PREVIEW / futures_5min / 2016-09-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-18.parquet
  size:    51 KB
  rows:    2,525

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
2016-09-18 18:00:00	ES	Futures	2320.56	2320.83	2319.75	2320.29	1905.0
2016-09-18 18:05:00	ES	Futures	2320.29	2321.38	2320.02	2320.83	499.0
2016-09-18 18:10:00	ES	Futures	2320.56	2321.65	2320.56	2321.11	473.0
2016-09-18 18:15:00	ES	Futures	2321.38	2321.92	2321.11	2321.92	224.0
2016-09-18 18:20:00	ES	Futures	2321.92	2322.47	2321.65	2321.92	407.0
2016-09-18 18:25:00	ES	Futures	2321.92	2321.92	2321.38	2321.65	121.0
2016-09-18 18:30:00	ES	Futures	2321.65	2321.92	2321.38	2321.65	120.0
2016-09-18 18:35:00	ES	Futures	2321.38	2321.65	2320.29	2320.29	313.0
2016-09-18 18:40:00	ES	Futures	2320.29	2320.83	2320.02	2320.56	439.0
2016-09-18 18:45:00	ES	Futures	2320.83	2321.11	2320.56	2320.56	145.0
2016-09-18 18:50:00	ES	Futures	2320.56	2320.83	2320.29	2320.29	129.0
2016-09-18 18:55:00	ES	Futures	2320.29	2320.56	2320.02	2320.29	241.0
2016-09-18 19:00:00	ES	Futures	2320.29	2320.56	2320.02	2320.56	326.0
2016-09-18 19:05:00	ES	Futures	2320.56	2320.56	2320.02	2320.02	111.0
2016-09-18 19:10:00	ES	Futures	2320.02	2320.56	2320.02	2320.29	111.0
2016-09-18 19:15:00	ES	Futures	2320.29	2320.83	2320.29	2320.83	138.0
2016-09-18 19:20:00	ES	Futures	2320.83	2321.11	2320.83	2321.11	119.0
2016-09-18 19:25:00	ES	Futures	2321.11	2321.11	2320.83	2321.11	72.0
2016-09-18 19:30:00	ES	Futures	2320.83	2329.0	2320.56	2328.72	5191.0
2016-09-18 19:35:00	ES	Futures	2328.45	2330.08	2327.36	2327.36	1652.0
2016-09-18 19:40:00	ES	Futures	2327.36	2328.18	2326.82	2326.82	803.0
2016-09-18 19:45:00	ES	Futures	2326.82	2327.36	2326.28	2326.82	527.0
2016-09-18 19:50:00	ES	Futures	2326.82	2327.09	2326.0	2326.55	518.0
2016-09-18 19:55:00	ES	Futures	2326.55	2327.09	2326.55	2326.82	272.0
2016-09-18 20:00:00	ES	Futures	2327.09	2327.64	2326.28	2326.82	779.0
2016-09-18 20:05:00	ES	Futures	2326.55	2327.91	2326.28	2327.91	819.0
2016-09-18 20:10:00	ES	Futures	2327.91	2327.91	2327.36	2327.36	248.0
2016-09-18 20:15:00	ES	Futures	2327.36	2327.91	2326.82	2326.82	218.0
2016-09-18 20:20:00	ES	Futures	2326.82	2327.36	2326.82	2327.36	187.0
2016-09-18 20:25:00	ES	Futures	2327.36	2327.36	2326.82	2327.09	100.0
2016-09-18 20:30:00	ES	Futures	2327.09	2327.09	2326.55	2326.55	145.0
2016-09-18 20:35:00	ES	Futures	2326.82	2327.64	2326.82	2326.82	522.0
2016-09-18 20:40:00	ES	Futures	2327.09	2327.36	2326.82	2327.09	105.0
2016-09-18 20:45:00	ES	Futures	2327.36	2327.36	2326.82	2327.36	152.0
2016-09-18 20:50:00	ES	Futures	2327.09	2327.36	2326.82	2326.82	93.0
2016-09-18 20:55:00	ES	Futures	2327.09	2327.09	2326.28	2326.55	526.0
2016-09-18 21:00:00	ES	Futures	2326.82	2326.82	2326.28	2326.55	253.0
2016-09-18 21:05:00	ES	Futures	2326.55	2326.82	2326.28	2326.55	149.0
2016-09-18 21:10:00	ES	Futures	2326.55	2326.82	2326.28	2326.55	147.0
2016-09-18 21:15:00	ES	Futures	2326.55	2327.36	2326.28	2327.09	537.0
2016-09-18 21:20:00	ES	Futures	2327.36	2327.36	2327.09	2327.36	561.0
2016-09-18 21:25:00	ES	Futures	2327.36	2327.36	2326.55	2327.36	610.0
2016-09-18 21:30:00	ES	Futures	2327.36	2327.36	2326.55	2327.36	381.0
2016-09-18 21:35:00	ES	Futures	2327.36	2328.18	2327.09	2328.18	797.0
2016-09-18 21:40:00	ES	Futures	2328.18	2328.18	2327.64	2327.64	409.0
2016-09-18 21:45:00	ES	Futures	2327.91	2328.18	2327.64	2328.18	300.0
2016-09-18 21:50:00	ES	Futures	2328.18	2328.18	2326.82	2327.09	665.0
2016-09-18 21:55:00	ES	Futures	2327.09	2327.36	2327.09	2327.09	130.0
2016-09-18 22:00:00	ES	Futures	2327.09	2327.36	2326.82	2327.09	195.0
2016-09-18 22:05:00	ES	Futures	2327.09	2327.09	2326.82	2327.09	97.0

> showing 50 of 2,525 rows — these rows as CSV

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