PREVIEW / futures_5min / 2016-09-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-14.parquet
  size:    237 KB
  rows:    14,410

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
2016-09-14 00:00:00	ES	Futures	2314.58	2314.85	2314.3	2314.3	209.0
2016-09-14 00:05:00	ES	Futures	2314.3	2314.58	2314.03	2314.3	191.0
2016-09-14 00:10:00	ES	Futures	2314.3	2314.85	2314.03	2314.03	228.0
2016-09-14 00:15:00	ES	Futures	2314.3	2314.3	2314.03	2314.3	118.0
2016-09-14 00:20:00	ES	Futures	2314.3	2314.3	2313.49	2313.49	436.0
2016-09-14 00:25:00	ES	Futures	2313.49	2313.76	2313.22	2313.22	313.0
2016-09-14 00:30:00	ES	Futures	2313.49	2313.76	2313.22	2313.49	530.0
2016-09-14 00:35:00	ES	Futures	2313.76	2314.03	2313.49	2314.03	138.0
2016-09-14 00:40:00	ES	Futures	2314.03	2314.3	2313.76	2314.03	211.0
2016-09-14 00:45:00	ES	Futures	2313.76	2314.03	2313.49	2314.03	165.0
2016-09-14 00:50:00	ES	Futures	2314.3	2314.58	2314.3	2314.58	93.0
2016-09-14 00:55:00	ES	Futures	2314.58	2314.85	2314.3	2314.3	314.0
2016-09-14 01:00:00	ES	Futures	2314.3	2314.58	2314.03	2314.3	174.0
2016-09-14 01:05:00	ES	Futures	2314.58	2314.85	2314.3	2314.58	102.0
2016-09-14 01:10:00	ES	Futures	2314.85	2314.85	2314.3	2314.85	198.0
2016-09-14 01:15:00	ES	Futures	2315.12	2315.12	2314.85	2315.12	350.0
2016-09-14 01:20:00	ES	Futures	2314.85	2315.12	2314.58	2314.58	563.0
2016-09-14 01:25:00	ES	Futures	2314.58	2315.12	2314.3	2314.85	146.0
2016-09-14 01:30:00	ES	Futures	2314.58	2314.85	2314.3	2314.85	265.0
2016-09-14 01:35:00	ES	Futures	2314.58	2314.58	2314.3	2314.58	184.0
2016-09-14 01:40:00	ES	Futures	2314.85	2315.39	2314.3	2315.12	803.0
2016-09-14 01:45:00	ES	Futures	2315.12	2315.39	2314.85	2315.39	238.0
2016-09-14 01:50:00	ES	Futures	2315.12	2315.12	2314.58	2314.58	309.0
2016-09-14 01:55:00	ES	Futures	2314.85	2315.12	2314.58	2314.85	267.0
2016-09-14 02:00:00	ES	Futures	2314.58	2315.39	2314.3	2314.58	855.0
2016-09-14 02:05:00	ES	Futures	2314.58	2314.58	2313.49	2313.49	1165.0
2016-09-14 02:10:00	ES	Futures	2313.49	2313.76	2313.22	2313.49	602.0
2016-09-14 02:15:00	ES	Futures	2313.49	2314.58	2313.49	2314.03	1436.0
2016-09-14 02:20:00	ES	Futures	2314.3	2314.3	2313.49	2313.49	415.0
2016-09-14 02:25:00	ES	Futures	2313.76	2315.39	2313.76	2315.12	1277.0
2016-09-14 02:30:00	ES	Futures	2315.12	2315.39	2314.85	2315.39	402.0
2016-09-14 02:35:00	ES	Futures	2315.39	2315.94	2315.12	2315.66	655.0
2016-09-14 02:40:00	ES	Futures	2315.94	2316.21	2315.66	2316.21	1093.0
2016-09-14 02:45:00	ES	Futures	2316.21	2316.48	2315.66	2316.21	885.0
2016-09-14 02:50:00	ES	Futures	2316.21	2316.75	2315.94	2315.94	1018.0
2016-09-14 02:55:00	ES	Futures	2316.21	2316.75	2315.66	2316.21	1218.0
2016-09-14 03:00:00	ES	Futures	2316.48	2316.75	2314.3	2316.21	4566.0
2016-09-14 03:05:00	ES	Futures	2315.94	2316.48	2314.85	2316.48	2705.0
2016-09-14 03:10:00	ES	Futures	2316.21	2316.48	2313.76	2314.03	4210.0
2016-09-14 03:15:00	ES	Futures	2314.03	2314.03	2312.67	2313.49	3862.0
2016-09-14 03:20:00	ES	Futures	2313.49	2314.03	2311.58	2312.13	3570.0
2016-09-14 03:25:00	ES	Futures	2311.86	2313.76	2311.58	2313.49	3140.0
2016-09-14 03:30:00	ES	Futures	2313.49	2313.76	2309.95	2310.49	4534.0
2016-09-14 03:35:00	ES	Futures	2310.49	2310.77	2309.68	2310.49	2570.0
2016-09-14 03:40:00	ES	Futures	2310.49	2311.31	2309.13	2309.95	2741.0
2016-09-14 03:45:00	ES	Futures	2309.95	2310.22	2308.59	2309.41	3297.0
2016-09-14 03:50:00	ES	Futures	2309.41	2310.49	2309.13	2309.95	1869.0
2016-09-14 03:55:00	ES	Futures	2309.95	2311.04	2309.95	2311.04	2204.0
2016-09-14 04:00:00	ES	Futures	2310.77	2311.58	2310.49	2311.04	2025.0
2016-09-14 04:05:00	ES	Futures	2310.77	2311.31	2310.49	2311.04	1506.0

> showing 50 of 14,410 rows — these rows as CSV

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