PREVIEW / futures_5min / 2016-09-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-16.parquet
  size:    213 KB
  rows:    12,487

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
2016-09-16 00:00:00	ES	Futures	2323.28	2323.28	2323.01	2323.28	267.0
2016-09-16 00:05:00	ES	Futures	2323.28	2323.55	2323.01	2323.28	510.0
2016-09-16 00:10:00	ES	Futures	2323.28	2323.55	2322.19	2322.74	752.0
2016-09-16 00:15:00	ES	Futures	2322.74	2323.01	2322.47	2322.74	98.0
2016-09-16 00:20:00	ES	Futures	2322.74	2323.01	2322.47	2323.01	45.0
2016-09-16 00:25:00	ES	Futures	2322.74	2323.01	2322.74	2322.74	74.0
2016-09-16 00:30:00	ES	Futures	2322.74	2323.28	2322.47	2323.28	293.0
2016-09-16 00:35:00	ES	Futures	2323.28	2323.28	2323.01	2323.28	57.0
2016-09-16 00:40:00	ES	Futures	2323.28	2323.55	2323.01	2323.28	135.0
2016-09-16 00:45:00	ES	Futures	2323.28	2323.55	2323.01	2323.01	91.0
2016-09-16 00:50:00	ES	Futures	2323.28	2323.28	2323.01	2323.01	33.0
2016-09-16 00:55:00	ES	Futures	2323.01	2323.28	2323.01	2323.28	18.0
2016-09-16 01:00:00	ES	Futures	2323.28	2323.55	2323.28	2323.55	101.0
2016-09-16 01:05:00	ES	Futures	2323.55	2323.55	2323.28	2323.55	67.0
2016-09-16 01:10:00	ES	Futures	2323.28	2323.55	2323.28	2323.55	78.0
2016-09-16 01:15:00	ES	Futures	2323.55	2323.55	2323.28	2323.28	21.0
2016-09-16 01:20:00	ES	Futures	2323.28	2323.55	2323.01	2323.01	106.0
2016-09-16 01:25:00	ES	Futures	2323.28	2323.83	2323.01	2323.83	387.0
2016-09-16 01:30:00	ES	Futures	2323.83	2323.83	2323.28	2323.83	282.0
2016-09-16 01:35:00	ES	Futures	2323.83	2323.83	2323.55	2323.55	32.0
2016-09-16 01:40:00	ES	Futures	2323.55	2324.1	2323.55	2323.83	464.0
2016-09-16 01:45:00	ES	Futures	2323.55	2323.83	2323.28	2323.55	171.0
2016-09-16 01:50:00	ES	Futures	2323.55	2323.83	2323.28	2323.55	157.0
2016-09-16 01:55:00	ES	Futures	2323.83	2324.1	2323.55	2323.83	460.0
2016-09-16 02:00:00	ES	Futures	2323.55	2323.83	2323.28	2323.55	903.0
2016-09-16 02:05:00	ES	Futures	2323.55	2323.55	2322.74	2323.01	412.0
2016-09-16 02:10:00	ES	Futures	2323.01	2323.55	2322.74	2323.01	624.0
2016-09-16 02:15:00	ES	Futures	2323.28	2323.28	2322.47	2322.74	530.0
2016-09-16 02:20:00	ES	Futures	2322.74	2323.01	2322.47	2323.01	1348.0
2016-09-16 02:25:00	ES	Futures	2322.74	2323.28	2322.47	2323.28	604.0
2016-09-16 02:30:00	ES	Futures	2323.28	2323.55	2323.01	2323.28	378.0
2016-09-16 02:35:00	ES	Futures	2323.28	2323.55	2323.01	2323.55	302.0
2016-09-16 02:40:00	ES	Futures	2323.28	2324.37	2323.01	2323.83	1027.0
2016-09-16 02:45:00	ES	Futures	2323.83	2323.83	2323.55	2323.55	271.0
2016-09-16 02:50:00	ES	Futures	2323.83	2324.37	2323.55	2323.55	607.0
2016-09-16 02:55:00	ES	Futures	2323.55	2323.83	2322.47	2322.47	1098.0
2016-09-16 03:00:00	ES	Futures	2322.19	2323.28	2321.65	2321.92	3424.0
2016-09-16 03:05:00	ES	Futures	2321.92	2323.01	2320.83	2322.74	2581.0
2016-09-16 03:10:00	ES	Futures	2323.01	2323.55	2322.19	2322.74	2102.0
2016-09-16 03:15:00	ES	Futures	2322.74	2324.92	2321.92	2324.37	3231.0
2016-09-16 03:20:00	ES	Futures	2324.37	2324.64	2323.55	2323.55	2998.0
2016-09-16 03:25:00	ES	Futures	2323.55	2324.37	2323.01	2323.83	2431.0
2016-09-16 03:30:00	ES	Futures	2323.83	2324.1	2322.74	2323.55	2200.0
2016-09-16 03:35:00	ES	Futures	2323.55	2323.55	2322.19	2322.74	2681.0
2016-09-16 03:40:00	ES	Futures	2322.74	2324.1	2322.74	2323.28	2627.0
2016-09-16 03:45:00	ES	Futures	2323.28	2323.55	2322.19	2323.28	1624.0
2016-09-16 03:50:00	ES	Futures	2323.28	2323.55	2322.47	2322.74	931.0
2016-09-16 03:55:00	ES	Futures	2322.74	2323.01	2321.92	2322.19	2811.0
2016-09-16 04:00:00	ES	Futures	2322.47	2322.47	2321.38	2322.19	2262.0
2016-09-16 04:05:00	ES	Futures	2322.47	2322.47	2321.11	2322.19	2089.0

> showing 50 of 12,487 rows — these rows as CSV

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