PREVIEW / futures_5min / 2016-05-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-06.parquet
  size:    222 KB
  rows:    12,729

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
2016-05-06 00:00:00	ES	Futures	2204.66	2204.93	2204.39	2204.66	233.0
2016-05-06 00:05:00	ES	Futures	2204.39	2204.93	2204.12	2204.12	111.0
2016-05-06 00:10:00	ES	Futures	2204.12	2204.39	2204.12	2204.39	91.0
2016-05-06 00:15:00	ES	Futures	2204.39	2204.39	2204.12	2204.39	96.0
2016-05-06 00:20:00	ES	Futures	2204.66	2205.2	2204.39	2205.2	272.0
2016-05-06 00:25:00	ES	Futures	2205.2	2205.47	2205.2	2205.47	184.0
2016-05-06 00:30:00	ES	Futures	2205.2	2205.2	2204.93	2205.2	158.0
2016-05-06 00:35:00	ES	Futures	2205.47	2205.47	2204.93	2205.2	105.0
2016-05-06 00:40:00	ES	Futures	2204.93	2205.2	2204.39	2204.93	189.0
2016-05-06 00:45:00	ES	Futures	2204.66	2204.93	2204.39	2204.93	176.0
2016-05-06 00:50:00	ES	Futures	2205.2	2205.2	2204.93	2204.93	36.0
2016-05-06 00:55:00	ES	Futures	2204.93	2204.93	2204.66	2204.66	175.0
2016-05-06 01:00:00	ES	Futures	2204.93	2204.93	2204.66	2204.66	128.0
2016-05-06 01:05:00	ES	Futures	2204.66	2205.2	2204.66	2204.93	262.0
2016-05-06 01:10:00	ES	Futures	2204.93	2204.93	2204.66	2204.66	35.0
2016-05-06 01:15:00	ES	Futures	2204.93	2205.2	2204.39	2205.2	301.0
2016-05-06 01:20:00	ES	Futures	2205.47	2205.47	2204.93	2205.47	227.0
2016-05-06 01:25:00	ES	Futures	2205.47	2205.47	2204.93	2205.2	398.0
2016-05-06 01:30:00	ES	Futures	2205.2	2205.47	2204.93	2205.47	209.0
2016-05-06 01:35:00	ES	Futures	2205.47	2206.01	2205.2	2205.74	401.0
2016-05-06 01:40:00	ES	Futures	2205.74	2205.74	2204.39	2204.39	395.0
2016-05-06 01:45:00	ES	Futures	2204.39	2204.93	2204.39	2204.66	173.0
2016-05-06 01:50:00	ES	Futures	2204.66	2204.93	2204.66	2204.66	223.0
2016-05-06 01:55:00	ES	Futures	2204.93	2205.47	2204.66	2204.93	258.0
2016-05-06 02:00:00	ES	Futures	2204.93	2205.74	2204.39	2205.74	1017.0
2016-05-06 02:05:00	ES	Futures	2205.74	2206.55	2205.2	2205.74	1336.0
2016-05-06 02:10:00	ES	Futures	2205.47	2206.01	2204.39	2204.39	1042.0
2016-05-06 02:15:00	ES	Futures	2204.66	2205.2	2204.39	2204.93	800.0
2016-05-06 02:20:00	ES	Futures	2204.93	2204.93	2204.12	2204.66	715.0
2016-05-06 02:25:00	ES	Futures	2204.66	2204.93	2203.85	2204.39	662.0
2016-05-06 02:30:00	ES	Futures	2204.12	2205.2	2203.58	2203.85	941.0
2016-05-06 02:35:00	ES	Futures	2203.85	2204.39	2203.85	2204.12	576.0
2016-05-06 02:40:00	ES	Futures	2204.12	2204.66	2204.12	2204.39	285.0
2016-05-06 02:45:00	ES	Futures	2204.39	2204.66	2203.58	2203.85	1178.0
2016-05-06 02:50:00	ES	Futures	2203.58	2204.39	2203.31	2203.85	783.0
2016-05-06 02:55:00	ES	Futures	2203.58	2205.2	2203.58	2204.66	1269.0
2016-05-06 03:00:00	ES	Futures	2204.39	2204.66	2200.88	2200.88	5326.0
2016-05-06 03:05:00	ES	Futures	2200.88	2201.69	2200.61	2201.15	4178.0
2016-05-06 03:10:00	ES	Futures	2201.15	2203.58	2200.88	2203.31	3558.0
2016-05-06 03:15:00	ES	Futures	2203.04	2205.74	2202.77	2205.74	4049.0
2016-05-06 03:20:00	ES	Futures	2205.47	2206.55	2205.47	2206.55	4264.0
2016-05-06 03:25:00	ES	Futures	2206.55	2206.55	2204.93	2205.47	1903.0
2016-05-06 03:30:00	ES	Futures	2205.2	2207.9	2204.93	2207.63	3448.0
2016-05-06 03:35:00	ES	Futures	2207.63	2207.9	2206.28	2207.09	2062.0
2016-05-06 03:40:00	ES	Futures	2207.09	2207.63	2205.74	2206.82	2293.0
2016-05-06 03:45:00	ES	Futures	2206.82	2207.09	2206.01	2206.01	1857.0
2016-05-06 03:50:00	ES	Futures	2206.01	2206.82	2205.74	2206.28	1786.0
2016-05-06 03:55:00	ES	Futures	2206.01	2206.82	2205.74	2206.01	1601.0
2016-05-06 04:00:00	ES	Futures	2205.74	2207.09	2205.47	2206.28	2104.0
2016-05-06 04:05:00	ES	Futures	2206.55	2207.09	2206.01	2207.09	1643.0

> showing 50 of 12,729 rows — these rows as CSV

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