PREVIEW / futures_5min / 2016-10-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-05.parquet
  size:    244 KB
  rows:    15,398

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
2016-10-05 00:00:00	ES	Futures	2334.71	2334.71	2334.44	2334.44	175.0
2016-10-05 00:05:00	ES	Futures	2334.71	2334.71	2334.17	2334.44	101.0
2016-10-05 00:10:00	ES	Futures	2334.44	2334.71	2334.17	2334.71	140.0
2016-10-05 00:15:00	ES	Futures	2334.44	2334.44	2334.17	2334.17	46.0
2016-10-05 00:20:00	ES	Futures	2334.17	2334.17	2333.89	2333.89	325.0
2016-10-05 00:25:00	ES	Futures	2333.89	2334.17	2333.62	2334.17	291.0
2016-10-05 00:30:00	ES	Futures	2334.17	2334.17	2333.35	2333.35	161.0
2016-10-05 00:35:00	ES	Futures	2333.62	2334.17	2333.35	2333.62	197.0
2016-10-05 00:40:00	ES	Futures	2333.62	2333.89	2333.35	2333.89	80.0
2016-10-05 00:45:00	ES	Futures	2333.62	2333.89	2333.62	2333.89	24.0
2016-10-05 00:50:00	ES	Futures	2333.62	2334.17	2333.62	2333.89	335.0
2016-10-05 00:55:00	ES	Futures	2333.89	2333.89	2333.62	2333.89	125.0
2016-10-05 01:00:00	ES	Futures	2333.62	2333.89	2333.35	2333.35	197.0
2016-10-05 01:05:00	ES	Futures	2333.35	2333.62	2332.81	2333.08	652.0
2016-10-05 01:10:00	ES	Futures	2333.08	2333.35	2332.53	2332.53	327.0
2016-10-05 01:15:00	ES	Futures	2332.53	2332.81	2332.53	2332.53	94.0
2016-10-05 01:20:00	ES	Futures	2332.81	2332.81	2331.99	2332.26	364.0
2016-10-05 01:25:00	ES	Futures	2332.26	2332.26	2331.72	2331.72	300.0
2016-10-05 01:30:00	ES	Futures	2331.72	2331.99	2331.72	2331.99	99.0
2016-10-05 01:35:00	ES	Futures	2331.72	2332.81	2331.72	2332.81	221.0
2016-10-05 01:40:00	ES	Futures	2332.53	2332.53	2332.26	2332.53	122.0
2016-10-05 01:45:00	ES	Futures	2332.26	2332.53	2332.26	2332.53	127.0
2016-10-05 01:50:00	ES	Futures	2332.53	2332.53	2332.26	2332.26	208.0
2016-10-05 01:55:00	ES	Futures	2332.26	2333.35	2332.26	2333.35	465.0
2016-10-05 02:00:00	ES	Futures	2333.35	2333.62	2333.08	2333.62	1055.0
2016-10-05 02:05:00	ES	Futures	2333.62	2333.62	2332.53	2332.81	626.0
2016-10-05 02:10:00	ES	Futures	2332.81	2333.08	2332.26	2332.81	677.0
2016-10-05 02:15:00	ES	Futures	2332.53	2332.53	2331.44	2331.44	1026.0
2016-10-05 02:20:00	ES	Futures	2331.44	2331.72	2331.17	2331.44	1267.0
2016-10-05 02:25:00	ES	Futures	2331.72	2331.72	2330.63	2330.63	779.0
2016-10-05 02:30:00	ES	Futures	2330.9	2331.44	2330.08	2330.9	2471.0
2016-10-05 02:35:00	ES	Futures	2331.17	2331.44	2330.63	2331.44	962.0
2016-10-05 02:40:00	ES	Futures	2331.44	2332.26	2331.17	2332.26	837.0
2016-10-05 02:45:00	ES	Futures	2331.99	2331.99	2331.17	2331.99	691.0
2016-10-05 02:50:00	ES	Futures	2331.72	2331.99	2331.17	2331.72	620.0
2016-10-05 02:55:00	ES	Futures	2331.72	2333.35	2331.72	2332.81	1965.0
2016-10-05 03:00:00	ES	Futures	2332.81	2334.17	2331.44	2331.72	4584.0
2016-10-05 03:05:00	ES	Futures	2331.72	2332.26	2330.08	2331.72	5746.0
2016-10-05 03:10:00	ES	Futures	2331.72	2333.35	2331.44	2332.81	2643.0
2016-10-05 03:15:00	ES	Futures	2333.08	2333.08	2331.99	2332.26	2308.0
2016-10-05 03:20:00	ES	Futures	2332.53	2333.62	2332.53	2333.35	2044.0
2016-10-05 03:25:00	ES	Futures	2333.35	2334.98	2333.08	2334.71	3123.0
2016-10-05 03:30:00	ES	Futures	2334.98	2336.61	2334.71	2335.25	5242.0
2016-10-05 03:35:00	ES	Futures	2335.25	2336.34	2334.71	2336.07	3094.0
2016-10-05 03:40:00	ES	Futures	2336.34	2336.89	2335.53	2336.07	2126.0
2016-10-05 03:45:00	ES	Futures	2335.8	2336.34	2335.25	2335.8	1267.0
2016-10-05 03:50:00	ES	Futures	2335.8	2336.07	2334.98	2335.8	1874.0
2016-10-05 03:55:00	ES	Futures	2335.8	2336.07	2334.44	2334.98	1352.0
2016-10-05 04:00:00	ES	Futures	2334.71	2335.25	2334.71	2334.71	2135.0
2016-10-05 04:05:00	ES	Futures	2334.71	2334.98	2333.62	2334.44	2621.0

> showing 50 of 15,398 rows — these rows as CSV

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