PREVIEW / futures_5min / 2016-09-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-21.parquet
  size:    259 KB
  rows:    15,372

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
2016-09-21 00:00:00	ES	Futures	2321.92	2323.28	2321.92	2323.28	531.0
2016-09-21 00:05:00	ES	Futures	2323.01	2323.28	2322.47	2322.74	317.0
2016-09-21 00:10:00	ES	Futures	2322.74	2323.28	2322.47	2322.74	277.0
2016-09-21 00:15:00	ES	Futures	2323.01	2324.1	2314.03	2316.48	9186.0
2016-09-21 00:20:00	ES	Futures	2316.75	2322.74	2316.48	2317.57	5983.0
2016-09-21 00:25:00	ES	Futures	2317.84	2325.19	2317.3	2321.38	6510.0
2016-09-21 00:30:00	ES	Futures	2321.65	2324.92	2321.65	2324.1	3311.0
2016-09-21 00:35:00	ES	Futures	2324.37	2325.73	2324.1	2325.19	2571.0
2016-09-21 00:40:00	ES	Futures	2324.92	2324.92	2321.92	2322.47	1596.0
2016-09-21 00:45:00	ES	Futures	2322.74	2325.46	2321.65	2324.64	2203.0
2016-09-21 00:50:00	ES	Futures	2324.92	2325.73	2324.1	2325.46	1460.0
2016-09-21 00:55:00	ES	Futures	2325.19	2327.09	2325.19	2326.82	1820.0
2016-09-21 01:00:00	ES	Futures	2326.55	2327.64	2326.28	2327.09	1392.0
2016-09-21 01:05:00	ES	Futures	2327.36	2329.0	2327.36	2328.72	2200.0
2016-09-21 01:10:00	ES	Futures	2328.72	2329.0	2327.09	2327.36	1530.0
2016-09-21 01:15:00	ES	Futures	2327.36	2328.45	2326.28	2327.64	1028.0
2016-09-21 01:20:00	ES	Futures	2327.91	2328.18	2327.09	2327.36	598.0
2016-09-21 01:25:00	ES	Futures	2327.64	2328.18	2327.09	2327.36	531.0
2016-09-21 01:30:00	ES	Futures	2327.64	2327.91	2325.19	2326.82	1629.0
2016-09-21 01:35:00	ES	Futures	2327.09	2327.36	2326.0	2327.36	840.0
2016-09-21 01:40:00	ES	Futures	2327.09	2327.64	2326.55	2327.36	394.0
2016-09-21 01:45:00	ES	Futures	2327.36	2327.64	2327.09	2327.36	295.0
2016-09-21 01:50:00	ES	Futures	2327.36	2327.64	2326.82	2327.09	254.0
2016-09-21 01:55:00	ES	Futures	2327.09	2327.91	2326.82	2327.09	469.0
2016-09-21 02:00:00	ES	Futures	2327.09	2330.63	2327.09	2329.54	3208.0
2016-09-21 02:05:00	ES	Futures	2329.81	2330.36	2329.54	2329.81	1326.0
2016-09-21 02:10:00	ES	Futures	2329.81	2331.17	2329.81	2330.63	1933.0
2016-09-21 02:15:00	ES	Futures	2330.9	2330.9	2329.81	2330.08	819.0
2016-09-21 02:20:00	ES	Futures	2330.08	2330.36	2329.0	2329.27	1402.0
2016-09-21 02:25:00	ES	Futures	2329.27	2329.54	2329.0	2329.27	751.0
2016-09-21 02:30:00	ES	Futures	2329.0	2329.27	2328.45	2328.45	839.0
2016-09-21 02:35:00	ES	Futures	2328.45	2329.0	2328.18	2328.72	363.0
2016-09-21 02:40:00	ES	Futures	2329.0	2329.27	2328.72	2329.0	402.0
2016-09-21 02:45:00	ES	Futures	2329.0	2329.0	2328.18	2329.0	817.0
2016-09-21 02:50:00	ES	Futures	2329.0	2329.54	2328.72	2328.72	1062.0
2016-09-21 02:55:00	ES	Futures	2328.72	2330.63	2328.72	2330.63	1288.0
2016-09-21 03:00:00	ES	Futures	2330.63	2331.99	2330.63	2331.99	4795.0
2016-09-21 03:05:00	ES	Futures	2331.99	2333.35	2331.44	2332.26	5069.0
2016-09-21 03:10:00	ES	Futures	2332.26	2332.81	2331.44	2332.53	1842.0
2016-09-21 03:15:00	ES	Futures	2332.53	2332.53	2331.17	2331.44	2268.0
2016-09-21 03:20:00	ES	Futures	2331.44	2331.44	2329.81	2330.63	2539.0
2016-09-21 03:25:00	ES	Futures	2330.63	2331.17	2330.08	2331.17	1544.0
2016-09-21 03:30:00	ES	Futures	2330.9	2332.26	2329.27	2330.08	3147.0
2016-09-21 03:35:00	ES	Futures	2329.81	2330.63	2328.72	2330.08	2762.0
2016-09-21 03:40:00	ES	Futures	2330.08	2330.08	2328.72	2329.54	2009.0
2016-09-21 03:45:00	ES	Futures	2329.54	2330.08	2329.54	2329.54	580.0
2016-09-21 03:50:00	ES	Futures	2329.81	2330.9	2329.81	2330.9	648.0
2016-09-21 03:55:00	ES	Futures	2330.9	2330.9	2329.81	2329.81	1241.0
2016-09-21 04:00:00	ES	Futures	2330.08	2330.08	2328.18	2328.45	2615.0
2016-09-21 04:05:00	ES	Futures	2328.45	2328.72	2326.82	2327.36	2554.0

> showing 50 of 15,372 rows — these rows as CSV

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