PREVIEW / futures_5min / 2016-10-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-11.parquet
  size:    253 KB
  rows:    15,379

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
2016-10-11 00:00:00	ES	Futures	2344.78	2344.78	2344.23	2344.5	438.0
2016-10-11 00:05:00	ES	Futures	2344.5	2345.05	2344.5	2345.05	242.0
2016-10-11 00:10:00	ES	Futures	2345.05	2345.05	2344.5	2344.5	313.0
2016-10-11 00:15:00	ES	Futures	2344.78	2344.78	2344.78	2344.78	12.0
2016-10-11 00:20:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	191.0
2016-10-11 00:25:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	250.0
2016-10-11 00:30:00	ES	Futures	2344.78	2345.05	2344.78	2345.05	105.0
2016-10-11 00:35:00	ES	Futures	2344.78	2345.05	2344.78	2345.05	349.0
2016-10-11 00:40:00	ES	Futures	2345.05	2345.59	2344.78	2345.32	1117.0
2016-10-11 00:45:00	ES	Futures	2345.59	2345.87	2345.32	2345.59	257.0
2016-10-11 00:50:00	ES	Futures	2345.59	2346.14	2345.59	2345.87	428.0
2016-10-11 00:55:00	ES	Futures	2345.59	2345.87	2345.59	2345.59	38.0
2016-10-11 01:00:00	ES	Futures	2345.87	2345.87	2345.05	2345.32	510.0
2016-10-11 01:05:00	ES	Futures	2345.05	2345.87	2345.05	2345.59	429.0
2016-10-11 01:10:00	ES	Futures	2345.59	2345.59	2345.05	2345.32	180.0
2016-10-11 01:15:00	ES	Futures	2345.32	2345.59	2345.05	2345.05	438.0
2016-10-11 01:20:00	ES	Futures	2345.05	2345.32	2344.78	2344.78	401.0
2016-10-11 01:25:00	ES	Futures	2344.78	2344.78	2344.23	2344.5	563.0
2016-10-11 01:30:00	ES	Futures	2344.5	2344.78	2344.23	2344.5	601.0
2016-10-11 01:35:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	471.0
2016-10-11 01:40:00	ES	Futures	2344.5	2344.78	2344.23	2344.5	531.0
2016-10-11 01:45:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	139.0
2016-10-11 01:50:00	ES	Futures	2344.5	2345.05	2344.5	2344.78	241.0
2016-10-11 01:55:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	249.0
2016-10-11 02:00:00	ES	Futures	2345.05	2345.32	2344.5	2345.32	1147.0
2016-10-11 02:05:00	ES	Futures	2345.32	2345.32	2344.23	2344.5	536.0
2016-10-11 02:10:00	ES	Futures	2344.5	2344.78	2343.69	2343.96	1257.0
2016-10-11 02:15:00	ES	Futures	2343.96	2344.23	2343.69	2344.23	948.0
2016-10-11 02:20:00	ES	Futures	2344.23	2344.23	2343.96	2344.23	157.0
2016-10-11 02:25:00	ES	Futures	2344.5	2344.5	2343.96	2344.23	372.0
2016-10-11 02:30:00	ES	Futures	2344.23	2345.05	2344.23	2344.78	594.0
2016-10-11 02:35:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	330.0
2016-10-11 02:40:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	317.0
2016-10-11 02:45:00	ES	Futures	2345.05	2345.32	2344.78	2345.05	184.0
2016-10-11 02:50:00	ES	Futures	2345.05	2345.05	2344.5	2344.78	564.0
2016-10-11 02:55:00	ES	Futures	2344.5	2345.32	2344.5	2345.05	450.0
2016-10-11 03:00:00	ES	Futures	2345.05	2345.32	2344.23	2344.5	2009.0
2016-10-11 03:05:00	ES	Futures	2344.78	2345.59	2343.96	2345.59	2417.0
2016-10-11 03:10:00	ES	Futures	2345.59	2346.14	2345.32	2345.32	2031.0
2016-10-11 03:15:00	ES	Futures	2345.32	2345.87	2344.78	2345.32	1250.0
2016-10-11 03:20:00	ES	Futures	2345.32	2345.32	2343.96	2345.32	1698.0
2016-10-11 03:25:00	ES	Futures	2345.32	2345.59	2344.5	2344.5	1976.0
2016-10-11 03:30:00	ES	Futures	2344.78	2345.05	2344.5	2344.78	1563.0
2016-10-11 03:35:00	ES	Futures	2344.78	2345.32	2344.5	2344.78	1347.0
2016-10-11 03:40:00	ES	Futures	2344.5	2344.5	2343.69	2344.23	2438.0
2016-10-11 03:45:00	ES	Futures	2344.5	2344.78	2343.96	2343.96	1449.0
2016-10-11 03:50:00	ES	Futures	2343.96	2344.78	2343.96	2344.5	727.0
2016-10-11 03:55:00	ES	Futures	2344.5	2345.05	2344.23	2344.78	1189.0
2016-10-11 04:00:00	ES	Futures	2344.78	2345.59	2344.5	2345.32	1571.0
2016-10-11 04:05:00	ES	Futures	2345.59	2345.59	2344.78	2345.32	1170.0

> showing 50 of 15,379 rows — these rows as CSV

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