PREVIEW / futures_5min / 2016-10-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-12.parquet
  size:    249 KB
  rows:    15,279

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
2016-10-12 00:00:00	ES	Futures	2325.19	2325.73	2324.92	2325.73	544.0
2016-10-12 00:05:00	ES	Futures	2325.46	2325.73	2325.19	2325.19	99.0
2016-10-12 00:10:00	ES	Futures	2325.46	2325.46	2325.19	2325.19	64.0
2016-10-12 00:15:00	ES	Futures	2325.46	2325.46	2324.92	2325.19	122.0
2016-10-12 00:20:00	ES	Futures	2324.92	2325.19	2324.92	2325.19	174.0
2016-10-12 00:25:00	ES	Futures	2325.19	2325.46	2325.19	2325.19	57.0
2016-10-12 00:30:00	ES	Futures	2325.19	2325.73	2325.19	2325.46	308.0
2016-10-12 00:35:00	ES	Futures	2325.73	2325.73	2325.19	2325.19	225.0
2016-10-12 00:40:00	ES	Futures	2325.19	2326.0	2325.19	2325.46	314.0
2016-10-12 00:45:00	ES	Futures	2325.73	2326.0	2325.46	2325.46	428.0
2016-10-12 00:50:00	ES	Futures	2325.46	2325.73	2325.46	2325.46	46.0
2016-10-12 00:55:00	ES	Futures	2325.73	2325.73	2325.46	2325.46	36.0
2016-10-12 01:00:00	ES	Futures	2325.73	2325.73	2325.46	2325.73	223.0
2016-10-12 01:05:00	ES	Futures	2326.0	2326.55	2325.73	2326.55	264.0
2016-10-12 01:10:00	ES	Futures	2326.28	2326.55	2326.28	2326.28	353.0
2016-10-12 01:15:00	ES	Futures	2326.28	2326.28	2325.73	2325.73	453.0
2016-10-12 01:20:00	ES	Futures	2325.73	2325.73	2325.19	2325.46	252.0
2016-10-12 01:25:00	ES	Futures	2325.46	2325.46	2325.19	2325.46	256.0
2016-10-12 01:30:00	ES	Futures	2325.46	2325.46	2324.92	2324.92	609.0
2016-10-12 01:35:00	ES	Futures	2325.19	2325.19	2324.92	2324.92	359.0
2016-10-12 01:40:00	ES	Futures	2324.92	2325.19	2324.64	2325.19	371.0
2016-10-12 01:45:00	ES	Futures	2325.19	2325.19	2324.64	2324.64	484.0
2016-10-12 01:50:00	ES	Futures	2324.64	2324.92	2324.1	2324.37	1317.0
2016-10-12 01:55:00	ES	Futures	2324.37	2324.64	2324.1	2324.37	548.0
2016-10-12 02:00:00	ES	Futures	2324.1	2324.37	2323.55	2323.83	1745.0
2016-10-12 02:05:00	ES	Futures	2323.83	2325.19	2323.55	2324.92	996.0
2016-10-12 02:10:00	ES	Futures	2324.92	2325.19	2324.64	2325.19	561.0
2016-10-12 02:15:00	ES	Futures	2325.19	2325.19	2324.37	2324.92	564.0
2016-10-12 02:20:00	ES	Futures	2325.19	2325.19	2324.64	2324.64	179.0
2016-10-12 02:25:00	ES	Futures	2324.64	2324.64	2324.1	2324.1	425.0
2016-10-12 02:30:00	ES	Futures	2324.1	2324.37	2323.83	2324.37	611.0
2016-10-12 02:35:00	ES	Futures	2324.37	2324.64	2324.1	2324.37	249.0
2016-10-12 02:40:00	ES	Futures	2324.1	2324.92	2323.83	2324.92	625.0
2016-10-12 02:45:00	ES	Futures	2324.64	2324.92	2324.1	2324.1	240.0
2016-10-12 02:50:00	ES	Futures	2324.37	2324.37	2323.83	2324.1	342.0
2016-10-12 02:55:00	ES	Futures	2324.1	2324.37	2323.01	2323.28	1620.0
2016-10-12 03:00:00	ES	Futures	2323.28	2323.83	2320.29	2320.29	5772.0
2016-10-12 03:05:00	ES	Futures	2320.29	2321.65	2320.29	2320.56	2480.0
2016-10-12 03:10:00	ES	Futures	2320.56	2323.55	2319.75	2322.74	5012.0
2016-10-12 03:15:00	ES	Futures	2322.74	2323.83	2321.65	2322.74	3124.0
2016-10-12 03:20:00	ES	Futures	2322.47	2324.1	2321.92	2322.47	3157.0
2016-10-12 03:25:00	ES	Futures	2322.74	2322.74	2320.02	2320.56	3855.0
2016-10-12 03:30:00	ES	Futures	2320.56	2320.56	2318.39	2318.93	4924.0
2016-10-12 03:35:00	ES	Futures	2318.66	2319.75	2317.84	2319.75	4260.0
2016-10-12 03:40:00	ES	Futures	2319.75	2320.83	2318.93	2319.75	1942.0
2016-10-12 03:45:00	ES	Futures	2319.75	2320.29	2319.2	2319.47	1602.0
2016-10-12 03:50:00	ES	Futures	2319.47	2320.29	2318.39	2320.02	2366.0
2016-10-12 03:55:00	ES	Futures	2320.02	2320.29	2319.2	2320.29	1461.0
2016-10-12 04:00:00	ES	Futures	2320.29	2320.56	2319.47	2320.02	2479.0
2016-10-12 04:05:00	ES	Futures	2319.75	2320.56	2318.93	2319.2	2562.0

> showing 50 of 15,279 rows — these rows as CSV

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