PREVIEW / futures_5min / 2016-09-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-06.parquet
  size:    235 KB
  rows:    14,137

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
2016-09-06 00:00:00	ES	Futures	2364.47	2364.75	2364.2	2364.47	180.0
2016-09-06 00:05:00	ES	Futures	2364.2	2364.47	2364.2	2364.2	20.0
2016-09-06 00:10:00	ES	Futures	2364.47	2364.47	2364.2	2364.2	58.0
2016-09-06 00:15:00	ES	Futures	2364.47	2364.47	2364.2	2364.47	41.0
2016-09-06 00:20:00	ES	Futures	2364.47	2364.47	2364.2	2364.2	11.0
2016-09-06 00:25:00	ES	Futures	2364.2	2364.47	2364.2	2364.2	90.0
2016-09-06 00:30:00	ES	Futures	2364.2	2364.47	2364.2	2364.2	20.0
2016-09-06 00:35:00	ES	Futures	2364.2	2364.47	2363.93	2364.2	118.0
2016-09-06 00:40:00	ES	Futures	2364.2	2364.2	2363.93	2364.2	69.0
2016-09-06 00:45:00	ES	Futures	2364.2	2364.2	2363.93	2363.93	134.0
2016-09-06 00:50:00	ES	Futures	2364.2	2364.2	2363.93	2363.93	7.0
2016-09-06 00:55:00	ES	Futures	2364.2	2364.2	2363.93	2363.93	39.0
2016-09-06 01:00:00	ES	Futures	2363.66	2364.47	2363.66	2363.93	319.0
2016-09-06 01:05:00	ES	Futures	2363.93	2364.2	2363.93	2364.2	114.0
2016-09-06 01:10:00	ES	Futures	2363.93	2364.2	2363.93	2363.93	54.0
2016-09-06 01:15:00	ES	Futures	2363.93	2364.47	2363.93	2364.2	162.0
2016-09-06 01:20:00	ES	Futures	2364.2	2364.2	2363.93	2363.93	19.0
2016-09-06 01:25:00	ES	Futures	2363.93	2364.2	2363.66	2363.93	349.0
2016-09-06 01:30:00	ES	Futures	2363.93	2364.2	2363.93	2363.93	193.0
2016-09-06 01:35:00	ES	Futures	2364.2	2364.47	2364.2	2364.47	94.0
2016-09-06 01:40:00	ES	Futures	2364.2	2364.47	2364.2	2364.47	138.0
2016-09-06 01:45:00	ES	Futures	2364.47	2364.47	2363.93	2364.2	454.0
2016-09-06 01:50:00	ES	Futures	2364.2	2364.2	2363.93	2364.2	45.0
2016-09-06 01:55:00	ES	Futures	2363.93	2364.2	2363.93	2363.93	170.0
2016-09-06 02:00:00	ES	Futures	2364.2	2364.47	2363.93	2364.2	510.0
2016-09-06 02:05:00	ES	Futures	2364.2	2364.2	2363.93	2364.2	232.0
2016-09-06 02:10:00	ES	Futures	2364.47	2365.29	2364.2	2365.02	1115.0
2016-09-06 02:15:00	ES	Futures	2365.29	2365.29	2364.75	2365.02	979.0
2016-09-06 02:20:00	ES	Futures	2365.02	2365.02	2365.02	2365.02	413.0
2016-09-06 02:25:00	ES	Futures	2365.02	2365.02	2364.75	2364.75	108.0
2016-09-06 02:30:00	ES	Futures	2365.02	2365.29	2364.75	2365.29	323.0
2016-09-06 02:35:00	ES	Futures	2365.02	2365.29	2365.02	2365.02	282.0
2016-09-06 02:40:00	ES	Futures	2365.29	2365.83	2365.02	2365.83	555.0
2016-09-06 02:45:00	ES	Futures	2365.83	2365.83	2365.29	2365.56	546.0
2016-09-06 02:50:00	ES	Futures	2365.56	2365.56	2365.02	2365.56	899.0
2016-09-06 02:55:00	ES	Futures	2365.29	2365.56	2365.02	2365.29	528.0
2016-09-06 03:00:00	ES	Futures	2365.29	2365.56	2365.02	2365.29	2114.0
2016-09-06 03:05:00	ES	Futures	2365.29	2366.1	2364.75	2365.29	3138.0
2016-09-06 03:10:00	ES	Futures	2365.29	2366.1	2365.29	2365.56	1360.0
2016-09-06 03:15:00	ES	Futures	2365.56	2365.56	2364.2	2365.29	2317.0
2016-09-06 03:20:00	ES	Futures	2365.29	2365.56	2364.47	2364.75	1500.0
2016-09-06 03:25:00	ES	Futures	2364.75	2365.83	2364.75	2365.56	1796.0
2016-09-06 03:30:00	ES	Futures	2365.56	2365.83	2364.75	2365.02	1292.0
2016-09-06 03:35:00	ES	Futures	2365.29	2365.29	2364.2	2364.75	1464.0
2016-09-06 03:40:00	ES	Futures	2364.75	2365.29	2364.47	2364.75	1031.0
2016-09-06 03:45:00	ES	Futures	2365.02	2365.56	2365.02	2365.02	813.0
2016-09-06 03:50:00	ES	Futures	2365.29	2365.29	2364.75	2365.02	1022.0
2016-09-06 03:55:00	ES	Futures	2365.02	2365.02	2363.39	2363.93	3854.0
2016-09-06 04:00:00	ES	Futures	2363.93	2364.75	2363.66	2364.47	2287.0
2016-09-06 04:05:00	ES	Futures	2364.47	2364.47	2363.93	2364.2	1082.0

> showing 50 of 14,137 rows — these rows as CSV

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