PREVIEW / futures_5min / 2016-09-08

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-08.parquet
  size:    244 KB
  rows:    14,542

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
2016-09-08 00:00:00	ES	Futures	2370.17	2370.17	2369.9	2369.9	124.0
2016-09-08 00:05:00	ES	Futures	2369.9	2370.17	2369.63	2369.9	94.0
2016-09-08 00:10:00	ES	Futures	2369.63	2369.9	2369.63	2369.63	27.0
2016-09-08 00:15:00	ES	Futures	2369.9	2369.9	2369.63	2369.9	19.0
2016-09-08 00:20:00	ES	Futures	2369.9	2369.9	2369.63	2369.63	204.0
2016-09-08 00:25:00	ES	Futures	2369.9	2369.9	2369.63	2369.9	351.0
2016-09-08 00:30:00	ES	Futures	2369.9	2370.17	2369.63	2370.17	544.0
2016-09-08 00:35:00	ES	Futures	2369.9	2370.17	2369.63	2369.9	314.0
2016-09-08 00:40:00	ES	Futures	2369.9	2370.17	2369.63	2369.9	149.0
2016-09-08 00:45:00	ES	Futures	2370.17	2370.17	2369.9	2370.17	33.0
2016-09-08 00:50:00	ES	Futures	2369.9	2370.17	2369.9	2369.9	26.0
2016-09-08 00:55:00	ES	Futures	2369.9	2370.17	2369.9	2369.9	21.0
2016-09-08 01:00:00	ES	Futures	2370.17	2370.44	2369.9	2370.17	335.0
2016-09-08 01:05:00	ES	Futures	2369.9	2370.44	2369.9	2370.44	223.0
2016-09-08 01:10:00	ES	Futures	2370.44	2370.98	2370.44	2370.71	671.0
2016-09-08 01:15:00	ES	Futures	2370.71	2370.98	2370.44	2370.71	153.0
2016-09-08 01:20:00	ES	Futures	2370.71	2370.98	2370.44	2370.44	175.0
2016-09-08 01:25:00	ES	Futures	2370.71	2370.71	2370.44	2370.44	216.0
2016-09-08 01:30:00	ES	Futures	2370.44	2370.98	2370.44	2370.98	275.0
2016-09-08 01:35:00	ES	Futures	2370.71	2370.98	2370.71	2370.71	58.0
2016-09-08 01:40:00	ES	Futures	2370.71	2371.25	2370.71	2370.98	317.0
2016-09-08 01:45:00	ES	Futures	2371.25	2371.25	2370.98	2370.98	224.0
2016-09-08 01:50:00	ES	Futures	2370.98	2371.25	2370.98	2371.25	105.0
2016-09-08 01:55:00	ES	Futures	2371.25	2371.25	2370.71	2371.25	383.0
2016-09-08 02:00:00	ES	Futures	2371.25	2371.8	2370.98	2371.53	1992.0
2016-09-08 02:05:00	ES	Futures	2371.53	2371.8	2370.98	2371.8	711.0
2016-09-08 02:10:00	ES	Futures	2371.8	2372.07	2371.53	2371.53	906.0
2016-09-08 02:15:00	ES	Futures	2371.53	2371.8	2371.25	2371.53	353.0
2016-09-08 02:20:00	ES	Futures	2371.53	2371.53	2370.98	2371.25	397.0
2016-09-08 02:25:00	ES	Futures	2371.25	2371.53	2370.44	2371.25	1225.0
2016-09-08 02:30:00	ES	Futures	2371.25	2371.8	2370.71	2370.71	782.0
2016-09-08 02:35:00	ES	Futures	2370.71	2371.53	2370.71	2371.25	409.0
2016-09-08 02:40:00	ES	Futures	2371.53	2371.53	2371.25	2371.53	168.0
2016-09-08 02:45:00	ES	Futures	2371.8	2371.8	2371.53	2371.53	522.0
2016-09-08 02:50:00	ES	Futures	2371.53	2371.53	2370.71	2370.98	407.0
2016-09-08 02:55:00	ES	Futures	2371.25	2371.25	2370.98	2371.25	317.0
2016-09-08 03:00:00	ES	Futures	2370.98	2372.07	2370.71	2371.8	3020.0
2016-09-08 03:05:00	ES	Futures	2371.8	2372.88	2371.53	2372.88	3592.0
2016-09-08 03:10:00	ES	Futures	2372.61	2372.88	2371.53	2372.34	2148.0
2016-09-08 03:15:00	ES	Futures	2372.07	2373.15	2372.07	2372.88	1765.0
2016-09-08 03:20:00	ES	Futures	2372.88	2373.69	2372.61	2373.42	2798.0
2016-09-08 03:25:00	ES	Futures	2373.15	2373.42	2372.88	2373.42	1829.0
2016-09-08 03:30:00	ES	Futures	2373.42	2373.69	2373.15	2373.42	2023.0
2016-09-08 03:35:00	ES	Futures	2373.69	2374.24	2373.42	2373.42	2520.0
2016-09-08 03:40:00	ES	Futures	2373.42	2373.69	2373.42	2373.69	795.0
2016-09-08 03:45:00	ES	Futures	2373.69	2373.97	2373.15	2373.69	1388.0
2016-09-08 03:50:00	ES	Futures	2373.69	2373.69	2372.88	2373.42	1127.0
2016-09-08 03:55:00	ES	Futures	2373.15	2373.42	2372.88	2372.88	850.0
2016-09-08 04:00:00	ES	Futures	2373.15	2373.97	2373.15	2373.69	1507.0
2016-09-08 04:05:00	ES	Futures	2373.69	2374.51	2373.69	2373.97	3046.0

> showing 50 of 14,542 rows — these rows as CSV

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