PREVIEW / futures_5min / 2016-05-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-11.parquet
  size:    242 KB
  rows:    15,161

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
2016-05-11 00:00:00	ES	Futures	2238.94	2239.48	2238.94	2239.21	202.0
2016-05-11 00:05:00	ES	Futures	2239.48	2239.48	2239.21	2239.48	258.0
2016-05-11 00:10:00	ES	Futures	2239.75	2240.29	2239.75	2240.29	234.0
2016-05-11 00:15:00	ES	Futures	2240.29	2240.29	2239.75	2240.02	234.0
2016-05-11 00:20:00	ES	Futures	2239.75	2240.29	2239.75	2240.02	441.0
2016-05-11 00:25:00	ES	Futures	2240.02	2240.02	2239.48	2239.75	286.0
2016-05-11 00:30:00	ES	Futures	2239.75	2240.02	2239.75	2240.02	176.0
2016-05-11 00:35:00	ES	Futures	2240.02	2240.02	2239.48	2239.75	242.0
2016-05-11 00:40:00	ES	Futures	2239.75	2240.02	2239.48	2240.02	120.0
2016-05-11 00:45:00	ES	Futures	2240.02	2240.29	2240.02	2240.29	74.0
2016-05-11 00:50:00	ES	Futures	2240.29	2240.29	2240.02	2240.02	131.0
2016-05-11 00:55:00	ES	Futures	2240.02	2240.29	2239.75	2240.02	133.0
2016-05-11 01:00:00	ES	Futures	2240.02	2240.29	2239.75	2240.02	355.0
2016-05-11 01:05:00	ES	Futures	2239.75	2240.29	2239.75	2240.02	167.0
2016-05-11 01:10:00	ES	Futures	2240.02	2240.02	2239.21	2239.75	349.0
2016-05-11 01:15:00	ES	Futures	2239.75	2240.02	2239.48	2240.02	145.0
2016-05-11 01:20:00	ES	Futures	2239.75	2240.29	2239.75	2240.02	136.0
2016-05-11 01:25:00	ES	Futures	2240.29	2240.29	2240.02	2240.29	193.0
2016-05-11 01:30:00	ES	Futures	2240.29	2240.29	2239.75	2239.75	432.0
2016-05-11 01:35:00	ES	Futures	2240.02	2240.02	2239.48	2239.48	449.0
2016-05-11 01:40:00	ES	Futures	2239.48	2239.75	2238.94	2239.48	640.0
2016-05-11 01:45:00	ES	Futures	2239.48	2239.48	2238.94	2238.94	311.0
2016-05-11 01:50:00	ES	Futures	2238.94	2239.48	2238.67	2239.21	344.0
2016-05-11 01:55:00	ES	Futures	2239.21	2239.75	2239.21	2239.75	269.0
2016-05-11 02:00:00	ES	Futures	2239.75	2239.75	2239.21	2239.75	788.0
2016-05-11 02:05:00	ES	Futures	2239.75	2240.29	2239.21	2240.29	799.0
2016-05-11 02:10:00	ES	Futures	2240.02	2240.56	2240.02	2240.29	887.0
2016-05-11 02:15:00	ES	Futures	2240.29	2240.29	2239.48	2240.29	761.0
2016-05-11 02:20:00	ES	Futures	2240.02	2241.37	2240.02	2241.1	1837.0
2016-05-11 02:25:00	ES	Futures	2241.1	2241.37	2240.02	2240.29	990.0
2016-05-11 02:30:00	ES	Futures	2240.56	2241.64	2240.29	2241.64	1039.0
2016-05-11 02:35:00	ES	Futures	2241.64	2241.64	2240.83	2241.1	1041.0
2016-05-11 02:40:00	ES	Futures	2241.1	2241.37	2240.83	2241.37	239.0
2016-05-11 02:45:00	ES	Futures	2241.1	2241.1	2240.83	2240.83	466.0
2016-05-11 02:50:00	ES	Futures	2240.56	2240.56	2239.48	2239.48	1183.0
2016-05-11 02:55:00	ES	Futures	2239.75	2240.02	2239.48	2239.75	470.0
2016-05-11 03:00:00	ES	Futures	2239.75	2241.64	2237.86	2238.4	6003.0
2016-05-11 03:05:00	ES	Futures	2238.67	2238.94	2237.32	2238.13	4653.0
2016-05-11 03:10:00	ES	Futures	2237.86	2238.94	2236.78	2238.4	3640.0
2016-05-11 03:15:00	ES	Futures	2238.13	2238.13	2236.51	2236.78	3073.0
2016-05-11 03:20:00	ES	Futures	2236.78	2237.86	2235.43	2237.32	5751.0
2016-05-11 03:25:00	ES	Futures	2237.32	2238.4	2236.51	2238.13	2344.0
2016-05-11 03:30:00	ES	Futures	2237.86	2239.21	2236.78	2238.67	3427.0
2016-05-11 03:35:00	ES	Futures	2238.67	2239.21	2237.59	2237.86	2546.0
2016-05-11 03:40:00	ES	Futures	2237.86	2239.21	2237.86	2238.67	1728.0
2016-05-11 03:45:00	ES	Futures	2238.94	2238.94	2237.32	2237.32	1874.0
2016-05-11 03:50:00	ES	Futures	2237.32	2237.32	2235.7	2236.78	2632.0
2016-05-11 03:55:00	ES	Futures	2236.78	2237.59	2236.24	2237.05	2012.0
2016-05-11 04:00:00	ES	Futures	2237.32	2237.32	2236.24	2236.51	1922.0
2016-05-11 04:05:00	ES	Futures	2236.51	2236.51	2234.89	2235.7	5301.0

> showing 50 of 15,161 rows — these rows as CSV

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