PREVIEW / futures_5min / 2016-09-13

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-13.parquet
  size:    255 KB
  rows:    14,483

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
2016-09-13 00:00:00	ES	Futures	2334.37	2334.64	2334.37	2334.37	59.0
2016-09-13 00:05:00	ES	Futures	2334.64	2334.92	2334.64	2334.64	74.0
2016-09-13 00:10:00	ES	Futures	2334.64	2335.19	2334.64	2334.92	106.0
2016-09-13 00:15:00	ES	Futures	2335.19	2335.19	2334.92	2335.19	18.0
2016-09-13 00:20:00	ES	Futures	2335.19	2335.73	2334.92	2335.46	225.0
2016-09-13 00:25:00	ES	Futures	2335.46	2336.27	2335.46	2336.0	287.0
2016-09-13 00:30:00	ES	Futures	2336.0	2336.0	2335.73	2336.0	69.0
2016-09-13 00:35:00	ES	Futures	2336.0	2336.0	2335.46	2335.73	130.0
2016-09-13 00:40:00	ES	Futures	2335.73	2336.0	2335.73	2335.73	18.0
2016-09-13 00:45:00	ES	Futures	2335.46	2335.46	2335.46	2335.46	9.0
2016-09-13 00:50:00	ES	Futures	2335.73	2335.73	2335.46	2335.46	27.0
2016-09-13 00:55:00	ES	Futures	2335.73	2336.0	2335.46	2335.73	296.0
2016-09-13 01:00:00	ES	Futures	2335.73	2335.73	2335.46	2335.73	49.0
2016-09-13 01:05:00	ES	Futures	2335.46	2335.46	2334.92	2334.92	107.0
2016-09-13 01:10:00	ES	Futures	2334.64	2334.92	2334.37	2334.37	136.0
2016-09-13 01:15:00	ES	Futures	2334.37	2334.64	2333.56	2333.56	123.0
2016-09-13 01:20:00	ES	Futures	2333.56	2334.1	2333.56	2333.83	107.0
2016-09-13 01:25:00	ES	Futures	2333.83	2334.64	2333.56	2334.37	104.0
2016-09-13 01:30:00	ES	Futures	2334.37	2334.37	2334.1	2334.37	137.0
2016-09-13 01:35:00	ES	Futures	2334.37	2334.37	2334.1	2334.1	78.0
2016-09-13 01:40:00	ES	Futures	2334.1	2334.37	2332.75	2333.02	322.0
2016-09-13 01:45:00	ES	Futures	2333.02	2333.56	2332.75	2333.02	291.0
2016-09-13 01:50:00	ES	Futures	2333.29	2333.29	2332.47	2333.02	236.0
2016-09-13 01:55:00	ES	Futures	2332.47	2333.29	2332.47	2332.47	298.0
2016-09-13 02:00:00	ES	Futures	2332.47	2333.02	2330.3	2330.58	2553.0
2016-09-13 02:05:00	ES	Futures	2330.58	2331.39	2330.3	2330.58	355.0
2016-09-13 02:10:00	ES	Futures	2330.3	2330.3	2329.49	2329.76	571.0
2016-09-13 02:15:00	ES	Futures	2330.03	2330.03	2329.49	2329.49	246.0
2016-09-13 02:20:00	ES	Futures	2329.49	2330.3	2329.49	2330.03	269.0
2016-09-13 02:25:00	ES	Futures	2330.3	2331.39	2330.3	2331.12	627.0
2016-09-13 02:30:00	ES	Futures	2331.12	2331.39	2330.58	2330.58	352.0
2016-09-13 02:35:00	ES	Futures	2330.85	2331.12	2329.76	2330.03	985.0
2016-09-13 02:40:00	ES	Futures	2329.76	2330.3	2329.22	2330.03	560.0
2016-09-13 02:45:00	ES	Futures	2330.03	2330.3	2329.49	2329.76	388.0
2016-09-13 02:50:00	ES	Futures	2330.03	2330.58	2329.76	2330.03	751.0
2016-09-13 02:55:00	ES	Futures	2330.3	2330.3	2329.22	2329.49	775.0
2016-09-13 03:00:00	ES	Futures	2329.49	2331.12	2328.41	2328.95	1790.0
2016-09-13 03:05:00	ES	Futures	2328.68	2329.22	2327.32	2328.14	1114.0
2016-09-13 03:10:00	ES	Futures	2327.86	2328.14	2325.69	2327.59	2668.0
2016-09-13 03:15:00	ES	Futures	2327.59	2327.59	2325.42	2325.69	1108.0
2016-09-13 03:20:00	ES	Futures	2325.69	2327.05	2325.42	2327.05	878.0
2016-09-13 03:25:00	ES	Futures	2326.78	2328.14	2325.42	2325.69	740.0
2016-09-13 03:30:00	ES	Futures	2325.97	2327.32	2325.42	2327.32	1096.0
2016-09-13 03:35:00	ES	Futures	2327.32	2327.32	2325.97	2326.24	796.0
2016-09-13 03:40:00	ES	Futures	2326.51	2326.51	2325.15	2325.69	957.0
2016-09-13 03:45:00	ES	Futures	2325.97	2326.51	2325.15	2325.97	991.0
2016-09-13 03:50:00	ES	Futures	2325.97	2327.32	2325.69	2327.05	878.0
2016-09-13 03:55:00	ES	Futures	2326.78	2327.86	2326.51	2327.86	1126.0
2016-09-13 04:00:00	ES	Futures	2327.86	2327.86	2325.15	2325.42	858.0
2016-09-13 04:05:00	ES	Futures	2325.15	2326.24	2325.15	2326.24	672.0

> showing 50 of 14,483 rows — these rows as CSV

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