PREVIEW / futures_5min / 2016-10-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-23.parquet
  size:    47 KB
  rows:    2,651

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
2016-10-23 18:00:00	ES	Futures	2325.73	2326.28	2324.1	2324.37	2771.0
2016-10-23 18:05:00	ES	Futures	2324.64	2327.64	2324.37	2326.82	1774.0
2016-10-23 18:10:00	ES	Futures	2326.82	2328.45	2326.82	2327.91	2387.0
2016-10-23 18:15:00	ES	Futures	2327.91	2328.18	2327.36	2327.36	441.0
2016-10-23 18:20:00	ES	Futures	2327.36	2327.36	2326.82	2327.36	468.0
2016-10-23 18:25:00	ES	Futures	2327.09	2327.91	2327.09	2327.91	291.0
2016-10-23 18:30:00	ES	Futures	2327.91	2328.72	2327.64	2328.45	527.0
2016-10-23 18:35:00	ES	Futures	2328.45	2328.45	2327.64	2327.91	360.0
2016-10-23 18:40:00	ES	Futures	2327.64	2327.91	2327.36	2327.36	256.0
2016-10-23 18:45:00	ES	Futures	2327.36	2327.64	2327.36	2327.36	91.0
2016-10-23 18:50:00	ES	Futures	2327.64	2327.64	2327.09	2327.36	412.0
2016-10-23 18:55:00	ES	Futures	2327.64	2327.64	2327.36	2327.64	197.0
2016-10-23 19:00:00	ES	Futures	2327.64	2328.18	2327.36	2327.64	337.0
2016-10-23 19:05:00	ES	Futures	2327.91	2328.18	2327.36	2327.36	185.0
2016-10-23 19:10:00	ES	Futures	2327.36	2327.64	2327.36	2327.64	200.0
2016-10-23 19:15:00	ES	Futures	2327.36	2327.64	2327.36	2327.64	295.0
2016-10-23 19:20:00	ES	Futures	2327.64	2327.64	2327.09	2327.09	84.0
2016-10-23 19:25:00	ES	Futures	2327.09	2327.64	2327.09	2327.36	223.0
2016-10-23 19:30:00	ES	Futures	2327.36	2327.64	2326.82	2326.82	326.0
2016-10-23 19:35:00	ES	Futures	2326.82	2327.09	2326.82	2327.09	104.0
2016-10-23 19:40:00	ES	Futures	2326.82	2327.09	2326.55	2326.55	164.0
2016-10-23 19:45:00	ES	Futures	2326.55	2326.82	2326.28	2326.28	298.0
2016-10-23 19:50:00	ES	Futures	2326.28	2326.82	2326.0	2326.55	455.0
2016-10-23 19:55:00	ES	Futures	2326.55	2326.55	2326.0	2326.28	251.0
2016-10-23 20:00:00	ES	Futures	2326.28	2326.28	2325.46	2325.73	763.0
2016-10-23 20:05:00	ES	Futures	2326.0	2326.0	2325.46	2325.46	329.0
2016-10-23 20:10:00	ES	Futures	2325.73	2325.73	2325.19	2325.46	481.0
2016-10-23 20:15:00	ES	Futures	2325.46	2326.0	2325.19	2326.0	390.0
2016-10-23 20:20:00	ES	Futures	2326.0	2326.28	2325.73	2326.0	351.0
2016-10-23 20:25:00	ES	Futures	2325.73	2326.28	2325.73	2325.73	239.0
2016-10-23 20:30:00	ES	Futures	2326.0	2326.28	2325.73	2325.73	190.0
2016-10-23 20:35:00	ES	Futures	2325.73	2326.28	2325.46	2326.0	510.0
2016-10-23 20:40:00	ES	Futures	2326.0	2326.28	2325.46	2325.46	293.0
2016-10-23 20:45:00	ES	Futures	2325.46	2326.28	2324.92	2326.0	852.0
2016-10-23 20:50:00	ES	Futures	2326.0	2326.28	2325.73	2325.73	177.0
2016-10-23 20:55:00	ES	Futures	2326.0	2326.28	2325.73	2326.28	227.0
2016-10-23 21:00:00	ES	Futures	2326.0	2326.28	2325.19	2325.46	335.0
2016-10-23 21:05:00	ES	Futures	2325.46	2325.73	2324.92	2325.46	295.0
2016-10-23 21:10:00	ES	Futures	2325.19	2326.0	2325.19	2325.46	189.0
2016-10-23 21:15:00	ES	Futures	2325.46	2327.36	2323.55	2327.09	3798.0
2016-10-23 21:20:00	ES	Futures	2326.82	2327.09	2326.28	2326.55	928.0
2016-10-23 21:25:00	ES	Futures	2326.82	2327.09	2326.28	2326.28	343.0
2016-10-23 21:30:00	ES	Futures	2326.28	2326.28	2325.19	2326.0	840.0
2016-10-23 21:35:00	ES	Futures	2325.73	2325.73	2324.64	2324.64	648.0
2016-10-23 21:40:00	ES	Futures	2324.64	2324.92	2324.1	2324.64	550.0
2016-10-23 21:45:00	ES	Futures	2324.37	2325.46	2324.37	2325.19	415.0
2016-10-23 21:50:00	ES	Futures	2325.19	2325.46	2323.83	2323.83	734.0
2016-10-23 21:55:00	ES	Futures	2323.83	2324.37	2323.28	2323.83	954.0
2016-10-23 22:00:00	ES	Futures	2323.83	2324.1	2323.28	2324.1	793.0
2016-10-23 22:05:00	ES	Futures	2323.83	2324.1	2323.28	2323.55	579.0

> showing 50 of 2,651 rows — these rows as CSV

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