PREVIEW / futures_5min / 2016-09-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-27.parquet
  size:    250 KB
  rows:    15,024

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
2016-09-27 00:00:00	ES	Futures	2343.14	2343.69	2342.87	2343.14	555.0
2016-09-27 00:05:00	ES	Futures	2343.42	2343.69	2343.14	2343.42	339.0
2016-09-27 00:10:00	ES	Futures	2343.42	2343.96	2343.14	2343.42	599.0
2016-09-27 00:15:00	ES	Futures	2343.69	2343.96	2343.42	2343.96	354.0
2016-09-27 00:20:00	ES	Futures	2343.96	2343.96	2343.42	2343.42	487.0
2016-09-27 00:25:00	ES	Futures	2343.42	2343.69	2343.14	2343.69	304.0
2016-09-27 00:30:00	ES	Futures	2343.42	2343.69	2343.14	2343.14	173.0
2016-09-27 00:35:00	ES	Futures	2343.14	2343.42	2342.33	2342.33	843.0
2016-09-27 00:40:00	ES	Futures	2342.6	2342.87	2342.06	2342.33	653.0
2016-09-27 00:45:00	ES	Futures	2342.33	2342.87	2342.33	2342.6	313.0
2016-09-27 00:50:00	ES	Futures	2342.6	2343.14	2342.33	2342.6	318.0
2016-09-27 00:55:00	ES	Futures	2342.33	2342.6	2342.33	2342.33	295.0
2016-09-27 01:00:00	ES	Futures	2342.6	2343.14	2342.6	2342.87	483.0
2016-09-27 01:05:00	ES	Futures	2342.87	2343.96	2342.87	2343.69	982.0
2016-09-27 01:10:00	ES	Futures	2343.69	2343.96	2343.14	2343.14	239.0
2016-09-27 01:15:00	ES	Futures	2343.14	2343.42	2342.6	2342.87	379.0
2016-09-27 01:20:00	ES	Futures	2342.87	2343.42	2342.33	2342.87	770.0
2016-09-27 01:25:00	ES	Futures	2342.87	2343.14	2342.33	2342.6	896.0
2016-09-27 01:30:00	ES	Futures	2342.6	2342.87	2341.78	2342.33	644.0
2016-09-27 01:35:00	ES	Futures	2342.33	2342.33	2341.51	2341.51	1003.0
2016-09-27 01:40:00	ES	Futures	2341.78	2342.06	2341.51	2341.51	428.0
2016-09-27 01:45:00	ES	Futures	2341.78	2342.06	2341.51	2341.78	313.0
2016-09-27 01:50:00	ES	Futures	2341.78	2342.06	2341.51	2341.78	451.0
2016-09-27 01:55:00	ES	Futures	2341.78	2342.06	2341.51	2342.06	317.0
2016-09-27 02:00:00	ES	Futures	2342.06	2342.6	2341.51	2341.78	1526.0
2016-09-27 02:05:00	ES	Futures	2341.78	2342.33	2341.51	2341.51	941.0
2016-09-27 02:10:00	ES	Futures	2341.51	2342.33	2341.51	2342.06	599.0
2016-09-27 02:15:00	ES	Futures	2342.06	2342.87	2341.51	2341.78	1464.0
2016-09-27 02:20:00	ES	Futures	2341.78	2342.87	2341.51	2342.06	832.0
2016-09-27 02:25:00	ES	Futures	2342.33	2342.87	2342.06	2342.06	575.0
2016-09-27 02:30:00	ES	Futures	2342.33	2342.87	2342.33	2342.6	301.0
2016-09-27 02:35:00	ES	Futures	2342.6	2343.14	2342.6	2342.87	604.0
2016-09-27 02:40:00	ES	Futures	2342.87	2343.42	2342.6	2342.87	826.0
2016-09-27 02:45:00	ES	Futures	2342.87	2343.14	2342.33	2342.6	352.0
2016-09-27 02:50:00	ES	Futures	2342.87	2342.87	2342.33	2342.6	507.0
2016-09-27 02:55:00	ES	Futures	2342.87	2343.14	2342.6	2342.87	744.0
2016-09-27 03:00:00	ES	Futures	2342.87	2343.14	2341.51	2342.33	3136.0
2016-09-27 03:05:00	ES	Futures	2342.33	2342.87	2340.97	2342.87	3717.0
2016-09-27 03:10:00	ES	Futures	2342.87	2344.23	2342.33	2342.87	3736.0
2016-09-27 03:15:00	ES	Futures	2342.6	2342.87	2342.06	2342.6	2297.0
2016-09-27 03:20:00	ES	Futures	2342.33	2343.14	2341.51	2341.51	3050.0
2016-09-27 03:25:00	ES	Futures	2341.51	2342.06	2339.88	2340.15	3184.0
2016-09-27 03:30:00	ES	Futures	2340.15	2341.24	2340.15	2340.97	2328.0
2016-09-27 03:35:00	ES	Futures	2340.97	2341.51	2339.34	2339.61	2180.0
2016-09-27 03:40:00	ES	Futures	2339.88	2340.15	2338.79	2339.06	3424.0
2016-09-27 03:45:00	ES	Futures	2339.06	2339.88	2338.25	2339.61	3029.0
2016-09-27 03:50:00	ES	Futures	2339.61	2339.88	2338.79	2338.79	1159.0
2016-09-27 03:55:00	ES	Futures	2339.06	2339.06	2337.7	2338.25	2119.0
2016-09-27 04:00:00	ES	Futures	2338.52	2339.06	2338.25	2338.52	1213.0
2016-09-27 04:05:00	ES	Futures	2338.79	2339.34	2338.52	2338.79	906.0

> showing 50 of 15,024 rows — these rows as CSV

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