PREVIEW / futures_5min / 2016-09-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-29.parquet
  size:    257 KB
  rows:    15,428

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
2016-09-29 00:00:00	ES	Futures	2357.84	2358.11	2357.56	2357.84	311.0
2016-09-29 00:05:00	ES	Futures	2357.56	2358.11	2357.56	2357.84	134.0
2016-09-29 00:10:00	ES	Futures	2357.84	2358.11	2357.56	2357.84	68.0
2016-09-29 00:15:00	ES	Futures	2357.84	2357.84	2357.56	2357.84	54.0
2016-09-29 00:20:00	ES	Futures	2357.56	2357.84	2357.56	2357.56	122.0
2016-09-29 00:25:00	ES	Futures	2357.56	2357.84	2357.56	2357.56	127.0
2016-09-29 00:30:00	ES	Futures	2357.56	2357.84	2357.56	2357.56	50.0
2016-09-29 00:35:00	ES	Futures	2357.56	2357.84	2357.29	2357.29	398.0
2016-09-29 00:40:00	ES	Futures	2357.56	2357.56	2357.29	2357.29	231.0
2016-09-29 00:45:00	ES	Futures	2357.29	2357.29	2356.75	2356.75	236.0
2016-09-29 00:50:00	ES	Futures	2356.75	2357.29	2356.75	2357.29	91.0
2016-09-29 00:55:00	ES	Futures	2357.02	2357.02	2357.02	2357.02	190.0
2016-09-29 01:00:00	ES	Futures	2357.02	2357.29	2357.02	2357.02	108.0
2016-09-29 01:05:00	ES	Futures	2357.02	2357.29	2357.02	2357.02	237.0
2016-09-29 01:10:00	ES	Futures	2357.02	2357.56	2357.02	2357.29	305.0
2016-09-29 01:15:00	ES	Futures	2357.29	2357.56	2357.29	2357.29	116.0
2016-09-29 01:20:00	ES	Futures	2357.29	2358.11	2357.29	2357.84	350.0
2016-09-29 01:25:00	ES	Futures	2357.84	2358.11	2357.84	2357.84	280.0
2016-09-29 01:30:00	ES	Futures	2358.11	2358.38	2357.56	2358.11	847.0
2016-09-29 01:35:00	ES	Futures	2358.11	2358.38	2357.84	2358.38	102.0
2016-09-29 01:40:00	ES	Futures	2358.11	2358.38	2357.56	2357.84	475.0
2016-09-29 01:45:00	ES	Futures	2357.84	2357.84	2357.56	2357.56	45.0
2016-09-29 01:50:00	ES	Futures	2357.56	2358.11	2357.56	2357.56	182.0
2016-09-29 01:55:00	ES	Futures	2357.84	2357.84	2357.29	2357.29	343.0
2016-09-29 02:00:00	ES	Futures	2357.56	2358.38	2357.29	2358.11	1295.0
2016-09-29 02:05:00	ES	Futures	2358.11	2358.38	2357.56	2357.84	625.0
2016-09-29 02:10:00	ES	Futures	2357.84	2358.38	2357.56	2358.11	710.0
2016-09-29 02:15:00	ES	Futures	2358.11	2358.11	2357.02	2357.02	622.0
2016-09-29 02:20:00	ES	Futures	2357.02	2357.84	2357.02	2357.02	736.0
2016-09-29 02:25:00	ES	Futures	2357.02	2357.29	2356.48	2356.75	729.0
2016-09-29 02:30:00	ES	Futures	2356.75	2357.29	2356.48	2356.75	352.0
2016-09-29 02:35:00	ES	Futures	2356.75	2356.75	2356.2	2356.75	596.0
2016-09-29 02:40:00	ES	Futures	2356.75	2357.02	2356.48	2356.48	473.0
2016-09-29 02:45:00	ES	Futures	2356.75	2356.75	2355.93	2356.2	1112.0
2016-09-29 02:50:00	ES	Futures	2355.93	2356.2	2355.12	2355.39	1046.0
2016-09-29 02:55:00	ES	Futures	2355.39	2355.93	2355.12	2355.93	887.0
2016-09-29 03:00:00	ES	Futures	2355.66	2357.02	2355.39	2356.48	4540.0
2016-09-29 03:05:00	ES	Futures	2356.48	2357.02	2355.39	2356.2	4308.0
2016-09-29 03:10:00	ES	Futures	2356.2	2356.48	2354.3	2354.3	2823.0
2016-09-29 03:15:00	ES	Futures	2354.3	2354.57	2353.21	2354.3	3793.0
2016-09-29 03:20:00	ES	Futures	2354.3	2355.39	2354.3	2355.39	1308.0
2016-09-29 03:25:00	ES	Futures	2355.66	2356.48	2354.84	2356.48	2273.0
2016-09-29 03:30:00	ES	Futures	2356.48	2357.29	2355.66	2356.2	2161.0
2016-09-29 03:35:00	ES	Futures	2356.2	2356.48	2355.93	2355.93	966.0
2016-09-29 03:40:00	ES	Futures	2356.2	2356.75	2355.39	2355.93	1416.0
2016-09-29 03:45:00	ES	Futures	2355.66	2356.2	2354.57	2355.39	2159.0
2016-09-29 03:50:00	ES	Futures	2355.39	2355.93	2355.12	2355.39	941.0
2016-09-29 03:55:00	ES	Futures	2355.39	2355.66	2354.57	2355.66	1438.0
2016-09-29 04:00:00	ES	Futures	2355.66	2356.75	2355.39	2356.75	1700.0
2016-09-29 04:05:00	ES	Futures	2356.48	2357.02	2356.2	2357.02	1740.0

> showing 50 of 15,428 rows — these rows as CSV

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