PREVIEW / futures_5min / 2016-09-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-15.parquet
  size:    239 KB
  rows:    14,549

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
2016-09-15 00:00:00	ES	Futures	2298.8	2300.16	2298.52	2299.61	1204.0
2016-09-15 00:05:00	ES	Futures	2299.88	2300.43	2299.07	2299.61	1383.0
2016-09-15 00:10:00	ES	Futures	2299.61	2299.61	2298.52	2299.34	1259.0
2016-09-15 00:15:00	ES	Futures	2299.61	2300.16	2299.34	2299.88	456.0
2016-09-15 00:20:00	ES	Futures	2299.88	2301.52	2299.88	2301.24	1170.0
2016-09-15 00:25:00	ES	Futures	2301.24	2301.52	2300.97	2300.97	350.0
2016-09-15 00:30:00	ES	Futures	2300.97	2300.97	2300.16	2300.97	393.0
2016-09-15 00:35:00	ES	Futures	2300.97	2300.97	2300.7	2300.97	201.0
2016-09-15 00:40:00	ES	Futures	2300.97	2301.24	2300.43	2300.97	206.0
2016-09-15 00:45:00	ES	Futures	2300.97	2301.52	2300.7	2300.7	372.0
2016-09-15 00:50:00	ES	Futures	2300.7	2300.7	2299.88	2299.88	194.0
2016-09-15 00:55:00	ES	Futures	2299.61	2300.43	2299.61	2300.16	420.0
2016-09-15 01:00:00	ES	Futures	2300.16	2300.16	2299.61	2300.16	297.0
2016-09-15 01:05:00	ES	Futures	2300.16	2301.24	2300.16	2300.7	446.0
2016-09-15 01:10:00	ES	Futures	2300.7	2301.24	2300.43	2300.97	128.0
2016-09-15 01:15:00	ES	Futures	2300.7	2300.97	2300.7	2300.7	98.0
2016-09-15 01:20:00	ES	Futures	2300.7	2300.97	2300.16	2300.43	416.0
2016-09-15 01:25:00	ES	Futures	2300.43	2300.43	2299.88	2300.16	166.0
2016-09-15 01:30:00	ES	Futures	2300.16	2300.7	2300.16	2300.7	88.0
2016-09-15 01:35:00	ES	Futures	2300.7	2301.24	2300.7	2301.24	254.0
2016-09-15 01:40:00	ES	Futures	2300.97	2302.06	2300.97	2301.79	442.0
2016-09-15 01:45:00	ES	Futures	2301.79	2302.6	2301.79	2301.79	445.0
2016-09-15 01:50:00	ES	Futures	2301.79	2301.79	2300.97	2300.97	250.0
2016-09-15 01:55:00	ES	Futures	2300.97	2301.52	2300.97	2301.24	448.0
2016-09-15 02:00:00	ES	Futures	2301.52	2302.33	2301.52	2302.06	931.0
2016-09-15 02:05:00	ES	Futures	2302.06	2303.15	2301.79	2302.88	780.0
2016-09-15 02:10:00	ES	Futures	2302.88	2303.42	2302.6	2302.6	738.0
2016-09-15 02:15:00	ES	Futures	2302.33	2302.6	2301.79	2302.06	434.0
2016-09-15 02:20:00	ES	Futures	2302.33	2302.6	2302.06	2302.33	298.0
2016-09-15 02:25:00	ES	Futures	2302.33	2303.15	2302.33	2302.88	453.0
2016-09-15 02:30:00	ES	Futures	2302.88	2302.88	2301.24	2302.06	719.0
2016-09-15 02:35:00	ES	Futures	2301.79	2302.06	2301.52	2301.52	632.0
2016-09-15 02:40:00	ES	Futures	2301.24	2301.24	2300.7	2300.7	396.0
2016-09-15 02:45:00	ES	Futures	2300.7	2300.7	2299.61	2299.61	1475.0
2016-09-15 02:50:00	ES	Futures	2299.61	2300.43	2299.07	2300.16	1242.0
2016-09-15 02:55:00	ES	Futures	2300.43	2300.7	2299.88	2300.7	335.0
2016-09-15 03:00:00	ES	Futures	2300.43	2300.7	2298.25	2300.43	4670.0
2016-09-15 03:05:00	ES	Futures	2300.43	2302.88	2300.43	2301.52	4147.0
2016-09-15 03:10:00	ES	Futures	2301.52	2304.24	2301.24	2303.96	3783.0
2016-09-15 03:15:00	ES	Futures	2303.96	2304.51	2302.88	2303.96	2584.0
2016-09-15 03:20:00	ES	Futures	2303.96	2304.78	2303.42	2304.51	2128.0
2016-09-15 03:25:00	ES	Futures	2304.78	2304.78	2302.33	2302.88	2737.0
2016-09-15 03:30:00	ES	Futures	2302.88	2302.88	2301.24	2302.06	1829.0
2016-09-15 03:35:00	ES	Futures	2301.79	2302.6	2300.7	2302.33	1876.0
2016-09-15 03:40:00	ES	Futures	2302.33	2304.51	2301.79	2301.79	3097.0
2016-09-15 03:45:00	ES	Futures	2302.06	2302.88	2301.52	2302.33	1828.0
2016-09-15 03:50:00	ES	Futures	2302.33	2302.6	2300.97	2301.24	1241.0
2016-09-15 03:55:00	ES	Futures	2301.24	2302.33	2300.7	2301.79	1957.0
2016-09-15 04:00:00	ES	Futures	2301.79	2303.69	2301.24	2303.69	2165.0
2016-09-15 04:05:00	ES	Futures	2303.69	2304.51	2303.15	2304.51	2641.0

> showing 50 of 14,549 rows — these rows as CSV

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