PREVIEW / futures_5min / 2016-10-09

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-09.parquet
  size:    47 KB
  rows:    2,568

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
2016-10-09 18:00:00	ES	Futures	2342.06	2343.42	2341.51	2342.6	6213.0
2016-10-09 18:05:00	ES	Futures	2342.6	2343.14	2340.7	2342.6	2280.0
2016-10-09 18:10:00	ES	Futures	2342.6	2343.14	2342.06	2343.14	597.0
2016-10-09 18:15:00	ES	Futures	2342.87	2343.42	2342.06	2342.33	516.0
2016-10-09 18:20:00	ES	Futures	2342.33	2342.87	2341.78	2342.33	394.0
2016-10-09 18:25:00	ES	Futures	2342.33	2342.6	2342.33	2342.33	160.0
2016-10-09 18:30:00	ES	Futures	2342.6	2342.6	2342.06	2342.06	206.0
2016-10-09 18:35:00	ES	Futures	2342.33	2343.96	2342.33	2343.14	1470.0
2016-10-09 18:40:00	ES	Futures	2342.87	2343.42	2342.87	2343.14	310.0
2016-10-09 18:45:00	ES	Futures	2343.14	2343.42	2342.87	2343.42	204.0
2016-10-09 18:50:00	ES	Futures	2343.14	2343.42	2343.14	2343.14	150.0
2016-10-09 18:55:00	ES	Futures	2343.14	2343.42	2342.33	2342.33	985.0
2016-10-09 19:00:00	ES	Futures	2342.33	2342.6	2342.06	2342.33	215.0
2016-10-09 19:05:00	ES	Futures	2342.33	2342.33	2342.06	2342.33	87.0
2016-10-09 19:10:00	ES	Futures	2342.33	2342.33	2341.51	2341.78	634.0
2016-10-09 19:15:00	ES	Futures	2341.78	2342.06	2340.97	2340.97	591.0
2016-10-09 19:20:00	ES	Futures	2340.97	2342.06	2340.97	2342.06	591.0
2016-10-09 19:25:00	ES	Futures	2342.06	2342.06	2341.24	2341.24	270.0
2016-10-09 19:30:00	ES	Futures	2341.51	2341.78	2341.24	2341.78	496.0
2016-10-09 19:35:00	ES	Futures	2341.51	2341.78	2341.24	2341.24	228.0
2016-10-09 19:40:00	ES	Futures	2341.24	2341.78	2341.24	2341.51	86.0
2016-10-09 19:45:00	ES	Futures	2341.51	2341.51	2341.24	2341.51	232.0
2016-10-09 19:50:00	ES	Futures	2341.24	2341.51	2340.97	2341.24	115.0
2016-10-09 19:55:00	ES	Futures	2340.97	2341.24	2340.15	2341.24	579.0
2016-10-09 20:00:00	ES	Futures	2341.24	2341.24	2340.42	2340.7	346.0
2016-10-09 20:05:00	ES	Futures	2340.7	2340.97	2340.42	2340.97	234.0
2016-10-09 20:10:00	ES	Futures	2340.97	2341.24	2340.7	2341.24	307.0
2016-10-09 20:15:00	ES	Futures	2341.24	2341.24	2340.42	2340.97	287.0
2016-10-09 20:20:00	ES	Futures	2340.97	2340.97	2340.42	2340.97	183.0
2016-10-09 20:25:00	ES	Futures	2340.7	2341.51	2340.7	2341.51	550.0
2016-10-09 20:30:00	ES	Futures	2341.51	2342.06	2341.24	2341.51	510.0
2016-10-09 20:35:00	ES	Futures	2341.78	2342.06	2341.51	2341.78	147.0
2016-10-09 20:40:00	ES	Futures	2341.78	2342.06	2341.24	2341.51	259.0
2016-10-09 20:45:00	ES	Futures	2341.24	2341.51	2340.42	2341.24	828.0
2016-10-09 20:50:00	ES	Futures	2341.24	2341.24	2340.7	2341.24	64.0
2016-10-09 20:55:00	ES	Futures	2340.97	2342.06	2340.97	2342.06	445.0
2016-10-09 21:00:00	ES	Futures	2341.78	2343.69	2341.78	2343.69	926.0
2016-10-09 21:05:00	ES	Futures	2343.42	2344.23	2342.6	2343.96	1802.0
2016-10-09 21:10:00	ES	Futures	2343.96	2345.05	2343.14	2344.78	1536.0
2016-10-09 21:15:00	ES	Futures	2344.78	2344.78	2343.69	2343.69	579.0
2016-10-09 21:20:00	ES	Futures	2343.69	2343.96	2343.14	2343.42	579.0
2016-10-09 21:25:00	ES	Futures	2343.42	2343.42	2342.6	2342.87	424.0
2016-10-09 21:30:00	ES	Futures	2342.6	2342.6	2341.51	2341.51	708.0
2016-10-09 21:35:00	ES	Futures	2341.78	2342.33	2340.7	2342.33	1441.0
2016-10-09 21:40:00	ES	Futures	2342.33	2342.6	2341.78	2341.78	397.0
2016-10-09 21:45:00	ES	Futures	2341.51	2342.6	2341.51	2342.33	475.0
2016-10-09 21:50:00	ES	Futures	2342.06	2342.33	2341.78	2341.78	392.0
2016-10-09 21:55:00	ES	Futures	2341.78	2342.06	2341.24	2341.24	345.0
2016-10-09 22:00:00	ES	Futures	2341.24	2341.51	2340.97	2341.51	490.0
2016-10-09 22:05:00	ES	Futures	2341.51	2342.06	2340.97	2341.78	437.0

> showing 50 of 2,568 rows — these rows as CSV

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