.37	2366.64	2365.56	2365.83	257.0
2016-09-04 18:25:00	ES	Futures	2365.56	2365.83	2365.29	2365.29	59.0
2016-09-04 18:30:00	ES	Futures	2365.29	2365.29	2365.02	2365.29	159.0
2016-09-04 18:35:00	ES	Futures	2365.29	2365.56	2365.02	2365.56	180.0
2016-09-04 18:40:00	ES	Futures	2365.56	2365.56	2364.75	2365.02	184.0
2016-09-04 18:45:00	ES	Futures	2365.02	2365.29	2364.75	2365.29	144.0
2016-09-04 18:50:00	ES	Futures	2365.29	2365.56	2365.29	2365.56	201.0
2016-09-04 18:55:00	ES	Futures	2365.56	2365.56	2365.02	2365.29	78.0
2016-09-04 19:00:00	ES	Futures	2365.02	2365.02	2365.02	2365.02	20.0
2016-09-04 19:05:00	ES	Futures	2365.02	2365.29	2365.02	2365.02	13.0
2016-09-04 19:10:00	ES	Futures	2365.02	2365.29	2364.75	2364.75	60.0
2016-09-04 19:15:00	ES	Futures	2364.75	2365.02	2364.75	2364.75	16.0
2016-09-04 19:20:00	ES	Futures	2365.02	2365.29	2364.75	2365.02	85.0
2016-09-04 19:25:00	ES	Futures	2365.02	2365.02	2364.75	2364.75	10.0
2016-09-04 19:30:00	ES	Futures	2365.02	2365.02	2364.75	2365.02	30.0
2016-09-04 19:35:00	ES	Futures	2365.02	2365.29	2365.02	2365.29	7.0
2016-09-04 19:40:00	ES	Futures	2365.02	2365.29	2365.02	2365.02	99.0
2016-09-04 19:45:00	ES	Futures	2364.75	2365.02	2364.75	2364.75	293.0
2016-09-04 19:50:00	ES	Futures	2365.02	2365.56	2365.02	2365.56	367.0
2016-09-04 19:55:00	ES	Futures	2365.29	2366.1	2365.29	2365.56	499.0
2016-09-04 20:00:00	ES	Futures	2365.56	2365.83	2365.29	2365.29	292.0
2016-09-04 20:05:00	ES	Futures	2365.29	2365.56	2365.02	2365.29	471.0
2016-09-04 20:10:00	ES	Futures	2365.29	2365.83	2365.29	2365.83	468.0
2016-09-04 20:15:00	ES	Futures	2365.56	2366.1	2365.56	2365.83	543.0
2016-09-04 20:20:00	ES	Futures	2365.83	2365.83	2365.56	2365.83	195.0
2016-09-04 20:25:00	ES	Futures	2365.83	2365.83	2365.29	2365.83	352.0
2016-09-04 20:30:00	ES	Futures	2366.1	2366.1	2365.56	2365.56	88.0
2016-09-04 20:35:00	ES	Futures	2365.56	2365.83	2365.56	2365.56	76.0
2016-09-04 20:40:00	ES	Futures	2365.56	2365.83	2365.02	2365.56	435.0
2016-09-04 20:45:00	ES	Futures	2365.29	2365.56	2365.02	2365.56	332.0
2016-09-04 20:50:00	ES	Futures	2365.56	2365.83	2365.56	2365.83	111.0
2016-09-04 20:55:00	ES	Futures	2365.83	2365.83	2365.56	2365.83	251.0
2016-09-04 21:00:00	ES	Futures	2365.83	2366.1	2365.56	2365.56	159.0
2016-09-04 21:05:00	ES	Futures	2365.56	2365.83	2365.29	2365.83	177.0
2016-09-04 21:10:00	ES	Futures	2365.83	2366.1	2365.29	2365.56	396.0
2016-09-04 21:15:00	ES	Futures	2365.56	2366.1	2365.56	2365.83	358.0
2016-09-04 21:20:00	ES	Futures	2366.1	2366.1	2365.56	2365.83	382.0
2016-09-04 21:25:00	ES	Futures	2365.83	2365.83	2365.56	2365.56	92.0
2016-09-04 21:30:00	ES	Futures	2365.56	2365.83	2365.29	2365.56	365.0
2016-09-04 21:35:00	ES	Futures	2365.56	2365.83	2365.02	2365.02	343.0
2016-09-04 21:40:00	ES	Futures	2365.02	2365.56	2365.02	2365.29	275.0
2016-09-04 21:45:00	ES	Futures	2365.56	2365.56	2365.29	2365.56	27.0
2016-09-04 21:50:00	ES	Futures	2365.56	2365.56	2365.02	2365.29	191.0
2016-09-04 21:55:00	ES	Futures	2365.56	2365.83	2365.29	2365.83	130.0
2016-09-04 22:00:00	ES	Futures	2365.56	2366.37	2365.56	2366.1	496.0
2016-09-04 22:05:00	ES	Futures	2366.1	2366.37	2365.83	2366.1	171.0

> showing 50 of 1,968 rows — these rows as CSV

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