PREVIEW / futures_5min / 2016-10-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-02.parquet
  size:    47 KB
  rows:    2,629

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
2016-10-02 18:00:00	ES	Futures	2349.4	2350.76	2348.86	2349.13	3550.0
2016-10-02 18:05:00	ES	Futures	2349.13	2350.22	2349.13	2349.67	502.0
2016-10-02 18:10:00	ES	Futures	2349.4	2349.95	2348.86	2348.86	638.0
2016-10-02 18:15:00	ES	Futures	2348.86	2349.95	2348.59	2349.95	537.0
2016-10-02 18:20:00	ES	Futures	2349.67	2350.49	2349.67	2350.49	407.0
2016-10-02 18:25:00	ES	Futures	2350.22	2351.58	2350.22	2351.58	764.0
2016-10-02 18:30:00	ES	Futures	2351.58	2351.58	2350.22	2350.49	629.0
2016-10-02 18:35:00	ES	Futures	2350.49	2351.85	2350.22	2351.58	729.0
2016-10-02 18:40:00	ES	Futures	2351.58	2351.58	2351.03	2351.31	251.0
2016-10-02 18:45:00	ES	Futures	2351.31	2351.58	2351.31	2351.58	237.0
2016-10-02 18:50:00	ES	Futures	2351.31	2351.58	2351.31	2351.58	179.0
2016-10-02 18:55:00	ES	Futures	2351.31	2351.85	2351.31	2351.58	134.0
2016-10-02 19:00:00	ES	Futures	2351.31	2351.58	2351.31	2351.58	136.0
2016-10-02 19:05:00	ES	Futures	2351.58	2351.85	2351.31	2351.85	220.0
2016-10-02 19:10:00	ES	Futures	2351.85	2352.67	2351.58	2352.67	908.0
2016-10-02 19:15:00	ES	Futures	2352.67	2352.67	2352.4	2352.67	408.0
2016-10-02 19:20:00	ES	Futures	2352.67	2352.94	2352.4	2352.94	587.0
2016-10-02 19:25:00	ES	Futures	2352.67	2352.94	2352.4	2352.67	167.0
2016-10-02 19:30:00	ES	Futures	2352.4	2352.67	2351.85	2352.12	440.0
2016-10-02 19:35:00	ES	Futures	2352.12	2352.94	2352.12	2352.94	296.0
2016-10-02 19:40:00	ES	Futures	2352.67	2352.94	2352.4	2352.67	222.0
2016-10-02 19:45:00	ES	Futures	2352.67	2352.94	2352.4	2352.4	276.0
2016-10-02 19:50:00	ES	Futures	2352.4	2352.67	2352.4	2352.67	127.0
2016-10-02 19:55:00	ES	Futures	2352.4	2352.94	2352.4	2352.67	146.0
2016-10-02 20:00:00	ES	Futures	2352.67	2352.94	2351.85	2351.85	434.0
2016-10-02 20:05:00	ES	Futures	2352.12	2352.12	2351.58	2351.58	304.0
2016-10-02 20:10:00	ES	Futures	2351.58	2351.85	2351.03	2351.03	330.0
2016-10-02 20:15:00	ES	Futures	2351.03	2351.85	2350.76	2351.85	397.0
2016-10-02 20:20:00	ES	Futures	2351.58	2351.85	2351.58	2351.85	237.0
2016-10-02 20:25:00	ES	Futures	2351.85	2352.12	2351.58	2351.58	240.0
2016-10-02 20:30:00	ES	Futures	2351.58	2352.12	2351.58	2352.12	307.0
2016-10-02 20:35:00	ES	Futures	2352.12	2352.4	2351.85	2352.12	285.0
2016-10-02 20:40:00	ES	Futures	2351.85	2351.85	2351.31	2351.85	327.0
2016-10-02 20:45:00	ES	Futures	2351.58	2352.12	2351.31	2351.31	341.0
2016-10-02 20:50:00	ES	Futures	2351.58	2352.12	2351.31	2352.12	251.0
2016-10-02 20:55:00	ES	Futures	2351.85	2352.4	2351.85	2352.12	170.0
2016-10-02 21:00:00	ES	Futures	2352.12	2352.94	2352.12	2352.94	493.0
2016-10-02 21:05:00	ES	Futures	2352.67	2352.94	2352.12	2352.4	308.0
2016-10-02 21:10:00	ES	Futures	2352.67	2354.3	2352.4	2354.03	1255.0
2016-10-02 21:15:00	ES	Futures	2354.3	2354.84	2354.03	2354.57	1321.0
2016-10-02 21:20:00	ES	Futures	2354.84	2355.12	2354.57	2354.57	600.0
2016-10-02 21:25:00	ES	Futures	2354.57	2354.84	2354.3	2354.57	366.0
2016-10-02 21:30:00	ES	Futures	2354.57	2355.12	2354.03	2354.03	463.0
2016-10-02 21:35:00	ES	Futures	2354.03	2354.3	2353.76	2354.03	546.0
2016-10-02 21:40:00	ES	Futures	2354.03	2354.3	2353.76	2354.03	460.0
2016-10-02 21:45:00	ES	Futures	2353.76	2353.76	2353.21	2353.21	600.0
2016-10-02 21:50:00	ES	Futures	2353.21	2354.03	2353.21	2353.76	517.0
2016-10-02 21:55:00	ES	Futures	2354.03	2354.57	2353.76	2354.03	445.0
2016-10-02 22:00:00	ES	Futures	2354.3	2354.57	2353.76	2354.3	297.0
2016-10-02 22:05:00	ES	Futures	2354.3	2354.3	2354.03	2354.03	50.0

> showing 50 of 2,629 rows — these rows as CSV

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