PREVIEW / futures_5min / 2016-10-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-20.parquet
  size:    245 KB
  rows:    15,333

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
2016-10-20 00:00:00	ES	Futures	2331.99	2331.99	2331.44	2331.44	390.0
2016-10-20 00:05:00	ES	Futures	2331.44	2331.44	2331.17	2331.17	151.0
2016-10-20 00:10:00	ES	Futures	2331.44	2331.99	2331.44	2331.44	229.0
2016-10-20 00:15:00	ES	Futures	2331.44	2331.99	2331.44	2331.72	205.0
2016-10-20 00:20:00	ES	Futures	2331.44	2331.72	2331.44	2331.72	48.0
2016-10-20 00:25:00	ES	Futures	2331.72	2331.99	2331.44	2331.44	296.0
2016-10-20 00:30:00	ES	Futures	2331.72	2331.72	2331.17	2331.44	169.0
2016-10-20 00:35:00	ES	Futures	2331.44	2331.44	2331.17	2331.17	88.0
2016-10-20 00:40:00	ES	Futures	2331.17	2331.72	2331.17	2331.44	111.0
2016-10-20 00:45:00	ES	Futures	2331.72	2331.72	2331.44	2331.44	163.0
2016-10-20 00:50:00	ES	Futures	2331.17	2331.44	2331.17	2331.44	62.0
2016-10-20 00:55:00	ES	Futures	2331.44	2331.44	2330.08	2330.08	870.0
2016-10-20 01:00:00	ES	Futures	2330.36	2330.36	2329.81	2329.81	154.0
2016-10-20 01:05:00	ES	Futures	2329.81	2330.63	2329.81	2330.36	368.0
2016-10-20 01:10:00	ES	Futures	2330.36	2330.36	2329.54	2329.54	429.0
2016-10-20 01:15:00	ES	Futures	2329.81	2330.08	2329.54	2329.81	277.0
2016-10-20 01:20:00	ES	Futures	2330.08	2330.36	2329.81	2330.08	204.0
2016-10-20 01:25:00	ES	Futures	2329.81	2330.08	2329.81	2330.08	162.0
2016-10-20 01:30:00	ES	Futures	2330.08	2331.17	2330.08	2330.9	464.0
2016-10-20 01:35:00	ES	Futures	2330.63	2331.44	2330.63	2330.9	328.0
2016-10-20 01:40:00	ES	Futures	2330.9	2331.17	2330.63	2330.9	171.0
2016-10-20 01:45:00	ES	Futures	2331.17	2331.17	2330.36	2330.36	206.0
2016-10-20 01:50:00	ES	Futures	2330.36	2330.63	2330.36	2330.63	133.0
2016-10-20 01:55:00	ES	Futures	2330.9	2331.17	2330.36	2330.63	516.0
2016-10-20 02:00:00	ES	Futures	2330.9	2331.72	2330.08	2330.08	1117.0
2016-10-20 02:05:00	ES	Futures	2330.08	2330.36	2329.54	2330.08	800.0
2016-10-20 02:10:00	ES	Futures	2330.08	2330.08	2329.0	2329.0	985.0
2016-10-20 02:15:00	ES	Futures	2329.27	2329.27	2328.72	2329.27	902.0
2016-10-20 02:20:00	ES	Futures	2329.27	2329.54	2329.0	2329.27	185.0
2016-10-20 02:25:00	ES	Futures	2329.0	2329.27	2328.72	2328.72	550.0
2016-10-20 02:30:00	ES	Futures	2328.72	2329.54	2328.45	2329.27	771.0
2016-10-20 02:35:00	ES	Futures	2329.27	2329.27	2329.0	2329.0	163.0
2016-10-20 02:40:00	ES	Futures	2329.27	2329.54	2328.72	2328.72	297.0
2016-10-20 02:45:00	ES	Futures	2329.0	2329.27	2328.72	2329.0	563.0
2016-10-20 02:50:00	ES	Futures	2329.0	2329.27	2328.72	2328.72	192.0
2016-10-20 02:55:00	ES	Futures	2329.0	2329.27	2329.0	2329.0	212.0
2016-10-20 03:00:00	ES	Futures	2329.0	2329.81	2327.91	2329.0	2841.0
2016-10-20 03:05:00	ES	Futures	2328.72	2329.0	2327.91	2328.18	1089.0
2016-10-20 03:10:00	ES	Futures	2328.18	2328.18	2327.36	2328.18	1025.0
2016-10-20 03:15:00	ES	Futures	2328.18	2328.18	2326.82	2327.36	1894.0
2016-10-20 03:20:00	ES	Futures	2327.36	2327.91	2326.82	2327.09	824.0
2016-10-20 03:25:00	ES	Futures	2327.36	2327.64	2326.82	2327.36	1290.0
2016-10-20 03:30:00	ES	Futures	2327.36	2327.91	2327.09	2327.64	484.0
2016-10-20 03:35:00	ES	Futures	2327.91	2328.45	2327.64	2328.45	1468.0
2016-10-20 03:40:00	ES	Futures	2328.18	2328.45	2327.64	2328.45	883.0
2016-10-20 03:45:00	ES	Futures	2328.45	2328.72	2327.91	2328.18	1346.0
2016-10-20 03:50:00	ES	Futures	2328.18	2328.72	2327.64	2328.45	1033.0
2016-10-20 03:55:00	ES	Futures	2328.45	2329.27	2327.91	2328.45	1537.0
2016-10-20 04:00:00	ES	Futures	2328.45	2328.72	2328.18	2328.72	766.0
2016-10-20 04:05:00	ES	Futures	2328.72	2329.27	2328.45	2328.72	981.0

> showing 50 of 15,333 rows — these rows as CSV

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