PREVIEW / futures_5min / 2016-10-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-28.parquet
  size:    227 KB
  rows:    13,172

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
2016-10-28 00:00:00	ES	Futures	2314.3	2314.58	2314.03	2314.3	418.0
2016-10-28 00:05:00	ES	Futures	2314.03	2314.58	2314.03	2314.58	135.0
2016-10-28 00:10:00	ES	Futures	2314.3	2314.58	2314.3	2314.58	121.0
2016-10-28 00:15:00	ES	Futures	2314.3	2314.58	2314.03	2314.3	132.0
2016-10-28 00:20:00	ES	Futures	2314.3	2314.3	2313.76	2314.03	169.0
2016-10-28 00:25:00	ES	Futures	2314.03	2314.3	2313.76	2314.03	185.0
2016-10-28 00:30:00	ES	Futures	2313.76	2314.3	2313.76	2314.3	324.0
2016-10-28 00:35:00	ES	Futures	2314.3	2314.58	2314.03	2314.3	467.0
2016-10-28 00:40:00	ES	Futures	2314.3	2314.58	2314.3	2314.58	303.0
2016-10-28 00:45:00	ES	Futures	2314.3	2314.58	2314.3	2314.3	131.0
2016-10-28 00:50:00	ES	Futures	2314.3	2314.58	2314.03	2314.03	157.0
2016-10-28 00:55:00	ES	Futures	2314.03	2314.3	2314.03	2314.03	97.0
2016-10-28 01:00:00	ES	Futures	2314.3	2314.58	2314.3	2314.58	228.0
2016-10-28 01:05:00	ES	Futures	2314.3	2314.85	2314.3	2314.58	271.0
2016-10-28 01:10:00	ES	Futures	2314.85	2314.85	2314.03	2314.3	214.0
2016-10-28 01:15:00	ES	Futures	2314.03	2314.58	2314.03	2314.03	151.0
2016-10-28 01:20:00	ES	Futures	2314.03	2314.3	2313.49	2314.03	288.0
2016-10-28 01:25:00	ES	Futures	2314.03	2314.03	2313.76	2314.03	238.0
2016-10-28 01:30:00	ES	Futures	2313.76	2314.03	2313.49	2313.49	202.0
2016-10-28 01:35:00	ES	Futures	2313.49	2313.76	2311.86	2312.67	1799.0
2016-10-28 01:40:00	ES	Futures	2312.94	2313.76	2312.67	2313.49	411.0
2016-10-28 01:45:00	ES	Futures	2313.49	2313.76	2313.22	2313.22	256.0
2016-10-28 01:50:00	ES	Futures	2313.49	2313.76	2313.22	2313.49	104.0
2016-10-28 01:55:00	ES	Futures	2313.22	2313.49	2312.94	2312.94	434.0
2016-10-28 02:00:00	ES	Futures	2313.22	2313.22	2312.67	2313.22	723.0
2016-10-28 02:05:00	ES	Futures	2313.22	2313.49	2312.4	2312.67	953.0
2016-10-28 02:10:00	ES	Futures	2312.4	2312.94	2312.13	2312.67	732.0
2016-10-28 02:15:00	ES	Futures	2312.94	2313.22	2312.67	2312.67	521.0
2016-10-28 02:20:00	ES	Futures	2312.67	2313.22	2312.67	2312.67	439.0
2016-10-28 02:25:00	ES	Futures	2312.94	2312.94	2311.31	2311.58	1201.0
2016-10-28 02:30:00	ES	Futures	2311.58	2311.58	2310.77	2311.31	1418.0
2016-10-28 02:35:00	ES	Futures	2311.04	2311.58	2310.77	2311.04	712.0
2016-10-28 02:40:00	ES	Futures	2311.04	2311.58	2311.04	2311.58	574.0
2016-10-28 02:45:00	ES	Futures	2311.58	2311.86	2311.31	2311.86	944.0
2016-10-28 02:50:00	ES	Futures	2311.58	2311.86	2310.77	2310.77	922.0
2016-10-28 02:55:00	ES	Futures	2310.77	2311.04	2310.22	2310.49	1854.0
2016-10-28 03:00:00	ES	Futures	2310.77	2310.77	2308.05	2308.05	9048.0
2016-10-28 03:05:00	ES	Futures	2308.05	2308.59	2303.69	2305.05	15669.0
2016-10-28 03:10:00	ES	Futures	2305.05	2305.87	2304.51	2304.78	3924.0
2016-10-28 03:15:00	ES	Futures	2305.05	2305.6	2302.88	2305.05	5837.0
2016-10-28 03:20:00	ES	Futures	2305.05	2308.05	2304.78	2307.77	5555.0
2016-10-28 03:25:00	ES	Futures	2307.77	2309.13	2307.23	2308.86	4328.0
2016-10-28 03:30:00	ES	Futures	2308.59	2308.59	2306.14	2308.32	2692.0
2016-10-28 03:35:00	ES	Futures	2308.32	2308.32	2306.69	2307.5	2499.0
2016-10-28 03:40:00	ES	Futures	2307.5	2307.77	2306.41	2306.69	1453.0
2016-10-28 03:45:00	ES	Futures	2306.41	2306.69	2305.33	2305.33	2096.0
2016-10-28 03:50:00	ES	Futures	2305.33	2306.14	2305.05	2306.14	2282.0
2016-10-28 03:55:00	ES	Futures	2306.14	2307.5	2305.87	2307.23	2500.0
2016-10-28 04:00:00	ES	Futures	2307.5	2307.77	2306.41	2306.41	1446.0
2016-10-28 04:05:00	ES	Futures	2306.69	2307.23	2305.6	2306.41	1871.0

> showing 50 of 13,172 rows — these rows as CSV

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