PREVIEW / futures_5min / 2016-10-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-21.parquet
  size:    194 KB
  rows:    12,731

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
2016-10-21 00:00:00	ES	Futures	2320.83	2321.11	2320.56	2321.11	303.0
2016-10-21 00:05:00	ES	Futures	2320.83	2321.11	2320.56	2320.56	391.0
2016-10-21 00:10:00	ES	Futures	2320.83	2321.38	2320.83	2321.38	255.0
2016-10-21 00:15:00	ES	Futures	2321.38	2321.92	2321.11	2321.65	251.0
2016-10-21 00:20:00	ES	Futures	2321.65	2321.65	2321.11	2321.11	159.0
2016-10-21 00:25:00	ES	Futures	2321.38	2321.38	2321.11	2321.11	158.0
2016-10-21 00:30:00	ES	Futures	2321.11	2321.65	2321.11	2321.65	81.0
2016-10-21 00:35:00	ES	Futures	2321.65	2321.65	2321.38	2321.65	189.0
2016-10-21 00:40:00	ES	Futures	2321.65	2321.92	2321.38	2321.38	106.0
2016-10-21 00:45:00	ES	Futures	2321.65	2321.65	2321.38	2321.65	142.0
2016-10-21 00:50:00	ES	Futures	2321.38	2321.65	2321.38	2321.38	139.0
2016-10-21 00:55:00	ES	Futures	2321.38	2321.65	2321.38	2321.65	157.0
2016-10-21 01:00:00	ES	Futures	2321.65	2321.92	2321.11	2321.92	200.0
2016-10-21 01:05:00	ES	Futures	2321.92	2321.92	2321.38	2321.38	266.0
2016-10-21 01:10:00	ES	Futures	2321.38	2321.65	2321.11	2321.38	239.0
2016-10-21 01:15:00	ES	Futures	2321.65	2321.65	2321.38	2321.65	8.0
2016-10-21 01:20:00	ES	Futures	2321.38	2321.65	2321.38	2321.38	76.0
2016-10-21 01:25:00	ES	Futures	2321.38	2321.38	2320.56	2320.56	605.0
2016-10-21 01:30:00	ES	Futures	2320.56	2320.56	2320.02	2320.56	703.0
2016-10-21 01:35:00	ES	Futures	2320.29	2321.11	2320.29	2320.83	439.0
2016-10-21 01:40:00	ES	Futures	2321.11	2321.11	2320.56	2320.56	178.0
2016-10-21 01:45:00	ES	Futures	2320.56	2320.83	2320.29	2320.56	327.0
2016-10-21 01:50:00	ES	Futures	2320.83	2320.83	2318.66	2319.2	2300.0
2016-10-21 01:55:00	ES	Futures	2319.2	2319.75	2318.93	2319.47	332.0
2016-10-21 02:00:00	ES	Futures	2319.47	2320.02	2319.2	2319.75	622.0
2016-10-21 02:05:00	ES	Futures	2319.75	2320.56	2319.75	2320.29	835.0
2016-10-21 02:10:00	ES	Futures	2320.56	2321.11	2320.29	2320.83	580.0
2016-10-21 02:15:00	ES	Futures	2320.83	2321.65	2320.56	2321.38	849.0
2016-10-21 02:20:00	ES	Futures	2321.38	2321.65	2321.11	2321.38	368.0
2016-10-21 02:25:00	ES	Futures	2321.38	2321.65	2320.83	2321.11	339.0
2016-10-21 02:30:00	ES	Futures	2321.38	2321.92	2321.11	2321.65	479.0
2016-10-21 02:35:00	ES	Futures	2321.65	2321.92	2321.11	2321.65	488.0
2016-10-21 02:40:00	ES	Futures	2321.38	2321.65	2321.38	2321.65	261.0
2016-10-21 02:45:00	ES	Futures	2321.38	2321.65	2321.38	2321.65	146.0
2016-10-21 02:50:00	ES	Futures	2321.65	2322.47	2321.65	2322.47	688.0
2016-10-21 02:55:00	ES	Futures	2322.47	2322.74	2321.92	2321.92	565.0
2016-10-21 03:00:00	ES	Futures	2321.65	2323.01	2321.38	2322.19	2483.0
2016-10-21 03:05:00	ES	Futures	2322.19	2322.47	2321.38	2321.38	2541.0
2016-10-21 03:10:00	ES	Futures	2321.65	2322.19	2320.83	2321.11	1976.0
2016-10-21 03:15:00	ES	Futures	2321.11	2322.47	2320.56	2321.65	2627.0
2016-10-21 03:20:00	ES	Futures	2321.92	2321.92	2320.83	2321.11	1036.0
2016-10-21 03:25:00	ES	Futures	2321.11	2321.11	2320.29	2321.11	1021.0
2016-10-21 03:30:00	ES	Futures	2321.11	2321.65	2320.56	2321.11	851.0
2016-10-21 03:35:00	ES	Futures	2321.38	2321.92	2320.83	2321.65	1870.0
2016-10-21 03:40:00	ES	Futures	2321.65	2321.92	2320.83	2320.83	919.0
2016-10-21 03:45:00	ES	Futures	2321.11	2321.38	2320.56	2320.56	829.0
2016-10-21 03:50:00	ES	Futures	2320.83	2321.11	2319.2	2319.75	2015.0
2016-10-21 03:55:00	ES	Futures	2319.75	2320.29	2319.2	2319.47	1079.0
2016-10-21 04:00:00	ES	Futures	2319.47	2320.29	2319.47	2320.29	604.0
2016-10-21 04:05:00	ES	Futures	2320.29	2320.56	2319.47	2320.02	625.0

> showing 50 of 12,731 rows — these rows as CSV

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