PREVIEW / futures_5min / 2016-10-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-04.parquet
  size:    263 KB
  rows:    15,665

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
2016-10-04 00:00:00	ES	Futures	2345.05	2345.59	2344.78	2345.32	246.0
2016-10-04 00:05:00	ES	Futures	2345.32	2345.59	2345.05	2345.32	141.0
2016-10-04 00:10:00	ES	Futures	2345.59	2345.59	2345.32	2345.59	54.0
2016-10-04 00:15:00	ES	Futures	2345.59	2345.87	2345.32	2345.87	279.0
2016-10-04 00:20:00	ES	Futures	2345.87	2345.87	2345.59	2345.87	36.0
2016-10-04 00:25:00	ES	Futures	2345.59	2345.87	2345.32	2345.59	125.0
2016-10-04 00:30:00	ES	Futures	2345.59	2345.87	2345.32	2345.87	55.0
2016-10-04 00:35:00	ES	Futures	2345.87	2345.87	2345.59	2345.59	47.0
2016-10-04 00:40:00	ES	Futures	2345.59	2345.59	2345.59	2345.59	55.0
2016-10-04 00:45:00	ES	Futures	2345.59	2345.87	2345.32	2345.59	180.0
2016-10-04 00:50:00	ES	Futures	2345.59	2346.14	2345.59	2345.87	201.0
2016-10-04 00:55:00	ES	Futures	2345.87	2346.14	2345.59	2345.87	297.0
2016-10-04 01:00:00	ES	Futures	2345.87	2346.14	2345.59	2346.14	318.0
2016-10-04 01:05:00	ES	Futures	2346.14	2346.41	2345.87	2346.14	456.0
2016-10-04 01:10:00	ES	Futures	2346.14	2346.68	2346.14	2346.41	547.0
2016-10-04 01:15:00	ES	Futures	2346.41	2346.41	2345.87	2346.41	118.0
2016-10-04 01:20:00	ES	Futures	2346.14	2346.41	2345.87	2346.14	87.0
2016-10-04 01:25:00	ES	Futures	2345.87	2345.87	2345.59	2345.59	284.0
2016-10-04 01:30:00	ES	Futures	2345.59	2345.59	2344.78	2345.32	651.0
2016-10-04 01:35:00	ES	Futures	2345.32	2345.59	2345.05	2345.59	278.0
2016-10-04 01:40:00	ES	Futures	2345.59	2345.59	2345.32	2345.32	243.0
2016-10-04 01:45:00	ES	Futures	2345.59	2345.59	2345.32	2345.59	85.0
2016-10-04 01:50:00	ES	Futures	2345.32	2345.59	2345.32	2345.32	58.0
2016-10-04 01:55:00	ES	Futures	2345.32	2345.59	2345.32	2345.59	61.0
2016-10-04 02:00:00	ES	Futures	2345.59	2346.41	2345.05	2345.32	1051.0
2016-10-04 02:05:00	ES	Futures	2345.32	2345.87	2345.32	2345.59	390.0
2016-10-04 02:10:00	ES	Futures	2345.32	2345.87	2345.32	2345.87	560.0
2016-10-04 02:15:00	ES	Futures	2345.87	2346.14	2345.59	2345.87	752.0
2016-10-04 02:20:00	ES	Futures	2345.87	2346.14	2345.87	2345.87	405.0
2016-10-04 02:25:00	ES	Futures	2345.87	2345.87	2345.05	2345.32	445.0
2016-10-04 02:30:00	ES	Futures	2345.32	2345.59	2345.05	2345.32	190.0
2016-10-04 02:35:00	ES	Futures	2345.05	2345.32	2344.78	2345.32	668.0
2016-10-04 02:40:00	ES	Futures	2345.32	2345.59	2345.05	2345.59	196.0
2016-10-04 02:45:00	ES	Futures	2345.59	2345.59	2344.78	2345.05	720.0
2016-10-04 02:50:00	ES	Futures	2345.05	2345.87	2345.05	2345.32	864.0
2016-10-04 02:55:00	ES	Futures	2345.32	2345.32	2344.78	2345.05	340.0
2016-10-04 03:00:00	ES	Futures	2344.78	2346.95	2343.14	2346.41	6910.0
2016-10-04 03:05:00	ES	Futures	2346.41	2347.23	2345.59	2346.68	4587.0
2016-10-04 03:10:00	ES	Futures	2346.95	2347.23	2346.14	2346.14	2282.0
2016-10-04 03:15:00	ES	Futures	2346.14	2348.86	2346.14	2348.31	5987.0
2016-10-04 03:20:00	ES	Futures	2348.31	2348.59	2347.5	2348.04	1626.0
2016-10-04 03:25:00	ES	Futures	2348.04	2349.4	2348.04	2348.86	3215.0
2016-10-04 03:30:00	ES	Futures	2349.13	2349.13	2348.31	2348.31	1024.0
2016-10-04 03:35:00	ES	Futures	2348.31	2348.86	2348.04	2348.59	1259.0
2016-10-04 03:40:00	ES	Futures	2348.86	2349.13	2348.31	2348.59	1053.0
2016-10-04 03:45:00	ES	Futures	2348.86	2349.13	2347.5	2347.77	1573.0
2016-10-04 03:50:00	ES	Futures	2347.77	2348.59	2347.23	2348.31	1377.0
2016-10-04 03:55:00	ES	Futures	2348.59	2348.59	2347.5	2348.04	1556.0
2016-10-04 04:00:00	ES	Futures	2348.04	2348.86	2348.04	2348.31	1341.0
2016-10-04 04:05:00	ES	Futures	2348.59	2348.86	2348.31	2348.31	847.0

> showing 50 of 15,665 rows — these rows as CSV

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