PREVIEW / futures_5min / 2016-09-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-20.parquet
  size:    223 KB
  rows:    14,945

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
2016-09-20 00:00:00	ES	Futures	2324.92	2325.46	2324.64	2324.92	185.0
2016-09-20 00:05:00	ES	Futures	2325.19	2325.19	2324.64	2324.92	238.0
2016-09-20 00:10:00	ES	Futures	2324.64	2324.64	2324.37	2324.37	100.0
2016-09-20 00:15:00	ES	Futures	2324.37	2324.64	2324.37	2324.64	77.0
2016-09-20 00:20:00	ES	Futures	2324.64	2324.92	2324.37	2324.37	247.0
2016-09-20 00:25:00	ES	Futures	2324.37	2324.92	2324.37	2324.37	124.0
2016-09-20 00:30:00	ES	Futures	2324.37	2324.92	2324.37	2324.37	111.0
2016-09-20 00:35:00	ES	Futures	2324.37	2324.64	2324.1	2324.37	106.0
2016-09-20 00:40:00	ES	Futures	2324.37	2324.92	2324.37	2324.64	152.0
2016-09-20 00:45:00	ES	Futures	2324.64	2324.92	2324.37	2324.37	173.0
2016-09-20 00:50:00	ES	Futures	2324.1	2325.19	2324.1	2324.92	366.0
2016-09-20 00:55:00	ES	Futures	2325.19	2325.46	2324.92	2324.92	150.0
2016-09-20 01:00:00	ES	Futures	2325.19	2325.46	2324.92	2325.19	260.0
2016-09-20 01:05:00	ES	Futures	2325.19	2325.46	2324.64	2324.92	378.0
2016-09-20 01:10:00	ES	Futures	2324.92	2325.19	2324.64	2324.64	134.0
2016-09-20 01:15:00	ES	Futures	2324.64	2324.92	2324.64	2324.64	169.0
2016-09-20 01:20:00	ES	Futures	2324.64	2324.92	2324.37	2324.37	81.0
2016-09-20 01:25:00	ES	Futures	2324.37	2324.92	2324.37	2324.64	88.0
2016-09-20 01:30:00	ES	Futures	2324.64	2324.92	2324.37	2324.37	298.0
2016-09-20 01:35:00	ES	Futures	2324.37	2324.64	2324.37	2324.37	114.0
2016-09-20 01:40:00	ES	Futures	2324.37	2325.19	2324.37	2325.19	400.0
2016-09-20 01:45:00	ES	Futures	2325.19	2325.46	2324.92	2325.19	275.0
2016-09-20 01:50:00	ES	Futures	2324.92	2325.19	2324.64	2324.92	179.0
2016-09-20 01:55:00	ES	Futures	2325.19	2326.0	2324.92	2325.73	789.0
2016-09-20 02:00:00	ES	Futures	2325.73	2326.82	2325.46	2326.28	1354.0
2016-09-20 02:05:00	ES	Futures	2326.0	2326.55	2326.0	2326.28	444.0
2016-09-20 02:10:00	ES	Futures	2326.55	2326.55	2326.0	2326.28	292.0
2016-09-20 02:15:00	ES	Futures	2326.28	2326.55	2325.73	2326.0	313.0
2016-09-20 02:20:00	ES	Futures	2325.73	2326.0	2325.19	2325.73	337.0
2016-09-20 02:25:00	ES	Futures	2325.73	2326.28	2325.46	2326.0	289.0
2016-09-20 02:30:00	ES	Futures	2326.28	2326.28	2325.46	2326.0	436.0
2016-09-20 02:35:00	ES	Futures	2326.0	2326.0	2325.73	2326.0	115.0
2016-09-20 02:40:00	ES	Futures	2326.0	2326.82	2325.73	2326.55	764.0
2016-09-20 02:45:00	ES	Futures	2326.55	2326.55	2325.73	2325.73	148.0
2016-09-20 02:50:00	ES	Futures	2325.73	2326.0	2325.73	2326.0	113.0
2016-09-20 02:55:00	ES	Futures	2325.73	2326.55	2325.73	2326.0	489.0
2016-09-20 03:00:00	ES	Futures	2326.0	2327.09	2324.92	2326.28	3088.0
2016-09-20 03:05:00	ES	Futures	2326.28	2327.91	2326.28	2326.55	3221.0
2016-09-20 03:10:00	ES	Futures	2326.82	2327.64	2326.0	2326.28	1774.0
2016-09-20 03:15:00	ES	Futures	2326.55	2327.09	2326.0	2326.0	1452.0
2016-09-20 03:20:00	ES	Futures	2326.0	2326.0	2324.37	2325.19	2340.0
2016-09-20 03:25:00	ES	Futures	2324.92	2326.55	2324.92	2325.73	1534.0
2016-09-20 03:30:00	ES	Futures	2325.73	2327.09	2325.19	2326.55	1946.0
2016-09-20 03:35:00	ES	Futures	2326.55	2326.82	2325.19	2325.73	1894.0
2016-09-20 03:40:00	ES	Futures	2326.0	2327.64	2325.73	2327.36	2922.0
2016-09-20 03:45:00	ES	Futures	2327.36	2328.18	2326.82	2327.36	3301.0
2016-09-20 03:50:00	ES	Futures	2327.09	2327.91	2326.82	2327.36	1072.0
2016-09-20 03:55:00	ES	Futures	2327.09	2327.64	2326.82	2327.36	1231.0
2016-09-20 04:00:00	ES	Futures	2327.64	2327.91	2326.55	2327.91	1838.0
2016-09-20 04:05:00	ES	Futures	2327.64	2327.64	2326.55	2327.36	1095.0

> showing 50 of 14,945 rows — these rows as CSV

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