PREVIEW / futures_5min / 2016-10-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-25.parquet
  size:    240 KB
  rows:    15,370

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
2016-10-25 00:00:00	ES	Futures	2337.16	2337.43	2336.89	2336.89	497.0
2016-10-25 00:05:00	ES	Futures	2337.16	2337.16	2336.61	2336.61	103.0
2016-10-25 00:10:00	ES	Futures	2336.89	2336.89	2336.61	2336.89	17.0
2016-10-25 00:15:00	ES	Futures	2336.61	2336.89	2336.61	2336.89	109.0
2016-10-25 00:20:00	ES	Futures	2336.89	2336.89	2336.34	2336.34	248.0
2016-10-25 00:25:00	ES	Futures	2336.34	2336.61	2336.34	2336.61	59.0
2016-10-25 00:30:00	ES	Futures	2336.61	2336.61	2336.34	2336.61	105.0
2016-10-25 00:35:00	ES	Futures	2336.61	2336.89	2336.61	2336.61	57.0
2016-10-25 00:40:00	ES	Futures	2336.89	2337.43	2336.89	2337.43	686.0
2016-10-25 00:45:00	ES	Futures	2337.43	2337.43	2336.89	2337.16	197.0
2016-10-25 00:50:00	ES	Futures	2337.16	2337.16	2336.89	2337.16	86.0
2016-10-25 00:55:00	ES	Futures	2337.16	2337.16	2336.89	2336.89	235.0
2016-10-25 01:00:00	ES	Futures	2337.16	2337.16	2336.61	2336.61	189.0
2016-10-25 01:05:00	ES	Futures	2336.61	2336.89	2336.61	2336.89	195.0
2016-10-25 01:10:00	ES	Futures	2336.89	2337.16	2336.61	2336.89	809.0
2016-10-25 01:15:00	ES	Futures	2337.16	2337.43	2337.16	2337.16	61.0
2016-10-25 01:20:00	ES	Futures	2337.43	2337.43	2336.89	2337.16	140.0
2016-10-25 01:25:00	ES	Futures	2337.43	2337.7	2337.16	2337.43	373.0
2016-10-25 01:30:00	ES	Futures	2337.43	2337.7	2336.89	2337.16	330.0
2016-10-25 01:35:00	ES	Futures	2337.16	2337.43	2337.16	2337.43	220.0
2016-10-25 01:40:00	ES	Futures	2337.7	2338.25	2337.43	2337.97	740.0
2016-10-25 01:45:00	ES	Futures	2337.7	2338.25	2337.7	2338.25	492.0
2016-10-25 01:50:00	ES	Futures	2337.97	2338.25	2337.7	2337.97	373.0
2016-10-25 01:55:00	ES	Futures	2337.7	2337.97	2337.7	2337.97	285.0
2016-10-25 02:00:00	ES	Futures	2337.97	2338.25	2337.7	2337.7	369.0
2016-10-25 02:05:00	ES	Futures	2337.7	2337.97	2337.43	2337.7	221.0
2016-10-25 02:10:00	ES	Futures	2337.7	2337.97	2337.7	2337.7	393.0
2016-10-25 02:15:00	ES	Futures	2337.7	2337.97	2337.43	2337.43	309.0
2016-10-25 02:20:00	ES	Futures	2337.43	2337.7	2337.43	2337.43	192.0
2016-10-25 02:25:00	ES	Futures	2337.43	2337.7	2336.89	2336.89	533.0
2016-10-25 02:30:00	ES	Futures	2337.16	2337.43	2336.89	2337.43	298.0
2016-10-25 02:35:00	ES	Futures	2337.43	2337.43	2337.16	2337.16	226.0
2016-10-25 02:40:00	ES	Futures	2337.43	2337.43	2336.89	2336.89	241.0
2016-10-25 02:45:00	ES	Futures	2337.16	2337.43	2336.89	2336.89	405.0
2016-10-25 02:50:00	ES	Futures	2336.89	2337.16	2336.34	2336.61	401.0
2016-10-25 02:55:00	ES	Futures	2336.61	2336.61	2335.8	2335.8	675.0
2016-10-25 03:00:00	ES	Futures	2335.8	2336.61	2335.8	2336.61	2246.0
2016-10-25 03:05:00	ES	Futures	2336.61	2337.16	2335.8	2336.61	2405.0
2016-10-25 03:10:00	ES	Futures	2336.61	2336.89	2335.53	2336.07	1669.0
2016-10-25 03:15:00	ES	Futures	2335.8	2336.61	2335.53	2336.34	1188.0
2016-10-25 03:20:00	ES	Futures	2336.34	2336.34	2335.8	2336.34	945.0
2016-10-25 03:25:00	ES	Futures	2336.61	2337.43	2336.07	2336.89	2421.0
2016-10-25 03:30:00	ES	Futures	2337.16	2337.16	2336.34	2336.89	976.0
2016-10-25 03:35:00	ES	Futures	2336.61	2336.89	2336.34	2336.89	908.0
2016-10-25 03:40:00	ES	Futures	2336.89	2337.16	2336.34	2336.61	498.0
2016-10-25 03:45:00	ES	Futures	2336.61	2336.61	2336.07	2336.61	493.0
2016-10-25 03:50:00	ES	Futures	2336.34	2337.43	2336.34	2336.34	947.0
2016-10-25 03:55:00	ES	Futures	2336.34	2337.43	2336.34	2336.89	769.0
2016-10-25 04:00:00	ES	Futures	2337.16	2337.7	2336.61	2337.16	1381.0
2016-10-25 04:05:00	ES	Futures	2337.43	2337.43	2336.89	2336.89	466.0

> showing 50 of 15,370 rows — these rows as CSV

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