PREVIEW / futures_5min / 2016-09-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-11.parquet
  size:    48 KB
  rows:    2,288

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
2016-09-11 18:00:00	ES	Futures	2301.56	2303.46	2301.02	2301.83	2453.0
2016-09-11 18:05:00	ES	Futures	2301.83	2302.37	2301.29	2301.29	480.0
2016-09-11 18:10:00	ES	Futures	2301.56	2301.56	2300.47	2300.75	430.0
2016-09-11 18:15:00	ES	Futures	2301.02	2301.02	2299.93	2300.47	476.0
2016-09-11 18:20:00	ES	Futures	2300.75	2300.75	2299.93	2299.93	251.0
2016-09-11 18:25:00	ES	Futures	2300.2	2300.2	2296.14	2297.49	2253.0
2016-09-11 18:30:00	ES	Futures	2297.49	2298.3	2296.68	2297.49	486.0
2016-09-11 18:35:00	ES	Futures	2297.49	2298.03	2295.86	2296.41	479.0
2016-09-11 18:40:00	ES	Futures	2296.41	2296.68	2295.32	2295.59	600.0
2016-09-11 18:45:00	ES	Futures	2295.59	2296.14	2294.78	2296.14	1014.0
2016-09-11 18:50:00	ES	Futures	2296.41	2298.03	2296.14	2298.03	812.0
2016-09-11 18:55:00	ES	Futures	2298.3	2299.39	2296.95	2299.12	670.0
2016-09-11 19:00:00	ES	Futures	2299.12	2299.39	2298.3	2298.58	268.0
2016-09-11 19:05:00	ES	Futures	2298.85	2299.66	2298.3	2298.58	446.0
2016-09-11 19:10:00	ES	Futures	2298.58	2299.12	2298.3	2298.85	186.0
2016-09-11 19:15:00	ES	Futures	2299.12	2299.39	2298.85	2298.85	244.0
2016-09-11 19:20:00	ES	Futures	2298.85	2299.66	2298.85	2299.12	285.0
2016-09-11 19:25:00	ES	Futures	2299.12	2300.2	2299.12	2300.2	484.0
2016-09-11 19:30:00	ES	Futures	2300.2	2300.47	2299.12	2299.66	595.0
2016-09-11 19:35:00	ES	Futures	2299.66	2300.75	2299.66	2300.47	531.0
2016-09-11 19:40:00	ES	Futures	2300.47	2301.29	2300.47	2301.02	576.0
2016-09-11 19:45:00	ES	Futures	2301.02	2301.83	2300.2	2300.2	1015.0
2016-09-11 19:50:00	ES	Futures	2300.2	2300.47	2299.66	2299.66	543.0
2016-09-11 19:55:00	ES	Futures	2299.93	2299.93	2299.39	2299.39	204.0
2016-09-11 20:00:00	ES	Futures	2299.66	2300.47	2298.85	2299.93	978.0
2016-09-11 20:05:00	ES	Futures	2299.93	2300.2	2298.85	2299.12	417.0
2016-09-11 20:10:00	ES	Futures	2299.12	2299.39	2298.58	2298.85	686.0
2016-09-11 20:15:00	ES	Futures	2299.12	2299.39	2298.85	2299.12	303.0
2016-09-11 20:20:00	ES	Futures	2299.12	2300.47	2298.85	2299.93	519.0
2016-09-11 20:25:00	ES	Futures	2300.2	2300.47	2299.93	2299.93	763.0
2016-09-11 20:30:00	ES	Futures	2300.2	2300.2	2299.93	2299.93	333.0
2016-09-11 20:35:00	ES	Futures	2300.2	2300.47	2299.93	2300.2	324.0
2016-09-11 20:40:00	ES	Futures	2300.2	2300.47	2299.66	2299.66	200.0
2016-09-11 20:45:00	ES	Futures	2299.66	2299.93	2299.12	2299.39	343.0
2016-09-11 20:50:00	ES	Futures	2299.39	2299.39	2298.58	2299.12	321.0
2016-09-11 20:55:00	ES	Futures	2298.85	2299.12	2298.3	2298.58	441.0
2016-09-11 21:00:00	ES	Futures	2298.85	2299.39	2298.58	2299.12	508.0
2016-09-11 21:05:00	ES	Futures	2299.12	2299.39	2299.12	2299.39	80.0
2016-09-11 21:10:00	ES	Futures	2299.39	2299.39	2298.58	2299.12	315.0
2016-09-11 21:15:00	ES	Futures	2298.85	2299.39	2298.85	2299.12	366.0
2016-09-11 21:20:00	ES	Futures	2299.12	2299.39	2298.85	2298.85	287.0
2016-09-11 21:25:00	ES	Futures	2298.85	2298.85	2298.03	2298.03	508.0
2016-09-11 21:30:00	ES	Futures	2298.3	2298.3	2297.76	2298.03	458.0
2016-09-11 21:35:00	ES	Futures	2297.76	2298.03	2297.22	2297.22	418.0
2016-09-11 21:40:00	ES	Futures	2297.49	2297.49	2296.95	2297.22	359.0
2016-09-11 21:45:00	ES	Futures	2297.22	2297.22	2296.41	2296.68	558.0
2016-09-11 21:50:00	ES	Futures	2296.68	2296.68	2295.32	2295.32	857.0
2016-09-11 21:55:00	ES	Futures	2295.59	2295.59	2292.07	2292.07	2325.0
2016-09-11 22:00:00	ES	Futures	2292.07	2292.34	2290.17	2290.71	2687.0
2016-09-11 22:05:00	ES	Futures	2290.71	2292.34	2290.44	2291.8	1705.0

> showing 50 of 2,288 rows — these rows as CSV

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