PREVIEW / futures_5min / 2016-10-07

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-07.parquet
  size:    230 KB
  rows:    13,013

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
2016-10-07 00:00:00	ES	Futures	2342.6	2342.6	2342.33	2342.6	46.0
2016-10-07 00:05:00	ES	Futures	2342.6	2342.6	2342.33	2342.6	62.0
2016-10-07 00:10:00	ES	Futures	2342.33	2342.87	2342.33	2342.87	227.0
2016-10-07 00:15:00	ES	Futures	2342.6	2342.87	2342.6	2342.87	73.0
2016-10-07 00:20:00	ES	Futures	2342.87	2342.87	2342.6	2342.87	58.0
2016-10-07 00:25:00	ES	Futures	2342.6	2342.87	2342.33	2342.6	98.0
2016-10-07 00:30:00	ES	Futures	2342.6	2342.6	2342.33	2342.6	39.0
2016-10-07 00:35:00	ES	Futures	2342.33	2342.6	2342.33	2342.6	120.0
2016-10-07 00:40:00	ES	Futures	2342.33	2342.6	2342.33	2342.6	80.0
2016-10-07 00:45:00	ES	Futures	2342.6	2342.6	2342.33	2342.6	170.0
2016-10-07 00:50:00	ES	Futures	2342.33	2342.6	2342.33	2342.6	81.0
2016-10-07 00:55:00	ES	Futures	2342.33	2342.6	2342.33	2342.6	50.0
2016-10-07 01:00:00	ES	Futures	2342.6	2342.87	2342.6	2342.87	205.0
2016-10-07 01:05:00	ES	Futures	2342.6	2342.87	2342.6	2342.87	147.0
2016-10-07 01:10:00	ES	Futures	2342.87	2342.87	2342.6	2342.87	122.0
2016-10-07 01:15:00	ES	Futures	2342.87	2343.42	2342.87	2342.87	256.0
2016-10-07 01:20:00	ES	Futures	2342.87	2343.14	2342.6	2342.87	134.0
2016-10-07 01:25:00	ES	Futures	2342.6	2342.87	2342.6	2342.87	108.0
2016-10-07 01:30:00	ES	Futures	2342.87	2342.87	2342.6	2342.6	110.0
2016-10-07 01:35:00	ES	Futures	2342.6	2342.6	2342.33	2342.33	77.0
2016-10-07 01:40:00	ES	Futures	2342.33	2342.6	2342.33	2342.6	99.0
2016-10-07 01:45:00	ES	Futures	2342.33	2342.6	2342.06	2342.33	140.0
2016-10-07 01:50:00	ES	Futures	2342.33	2342.33	2342.06	2342.06	252.0
2016-10-07 01:55:00	ES	Futures	2342.06	2342.33	2342.06	2342.06	263.0
2016-10-07 02:00:00	ES	Futures	2342.06	2342.33	2341.51	2342.06	763.0
2016-10-07 02:05:00	ES	Futures	2342.06	2342.06	2341.24	2341.24	269.0
2016-10-07 02:10:00	ES	Futures	2341.24	2341.51	2340.42	2341.24	1366.0
2016-10-07 02:15:00	ES	Futures	2341.24	2342.33	2341.24	2341.51	1264.0
2016-10-07 02:20:00	ES	Futures	2341.78	2342.33	2341.51	2341.51	589.0
2016-10-07 02:25:00	ES	Futures	2341.78	2342.06	2341.51	2341.78	377.0
2016-10-07 02:30:00	ES	Futures	2341.78	2342.6	2341.51	2342.33	623.0
2016-10-07 02:35:00	ES	Futures	2342.33	2342.33	2341.24	2341.51	493.0
2016-10-07 02:40:00	ES	Futures	2341.51	2341.78	2341.24	2341.51	572.0
2016-10-07 02:45:00	ES	Futures	2341.78	2342.33	2341.24	2342.33	397.0
2016-10-07 02:50:00	ES	Futures	2342.06	2342.33	2341.51	2342.06	738.0
2016-10-07 02:55:00	ES	Futures	2342.33	2343.14	2342.33	2342.6	608.0
2016-10-07 03:00:00	ES	Futures	2342.33	2342.6	2339.34	2339.61	6255.0
2016-10-07 03:05:00	ES	Futures	2339.34	2339.88	2337.97	2339.61	6745.0
2016-10-07 03:10:00	ES	Futures	2339.34	2340.15	2338.79	2339.88	3830.0
2016-10-07 03:15:00	ES	Futures	2339.61	2340.7	2338.52	2339.88	2883.0
2016-10-07 03:20:00	ES	Futures	2339.61	2340.42	2339.06	2339.88	1947.0
2016-10-07 03:25:00	ES	Futures	2339.88	2339.88	2337.7	2339.34	5354.0
2016-10-07 03:30:00	ES	Futures	2339.34	2340.15	2338.79	2340.15	1733.0
2016-10-07 03:35:00	ES	Futures	2340.15	2340.42	2339.06	2339.61	2591.0
2016-10-07 03:40:00	ES	Futures	2339.34	2339.61	2337.97	2338.79	3228.0
2016-10-07 03:45:00	ES	Futures	2338.79	2340.97	2338.79	2340.97	3732.0
2016-10-07 03:50:00	ES	Futures	2340.7	2341.24	2339.88	2340.15	1611.0
2016-10-07 03:55:00	ES	Futures	2340.15	2341.24	2339.34	2340.15	2210.0
2016-10-07 04:00:00	ES	Futures	2339.88	2341.24	2339.88	2341.24	1586.0
2016-10-07 04:05:00	ES	Futures	2340.97	2342.06	2340.97	2340.97	3042.0

> showing 50 of 13,013 rows — these rows as CSV

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