PREVIEW / futures_5min / 2016-10-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-27.parquet
  size:    253 KB
  rows:    15,663

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
2016-10-27 00:00:00	ES	Futures	2319.47	2320.56	2319.47	2320.29	408.0
2016-10-27 00:05:00	ES	Futures	2320.29	2320.56	2320.02	2320.56	176.0
2016-10-27 00:10:00	ES	Futures	2320.29	2320.56	2320.29	2320.56	128.0
2016-10-27 00:15:00	ES	Futures	2320.29	2320.83	2320.29	2320.56	157.0
2016-10-27 00:20:00	ES	Futures	2320.56	2320.56	2319.75	2319.75	626.0
2016-10-27 00:25:00	ES	Futures	2319.75	2320.56	2319.75	2320.29	695.0
2016-10-27 00:30:00	ES	Futures	2320.29	2320.56	2320.02	2320.02	137.0
2016-10-27 00:35:00	ES	Futures	2320.02	2320.56	2320.02	2320.29	89.0
2016-10-27 00:40:00	ES	Futures	2320.29	2320.56	2320.02	2320.29	172.0
2016-10-27 00:45:00	ES	Futures	2320.02	2320.56	2320.02	2320.02	333.0
2016-10-27 00:50:00	ES	Futures	2320.02	2320.29	2320.02	2320.02	59.0
2016-10-27 00:55:00	ES	Futures	2320.02	2320.02	2319.75	2320.02	158.0
2016-10-27 01:00:00	ES	Futures	2320.02	2320.02	2318.93	2318.93	461.0
2016-10-27 01:05:00	ES	Futures	2319.2	2319.2	2318.39	2318.66	1280.0
2016-10-27 01:10:00	ES	Futures	2318.66	2318.93	2318.39	2318.66	231.0
2016-10-27 01:15:00	ES	Futures	2318.39	2318.39	2317.02	2317.02	2917.0
2016-10-27 01:20:00	ES	Futures	2316.75	2317.84	2316.48	2317.02	1143.0
2016-10-27 01:25:00	ES	Futures	2317.3	2317.57	2316.75	2317.02	863.0
2016-10-27 01:30:00	ES	Futures	2317.02	2318.66	2317.02	2318.11	1111.0
2016-10-27 01:35:00	ES	Futures	2318.11	2318.39	2317.84	2318.39	146.0
2016-10-27 01:40:00	ES	Futures	2318.39	2318.66	2318.11	2318.39	133.0
2016-10-27 01:45:00	ES	Futures	2318.39	2318.93	2318.39	2318.66	441.0
2016-10-27 01:50:00	ES	Futures	2318.66	2319.47	2318.39	2319.2	568.0
2016-10-27 01:55:00	ES	Futures	2319.47	2319.47	2318.93	2319.2	228.0
2016-10-27 02:00:00	ES	Futures	2318.93	2319.47	2317.84	2319.2	847.0
2016-10-27 02:05:00	ES	Futures	2319.47	2319.47	2318.66	2319.2	295.0
2016-10-27 02:10:00	ES	Futures	2319.2	2319.47	2318.39	2319.2	366.0
2016-10-27 02:15:00	ES	Futures	2319.2	2319.2	2318.66	2319.2	427.0
2016-10-27 02:20:00	ES	Futures	2318.93	2320.29	2318.93	2320.29	950.0
2016-10-27 02:25:00	ES	Futures	2320.02	2320.29	2319.75	2320.02	732.0
2016-10-27 02:30:00	ES	Futures	2320.02	2320.29	2319.75	2320.02	196.0
2016-10-27 02:35:00	ES	Futures	2319.75	2320.02	2319.2	2319.47	415.0
2016-10-27 02:40:00	ES	Futures	2319.2	2320.02	2319.2	2320.02	126.0
2016-10-27 02:45:00	ES	Futures	2319.75	2321.92	2319.75	2321.65	1628.0
2016-10-27 02:50:00	ES	Futures	2321.65	2322.47	2321.38	2321.92	1226.0
2016-10-27 02:55:00	ES	Futures	2321.92	2323.01	2321.92	2322.47	985.0
2016-10-27 03:00:00	ES	Futures	2322.74	2323.01	2320.56	2321.38	2630.0
2016-10-27 03:05:00	ES	Futures	2321.65	2321.92	2319.47	2319.75	2202.0
2016-10-27 03:10:00	ES	Futures	2319.75	2320.29	2319.2	2319.75	2428.0
2016-10-27 03:15:00	ES	Futures	2319.75	2320.29	2318.93	2320.02	1436.0
2016-10-27 03:20:00	ES	Futures	2320.02	2320.29	2318.93	2320.29	1032.0
2016-10-27 03:25:00	ES	Futures	2320.29	2320.29	2319.2	2320.02	811.0
2016-10-27 03:30:00	ES	Futures	2320.02	2321.38	2320.02	2320.83	1534.0
2016-10-27 03:35:00	ES	Futures	2321.11	2321.11	2320.02	2320.56	1266.0
2016-10-27 03:40:00	ES	Futures	2320.83	2323.01	2320.83	2323.01	2538.0
2016-10-27 03:45:00	ES	Futures	2322.74	2323.55	2322.74	2323.28	3597.0
2016-10-27 03:50:00	ES	Futures	2323.28	2324.37	2323.01	2323.55	1881.0
2016-10-27 03:55:00	ES	Futures	2323.55	2324.1	2323.28	2323.83	1695.0
2016-10-27 04:00:00	ES	Futures	2324.1	2327.09	2324.1	2327.09	6666.0
2016-10-27 04:05:00	ES	Futures	2327.09	2327.91	2326.82	2327.36	2903.0

> showing 50 of 15,663 rows — these rows as CSV

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