PREVIEW / futures_5min / 2016-05-09

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-09.parquet
  size:    253 KB
  rows:    15,345

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
2016-05-09 00:00:00	ES	Futures	2218.7	2219.24	2218.43	2218.97	201.0
2016-05-09 00:05:00	ES	Futures	2218.97	2219.24	2218.43	2218.7	309.0
2016-05-09 00:10:00	ES	Futures	2218.7	2218.7	2218.43	2218.43	109.0
2016-05-09 00:15:00	ES	Futures	2218.43	2218.7	2218.43	2218.7	256.0
2016-05-09 00:20:00	ES	Futures	2218.7	2218.7	2218.43	2218.43	82.0
2016-05-09 00:25:00	ES	Futures	2218.43	2218.97	2218.43	2218.97	60.0
2016-05-09 00:30:00	ES	Futures	2218.97	2219.24	2218.97	2219.24	67.0
2016-05-09 00:35:00	ES	Futures	2219.24	2219.78	2219.24	2219.78	213.0
2016-05-09 00:40:00	ES	Futures	2219.78	2219.78	2219.24	2219.24	170.0
2016-05-09 00:45:00	ES	Futures	2219.24	2219.24	2218.97	2219.24	103.0
2016-05-09 00:50:00	ES	Futures	2219.24	2219.24	2218.97	2218.97	64.0
2016-05-09 00:55:00	ES	Futures	2218.97	2219.24	2218.97	2219.24	121.0
2016-05-09 01:00:00	ES	Futures	2218.97	2219.51	2218.97	2219.24	305.0
2016-05-09 01:05:00	ES	Futures	2219.24	2219.24	2218.16	2218.43	184.0
2016-05-09 01:10:00	ES	Futures	2218.43	2218.43	2217.89	2218.43	237.0
2016-05-09 01:15:00	ES	Futures	2218.43	2218.43	2217.89	2218.16	121.0
2016-05-09 01:20:00	ES	Futures	2218.16	2218.43	2217.89	2218.43	118.0
2016-05-09 01:25:00	ES	Futures	2218.43	2218.97	2218.43	2218.97	154.0
2016-05-09 01:30:00	ES	Futures	2218.97	2218.97	2218.43	2218.7	178.0
2016-05-09 01:35:00	ES	Futures	2218.97	2218.97	2218.7	2218.97	219.0
2016-05-09 01:40:00	ES	Futures	2218.97	2219.24	2218.7	2218.97	209.0
2016-05-09 01:45:00	ES	Futures	2218.97	2219.24	2218.97	2219.24	99.0
2016-05-09 01:50:00	ES	Futures	2218.97	2219.24	2218.97	2219.24	205.0
2016-05-09 01:55:00	ES	Futures	2219.51	2219.51	2218.97	2219.24	207.0
2016-05-09 02:00:00	ES	Futures	2219.24	2220.32	2218.7	2220.05	1367.0
2016-05-09 02:05:00	ES	Futures	2220.05	2220.32	2219.51	2220.05	1378.0
2016-05-09 02:10:00	ES	Futures	2220.05	2220.86	2219.78	2220.05	1342.0
2016-05-09 02:15:00	ES	Futures	2219.78	2220.32	2219.51	2219.78	646.0
2016-05-09 02:20:00	ES	Futures	2220.05	2220.32	2219.78	2220.32	942.0
2016-05-09 02:25:00	ES	Futures	2220.32	2220.86	2220.32	2220.59	966.0
2016-05-09 02:30:00	ES	Futures	2220.32	2220.59	2219.78	2220.05	748.0
2016-05-09 02:35:00	ES	Futures	2220.05	2220.05	2219.24	2219.78	581.0
2016-05-09 02:40:00	ES	Futures	2219.51	2219.78	2218.97	2219.51	852.0
2016-05-09 02:45:00	ES	Futures	2219.24	2219.78	2218.97	2219.78	1179.0
2016-05-09 02:50:00	ES	Futures	2219.51	2220.05	2219.24	2219.24	851.0
2016-05-09 02:55:00	ES	Futures	2219.24	2219.78	2218.7	2219.51	2081.0
2016-05-09 03:00:00	ES	Futures	2219.51	2219.51	2217.62	2218.16	2953.0
2016-05-09 03:05:00	ES	Futures	2217.89	2218.43	2216.81	2216.81	4849.0
2016-05-09 03:10:00	ES	Futures	2217.08	2217.08	2215.73	2216.0	2533.0
2016-05-09 03:15:00	ES	Futures	2216.0	2216.54	2215.19	2215.73	2770.0
2016-05-09 03:20:00	ES	Futures	2215.46	2215.46	2214.11	2214.65	2662.0
2016-05-09 03:25:00	ES	Futures	2214.65	2214.92	2213.84	2214.38	2067.0
2016-05-09 03:30:00	ES	Futures	2214.11	2214.92	2212.76	2214.38	3849.0
2016-05-09 03:35:00	ES	Futures	2214.65	2214.65	2213.3	2213.84	2054.0
2016-05-09 03:40:00	ES	Futures	2213.84	2216.27	2213.03	2216.27	4030.0
2016-05-09 03:45:00	ES	Futures	2216.0	2216.81	2215.46	2216.54	1887.0
2016-05-09 03:50:00	ES	Futures	2216.54	2216.54	2213.57	2214.92	2872.0
2016-05-09 03:55:00	ES	Futures	2214.92	2216.0	2214.38	2215.19	1903.0
2016-05-09 04:00:00	ES	Futures	2215.19	2216.81	2213.84	2214.92	3866.0
2016-05-09 04:05:00	ES	Futures	2214.92	2216.27	2214.11	2215.73	1572.0

> showing 50 of 15,345 rows — these rows as CSV

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