PREVIEW / futures_5min / 2016-10-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-06.parquet
  size:    252 KB
  rows:    15,470

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
2016-10-06 00:00:00	ES	Futures	2341.51	2341.78	2341.24	2341.24	78.0
2016-10-06 00:05:00	ES	Futures	2341.24	2341.24	2340.7	2341.24	311.0
2016-10-06 00:10:00	ES	Futures	2341.24	2341.51	2340.97	2341.24	58.0
2016-10-06 00:15:00	ES	Futures	2341.51	2341.51	2341.24	2341.24	34.0
2016-10-06 00:20:00	ES	Futures	2341.24	2341.51	2341.24	2341.51	30.0
2016-10-06 00:25:00	ES	Futures	2341.51	2342.06	2341.24	2341.78	323.0
2016-10-06 00:30:00	ES	Futures	2341.51	2342.06	2341.51	2342.06	100.0
2016-10-06 00:35:00	ES	Futures	2342.06	2342.33	2341.78	2342.33	234.0
2016-10-06 00:40:00	ES	Futures	2342.33	2342.33	2342.06	2342.33	295.0
2016-10-06 00:45:00	ES	Futures	2342.06	2342.33	2342.06	2342.33	37.0
2016-10-06 00:50:00	ES	Futures	2342.33	2342.33	2341.78	2342.06	105.0
2016-10-06 00:55:00	ES	Futures	2342.06	2342.33	2341.78	2342.33	39.0
2016-10-06 01:00:00	ES	Futures	2342.06	2342.33	2341.51	2341.78	431.0
2016-10-06 01:05:00	ES	Futures	2341.78	2342.06	2341.78	2342.06	20.0
2016-10-06 01:10:00	ES	Futures	2341.78	2342.06	2341.78	2341.78	17.0
2016-10-06 01:15:00	ES	Futures	2342.06	2342.33	2342.06	2342.06	159.0
2016-10-06 01:20:00	ES	Futures	2342.33	2342.33	2342.06	2342.06	25.0
2016-10-06 01:25:00	ES	Futures	2342.33	2342.6	2341.78	2341.78	316.0
2016-10-06 01:30:00	ES	Futures	2341.78	2342.06	2341.78	2342.06	183.0
2016-10-06 01:35:00	ES	Futures	2342.06	2342.06	2341.78	2341.78	87.0
2016-10-06 01:40:00	ES	Futures	2341.78	2342.06	2341.78	2341.78	84.0
2016-10-06 01:45:00	ES	Futures	2341.78	2342.06	2341.51	2342.06	113.0
2016-10-06 01:50:00	ES	Futures	2341.78	2342.33	2341.78	2342.06	263.0
2016-10-06 01:55:00	ES	Futures	2341.78	2342.33	2341.78	2342.33	492.0
2016-10-06 02:00:00	ES	Futures	2342.33	2343.14	2342.06	2342.6	1340.0
2016-10-06 02:05:00	ES	Futures	2342.87	2342.87	2342.06	2342.06	593.0
2016-10-06 02:10:00	ES	Futures	2342.06	2343.42	2342.06	2343.14	696.0
2016-10-06 02:15:00	ES	Futures	2342.87	2343.42	2342.6	2343.14	618.0
2016-10-06 02:20:00	ES	Futures	2343.42	2343.69	2342.87	2343.14	602.0
2016-10-06 02:25:00	ES	Futures	2343.14	2343.14	2342.6	2342.87	614.0
2016-10-06 02:30:00	ES	Futures	2342.87	2343.42	2342.6	2343.42	805.0
2016-10-06 02:35:00	ES	Futures	2343.69	2343.69	2343.14	2343.42	840.0
2016-10-06 02:40:00	ES	Futures	2343.69	2343.69	2343.42	2343.69	208.0
2016-10-06 02:45:00	ES	Futures	2343.42	2344.23	2343.14	2343.96	1401.0
2016-10-06 02:50:00	ES	Futures	2343.69	2344.23	2343.69	2344.23	344.0
2016-10-06 02:55:00	ES	Futures	2343.96	2345.32	2343.96	2345.05	1383.0
2016-10-06 03:00:00	ES	Futures	2345.32	2346.14	2343.96	2344.78	3999.0
2016-10-06 03:05:00	ES	Futures	2345.05	2345.32	2343.69	2344.78	2837.0
2016-10-06 03:10:00	ES	Futures	2345.05	2345.32	2344.23	2344.5	1933.0
2016-10-06 03:15:00	ES	Futures	2344.5	2345.87	2344.5	2345.59	2008.0
2016-10-06 03:20:00	ES	Futures	2345.59	2345.87	2344.78	2344.78	1151.0
2016-10-06 03:25:00	ES	Futures	2344.78	2344.78	2342.87	2343.96	4035.0
2016-10-06 03:30:00	ES	Futures	2343.69	2345.05	2343.69	2344.78	1531.0
2016-10-06 03:35:00	ES	Futures	2344.78	2345.32	2344.5	2344.78	1408.0
2016-10-06 03:40:00	ES	Futures	2345.05	2345.32	2344.5	2345.05	1375.0
2016-10-06 03:45:00	ES	Futures	2345.05	2345.32	2344.5	2344.78	831.0
2016-10-06 03:50:00	ES	Futures	2344.78	2345.05	2343.96	2344.5	937.0
2016-10-06 03:55:00	ES	Futures	2344.23	2344.23	2343.14	2343.42	799.0
2016-10-06 04:00:00	ES	Futures	2343.42	2343.69	2343.14	2343.69	1596.0
2016-10-06 04:05:00	ES	Futures	2343.69	2343.96	2342.33	2342.6	1899.0

> showing 50 of 15,470 rows — these rows as CSV

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