PREVIEW / futures_5min / 2016-09-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-23.parquet
  size:    196 KB
  rows:    12,416

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
2016-09-23 00:00:00	ES	Futures	2359.2	2359.47	2358.92	2359.47	247.0
2016-09-23 00:05:00	ES	Futures	2359.2	2359.47	2358.92	2359.2	178.0
2016-09-23 00:10:00	ES	Futures	2359.47	2359.47	2358.92	2358.92	127.0
2016-09-23 00:15:00	ES	Futures	2359.47	2359.47	2359.2	2359.47	308.0
2016-09-23 00:20:00	ES	Futures	2359.47	2359.47	2359.2	2359.2	34.0
2016-09-23 00:25:00	ES	Futures	2359.47	2359.47	2359.2	2359.2	103.0
2016-09-23 00:30:00	ES	Futures	2359.2	2359.47	2359.2	2359.47	49.0
2016-09-23 00:35:00	ES	Futures	2359.47	2359.47	2359.2	2359.2	55.0
2016-09-23 00:40:00	ES	Futures	2359.47	2359.47	2358.92	2359.47	126.0
2016-09-23 00:45:00	ES	Futures	2359.47	2359.47	2359.2	2359.2	83.0
2016-09-23 00:50:00	ES	Futures	2359.2	2359.47	2358.92	2359.2	270.0
2016-09-23 00:55:00	ES	Futures	2359.2	2359.2	2358.92	2359.2	119.0
2016-09-23 01:00:00	ES	Futures	2359.2	2359.2	2358.92	2358.92	155.0
2016-09-23 01:05:00	ES	Futures	2359.2	2359.47	2358.92	2359.2	164.0
2016-09-23 01:10:00	ES	Futures	2359.2	2359.2	2358.92	2359.2	114.0
2016-09-23 01:15:00	ES	Futures	2359.2	2359.47	2359.2	2359.2	83.0
2016-09-23 01:20:00	ES	Futures	2359.47	2359.47	2358.92	2358.92	355.0
2016-09-23 01:25:00	ES	Futures	2359.2	2359.2	2358.92	2358.92	138.0
2016-09-23 01:30:00	ES	Futures	2359.2	2359.2	2358.65	2358.92	228.0
2016-09-23 01:35:00	ES	Futures	2358.65	2358.92	2358.65	2358.65	227.0
2016-09-23 01:40:00	ES	Futures	2358.92	2358.92	2358.65	2358.92	212.0
2016-09-23 01:45:00	ES	Futures	2358.92	2359.2	2358.65	2358.92	54.0
2016-09-23 01:50:00	ES	Futures	2358.92	2359.2	2358.65	2358.92	194.0
2016-09-23 01:55:00	ES	Futures	2358.92	2359.47	2358.92	2359.2	523.0
2016-09-23 02:00:00	ES	Futures	2358.92	2359.2	2358.65	2358.65	836.0
2016-09-23 02:05:00	ES	Futures	2358.65	2358.92	2358.11	2358.65	383.0
2016-09-23 02:10:00	ES	Futures	2358.65	2358.65	2358.38	2358.65	312.0
2016-09-23 02:15:00	ES	Futures	2358.65	2358.92	2358.38	2358.38	485.0
2016-09-23 02:20:00	ES	Futures	2358.65	2358.65	2358.11	2358.38	354.0
2016-09-23 02:25:00	ES	Futures	2358.38	2358.65	2358.38	2358.38	180.0
2016-09-23 02:30:00	ES	Futures	2358.38	2358.65	2358.38	2358.65	53.0
2016-09-23 02:35:00	ES	Futures	2358.65	2359.2	2358.38	2359.2	448.0
2016-09-23 02:40:00	ES	Futures	2358.92	2359.47	2358.92	2359.2	472.0
2016-09-23 02:45:00	ES	Futures	2359.2	2359.47	2358.65	2358.92	695.0
2016-09-23 02:50:00	ES	Futures	2359.2	2359.47	2358.92	2359.2	460.0
2016-09-23 02:55:00	ES	Futures	2359.47	2359.47	2358.92	2358.92	425.0
2016-09-23 03:00:00	ES	Futures	2359.2	2360.01	2358.65	2358.92	2218.0
2016-09-23 03:05:00	ES	Futures	2359.2	2361.1	2358.92	2361.1	3290.0
2016-09-23 03:10:00	ES	Futures	2360.83	2361.1	2360.01	2360.29	1540.0
2016-09-23 03:15:00	ES	Futures	2360.29	2360.56	2358.92	2359.2	1434.0
2016-09-23 03:20:00	ES	Futures	2359.2	2359.47	2357.56	2358.11	3001.0
2016-09-23 03:25:00	ES	Futures	2358.11	2358.11	2357.02	2357.29	1862.0
2016-09-23 03:30:00	ES	Futures	2357.29	2357.56	2356.48	2356.48	2338.0
2016-09-23 03:35:00	ES	Futures	2356.48	2357.84	2356.48	2356.75	1643.0
2016-09-23 03:40:00	ES	Futures	2356.75	2356.75	2355.66	2355.66	2306.0
2016-09-23 03:45:00	ES	Futures	2355.93	2356.2	2355.39	2355.66	1355.0
2016-09-23 03:50:00	ES	Futures	2355.66	2357.29	2355.39	2357.29	1329.0
2016-09-23 03:55:00	ES	Futures	2357.29	2357.29	2356.48	2357.02	1291.0
2016-09-23 04:00:00	ES	Futures	2356.75	2357.02	2356.48	2356.75	1111.0
2016-09-23 04:05:00	ES	Futures	2356.75	2357.29	2355.66	2356.2	1723.0

> showing 50 of 12,416 rows — these rows as CSV

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