PREVIEW / futures_5min / 2016-09-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-19.parquet
  size:    216 KB
  rows:    14,652

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
2016-09-19 00:00:00	ES	Futures	2328.45	2328.45	2328.18	2328.45	76.0
2016-09-19 00:05:00	ES	Futures	2328.45	2328.45	2327.91	2328.18	145.0
2016-09-19 00:10:00	ES	Futures	2327.91	2328.18	2327.91	2327.91	47.0
2016-09-19 00:15:00	ES	Futures	2327.91	2328.18	2327.91	2328.18	104.0
2016-09-19 00:20:00	ES	Futures	2328.18	2328.45	2328.18	2328.18	59.0
2016-09-19 00:25:00	ES	Futures	2328.18	2328.45	2328.18	2328.18	62.0
2016-09-19 00:30:00	ES	Futures	2328.18	2328.45	2328.18	2328.18	121.0
2016-09-19 00:35:00	ES	Futures	2328.18	2328.45	2327.91	2328.18	127.0
2016-09-19 00:40:00	ES	Futures	2328.18	2328.18	2327.91	2327.91	28.0
2016-09-19 00:45:00	ES	Futures	2327.91	2328.18	2327.91	2327.91	147.0
2016-09-19 00:50:00	ES	Futures	2327.91	2328.18	2327.64	2327.91	87.0
2016-09-19 00:55:00	ES	Futures	2327.91	2328.18	2327.64	2327.91	132.0
2016-09-19 01:00:00	ES	Futures	2327.91	2328.45	2327.91	2328.45	168.0
2016-09-19 01:05:00	ES	Futures	2328.18	2328.45	2328.18	2328.45	187.0
2016-09-19 01:10:00	ES	Futures	2328.18	2328.72	2328.18	2328.72	284.0
2016-09-19 01:15:00	ES	Futures	2328.45	2329.0	2328.45	2328.72	405.0
2016-09-19 01:20:00	ES	Futures	2329.0	2329.0	2328.45	2328.72	517.0
2016-09-19 01:25:00	ES	Futures	2328.72	2328.72	2328.18	2328.72	248.0
2016-09-19 01:30:00	ES	Futures	2328.72	2329.0	2328.72	2328.72	239.0
2016-09-19 01:35:00	ES	Futures	2328.72	2329.0	2328.72	2328.72	114.0
2016-09-19 01:40:00	ES	Futures	2328.72	2329.0	2328.45	2328.72	350.0
2016-09-19 01:45:00	ES	Futures	2328.72	2329.0	2328.45	2328.72	123.0
2016-09-19 01:50:00	ES	Futures	2328.72	2329.0	2328.45	2328.45	360.0
2016-09-19 01:55:00	ES	Futures	2328.45	2328.72	2328.45	2328.45	98.0
2016-09-19 02:00:00	ES	Futures	2328.72	2330.9	2328.45	2330.63	2684.0
2016-09-19 02:05:00	ES	Futures	2330.63	2331.17	2330.36	2330.9	1771.0
2016-09-19 02:10:00	ES	Futures	2330.9	2331.17	2330.36	2330.9	663.0
2016-09-19 02:15:00	ES	Futures	2331.17	2331.17	2330.08	2330.36	711.0
2016-09-19 02:20:00	ES	Futures	2330.36	2330.63	2330.08	2330.08	489.0
2016-09-19 02:25:00	ES	Futures	2330.08	2330.36	2329.54	2329.81	350.0
2016-09-19 02:30:00	ES	Futures	2329.81	2330.08	2329.54	2330.08	601.0
2016-09-19 02:35:00	ES	Futures	2330.08	2330.36	2330.08	2330.08	320.0
2016-09-19 02:40:00	ES	Futures	2330.08	2330.63	2330.08	2330.36	484.0
2016-09-19 02:45:00	ES	Futures	2330.36	2330.63	2330.36	2330.63	144.0
2016-09-19 02:50:00	ES	Futures	2330.63	2330.9	2330.36	2330.36	622.0
2016-09-19 02:55:00	ES	Futures	2330.36	2330.63	2330.08	2330.08	302.0
2016-09-19 03:00:00	ES	Futures	2330.08	2331.17	2329.27	2329.54	4001.0
2016-09-19 03:05:00	ES	Futures	2329.54	2330.08	2328.72	2329.0	1961.0
2016-09-19 03:10:00	ES	Futures	2329.27	2330.08	2328.18	2329.81	2690.0
2016-09-19 03:15:00	ES	Futures	2329.81	2330.63	2329.0	2330.63	1780.0
2016-09-19 03:20:00	ES	Futures	2330.36	2330.9	2329.81	2330.9	1334.0
2016-09-19 03:25:00	ES	Futures	2330.9	2330.9	2329.81	2330.08	976.0
2016-09-19 03:30:00	ES	Futures	2330.08	2331.44	2330.08	2330.9	2673.0
2016-09-19 03:35:00	ES	Futures	2330.9	2331.72	2330.63	2330.9	2085.0
2016-09-19 03:40:00	ES	Futures	2330.9	2331.44	2330.63	2330.9	1778.0
2016-09-19 03:45:00	ES	Futures	2331.17	2333.35	2331.17	2332.26	4508.0
2016-09-19 03:50:00	ES	Futures	2332.53	2332.53	2331.17	2331.17	1575.0
2016-09-19 03:55:00	ES	Futures	2331.44	2331.44	2330.9	2330.9	1206.0
2016-09-19 04:00:00	ES	Futures	2330.9	2331.17	2329.81	2330.36	1333.0
2016-09-19 04:05:00	ES	Futures	2330.36	2330.36	2329.54	2330.08	1910.0

> showing 50 of 14,652 rows — these rows as CSV

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