PREVIEW / futures_5min / 2016-10-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-17.parquet
  size:    234 KB
  rows:    15,050

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
2016-10-17 00:00:00	ES	Futures	2309.13	2309.41	2308.59	2308.59	186.0
2016-10-17 00:05:00	ES	Futures	2308.86	2309.68	2308.32	2309.41	176.0
2016-10-17 00:10:00	ES	Futures	2309.68	2309.68	2309.13	2309.41	197.0
2016-10-17 00:15:00	ES	Futures	2309.41	2309.41	2309.13	2309.41	258.0
2016-10-17 00:20:00	ES	Futures	2309.41	2309.41	2309.13	2309.13	186.0
2016-10-17 00:25:00	ES	Futures	2309.41	2309.68	2309.13	2309.68	89.0
2016-10-17 00:30:00	ES	Futures	2309.68	2309.68	2309.41	2309.68	66.0
2016-10-17 00:35:00	ES	Futures	2309.41	2309.68	2309.13	2309.13	194.0
2016-10-17 00:40:00	ES	Futures	2309.13	2309.68	2308.86	2308.86	236.0
2016-10-17 00:45:00	ES	Futures	2309.13	2309.13	2308.59	2308.59	154.0
2016-10-17 00:50:00	ES	Futures	2308.59	2308.59	2307.77	2308.32	439.0
2016-10-17 00:55:00	ES	Futures	2308.05	2308.05	2307.77	2307.77	142.0
2016-10-17 01:00:00	ES	Futures	2308.05	2308.32	2307.77	2308.05	161.0
2016-10-17 01:05:00	ES	Futures	2307.77	2308.05	2306.96	2307.5	580.0
2016-10-17 01:10:00	ES	Futures	2307.23	2308.32	2307.23	2308.32	292.0
2016-10-17 01:15:00	ES	Futures	2308.05	2308.59	2308.05	2308.32	241.0
2016-10-17 01:20:00	ES	Futures	2308.32	2308.59	2307.77	2307.77	244.0
2016-10-17 01:25:00	ES	Futures	2308.05	2308.59	2307.77	2308.05	175.0
2016-10-17 01:30:00	ES	Futures	2308.32	2308.86	2308.05	2308.86	336.0
2016-10-17 01:35:00	ES	Futures	2308.59	2309.13	2308.59	2308.86	112.0
2016-10-17 01:40:00	ES	Futures	2308.86	2308.86	2308.32	2308.32	107.0
2016-10-17 01:45:00	ES	Futures	2308.59	2308.59	2308.32	2308.32	46.0
2016-10-17 01:50:00	ES	Futures	2308.32	2308.59	2307.23	2308.05	999.0
2016-10-17 01:55:00	ES	Futures	2308.05	2308.32	2307.23	2308.05	487.0
2016-10-17 02:00:00	ES	Futures	2308.05	2309.13	2308.05	2308.86	860.0
2016-10-17 02:05:00	ES	Futures	2309.13	2309.13	2308.59	2308.86	520.0
2016-10-17 02:10:00	ES	Futures	2308.86	2309.13	2308.05	2308.32	502.0
2016-10-17 02:15:00	ES	Futures	2308.05	2308.05	2306.96	2307.5	1143.0
2016-10-17 02:20:00	ES	Futures	2307.23	2307.23	2306.41	2307.23	1432.0
2016-10-17 02:25:00	ES	Futures	2307.23	2307.5	2306.41	2307.23	510.0
2016-10-17 02:30:00	ES	Futures	2307.23	2308.32	2307.23	2307.77	516.0
2016-10-17 02:35:00	ES	Futures	2308.05	2308.32	2307.77	2308.32	425.0
2016-10-17 02:40:00	ES	Futures	2308.05	2309.13	2308.05	2308.32	809.0
2016-10-17 02:45:00	ES	Futures	2308.32	2308.59	2307.5	2308.32	845.0
2016-10-17 02:50:00	ES	Futures	2308.32	2308.59	2307.5	2308.59	812.0
2016-10-17 02:55:00	ES	Futures	2308.59	2309.41	2308.32	2308.59	1333.0
2016-10-17 03:00:00	ES	Futures	2308.59	2309.13	2307.5	2308.59	3453.0
2016-10-17 03:05:00	ES	Futures	2308.86	2308.86	2306.96	2307.5	2095.0
2016-10-17 03:10:00	ES	Futures	2307.5	2308.59	2307.5	2308.59	1246.0
2016-10-17 03:15:00	ES	Futures	2308.59	2308.59	2306.14	2306.14	1949.0
2016-10-17 03:20:00	ES	Futures	2306.14	2308.05	2306.14	2307.77	1949.0
2016-10-17 03:25:00	ES	Futures	2307.5	2307.77	2306.14	2306.69	1700.0
2016-10-17 03:30:00	ES	Futures	2306.69	2308.59	2306.41	2308.59	891.0
2016-10-17 03:35:00	ES	Futures	2308.59	2312.13	2308.59	2311.58	5633.0
2016-10-17 03:40:00	ES	Futures	2311.58	2311.58	2310.22	2310.22	1635.0
2016-10-17 03:45:00	ES	Futures	2309.95	2310.77	2308.86	2309.41	1860.0
2016-10-17 03:50:00	ES	Futures	2309.41	2309.68	2308.86	2308.86	1045.0
2016-10-17 03:55:00	ES	Futures	2308.86	2309.41	2308.59	2308.86	1026.0
2016-10-17 04:00:00	ES	Futures	2308.86	2309.68	2308.32	2309.13	1296.0
2016-10-17 04:05:00	ES	Futures	2309.41	2309.41	2307.77	2308.05	1043.0

> showing 50 of 15,050 rows — these rows as CSV

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