PREVIEW / futures_5min / 2016-05-10

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-10.parquet
  size:    243 KB
  rows:    15,255

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
2016-05-10 00:00:00	ES	Futures	2223.83	2224.1	2222.75	2222.75	793.0
2016-05-10 00:05:00	ES	Futures	2223.02	2223.29	2222.21	2223.02	414.0
2016-05-10 00:10:00	ES	Futures	2222.75	2223.56	2222.75	2223.29	199.0
2016-05-10 00:15:00	ES	Futures	2223.29	2223.29	2222.48	2222.75	276.0
2016-05-10 00:20:00	ES	Futures	2222.48	2222.75	2221.67	2222.21	550.0
2016-05-10 00:25:00	ES	Futures	2221.94	2222.48	2221.94	2222.48	199.0
2016-05-10 00:30:00	ES	Futures	2222.48	2222.48	2221.94	2222.21	287.0
2016-05-10 00:35:00	ES	Futures	2222.48	2222.75	2222.21	2222.75	162.0
2016-05-10 00:40:00	ES	Futures	2223.02	2223.02	2222.75	2222.75	231.0
2016-05-10 00:45:00	ES	Futures	2222.48	2222.75	2222.21	2222.75	124.0
2016-05-10 00:50:00	ES	Futures	2222.75	2223.02	2222.21	2223.02	211.0
2016-05-10 00:55:00	ES	Futures	2222.75	2223.02	2222.75	2223.02	53.0
2016-05-10 01:00:00	ES	Futures	2222.75	2223.29	2222.48	2223.02	334.0
2016-05-10 01:05:00	ES	Futures	2222.75	2223.02	2222.21	2222.21	206.0
2016-05-10 01:10:00	ES	Futures	2222.48	2222.75	2222.21	2222.21	163.0
2016-05-10 01:15:00	ES	Futures	2222.48	2222.75	2222.21	2222.48	84.0
2016-05-10 01:20:00	ES	Futures	2222.21	2223.02	2222.21	2222.75	225.0
2016-05-10 01:25:00	ES	Futures	2223.02	2223.02	2222.48	2223.02	254.0
2016-05-10 01:30:00	ES	Futures	2223.02	2223.56	2222.48	2223.56	566.0
2016-05-10 01:35:00	ES	Futures	2223.56	2224.1	2223.29	2223.83	387.0
2016-05-10 01:40:00	ES	Futures	2223.83	2223.83	2223.02	2223.83	490.0
2016-05-10 01:45:00	ES	Futures	2223.83	2224.1	2223.56	2224.1	312.0
2016-05-10 01:50:00	ES	Futures	2223.83	2224.1	2223.83	2224.1	279.0
2016-05-10 01:55:00	ES	Futures	2224.1	2224.37	2223.56	2224.1	757.0
2016-05-10 02:00:00	ES	Futures	2224.1	2224.1	2223.29	2224.1	1122.0
2016-05-10 02:05:00	ES	Futures	2224.1	2224.37	2223.56	2223.83	730.0
2016-05-10 02:10:00	ES	Futures	2224.1	2227.6	2223.83	2227.06	8467.0
2016-05-10 02:15:00	ES	Futures	2226.79	2227.6	2226.79	2227.33	1725.0
2016-05-10 02:20:00	ES	Futures	2227.06	2227.33	2226.79	2227.06	729.0
2016-05-10 02:25:00	ES	Futures	2227.06	2227.33	2226.52	2226.79	800.0
2016-05-10 02:30:00	ES	Futures	2226.52	2227.06	2226.25	2227.06	958.0
2016-05-10 02:35:00	ES	Futures	2227.06	2227.06	2225.45	2225.98	1417.0
2016-05-10 02:40:00	ES	Futures	2225.98	2226.52	2225.45	2225.72	982.0
2016-05-10 02:45:00	ES	Futures	2225.98	2226.52	2225.45	2226.25	903.0
2016-05-10 02:50:00	ES	Futures	2226.52	2227.06	2226.25	2226.79	1109.0
2016-05-10 02:55:00	ES	Futures	2227.06	2227.06	2226.25	2227.06	1245.0
2016-05-10 03:00:00	ES	Futures	2227.06	2230.03	2226.79	2228.41	10916.0
2016-05-10 03:05:00	ES	Futures	2228.14	2229.22	2227.33	2228.14	3468.0
2016-05-10 03:10:00	ES	Futures	2228.14	2231.38	2227.87	2230.84	5498.0
2016-05-10 03:15:00	ES	Futures	2231.11	2231.65	2230.57	2231.11	4571.0
2016-05-10 03:20:00	ES	Futures	2231.11	2233.27	2231.11	2231.92	9190.0
2016-05-10 03:25:00	ES	Futures	2231.92	2232.46	2230.3	2231.11	3946.0
2016-05-10 03:30:00	ES	Futures	2230.84	2232.19	2230.57	2231.65	2104.0
2016-05-10 03:35:00	ES	Futures	2231.65	2233.54	2231.65	2232.19	3869.0
2016-05-10 03:40:00	ES	Futures	2232.19	2232.73	2231.38	2231.65	1900.0
2016-05-10 03:45:00	ES	Futures	2231.65	2232.46	2231.11	2231.92	2105.0
2016-05-10 03:50:00	ES	Futures	2231.92	2232.19	2231.11	2231.92	1948.0
2016-05-10 03:55:00	ES	Futures	2231.92	2232.19	2231.11	2231.38	1660.0
2016-05-10 04:00:00	ES	Futures	2231.38	2232.19	2231.11	2231.65	1725.0
2016-05-10 04:05:00	ES	Futures	2231.65	2232.19	2230.57	2230.84	1930.0

> showing 50 of 15,255 rows — these rows as CSV

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