PREVIEW / futures_5min / 2016-09-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-12.parquet
  size:    244 KB
  rows:    13,864

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
2016-09-12 00:00:00	ES	Futures	2288.27	2288.54	2287.46	2287.73	515.0
2016-09-12 00:05:00	ES	Futures	2287.73	2287.73	2287.46	2287.73	162.0
2016-09-12 00:10:00	ES	Futures	2287.46	2287.73	2287.46	2287.73	389.0
2016-09-12 00:15:00	ES	Futures	2287.73	2288.81	2287.73	2288.81	584.0
2016-09-12 00:20:00	ES	Futures	2288.81	2289.36	2288.54	2289.36	211.0
2016-09-12 00:25:00	ES	Futures	2289.36	2289.9	2289.08	2289.63	663.0
2016-09-12 00:30:00	ES	Futures	2289.63	2290.44	2289.63	2290.44	206.0
2016-09-12 00:35:00	ES	Futures	2290.44	2290.44	2290.17	2290.17	130.0
2016-09-12 00:40:00	ES	Futures	2290.17	2290.44	2289.63	2289.9	164.0
2016-09-12 00:45:00	ES	Futures	2289.9	2289.9	2289.36	2289.9	139.0
2016-09-12 00:50:00	ES	Futures	2289.9	2290.44	2289.63	2290.44	264.0
2016-09-12 00:55:00	ES	Futures	2290.44	2291.53	2290.44	2290.98	397.0
2016-09-12 01:00:00	ES	Futures	2290.98	2291.53	2290.71	2291.25	246.0
2016-09-12 01:05:00	ES	Futures	2291.53	2291.8	2291.25	2291.53	353.0
2016-09-12 01:10:00	ES	Futures	2291.53	2291.8	2290.44	2290.71	222.0
2016-09-12 01:15:00	ES	Futures	2290.98	2290.98	2290.17	2290.17	182.0
2016-09-12 01:20:00	ES	Futures	2290.17	2290.44	2289.36	2289.9	169.0
2016-09-12 01:25:00	ES	Futures	2289.9	2290.17	2289.36	2289.63	139.0
2016-09-12 01:30:00	ES	Futures	2289.63	2289.9	2289.36	2289.63	298.0
2016-09-12 01:35:00	ES	Futures	2289.63	2289.63	2288.54	2289.36	612.0
2016-09-12 01:40:00	ES	Futures	2289.36	2290.71	2289.36	2290.71	273.0
2016-09-12 01:45:00	ES	Futures	2290.71	2290.98	2290.17	2290.17	526.0
2016-09-12 01:50:00	ES	Futures	2290.17	2291.25	2290.17	2290.71	237.0
2016-09-12 01:55:00	ES	Futures	2290.71	2291.53	2290.17	2290.98	547.0
2016-09-12 02:00:00	ES	Futures	2290.98	2292.61	2290.44	2291.53	1641.0
2016-09-12 02:05:00	ES	Futures	2291.53	2292.07	2290.98	2290.98	763.0
2016-09-12 02:10:00	ES	Futures	2290.98	2291.25	2290.44	2290.98	505.0
2016-09-12 02:15:00	ES	Futures	2290.71	2291.25	2290.17	2290.44	725.0
2016-09-12 02:20:00	ES	Futures	2290.17	2290.17	2288.54	2289.36	1034.0
2016-09-12 02:25:00	ES	Futures	2289.08	2290.44	2289.08	2289.63	405.0
2016-09-12 02:30:00	ES	Futures	2289.9	2290.71	2289.63	2290.44	561.0
2016-09-12 02:35:00	ES	Futures	2290.44	2292.07	2290.17	2291.8	860.0
2016-09-12 02:40:00	ES	Futures	2291.8	2294.51	2291.8	2293.69	2164.0
2016-09-12 02:45:00	ES	Futures	2293.69	2294.51	2293.15	2294.24	852.0
2016-09-12 02:50:00	ES	Futures	2293.97	2294.51	2293.42	2293.69	824.0
2016-09-12 02:55:00	ES	Futures	2293.69	2293.97	2290.17	2290.44	1035.0
2016-09-12 03:00:00	ES	Futures	2290.44	2292.34	2289.63	2289.9	3169.0
2016-09-12 03:05:00	ES	Futures	2289.63	2290.71	2288.81	2289.08	1681.0
2016-09-12 03:10:00	ES	Futures	2289.36	2289.36	2286.37	2286.37	3339.0
2016-09-12 03:15:00	ES	Futures	2286.37	2287.46	2285.56	2285.83	3123.0
2016-09-12 03:20:00	ES	Futures	2285.83	2289.36	2285.83	2288.54	2424.0
2016-09-12 03:25:00	ES	Futures	2288.81	2293.69	2287.73	2293.42	4535.0
2016-09-12 03:30:00	ES	Futures	2293.42	2293.69	2292.34	2292.61	1582.0
2016-09-12 03:35:00	ES	Futures	2292.61	2293.15	2291.53	2291.53	1076.0
2016-09-12 03:40:00	ES	Futures	2291.53	2291.8	2291.25	2291.25	845.0
2016-09-12 03:45:00	ES	Futures	2291.25	2291.53	2290.17	2290.17	1150.0
2016-09-12 03:50:00	ES	Futures	2290.17	2290.17	2288.0	2288.27	2274.0
2016-09-12 03:55:00	ES	Futures	2288.0	2289.36	2288.0	2288.27	1653.0
2016-09-12 04:00:00	ES	Futures	2288.27	2289.08	2288.0	2288.81	1363.0
2016-09-12 04:05:00	ES	Futures	2288.81	2289.08	2288.0	2289.08	1829.0

> showing 50 of 13,864 rows — these rows as CSV

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