PREVIEW / futures_5min / 2016-10-30

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-30.parquet
  size:    51 KB
  rows:    2,725

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
2016-10-30 18:00:00	ES	Futures	2307.23	2307.23	2301.52	2305.6	6282.0
2016-10-30 18:05:00	ES	Futures	2305.87	2306.96	2305.33	2306.96	1309.0
2016-10-30 18:10:00	ES	Futures	2306.96	2309.41	2306.69	2309.13	2381.0
2016-10-30 18:15:00	ES	Futures	2309.13	2309.13	2308.32	2308.32	930.0
2016-10-30 18:20:00	ES	Futures	2308.32	2308.59	2307.5	2307.77	681.0
2016-10-30 18:25:00	ES	Futures	2307.77	2307.77	2307.23	2307.5	454.0
2016-10-30 18:30:00	ES	Futures	2307.23	2308.59	2306.96	2308.32	564.0
2016-10-30 18:35:00	ES	Futures	2308.59	2308.59	2308.05	2308.05	182.0
2016-10-30 18:40:00	ES	Futures	2308.05	2309.41	2308.05	2309.13	286.0
2016-10-30 18:45:00	ES	Futures	2309.13	2309.41	2307.77	2307.77	509.0
2016-10-30 18:50:00	ES	Futures	2307.77	2309.41	2307.77	2308.05	540.0
2016-10-30 18:55:00	ES	Futures	2308.32	2308.32	2307.5	2307.5	562.0
2016-10-30 19:00:00	ES	Futures	2307.77	2309.13	2307.5	2308.59	470.0
2016-10-30 19:05:00	ES	Futures	2308.59	2309.41	2308.59	2309.13	234.0
2016-10-30 19:10:00	ES	Futures	2309.13	2309.13	2308.59	2309.13	176.0
2016-10-30 19:15:00	ES	Futures	2309.13	2309.13	2308.86	2308.86	152.0
2016-10-30 19:20:00	ES	Futures	2309.13	2309.13	2308.05	2308.32	483.0
2016-10-30 19:25:00	ES	Futures	2308.32	2308.86	2306.96	2307.23	856.0
2016-10-30 19:30:00	ES	Futures	2307.23	2308.59	2306.96	2308.32	336.0
2016-10-30 19:35:00	ES	Futures	2308.32	2308.32	2307.77	2307.77	129.0
2016-10-30 19:40:00	ES	Futures	2307.77	2307.77	2306.14	2306.41	1299.0
2016-10-30 19:45:00	ES	Futures	2306.41	2307.77	2306.41	2306.69	411.0
2016-10-30 19:50:00	ES	Futures	2306.69	2307.77	2306.41	2307.77	506.0
2016-10-30 19:55:00	ES	Futures	2307.5	2308.05	2307.23	2307.5	217.0
2016-10-30 20:00:00	ES	Futures	2307.5	2307.5	2306.41	2307.23	861.0
2016-10-30 20:05:00	ES	Futures	2307.23	2308.05	2306.41	2306.69	1320.0
2016-10-30 20:10:00	ES	Futures	2306.41	2306.96	2306.14	2306.41	1027.0
2016-10-30 20:15:00	ES	Futures	2306.69	2307.23	2306.41	2307.23	311.0
2016-10-30 20:20:00	ES	Futures	2307.23	2307.77	2306.96	2307.5	414.0
2016-10-30 20:25:00	ES	Futures	2307.5	2307.5	2307.23	2307.5	159.0
2016-10-30 20:30:00	ES	Futures	2307.77	2308.32	2307.5	2307.77	378.0
2016-10-30 20:35:00	ES	Futures	2307.77	2308.05	2307.23	2307.23	212.0
2016-10-30 20:40:00	ES	Futures	2307.23	2307.5	2307.23	2307.5	83.0
2016-10-30 20:45:00	ES	Futures	2307.5	2307.5	2306.69	2306.96	355.0
2016-10-30 20:50:00	ES	Futures	2306.96	2306.96	2306.41	2306.96	502.0
2016-10-30 20:55:00	ES	Futures	2306.69	2306.96	2306.69	2306.96	411.0
2016-10-30 21:00:00	ES	Futures	2306.96	2307.5	2306.41	2307.23	735.0
2016-10-30 21:05:00	ES	Futures	2307.23	2307.5	2306.69	2306.69	533.0
2016-10-30 21:10:00	ES	Futures	2306.96	2306.96	2306.14	2306.41	558.0
2016-10-30 21:15:00	ES	Futures	2306.14	2306.69	2305.87	2306.69	1085.0
2016-10-30 21:20:00	ES	Futures	2306.69	2308.05	2306.69	2308.05	930.0
2016-10-30 21:25:00	ES	Futures	2308.05	2308.86	2307.77	2308.59	633.0
2016-10-30 21:30:00	ES	Futures	2308.59	2309.41	2308.32	2308.59	777.0
2016-10-30 21:35:00	ES	Futures	2308.59	2309.41	2308.32	2309.13	437.0
2016-10-30 21:40:00	ES	Futures	2308.86	2310.22	2308.86	2310.22	1272.0
2016-10-30 21:45:00	ES	Futures	2309.95	2310.22	2309.68	2310.22	772.0
2016-10-30 21:50:00	ES	Futures	2309.95	2310.22	2309.41	2309.68	509.0
2016-10-30 21:55:00	ES	Futures	2309.68	2309.95	2309.13	2309.13	425.0
2016-10-30 22:00:00	ES	Futures	2309.13	2309.68	2308.86	2309.68	199.0
2016-10-30 22:05:00	ES	Futures	2309.41	2309.68	2309.13	2309.41	478.0

> showing 50 of 2,725 rows — these rows as CSV

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