PREVIEW / futures_5min / 2016-09-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-28.parquet
  size:    250 KB
  rows:    15,317

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
2016-09-28 00:00:00	ES	Futures	2337.97	2337.97	2337.43	2337.43	79.0
2016-09-28 00:05:00	ES	Futures	2337.7	2337.97	2337.43	2337.7	125.0
2016-09-28 00:10:00	ES	Futures	2337.97	2337.97	2337.7	2337.7	42.0
2016-09-28 00:15:00	ES	Futures	2337.97	2337.97	2337.7	2337.7	30.0
2016-09-28 00:20:00	ES	Futures	2337.97	2337.97	2337.7	2337.97	158.0
2016-09-28 00:25:00	ES	Futures	2337.97	2338.25	2337.97	2338.25	290.0
2016-09-28 00:30:00	ES	Futures	2337.97	2338.52	2337.97	2338.52	120.0
2016-09-28 00:35:00	ES	Futures	2338.52	2338.79	2338.52	2338.79	87.0
2016-09-28 00:40:00	ES	Futures	2338.52	2339.61	2338.52	2339.06	681.0
2016-09-28 00:45:00	ES	Futures	2339.06	2339.34	2339.06	2339.34	144.0
2016-09-28 00:50:00	ES	Futures	2339.34	2339.88	2339.34	2339.61	309.0
2016-09-28 00:55:00	ES	Futures	2339.61	2339.61	2339.34	2339.61	84.0
2016-09-28 01:00:00	ES	Futures	2339.61	2339.61	2339.34	2339.34	57.0
2016-09-28 01:05:00	ES	Futures	2339.34	2339.34	2338.79	2339.06	178.0
2016-09-28 01:10:00	ES	Futures	2339.06	2339.34	2339.06	2339.34	94.0
2016-09-28 01:15:00	ES	Futures	2339.34	2339.34	2338.79	2339.06	234.0
2016-09-28 01:20:00	ES	Futures	2339.06	2339.06	2338.79	2339.06	55.0
2016-09-28 01:25:00	ES	Futures	2338.79	2339.06	2338.79	2339.06	121.0
2016-09-28 01:30:00	ES	Futures	2339.06	2339.34	2339.06	2339.34	258.0
2016-09-28 01:35:00	ES	Futures	2339.61	2340.15	2339.61	2339.88	900.0
2016-09-28 01:40:00	ES	Futures	2339.88	2340.42	2339.88	2339.88	158.0
2016-09-28 01:45:00	ES	Futures	2340.15	2340.97	2340.15	2340.7	758.0
2016-09-28 01:50:00	ES	Futures	2340.7	2340.7	2340.15	2340.42	315.0
2016-09-28 01:55:00	ES	Futures	2340.42	2340.97	2340.42	2340.7	225.0
2016-09-28 02:00:00	ES	Futures	2340.97	2340.97	2340.15	2340.42	914.0
2016-09-28 02:05:00	ES	Futures	2340.7	2340.7	2340.15	2340.7	563.0
2016-09-28 02:10:00	ES	Futures	2340.7	2340.97	2339.88	2340.15	1143.0
2016-09-28 02:15:00	ES	Futures	2339.88	2340.42	2339.61	2339.88	731.0
2016-09-28 02:20:00	ES	Futures	2339.61	2340.42	2339.61	2339.88	406.0
2016-09-28 02:25:00	ES	Futures	2339.88	2340.15	2339.88	2339.88	448.0
2016-09-28 02:30:00	ES	Futures	2340.15	2340.7	2340.15	2340.7	585.0
2016-09-28 02:35:00	ES	Futures	2340.7	2341.78	2340.7	2340.97	887.0
2016-09-28 02:40:00	ES	Futures	2341.24	2341.51	2340.7	2341.51	287.0
2016-09-28 02:45:00	ES	Futures	2341.51	2341.78	2340.97	2341.51	491.0
2016-09-28 02:50:00	ES	Futures	2341.51	2342.06	2341.51	2342.06	543.0
2016-09-28 02:55:00	ES	Futures	2341.78	2342.33	2341.78	2342.33	601.0
2016-09-28 03:00:00	ES	Futures	2342.06	2345.87	2341.78	2345.32	8606.0
2016-09-28 03:05:00	ES	Futures	2345.05	2346.68	2344.23	2345.59	4801.0
2016-09-28 03:10:00	ES	Futures	2345.59	2346.68	2344.78	2345.87	3139.0
2016-09-28 03:15:00	ES	Futures	2346.14	2346.41	2345.32	2345.59	2579.0
2016-09-28 03:20:00	ES	Futures	2345.59	2347.23	2345.59	2346.95	3261.0
2016-09-28 03:25:00	ES	Futures	2346.95	2347.5	2346.41	2346.68	3545.0
2016-09-28 03:30:00	ES	Futures	2346.68	2347.23	2346.14	2346.95	1919.0
2016-09-28 03:35:00	ES	Futures	2346.95	2347.23	2346.14	2347.23	1572.0
2016-09-28 03:40:00	ES	Futures	2346.95	2347.5	2346.41	2346.68	1124.0
2016-09-28 03:45:00	ES	Futures	2346.68	2346.68	2345.87	2346.14	2096.0
2016-09-28 03:50:00	ES	Futures	2346.41	2346.68	2345.59	2345.59	1287.0
2016-09-28 03:55:00	ES	Futures	2345.87	2347.23	2345.05	2346.41	2199.0
2016-09-28 04:00:00	ES	Futures	2346.68	2348.31	2346.41	2347.77	3739.0
2016-09-28 04:05:00	ES	Futures	2347.5	2348.59	2347.5	2347.77	2381.0

> showing 50 of 15,317 rows — these rows as CSV

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