PREVIEW / futures_5min / 2016-09-09

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-09.parquet
  size:    232 KB
  rows:    12,276

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
2016-09-09 00:00:00	ES	Futures	2362.85	2362.85	2362.58	2362.58	83.0
2016-09-09 00:05:00	ES	Futures	2362.85	2362.85	2362.58	2362.58	94.0
2016-09-09 00:10:00	ES	Futures	2362.58	2362.85	2362.58	2362.85	216.0
2016-09-09 00:15:00	ES	Futures	2362.85	2362.85	2362.58	2362.58	21.0
2016-09-09 00:20:00	ES	Futures	2362.85	2362.85	2362.58	2362.85	23.0
2016-09-09 00:25:00	ES	Futures	2362.85	2362.85	2362.58	2362.58	34.0
2016-09-09 00:30:00	ES	Futures	2362.58	2362.85	2362.58	2362.58	174.0
2016-09-09 00:35:00	ES	Futures	2362.85	2362.85	2362.58	2362.58	124.0
2016-09-09 00:40:00	ES	Futures	2362.58	2362.85	2362.3	2362.3	101.0
2016-09-09 00:45:00	ES	Futures	2362.58	2362.58	2362.3	2362.58	14.0
2016-09-09 00:50:00	ES	Futures	2362.3	2362.58	2362.3	2362.3	134.0
2016-09-09 00:55:00	ES	Futures	2362.3	2362.58	2362.3	2362.3	39.0
2016-09-09 01:00:00	ES	Futures	2362.58	2362.58	2361.22	2361.49	1058.0
2016-09-09 01:05:00	ES	Futures	2361.76	2361.76	2361.49	2361.49	165.0
2016-09-09 01:10:00	ES	Futures	2361.49	2361.76	2361.22	2361.49	207.0
2016-09-09 01:15:00	ES	Futures	2361.76	2362.03	2361.49	2361.49	364.0
2016-09-09 01:20:00	ES	Futures	2361.49	2361.49	2361.22	2361.49	316.0
2016-09-09 01:25:00	ES	Futures	2361.22	2361.49	2361.22	2361.22	210.0
2016-09-09 01:30:00	ES	Futures	2361.49	2361.76	2361.49	2361.49	252.0
2016-09-09 01:35:00	ES	Futures	2361.49	2361.76	2361.22	2361.22	412.0
2016-09-09 01:40:00	ES	Futures	2361.49	2361.76	2361.22	2361.49	340.0
2016-09-09 01:45:00	ES	Futures	2361.49	2362.03	2361.22	2362.03	158.0
2016-09-09 01:50:00	ES	Futures	2362.03	2362.03	2361.49	2361.49	127.0
2016-09-09 01:55:00	ES	Futures	2361.49	2362.03	2361.49	2361.76	96.0
2016-09-09 02:00:00	ES	Futures	2361.49	2362.58	2361.49	2362.58	967.0
2016-09-09 02:05:00	ES	Futures	2362.58	2362.58	2362.3	2362.3	139.0
2016-09-09 02:10:00	ES	Futures	2362.3	2362.3	2362.03	2362.03	191.0
2016-09-09 02:15:00	ES	Futures	2362.03	2362.58	2361.49	2361.49	384.0
2016-09-09 02:20:00	ES	Futures	2361.76	2361.76	2361.22	2361.22	479.0
2016-09-09 02:25:00	ES	Futures	2361.49	2361.49	2360.95	2361.49	309.0
2016-09-09 02:30:00	ES	Futures	2361.49	2361.49	2361.22	2361.22	132.0
2016-09-09 02:35:00	ES	Futures	2361.22	2361.49	2360.95	2361.22	190.0
2016-09-09 02:40:00	ES	Futures	2361.22	2361.22	2360.95	2361.22	225.0
2016-09-09 02:45:00	ES	Futures	2361.22	2361.22	2360.95	2360.95	314.0
2016-09-09 02:50:00	ES	Futures	2361.22	2361.22	2360.41	2360.41	414.0
2016-09-09 02:55:00	ES	Futures	2360.68	2360.68	2360.14	2360.41	486.0
2016-09-09 03:00:00	ES	Futures	2360.14	2360.41	2359.32	2359.86	1706.0
2016-09-09 03:05:00	ES	Futures	2359.86	2360.14	2358.78	2359.59	2317.0
2016-09-09 03:10:00	ES	Futures	2359.59	2360.68	2359.59	2360.14	654.0
2016-09-09 03:15:00	ES	Futures	2360.14	2360.14	2358.51	2359.05	1327.0
2016-09-09 03:20:00	ES	Futures	2359.05	2359.59	2358.51	2359.05	862.0
2016-09-09 03:25:00	ES	Futures	2359.05	2359.32	2358.24	2358.78	2062.0
2016-09-09 03:30:00	ES	Futures	2358.78	2359.32	2358.24	2359.32	752.0
2016-09-09 03:35:00	ES	Futures	2359.32	2360.41	2359.05	2359.59	702.0
2016-09-09 03:40:00	ES	Futures	2359.59	2360.14	2358.51	2358.78	890.0
2016-09-09 03:45:00	ES	Futures	2358.78	2359.86	2358.51	2359.59	845.0
2016-09-09 03:50:00	ES	Futures	2359.32	2359.32	2358.51	2358.78	603.0
2016-09-09 03:55:00	ES	Futures	2359.05	2359.59	2358.78	2359.05	693.0
2016-09-09 04:00:00	ES	Futures	2359.05	2359.86	2358.51	2359.32	2182.0
2016-09-09 04:05:00	ES	Futures	2359.05	2359.86	2358.78	2359.59	725.0

> showing 50 of 12,276 rows — these rows as CSV

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