PREVIEW / futures_5min / 2016-10-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-16.parquet
  size:    52 KB
  rows:    2,736

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
2016-10-16 18:00:00	ES	Futures	2314.03	2316.75	2313.49	2314.58	2959.0
2016-10-16 18:05:00	ES	Futures	2314.85	2315.12	2314.3	2314.58	493.0
2016-10-16 18:10:00	ES	Futures	2314.58	2314.85	2314.03	2314.3	186.0
2016-10-16 18:15:00	ES	Futures	2314.3	2314.58	2313.76	2314.03	314.0
2016-10-16 18:20:00	ES	Futures	2314.03	2314.3	2313.49	2313.76	330.0
2016-10-16 18:25:00	ES	Futures	2313.76	2313.76	2311.58	2311.86	1643.0
2016-10-16 18:30:00	ES	Futures	2311.86	2312.13	2310.49	2311.58	1214.0
2016-10-16 18:35:00	ES	Futures	2311.58	2311.86	2309.95	2309.95	675.0
2016-10-16 18:40:00	ES	Futures	2309.95	2309.95	2305.6	2306.69	3875.0
2016-10-16 18:45:00	ES	Futures	2306.96	2307.77	2305.87	2306.96	1342.0
2016-10-16 18:50:00	ES	Futures	2307.23	2308.05	2306.96	2307.77	715.0
2016-10-16 18:55:00	ES	Futures	2307.77	2308.05	2307.23	2307.77	473.0
2016-10-16 19:00:00	ES	Futures	2307.5	2308.59	2307.23	2308.32	628.0
2016-10-16 19:05:00	ES	Futures	2308.32	2308.59	2307.77	2308.32	345.0
2016-10-16 19:10:00	ES	Futures	2308.59	2308.86	2307.77	2308.86	389.0
2016-10-16 19:15:00	ES	Futures	2308.59	2308.86	2308.05	2308.32	283.0
2016-10-16 19:20:00	ES	Futures	2308.05	2308.86	2308.05	2308.32	364.0
2016-10-16 19:25:00	ES	Futures	2308.59	2308.59	2308.32	2308.32	110.0
2016-10-16 19:30:00	ES	Futures	2308.59	2309.41	2308.32	2309.41	450.0
2016-10-16 19:35:00	ES	Futures	2309.13	2309.68	2308.86	2309.68	230.0
2016-10-16 19:40:00	ES	Futures	2309.41	2309.68	2309.13	2309.41	419.0
2016-10-16 19:45:00	ES	Futures	2309.41	2309.68	2309.41	2309.41	98.0
2016-10-16 19:50:00	ES	Futures	2309.41	2310.22	2309.13	2310.22	439.0
2016-10-16 19:55:00	ES	Futures	2310.22	2310.49	2309.95	2310.22	418.0
2016-10-16 20:00:00	ES	Futures	2310.22	2311.31	2309.95	2310.77	1355.0
2016-10-16 20:05:00	ES	Futures	2310.77	2311.04	2309.95	2311.04	1056.0
2016-10-16 20:10:00	ES	Futures	2311.04	2311.04	2310.22	2310.49	472.0
2016-10-16 20:15:00	ES	Futures	2310.49	2311.04	2309.95	2311.04	568.0
2016-10-16 20:20:00	ES	Futures	2311.31	2311.31	2310.49	2310.49	567.0
2016-10-16 20:25:00	ES	Futures	2310.77	2311.04	2310.49	2311.04	244.0
2016-10-16 20:30:00	ES	Futures	2311.04	2311.04	2310.77	2310.77	101.0
2016-10-16 20:35:00	ES	Futures	2310.77	2310.77	2308.86	2309.41	1199.0
2016-10-16 20:40:00	ES	Futures	2309.41	2309.95	2309.13	2309.41	485.0
2016-10-16 20:45:00	ES	Futures	2309.41	2309.68	2308.86	2309.41	562.0
2016-10-16 20:50:00	ES	Futures	2309.13	2311.04	2309.13	2311.04	705.0
2016-10-16 20:55:00	ES	Futures	2310.77	2311.31	2309.68	2309.95	806.0
2016-10-16 21:00:00	ES	Futures	2309.68	2309.68	2308.32	2308.59	693.0
2016-10-16 21:05:00	ES	Futures	2308.59	2308.59	2307.5	2308.05	868.0
2016-10-16 21:10:00	ES	Futures	2308.05	2309.13	2307.5	2308.86	808.0
2016-10-16 21:15:00	ES	Futures	2308.86	2308.86	2307.5	2307.5	502.0
2016-10-16 21:20:00	ES	Futures	2307.5	2307.77	2305.33	2306.14	3333.0
2016-10-16 21:25:00	ES	Futures	2306.14	2306.69	2305.33	2305.6	1385.0
2016-10-16 21:30:00	ES	Futures	2305.33	2306.69	2303.69	2305.33	4161.0
2016-10-16 21:35:00	ES	Futures	2305.33	2305.6	2304.51	2305.6	1138.0
2016-10-16 21:40:00	ES	Futures	2305.33	2306.96	2304.78	2306.41	1463.0
2016-10-16 21:45:00	ES	Futures	2306.41	2306.41	2305.6	2305.87	822.0
2016-10-16 21:50:00	ES	Futures	2305.6	2306.41	2305.05	2305.6	632.0
2016-10-16 21:55:00	ES	Futures	2305.6	2306.96	2304.78	2306.69	802.0
2016-10-16 22:00:00	ES	Futures	2306.41	2306.69	2305.33	2306.41	618.0
2016-10-16 22:05:00	ES	Futures	2306.41	2306.96	2306.14	2306.69	550.0

> showing 50 of 2,736 rows — these rows as CSV

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