PREVIEW / futures_5min / 2016-10-31

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-10-31.parquet
  size:    228 KB
  rows:    15,446

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
2016-10-31 00:00:00	ES	Futures	2314.85	2315.39	2314.58	2315.12	477.0
2016-10-31 00:05:00	ES	Futures	2315.39	2315.39	2315.12	2315.39	150.0
2016-10-31 00:10:00	ES	Futures	2315.39	2315.39	2315.12	2315.39	263.0
2016-10-31 00:15:00	ES	Futures	2315.39	2315.66	2315.12	2315.12	453.0
2016-10-31 00:20:00	ES	Futures	2315.39	2316.21	2315.12	2315.94	537.0
2016-10-31 00:25:00	ES	Futures	2315.94	2316.21	2315.94	2315.94	210.0
2016-10-31 00:30:00	ES	Futures	2315.94	2316.21	2315.66	2315.94	296.0
2016-10-31 00:35:00	ES	Futures	2315.94	2316.21	2315.66	2315.66	274.0
2016-10-31 00:40:00	ES	Futures	2315.66	2315.94	2315.39	2315.94	396.0
2016-10-31 00:45:00	ES	Futures	2315.66	2316.21	2315.66	2315.94	425.0
2016-10-31 00:50:00	ES	Futures	2316.21	2316.21	2315.66	2316.21	419.0
2016-10-31 00:55:00	ES	Futures	2316.21	2316.48	2315.94	2316.48	241.0
2016-10-31 01:00:00	ES	Futures	2316.48	2317.57	2316.21	2317.02	1235.0
2016-10-31 01:05:00	ES	Futures	2316.75	2317.3	2316.75	2316.75	481.0
2016-10-31 01:10:00	ES	Futures	2316.75	2317.02	2316.48	2316.48	368.0
2016-10-31 01:15:00	ES	Futures	2316.48	2317.02	2316.48	2317.02	224.0
2016-10-31 01:20:00	ES	Futures	2316.75	2317.3	2316.75	2317.02	324.0
2016-10-31 01:25:00	ES	Futures	2317.02	2317.57	2316.75	2317.57	452.0
2016-10-31 01:30:00	ES	Futures	2317.57	2317.84	2317.02	2317.57	630.0
2016-10-31 01:35:00	ES	Futures	2317.57	2318.39	2317.3	2318.11	930.0
2016-10-31 01:40:00	ES	Futures	2318.11	2318.66	2317.57	2318.11	844.0
2016-10-31 01:45:00	ES	Futures	2318.39	2318.39	2317.84	2318.11	441.0
2016-10-31 01:50:00	ES	Futures	2318.11	2318.39	2317.3	2317.57	558.0
2016-10-31 01:55:00	ES	Futures	2317.57	2317.84	2317.3	2317.84	439.0
2016-10-31 02:00:00	ES	Futures	2317.84	2318.39	2317.57	2317.57	532.0
2016-10-31 02:05:00	ES	Futures	2317.57	2318.11	2317.3	2318.11	378.0
2016-10-31 02:10:00	ES	Futures	2317.84	2318.39	2317.57	2317.84	675.0
2016-10-31 02:15:00	ES	Futures	2317.84	2318.11	2317.57	2317.84	206.0
2016-10-31 02:20:00	ES	Futures	2317.84	2317.84	2317.3	2317.3	358.0
2016-10-31 02:25:00	ES	Futures	2317.57	2317.57	2316.75	2317.02	571.0
2016-10-31 02:30:00	ES	Futures	2316.75	2317.3	2316.75	2317.02	222.0
2016-10-31 02:35:00	ES	Futures	2317.02	2317.84	2316.75	2317.57	425.0
2016-10-31 02:40:00	ES	Futures	2317.84	2317.84	2317.57	2317.57	292.0
2016-10-31 02:45:00	ES	Futures	2317.57	2317.84	2317.57	2317.57	152.0
2016-10-31 02:50:00	ES	Futures	2317.57	2318.11	2317.3	2317.57	167.0
2016-10-31 02:55:00	ES	Futures	2317.57	2317.57	2316.75	2317.02	300.0
2016-10-31 03:00:00	ES	Futures	2317.02	2317.3	2316.75	2317.02	707.0
2016-10-31 03:05:00	ES	Futures	2317.02	2317.02	2315.94	2316.48	769.0
2016-10-31 03:10:00	ES	Futures	2316.48	2316.48	2316.21	2316.48	426.0
2016-10-31 03:15:00	ES	Futures	2316.75	2316.75	2315.66	2315.94	632.0
2016-10-31 03:20:00	ES	Futures	2315.94	2316.75	2315.94	2316.48	394.0
2016-10-31 03:25:00	ES	Futures	2316.48	2316.48	2315.94	2316.21	455.0
2016-10-31 03:30:00	ES	Futures	2316.21	2316.48	2315.94	2316.21	403.0
2016-10-31 03:35:00	ES	Futures	2315.94	2316.75	2315.94	2316.48	349.0
2016-10-31 03:40:00	ES	Futures	2316.75	2316.75	2316.21	2316.48	381.0
2016-10-31 03:45:00	ES	Futures	2316.21	2316.48	2316.21	2316.21	118.0
2016-10-31 03:50:00	ES	Futures	2316.21	2316.21	2315.12	2315.94	1016.0
2016-10-31 03:55:00	ES	Futures	2315.94	2316.21	2314.85	2314.85	707.0
2016-10-31 04:00:00	ES	Futures	2315.12	2315.66	2314.58	2314.85	1606.0
2016-10-31 04:05:00	ES	Futures	2314.58	2316.21	2314.58	2316.21	1470.0

> showing 50 of 15,446 rows — these rows as CSV

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