PREVIEW / futures_5min / 2016-10-13

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-13.parquet
  size:    247 KB
  rows:    15,283

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
2016-10-13 00:00:00	ES	Futures	2306.14	2306.41	2305.05	2305.33	928.0
2016-10-13 00:05:00	ES	Futures	2305.33	2305.87	2305.05	2305.33	255.0
2016-10-13 00:10:00	ES	Futures	2305.6	2305.87	2304.51	2305.05	768.0
2016-10-13 00:15:00	ES	Futures	2305.05	2305.6	2304.78	2305.6	359.0
2016-10-13 00:20:00	ES	Futures	2305.33	2305.87	2304.78	2305.87	264.0
2016-10-13 00:25:00	ES	Futures	2305.87	2305.87	2305.6	2305.87	205.0
2016-10-13 00:30:00	ES	Futures	2305.6	2305.87	2305.05	2305.05	270.0
2016-10-13 00:35:00	ES	Futures	2305.05	2305.05	2304.78	2304.78	289.0
2016-10-13 00:40:00	ES	Futures	2304.78	2305.6	2304.78	2305.6	456.0
2016-10-13 00:45:00	ES	Futures	2305.6	2305.87	2305.33	2305.87	182.0
2016-10-13 00:50:00	ES	Futures	2305.6	2306.14	2305.6	2306.14	443.0
2016-10-13 00:55:00	ES	Futures	2306.14	2306.96	2305.87	2306.96	1134.0
2016-10-13 01:00:00	ES	Futures	2306.96	2306.96	2305.87	2306.14	833.0
2016-10-13 01:05:00	ES	Futures	2306.41	2306.69	2306.14	2306.69	288.0
2016-10-13 01:10:00	ES	Futures	2306.41	2306.69	2306.41	2306.69	272.0
2016-10-13 01:15:00	ES	Futures	2306.41	2306.69	2306.14	2306.14	246.0
2016-10-13 01:20:00	ES	Futures	2306.14	2306.41	2305.6	2306.14	759.0
2016-10-13 01:25:00	ES	Futures	2306.14	2306.69	2306.14	2306.41	597.0
2016-10-13 01:30:00	ES	Futures	2306.41	2306.41	2305.05	2305.05	460.0
2016-10-13 01:35:00	ES	Futures	2305.05	2305.87	2304.51	2304.51	1415.0
2016-10-13 01:40:00	ES	Futures	2304.51	2305.33	2304.51	2305.33	396.0
2016-10-13 01:45:00	ES	Futures	2305.05	2305.33	2304.51	2304.51	279.0
2016-10-13 01:50:00	ES	Futures	2304.24	2304.51	2303.15	2303.42	1203.0
2016-10-13 01:55:00	ES	Futures	2303.42	2304.78	2303.15	2304.78	988.0
2016-10-13 02:00:00	ES	Futures	2304.51	2305.6	2303.42	2305.6	1905.0
2016-10-13 02:05:00	ES	Futures	2305.6	2306.41	2305.05	2306.14	1392.0
2016-10-13 02:10:00	ES	Futures	2306.14	2306.69	2305.6	2306.41	961.0
2016-10-13 02:15:00	ES	Futures	2306.69	2306.69	2305.87	2306.14	1108.0
2016-10-13 02:20:00	ES	Futures	2305.87	2306.14	2305.6	2306.14	714.0
2016-10-13 02:25:00	ES	Futures	2306.14	2306.69	2306.14	2306.14	867.0
2016-10-13 02:30:00	ES	Futures	2306.41	2306.69	2305.87	2306.41	522.0
2016-10-13 02:35:00	ES	Futures	2306.69	2307.5	2306.41	2307.5	1558.0
2016-10-13 02:40:00	ES	Futures	2307.5	2307.77	2306.69	2306.96	1241.0
2016-10-13 02:45:00	ES	Futures	2307.23	2307.23	2306.69	2306.96	448.0
2016-10-13 02:50:00	ES	Futures	2306.96	2307.5	2305.33	2306.41	2544.0
2016-10-13 02:55:00	ES	Futures	2306.41	2306.69	2305.6	2305.6	759.0
2016-10-13 03:00:00	ES	Futures	2305.6	2306.14	2302.6	2305.87	7418.0
2016-10-13 03:05:00	ES	Futures	2305.87	2306.69	2303.15	2304.24	6397.0
2016-10-13 03:10:00	ES	Futures	2304.24	2305.33	2303.42	2304.78	3108.0
2016-10-13 03:15:00	ES	Futures	2304.51	2304.78	2302.6	2303.15	5084.0
2016-10-13 03:20:00	ES	Futures	2303.15	2303.96	2302.6	2303.69	2924.0
2016-10-13 03:25:00	ES	Futures	2303.96	2304.51	2303.42	2304.51	2342.0
2016-10-13 03:30:00	ES	Futures	2304.24	2304.51	2303.42	2303.69	2004.0
2016-10-13 03:35:00	ES	Futures	2303.96	2304.24	2303.15	2303.96	1274.0
2016-10-13 03:40:00	ES	Futures	2303.96	2304.24	2302.88	2303.15	2634.0
2016-10-13 03:45:00	ES	Futures	2302.88	2303.96	2302.88	2303.42	1846.0
2016-10-13 03:50:00	ES	Futures	2303.42	2303.42	2302.06	2302.33	2075.0
2016-10-13 03:55:00	ES	Futures	2302.33	2302.33	2300.16	2300.97	5672.0
2016-10-13 04:00:00	ES	Futures	2301.24	2302.88	2301.24	2302.88	3452.0
2016-10-13 04:05:00	ES	Futures	2302.88	2303.15	2301.79	2302.33	1705.0

> showing 50 of 15,283 rows — these rows as CSV

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