PREVIEW / futures_5min / 2016-09-30

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-09-30.parquet
  size:    239 KB
  rows:    12,921

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
2016-09-30 00:00:00	ES	Futures	2332.53	2332.81	2331.72	2331.72	326.0
2016-09-30 00:05:00	ES	Futures	2331.99	2332.26	2331.72	2331.99	137.0
2016-09-30 00:10:00	ES	Futures	2331.99	2332.26	2331.72	2332.26	146.0
2016-09-30 00:15:00	ES	Futures	2332.26	2332.26	2331.72	2331.99	147.0
2016-09-30 00:20:00	ES	Futures	2332.26	2332.26	2331.99	2332.26	74.0
2016-09-30 00:25:00	ES	Futures	2332.26	2332.26	2331.99	2332.26	222.0
2016-09-30 00:30:00	ES	Futures	2332.26	2332.26	2331.99	2332.26	81.0
2016-09-30 00:35:00	ES	Futures	2332.26	2332.26	2331.72	2331.72	128.0
2016-09-30 00:40:00	ES	Futures	2331.99	2331.99	2331.72	2331.99	34.0
2016-09-30 00:45:00	ES	Futures	2331.99	2332.26	2331.99	2332.26	89.0
2016-09-30 00:50:00	ES	Futures	2332.26	2332.26	2331.44	2331.44	355.0
2016-09-30 00:55:00	ES	Futures	2331.72	2331.72	2331.17	2331.44	376.0
2016-09-30 01:00:00	ES	Futures	2331.44	2331.99	2331.44	2331.99	114.0
2016-09-30 01:05:00	ES	Futures	2331.72	2332.26	2331.44	2331.72	274.0
2016-09-30 01:10:00	ES	Futures	2331.72	2331.99	2331.44	2331.99	73.0
2016-09-30 01:15:00	ES	Futures	2331.99	2331.99	2331.72	2331.72	250.0
2016-09-30 01:20:00	ES	Futures	2331.99	2331.99	2331.44	2331.72	69.0
2016-09-30 01:25:00	ES	Futures	2331.72	2331.72	2331.44	2331.72	79.0
2016-09-30 01:30:00	ES	Futures	2331.72	2331.72	2331.44	2331.72	172.0
2016-09-30 01:35:00	ES	Futures	2331.72	2331.72	2331.44	2331.44	82.0
2016-09-30 01:40:00	ES	Futures	2331.44	2331.72	2330.9	2331.17	343.0
2016-09-30 01:45:00	ES	Futures	2330.9	2331.17	2330.9	2331.17	261.0
2016-09-30 01:50:00	ES	Futures	2330.9	2330.9	2330.08	2330.36	826.0
2016-09-30 01:55:00	ES	Futures	2330.36	2330.63	2329.81	2330.08	460.0
2016-09-30 02:00:00	ES	Futures	2330.08	2330.36	2328.72	2329.27	2617.0
2016-09-30 02:05:00	ES	Futures	2329.0	2330.36	2328.72	2330.36	1673.0
2016-09-30 02:10:00	ES	Futures	2330.63	2330.63	2329.54	2329.81	960.0
2016-09-30 02:15:00	ES	Futures	2329.81	2331.44	2329.81	2331.17	1038.0
2016-09-30 02:20:00	ES	Futures	2330.9	2331.44	2330.08	2330.36	843.0
2016-09-30 02:25:00	ES	Futures	2330.36	2330.36	2328.72	2329.27	1486.0
2016-09-30 02:30:00	ES	Futures	2329.27	2330.08	2329.0	2329.54	1227.0
2016-09-30 02:35:00	ES	Futures	2329.27	2330.08	2328.72	2329.0	1555.0
2016-09-30 02:40:00	ES	Futures	2329.0	2329.54	2328.72	2329.54	1173.0
2016-09-30 02:45:00	ES	Futures	2329.27	2330.63	2329.27	2330.36	1203.0
2016-09-30 02:50:00	ES	Futures	2330.36	2331.17	2329.81	2330.9	1207.0
2016-09-30 02:55:00	ES	Futures	2330.9	2331.72	2330.63	2331.17	1444.0
2016-09-30 03:00:00	ES	Futures	2331.17	2331.44	2328.45	2330.08	7760.0
2016-09-30 03:05:00	ES	Futures	2330.08	2330.63	2328.18	2328.45	6457.0
2016-09-30 03:10:00	ES	Futures	2328.45	2328.72	2327.64	2327.91	4924.0
2016-09-30 03:15:00	ES	Futures	2327.91	2328.45	2326.55	2326.82	4890.0
2016-09-30 03:20:00	ES	Futures	2326.82	2326.82	2324.37	2325.46	7029.0
2016-09-30 03:25:00	ES	Futures	2325.19	2328.72	2324.37	2328.18	5245.0
2016-09-30 03:30:00	ES	Futures	2328.18	2329.81	2326.55	2328.18	4916.0
2016-09-30 03:35:00	ES	Futures	2327.91	2328.45	2325.73	2327.91	5974.0
2016-09-30 03:40:00	ES	Futures	2328.18	2330.9	2327.36	2330.36	5218.0
2016-09-30 03:45:00	ES	Futures	2330.36	2331.99	2328.45	2329.0	4330.0
2016-09-30 03:50:00	ES	Futures	2328.72	2329.0	2327.36	2327.36	2076.0
2016-09-30 03:55:00	ES	Futures	2327.64	2329.27	2326.82	2329.0	2413.0
2016-09-30 04:00:00	ES	Futures	2329.0	2329.0	2327.09	2327.91	2882.0
2016-09-30 04:05:00	ES	Futures	2328.18	2331.17	2327.91	2330.9	4593.0

> showing 50 of 12,921 rows — these rows as CSV

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