PREVIEW / futures_5min / 2016-09-22

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-22.parquet
  size:    248 KB
  rows:    15,094

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
2016-09-22 00:00:00	ES	Futures	2346.14	2346.14	2345.87	2345.87	151.0
2016-09-22 00:05:00	ES	Futures	2345.87	2346.14	2345.87	2346.14	119.0
2016-09-22 00:10:00	ES	Futures	2346.14	2346.14	2345.59	2345.59	97.0
2016-09-22 00:15:00	ES	Futures	2345.87	2346.14	2345.59	2346.14	220.0
2016-09-22 00:20:00	ES	Futures	2345.87	2345.87	2345.59	2345.87	30.0
2016-09-22 00:25:00	ES	Futures	2345.87	2345.87	2345.59	2345.87	45.0
2016-09-22 00:30:00	ES	Futures	2345.87	2345.87	2345.59	2345.87	98.0
2016-09-22 00:35:00	ES	Futures	2345.59	2345.87	2345.59	2345.87	56.0
2016-09-22 00:40:00	ES	Futures	2345.87	2346.14	2345.87	2346.14	31.0
2016-09-22 00:45:00	ES	Futures	2346.14	2346.14	2345.87	2345.87	94.0
2016-09-22 00:50:00	ES	Futures	2345.87	2346.14	2345.59	2345.59	58.0
2016-09-22 00:55:00	ES	Futures	2345.59	2346.14	2345.59	2345.87	106.0
2016-09-22 01:00:00	ES	Futures	2345.87	2346.41	2345.59	2345.87	319.0
2016-09-22 01:05:00	ES	Futures	2345.87	2346.41	2345.87	2346.14	228.0
2016-09-22 01:10:00	ES	Futures	2345.87	2346.14	2345.59	2345.87	106.0
2016-09-22 01:15:00	ES	Futures	2345.59	2345.87	2345.59	2345.87	51.0
2016-09-22 01:20:00	ES	Futures	2345.87	2345.87	2345.59	2345.59	42.0
2016-09-22 01:25:00	ES	Futures	2345.59	2345.87	2345.32	2345.59	233.0
2016-09-22 01:30:00	ES	Futures	2345.59	2345.59	2344.78	2345.32	375.0
2016-09-22 01:35:00	ES	Futures	2345.05	2345.32	2344.78	2344.78	326.0
2016-09-22 01:40:00	ES	Futures	2345.05	2345.05	2344.5	2344.5	479.0
2016-09-22 01:45:00	ES	Futures	2344.78	2344.78	2344.23	2344.78	338.0
2016-09-22 01:50:00	ES	Futures	2344.5	2344.78	2344.5	2344.5	276.0
2016-09-22 01:55:00	ES	Futures	2344.78	2344.78	2344.23	2344.5	434.0
2016-09-22 02:00:00	ES	Futures	2344.23	2344.5	2342.87	2343.42	1913.0
2016-09-22 02:05:00	ES	Futures	2343.42	2343.96	2343.42	2343.69	583.0
2016-09-22 02:10:00	ES	Futures	2343.42	2344.23	2343.42	2343.69	333.0
2016-09-22 02:15:00	ES	Futures	2343.69	2343.96	2343.42	2343.42	751.0
2016-09-22 02:20:00	ES	Futures	2343.42	2343.96	2342.87	2343.42	926.0
2016-09-22 02:25:00	ES	Futures	2343.69	2343.96	2343.42	2343.69	366.0
2016-09-22 02:30:00	ES	Futures	2343.69	2343.96	2343.14	2343.69	727.0
2016-09-22 02:35:00	ES	Futures	2343.69	2344.5	2343.69	2344.23	460.0
2016-09-22 02:40:00	ES	Futures	2343.96	2344.5	2343.96	2344.23	586.0
2016-09-22 02:45:00	ES	Futures	2343.96	2344.5	2343.96	2344.23	256.0
2016-09-22 02:50:00	ES	Futures	2344.23	2344.5	2343.96	2344.23	624.0
2016-09-22 02:55:00	ES	Futures	2343.96	2345.59	2343.96	2345.59	2571.0
2016-09-22 03:00:00	ES	Futures	2345.32	2346.68	2345.32	2345.87	3683.0
2016-09-22 03:05:00	ES	Futures	2345.87	2346.68	2345.87	2345.87	2692.0
2016-09-22 03:10:00	ES	Futures	2345.87	2346.14	2345.05	2345.87	1861.0
2016-09-22 03:15:00	ES	Futures	2345.87	2346.68	2345.87	2346.14	3127.0
2016-09-22 03:20:00	ES	Futures	2346.41	2346.41	2345.05	2345.59	2027.0
2016-09-22 03:25:00	ES	Futures	2345.59	2346.68	2345.32	2346.41	1604.0
2016-09-22 03:30:00	ES	Futures	2346.41	2346.95	2345.87	2346.68	1580.0
2016-09-22 03:35:00	ES	Futures	2346.68	2346.95	2345.05	2345.87	2022.0
2016-09-22 03:40:00	ES	Futures	2345.59	2346.68	2345.59	2346.41	1057.0
2016-09-22 03:45:00	ES	Futures	2346.14	2346.68	2345.59	2346.41	1605.0
2016-09-22 03:50:00	ES	Futures	2346.14	2346.95	2345.87	2346.41	1043.0
2016-09-22 03:55:00	ES	Futures	2346.41	2346.95	2346.41	2346.68	958.0
2016-09-22 04:00:00	ES	Futures	2346.68	2347.77	2346.41	2347.5	2015.0
2016-09-22 04:05:00	ES	Futures	2347.77	2347.77	2346.14	2346.41	1183.0

> showing 50 of 15,094 rows — these rows as CSV

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