PREVIEW / futures_5min / 2016-09-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-05.parquet
  size:    147 KB
  rows:    9,777

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
2016-09-05 00:00:00	ES	Futures	2365.83	2366.1	2365.83	2366.1	104.0
2016-09-05 00:05:00	ES	Futures	2366.1	2366.1	2365.83	2366.1	30.0
2016-09-05 00:10:00	ES	Futures	2366.1	2366.37	2366.1	2366.37	104.0
2016-09-05 00:15:00	ES	Futures	2366.1	2366.37	2366.1	2366.37	194.0
2016-09-05 00:20:00	ES	Futures	2366.37	2366.37	2366.1	2366.37	105.0
2016-09-05 00:25:00	ES	Futures	2366.37	2366.64	2366.1	2366.64	165.0
2016-09-05 00:30:00	ES	Futures	2366.37	2366.64	2366.37	2366.64	122.0
2016-09-05 00:35:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	328.0
2016-09-05 00:40:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	129.0
2016-09-05 00:45:00	ES	Futures	2366.64	2366.64	2366.37	2366.64	114.0
2016-09-05 00:50:00	ES	Futures	2366.64	2366.92	2366.64	2366.64	129.0
2016-09-05 00:55:00	ES	Futures	2366.37	2366.64	2366.37	2366.37	22.0
2016-09-05 01:00:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	259.0
2016-09-05 01:05:00	ES	Futures	2366.64	2366.64	2366.37	2366.64	85.0
2016-09-05 01:10:00	ES	Futures	2366.37	2366.64	2366.37	2366.64	70.0
2016-09-05 01:15:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	220.0
2016-09-05 01:20:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	184.0
2016-09-05 01:25:00	ES	Futures	2366.37	2366.64	2366.37	2366.64	212.0
2016-09-05 01:30:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	219.0
2016-09-05 01:35:00	ES	Futures	2366.64	2366.92	2366.37	2366.92	169.0
2016-09-05 01:40:00	ES	Futures	2366.92	2366.92	2366.64	2366.92	122.0
2016-09-05 01:45:00	ES	Futures	2366.64	2366.64	2366.37	2366.64	115.0
2016-09-05 01:50:00	ES	Futures	2366.37	2366.64	2366.37	2366.37	28.0
2016-09-05 01:55:00	ES	Futures	2366.37	2366.92	2366.37	2366.64	384.0
2016-09-05 02:00:00	ES	Futures	2366.92	2366.92	2366.1	2366.1	429.0
2016-09-05 02:05:00	ES	Futures	2366.37	2366.64	2366.1	2366.64	369.0
2016-09-05 02:10:00	ES	Futures	2366.37	2367.19	2366.37	2366.64	758.0
2016-09-05 02:15:00	ES	Futures	2366.64	2366.92	2366.64	2366.64	271.0
2016-09-05 02:20:00	ES	Futures	2366.64	2366.64	2366.64	2366.64	463.0
2016-09-05 02:25:00	ES	Futures	2366.64	2366.92	2366.37	2366.37	374.0
2016-09-05 02:30:00	ES	Futures	2366.37	2366.64	2366.1	2366.37	295.0
2016-09-05 02:35:00	ES	Futures	2366.37	2366.37	2365.83	2366.1	320.0
2016-09-05 02:40:00	ES	Futures	2366.1	2366.37	2365.83	2366.37	349.0
2016-09-05 02:45:00	ES	Futures	2366.37	2366.64	2366.1	2366.1	459.0
2016-09-05 02:50:00	ES	Futures	2366.1	2366.37	2365.56	2365.83	663.0
2016-09-05 02:55:00	ES	Futures	2365.83	2366.1	2365.56	2365.56	267.0
2016-09-05 03:00:00	ES	Futures	2365.56	2365.83	2365.02	2365.83	3050.0
2016-09-05 03:05:00	ES	Futures	2365.83	2366.1	2365.29	2365.83	1503.0
2016-09-05 03:10:00	ES	Futures	2365.83	2365.83	2364.75	2365.02	1269.0
2016-09-05 03:15:00	ES	Futures	2365.02	2365.29	2364.47	2365.02	1907.0
2016-09-05 03:20:00	ES	Futures	2364.75	2365.83	2364.47	2365.56	1409.0
2016-09-05 03:25:00	ES	Futures	2365.56	2367.19	2365.56	2366.37	3684.0
2016-09-05 03:30:00	ES	Futures	2366.64	2366.64	2365.56	2365.56	1315.0
2016-09-05 03:35:00	ES	Futures	2365.83	2365.83	2365.02	2365.56	1950.0
2016-09-05 03:40:00	ES	Futures	2365.56	2365.83	2364.47	2364.75	2018.0
2016-09-05 03:45:00	ES	Futures	2364.75	2365.02	2364.47	2365.02	1507.0
2016-09-05 03:50:00	ES	Futures	2365.02	2365.29	2364.47	2364.75	1165.0
2016-09-05 03:55:00	ES	Futures	2365.02	2365.29	2364.47	2365.29	865.0
2016-09-05 04:00:00	ES	Futures	2365.29	2366.1	2365.02	2365.83	824.0
2016-09-05 04:05:00	ES	Futures	2365.83	2365.83	2365.02	2365.29	944.0

> showing 50 of 9,777 rows — these rows as CSV

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