PREVIEW / futures_5min / 2016-10-03

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-03.parquet
  size:    235 KB
  rows:    14,903

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
2016-10-03 00:00:00	ES	Futures	2352.67	2352.94	2352.4	2352.4	86.0
2016-10-03 00:05:00	ES	Futures	2352.4	2352.94	2352.4	2352.67	322.0
2016-10-03 00:10:00	ES	Futures	2352.67	2352.94	2352.67	2352.67	60.0
2016-10-03 00:15:00	ES	Futures	2352.67	2352.94	2352.4	2352.4	89.0
2016-10-03 00:20:00	ES	Futures	2352.4	2352.67	2352.4	2352.67	187.0
2016-10-03 00:25:00	ES	Futures	2352.67	2352.67	2352.4	2352.67	102.0
2016-10-03 00:30:00	ES	Futures	2352.67	2352.67	2351.58	2351.85	501.0
2016-10-03 00:35:00	ES	Futures	2352.12	2352.12	2351.58	2351.58	107.0
2016-10-03 00:40:00	ES	Futures	2351.58	2351.85	2351.58	2351.58	109.0
2016-10-03 00:45:00	ES	Futures	2351.58	2351.85	2351.31	2351.58	193.0
2016-10-03 00:50:00	ES	Futures	2351.58	2351.85	2351.31	2351.85	126.0
2016-10-03 00:55:00	ES	Futures	2351.85	2351.85	2351.58	2351.58	95.0
2016-10-03 01:00:00	ES	Futures	2351.85	2351.85	2351.58	2351.58	249.0
2016-10-03 01:05:00	ES	Futures	2351.85	2352.12	2351.58	2351.85	123.0
2016-10-03 01:10:00	ES	Futures	2351.58	2351.85	2351.31	2351.85	92.0
2016-10-03 01:15:00	ES	Futures	2351.58	2351.85	2351.31	2351.58	77.0
2016-10-03 01:20:00	ES	Futures	2351.58	2351.85	2351.58	2351.85	118.0
2016-10-03 01:25:00	ES	Futures	2351.58	2352.4	2351.58	2352.4	336.0
2016-10-03 01:30:00	ES	Futures	2352.12	2352.67	2351.85	2352.4	617.0
2016-10-03 01:35:00	ES	Futures	2352.4	2352.67	2352.12	2352.67	148.0
2016-10-03 01:40:00	ES	Futures	2352.4	2352.4	2352.12	2352.4	100.0
2016-10-03 01:45:00	ES	Futures	2352.4	2352.4	2352.12	2352.12	192.0
2016-10-03 01:50:00	ES	Futures	2352.12	2352.12	2351.58	2351.85	157.0
2016-10-03 01:55:00	ES	Futures	2351.85	2352.4	2351.85	2352.12	217.0
2016-10-03 02:00:00	ES	Futures	2351.85	2352.67	2351.85	2352.4	536.0
2016-10-03 02:05:00	ES	Futures	2352.12	2352.4	2351.85	2352.12	159.0
2016-10-03 02:10:00	ES	Futures	2351.85	2352.12	2351.58	2351.85	372.0
2016-10-03 02:15:00	ES	Futures	2352.12	2352.4	2351.85	2351.85	190.0
2016-10-03 02:20:00	ES	Futures	2351.85	2352.12	2351.58	2351.85	434.0
2016-10-03 02:25:00	ES	Futures	2351.85	2351.85	2351.31	2351.58	193.0
2016-10-03 02:30:00	ES	Futures	2351.58	2351.58	2350.76	2351.03	505.0
2016-10-03 02:35:00	ES	Futures	2350.76	2351.03	2349.95	2350.49	558.0
2016-10-03 02:40:00	ES	Futures	2350.22	2350.76	2350.22	2350.76	434.0
2016-10-03 02:45:00	ES	Futures	2350.76	2351.03	2350.76	2350.76	250.0
2016-10-03 02:50:00	ES	Futures	2350.76	2351.03	2350.76	2350.76	272.0
2016-10-03 02:55:00	ES	Futures	2350.76	2351.03	2350.49	2350.76	424.0
2016-10-03 03:00:00	ES	Futures	2350.49	2350.76	2348.31	2348.31	2598.0
2016-10-03 03:05:00	ES	Futures	2348.31	2349.67	2348.31	2349.67	1153.0
2016-10-03 03:10:00	ES	Futures	2349.67	2351.31	2349.4	2350.49	1015.0
2016-10-03 03:15:00	ES	Futures	2350.49	2350.76	2349.95	2349.95	879.0
2016-10-03 03:20:00	ES	Futures	2349.95	2350.22	2349.67	2349.95	987.0
2016-10-03 03:25:00	ES	Futures	2349.67	2350.76	2349.4	2350.22	1625.0
2016-10-03 03:30:00	ES	Futures	2350.22	2351.03	2350.22	2350.76	983.0
2016-10-03 03:35:00	ES	Futures	2351.03	2352.12	2351.03	2351.31	693.0
2016-10-03 03:40:00	ES	Futures	2351.31	2351.58	2351.03	2351.31	1091.0
2016-10-03 03:45:00	ES	Futures	2351.03	2351.85	2351.03	2351.31	1125.0
2016-10-03 03:50:00	ES	Futures	2351.31	2351.85	2351.03	2351.85	800.0
2016-10-03 03:55:00	ES	Futures	2351.85	2352.12	2351.58	2352.12	702.0
2016-10-03 04:00:00	ES	Futures	2352.12	2352.4	2351.85	2352.4	924.0
2016-10-03 04:05:00	ES	Futures	2352.12	2352.94	2352.12	2352.4	843.0

> showing 50 of 14,903 rows — these rows as CSV

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