PREVIEW / futures_5min / 2016-10-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-26.parquet
  size:    246 KB
  rows:    15,438

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
2016-10-26 00:00:00	ES	Futures	2321.92	2321.92	2321.65	2321.65	263.0
2016-10-26 00:05:00	ES	Futures	2321.92	2321.92	2321.38	2321.38	321.0
2016-10-26 00:10:00	ES	Futures	2321.38	2321.92	2321.38	2321.38	181.0
2016-10-26 00:15:00	ES	Futures	2321.65	2321.65	2321.38	2321.38	40.0
2016-10-26 00:20:00	ES	Futures	2321.38	2321.65	2321.11	2321.38	182.0
2016-10-26 00:25:00	ES	Futures	2321.38	2321.65	2321.38	2321.38	105.0
2016-10-26 00:30:00	ES	Futures	2321.38	2321.92	2321.38	2321.92	168.0
2016-10-26 00:35:00	ES	Futures	2321.65	2321.92	2321.38	2321.38	82.0
2016-10-26 00:40:00	ES	Futures	2321.38	2321.65	2321.38	2321.38	23.0
2016-10-26 00:45:00	ES	Futures	2321.65	2321.65	2321.38	2321.65	46.0
2016-10-26 00:50:00	ES	Futures	2321.38	2321.65	2321.38	2321.38	274.0
2016-10-26 00:55:00	ES	Futures	2321.38	2321.92	2321.38	2321.38	60.0
2016-10-26 01:00:00	ES	Futures	2321.65	2321.65	2321.38	2321.65	314.0
2016-10-26 01:05:00	ES	Futures	2321.65	2321.92	2321.38	2321.92	220.0
2016-10-26 01:10:00	ES	Futures	2321.65	2321.92	2321.65	2321.92	113.0
2016-10-26 01:15:00	ES	Futures	2321.92	2321.92	2321.38	2321.65	106.0
2016-10-26 01:20:00	ES	Futures	2321.65	2321.65	2321.38	2321.65	137.0
2016-10-26 01:25:00	ES	Futures	2321.38	2321.92	2321.38	2321.65	335.0
2016-10-26 01:30:00	ES	Futures	2321.92	2321.92	2321.65	2321.92	107.0
2016-10-26 01:35:00	ES	Futures	2321.92	2322.19	2321.65	2322.19	272.0
2016-10-26 01:40:00	ES	Futures	2321.92	2322.19	2321.92	2322.19	322.0
2016-10-26 01:45:00	ES	Futures	2322.19	2322.19	2321.92	2321.92	142.0
2016-10-26 01:50:00	ES	Futures	2321.92	2322.47	2321.65	2322.47	503.0
2016-10-26 01:55:00	ES	Futures	2322.19	2322.74	2322.19	2322.47	159.0
2016-10-26 02:00:00	ES	Futures	2322.47	2323.01	2322.19	2322.74	1068.0
2016-10-26 02:05:00	ES	Futures	2322.47	2322.74	2321.92	2322.19	582.0
2016-10-26 02:10:00	ES	Futures	2322.47	2322.47	2321.92	2322.19	124.0
2016-10-26 02:15:00	ES	Futures	2322.19	2322.74	2321.92	2322.74	505.0
2016-10-26 02:20:00	ES	Futures	2322.47	2323.01	2322.47	2322.74	213.0
2016-10-26 02:25:00	ES	Futures	2322.74	2323.01	2322.74	2323.01	432.0
2016-10-26 02:30:00	ES	Futures	2322.74	2323.01	2322.74	2322.74	274.0
2016-10-26 02:35:00	ES	Futures	2323.01	2323.28	2323.01	2323.28	230.0
2016-10-26 02:40:00	ES	Futures	2323.01	2323.83	2323.01	2323.55	604.0
2016-10-26 02:45:00	ES	Futures	2323.28	2323.55	2322.74	2322.74	725.0
2016-10-26 02:50:00	ES	Futures	2323.01	2323.01	2322.47	2322.74	602.0
2016-10-26 02:55:00	ES	Futures	2322.47	2323.01	2322.19	2322.19	642.0
2016-10-26 03:00:00	ES	Futures	2322.19	2323.01	2321.92	2322.47	1553.0
2016-10-26 03:05:00	ES	Futures	2322.47	2322.74	2320.56	2321.92	4055.0
2016-10-26 03:10:00	ES	Futures	2321.65	2322.74	2321.38	2322.19	1961.0
2016-10-26 03:15:00	ES	Futures	2321.92	2322.19	2320.83	2320.83	2880.0
2016-10-26 03:20:00	ES	Futures	2320.83	2321.11	2319.75	2319.75	2939.0
2016-10-26 03:25:00	ES	Futures	2320.02	2321.11	2319.75	2319.75	1192.0
2016-10-26 03:30:00	ES	Futures	2319.75	2320.56	2319.75	2320.02	1493.0
2016-10-26 03:35:00	ES	Futures	2320.29	2320.83	2319.47	2319.47	1220.0
2016-10-26 03:40:00	ES	Futures	2319.75	2321.11	2318.66	2320.83	3453.0
2016-10-26 03:45:00	ES	Futures	2320.83	2320.83	2320.02	2320.29	2005.0
2016-10-26 03:50:00	ES	Futures	2320.29	2320.56	2320.02	2320.02	937.0
2016-10-26 03:55:00	ES	Futures	2320.29	2320.83	2319.47	2319.47	1106.0
2016-10-26 04:00:00	ES	Futures	2319.75	2320.29	2319.2	2320.02	1309.0
2016-10-26 04:05:00	ES	Futures	2320.02	2320.56	2319.47	2319.75	965.0

> showing 50 of 15,438 rows — these rows as CSV

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