PREVIEW / futures_5min / 2016-10-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-14.parquet
  size:    206 KB
  rows:    12,586

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
2016-10-14 00:00:00	ES	Futures	2315.12	2315.39	2314.3	2315.39	604.0
2016-10-14 00:05:00	ES	Futures	2315.39	2315.39	2314.58	2315.12	238.0
2016-10-14 00:10:00	ES	Futures	2315.12	2315.66	2314.85	2315.39	301.0
2016-10-14 00:15:00	ES	Futures	2315.39	2315.66	2315.12	2315.39	99.0
2016-10-14 00:20:00	ES	Futures	2315.39	2315.39	2315.12	2315.39	119.0
2016-10-14 00:25:00	ES	Futures	2315.39	2315.39	2314.3	2314.58	221.0
2016-10-14 00:30:00	ES	Futures	2314.85	2315.12	2314.85	2315.12	201.0
2016-10-14 00:35:00	ES	Futures	2315.12	2315.39	2314.85	2315.39	168.0
2016-10-14 00:40:00	ES	Futures	2315.39	2315.66	2315.12	2315.39	193.0
2016-10-14 00:45:00	ES	Futures	2315.39	2315.39	2315.12	2315.12	54.0
2016-10-14 00:50:00	ES	Futures	2315.39	2315.94	2315.39	2315.66	264.0
2016-10-14 00:55:00	ES	Futures	2315.39	2316.21	2315.39	2316.21	286.0
2016-10-14 01:00:00	ES	Futures	2315.94	2316.48	2315.94	2316.48	556.0
2016-10-14 01:05:00	ES	Futures	2316.48	2316.75	2315.94	2315.94	249.0
2016-10-14 01:10:00	ES	Futures	2315.94	2316.21	2314.85	2315.39	466.0
2016-10-14 01:15:00	ES	Futures	2315.39	2315.39	2313.76	2313.76	657.0
2016-10-14 01:20:00	ES	Futures	2313.76	2314.58	2313.76	2314.3	208.0
2016-10-14 01:25:00	ES	Futures	2314.3	2314.58	2314.3	2314.3	72.0
2016-10-14 01:30:00	ES	Futures	2314.3	2314.3	2313.76	2313.76	125.0
2016-10-14 01:35:00	ES	Futures	2314.03	2314.3	2313.76	2314.03	210.0
2016-10-14 01:40:00	ES	Futures	2314.03	2314.3	2314.03	2314.3	238.0
2016-10-14 01:45:00	ES	Futures	2314.3	2314.3	2314.03	2314.3	65.0
2016-10-14 01:50:00	ES	Futures	2314.03	2314.3	2313.76	2314.03	95.0
2016-10-14 01:55:00	ES	Futures	2314.03	2315.12	2314.03	2315.12	310.0
2016-10-14 02:00:00	ES	Futures	2314.85	2315.12	2313.76	2314.58	806.0
2016-10-14 02:05:00	ES	Futures	2314.58	2314.85	2314.03	2314.85	366.0
2016-10-14 02:10:00	ES	Futures	2314.58	2314.58	2314.03	2314.58	417.0
2016-10-14 02:15:00	ES	Futures	2314.3	2314.58	2314.03	2314.3	235.0
2016-10-14 02:20:00	ES	Futures	2314.3	2314.58	2313.76	2314.3	356.0
2016-10-14 02:25:00	ES	Futures	2314.3	2314.3	2313.49	2313.49	350.0
2016-10-14 02:30:00	ES	Futures	2313.76	2314.58	2313.76	2314.58	622.0
2016-10-14 02:35:00	ES	Futures	2314.58	2315.66	2314.58	2314.58	1342.0
2016-10-14 02:40:00	ES	Futures	2314.3	2315.39	2314.3	2314.58	1117.0
2016-10-14 02:45:00	ES	Futures	2314.58	2315.12	2314.58	2314.85	668.0
2016-10-14 02:50:00	ES	Futures	2315.12	2315.12	2313.49	2313.49	1121.0
2016-10-14 02:55:00	ES	Futures	2313.49	2313.76	2312.94	2312.94	1085.0
2016-10-14 03:00:00	ES	Futures	2312.94	2315.12	2312.4	2314.3	4661.0
2016-10-14 03:05:00	ES	Futures	2314.3	2315.94	2314.03	2315.66	3252.0
2016-10-14 03:10:00	ES	Futures	2315.66	2315.66	2314.3	2315.39	1907.0
2016-10-14 03:15:00	ES	Futures	2315.39	2316.75	2315.12	2316.48	4573.0
2016-10-14 03:20:00	ES	Futures	2316.48	2316.75	2315.94	2316.21	1875.0
2016-10-14 03:25:00	ES	Futures	2316.21	2316.48	2315.66	2316.21	1129.0
2016-10-14 03:30:00	ES	Futures	2315.94	2316.48	2315.12	2315.39	2441.0
2016-10-14 03:35:00	ES	Futures	2315.12	2316.21	2314.85	2316.21	1392.0
2016-10-14 03:40:00	ES	Futures	2316.21	2316.48	2315.12	2315.39	1131.0
2016-10-14 03:45:00	ES	Futures	2315.39	2315.94	2314.3	2314.3	1815.0
2016-10-14 03:50:00	ES	Futures	2314.58	2314.85	2313.49	2314.3	1477.0
2016-10-14 03:55:00	ES	Futures	2314.58	2315.66	2314.3	2315.39	1474.0
2016-10-14 04:00:00	ES	Futures	2315.66	2315.94	2315.39	2315.66	1324.0
2016-10-14 04:05:00	ES	Futures	2315.39	2315.94	2315.12	2315.94	1292.0

> showing 50 of 12,586 rows — these rows as CSV

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