PREVIEW / futures_5min / 2016-10-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-19.parquet
  size:    225 KB
  rows:    15,161

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
2016-10-19 00:00:00	ES	Futures	2323.01	2323.28	2322.74	2323.01	127.0
2016-10-19 00:05:00	ES	Futures	2323.01	2323.28	2323.01	2323.28	82.0
2016-10-19 00:10:00	ES	Futures	2323.28	2323.28	2323.01	2323.28	188.0
2016-10-19 00:15:00	ES	Futures	2323.28	2323.55	2323.28	2323.28	59.0
2016-10-19 00:20:00	ES	Futures	2323.55	2323.55	2323.28	2323.28	72.0
2016-10-19 00:25:00	ES	Futures	2323.28	2323.55	2323.01	2323.01	164.0
2016-10-19 00:30:00	ES	Futures	2323.28	2323.28	2322.74	2323.01	148.0
2016-10-19 00:35:00	ES	Futures	2322.74	2323.28	2322.47	2323.28	310.0
2016-10-19 00:40:00	ES	Futures	2323.28	2323.28	2323.01	2323.28	53.0
2016-10-19 00:45:00	ES	Futures	2323.01	2323.55	2323.01	2323.55	164.0
2016-10-19 00:50:00	ES	Futures	2323.55	2323.55	2323.01	2323.01	162.0
2016-10-19 00:55:00	ES	Futures	2323.28	2323.28	2323.01	2323.01	55.0
2016-10-19 01:00:00	ES	Futures	2323.01	2323.01	2322.74	2323.01	291.0
2016-10-19 01:05:00	ES	Futures	2323.01	2323.28	2322.74	2322.74	219.0
2016-10-19 01:10:00	ES	Futures	2322.74	2323.01	2322.47	2322.74	134.0
2016-10-19 01:15:00	ES	Futures	2322.74	2322.74	2322.19	2322.19	305.0
2016-10-19 01:20:00	ES	Futures	2322.47	2322.47	2322.19	2322.19	174.0
2016-10-19 01:25:00	ES	Futures	2322.19	2322.47	2321.65	2321.65	384.0
2016-10-19 01:30:00	ES	Futures	2321.65	2322.19	2321.38	2322.19	454.0
2016-10-19 01:35:00	ES	Futures	2322.19	2322.47	2322.19	2322.19	372.0
2016-10-19 01:40:00	ES	Futures	2322.19	2322.74	2322.19	2322.19	367.0
2016-10-19 01:45:00	ES	Futures	2322.47	2322.47	2322.19	2322.47	122.0
2016-10-19 01:50:00	ES	Futures	2322.47	2322.47	2321.92	2321.92	71.0
2016-10-19 01:55:00	ES	Futures	2321.92	2322.19	2321.65	2321.92	240.0
2016-10-19 02:00:00	ES	Futures	2321.92	2322.47	2321.38	2321.65	877.0
2016-10-19 02:05:00	ES	Futures	2321.65	2322.19	2321.65	2321.92	486.0
2016-10-19 02:10:00	ES	Futures	2321.65	2321.92	2321.38	2321.38	315.0
2016-10-19 02:15:00	ES	Futures	2321.65	2321.92	2321.38	2321.38	473.0
2016-10-19 02:20:00	ES	Futures	2321.38	2321.65	2321.11	2321.11	450.0
2016-10-19 02:25:00	ES	Futures	2321.38	2321.38	2320.83	2321.11	675.0
2016-10-19 02:30:00	ES	Futures	2320.83	2321.11	2320.29	2320.56	885.0
2016-10-19 02:35:00	ES	Futures	2320.56	2320.83	2320.29	2320.56	752.0
2016-10-19 02:40:00	ES	Futures	2320.29	2320.56	2320.29	2320.29	1576.0
2016-10-19 02:45:00	ES	Futures	2320.29	2320.83	2320.29	2320.56	908.0
2016-10-19 02:50:00	ES	Futures	2320.29	2320.83	2320.29	2320.56	421.0
2016-10-19 02:55:00	ES	Futures	2320.56	2320.83	2320.29	2320.56	505.0
2016-10-19 03:00:00	ES	Futures	2320.56	2320.83	2319.47	2319.75	3141.0
2016-10-19 03:05:00	ES	Futures	2319.75	2319.75	2318.11	2318.39	3568.0
2016-10-19 03:10:00	ES	Futures	2318.39	2318.93	2318.11	2318.93	1678.0
2016-10-19 03:15:00	ES	Futures	2318.66	2319.75	2318.39	2318.39	1400.0
2016-10-19 03:20:00	ES	Futures	2318.39	2318.39	2315.39	2316.48	6268.0
2016-10-19 03:25:00	ES	Futures	2316.21	2316.75	2315.66	2316.75	1696.0
2016-10-19 03:30:00	ES	Futures	2316.48	2317.57	2316.21	2317.3	1544.0
2016-10-19 03:35:00	ES	Futures	2317.02	2317.3	2316.48	2316.48	775.0
2016-10-19 03:40:00	ES	Futures	2316.48	2317.57	2316.48	2317.57	778.0
2016-10-19 03:45:00	ES	Futures	2317.57	2317.57	2315.66	2315.66	1313.0
2016-10-19 03:50:00	ES	Futures	2315.94	2316.21	2314.3	2315.12	3142.0
2016-10-19 03:55:00	ES	Futures	2315.39	2316.48	2315.12	2315.94	964.0
2016-10-19 04:00:00	ES	Futures	2315.94	2316.75	2315.94	2316.21	653.0
2016-10-19 04:05:00	ES	Futures	2315.94	2317.02	2315.94	2316.75	891.0

> showing 50 of 15,161 rows — these rows as CSV

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