PREVIEW / futures_5min / 2016-05-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-12.parquet
  size:    254 KB
  rows:    15,144

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
2016-05-12 00:00:00	ES	Futures	2225.72	2225.98	2225.45	2225.72	181.0
2016-05-12 00:05:00	ES	Futures	2225.45	2225.72	2225.45	2225.72	67.0
2016-05-12 00:10:00	ES	Futures	2225.45	2225.72	2225.45	2225.72	141.0
2016-05-12 00:15:00	ES	Futures	2225.45	2225.98	2225.45	2225.98	42.0
2016-05-12 00:20:00	ES	Futures	2225.98	2225.98	2225.72	2225.98	75.0
2016-05-12 00:25:00	ES	Futures	2225.72	2225.98	2225.72	2225.98	243.0
2016-05-12 00:30:00	ES	Futures	2225.72	2225.98	2225.72	2225.98	43.0
2016-05-12 00:35:00	ES	Futures	2225.98	2226.25	2225.72	2226.25	379.0
2016-05-12 00:40:00	ES	Futures	2225.98	2226.25	2225.98	2226.25	109.0
2016-05-12 00:45:00	ES	Futures	2226.25	2226.52	2226.25	2226.52	119.0
2016-05-12 00:50:00	ES	Futures	2226.52	2226.52	2226.25	2226.52	45.0
2016-05-12 00:55:00	ES	Futures	2226.25	2226.79	2226.25	2226.79	631.0
2016-05-12 01:00:00	ES	Futures	2226.79	2226.79	2226.52	2226.52	234.0
2016-05-12 01:05:00	ES	Futures	2226.52	2227.33	2226.52	2227.06	812.0
2016-05-12 01:10:00	ES	Futures	2226.79	2227.33	2226.79	2227.33	549.0
2016-05-12 01:15:00	ES	Futures	2227.33	2227.6	2227.06	2227.33	405.0
2016-05-12 01:20:00	ES	Futures	2227.06	2227.33	2226.79	2227.33	263.0
2016-05-12 01:25:00	ES	Futures	2227.33	2227.33	2226.79	2227.06	200.0
2016-05-12 01:30:00	ES	Futures	2226.79	2227.33	2226.79	2227.33	443.0
2016-05-12 01:35:00	ES	Futures	2227.33	2227.6	2227.06	2227.33	157.0
2016-05-12 01:40:00	ES	Futures	2227.33	2227.33	2226.79	2226.79	291.0
2016-05-12 01:45:00	ES	Futures	2227.06	2227.06	2225.98	2225.98	309.0
2016-05-12 01:50:00	ES	Futures	2225.98	2226.52	2225.98	2226.25	439.0
2016-05-12 01:55:00	ES	Futures	2226.52	2227.6	2226.25	2227.6	581.0
2016-05-12 02:00:00	ES	Futures	2227.6	2227.87	2227.33	2227.87	1391.0
2016-05-12 02:05:00	ES	Futures	2227.87	2228.68	2227.33	2228.68	1764.0
2016-05-12 02:10:00	ES	Futures	2228.41	2228.95	2228.14	2228.41	901.0
2016-05-12 02:15:00	ES	Futures	2228.68	2228.95	2228.41	2228.68	797.0
2016-05-12 02:20:00	ES	Futures	2228.41	2229.22	2227.87	2227.87	1177.0
2016-05-12 02:25:00	ES	Futures	2228.14	2228.41	2227.33	2227.87	850.0
2016-05-12 02:30:00	ES	Futures	2227.6	2228.14	2227.33	2227.87	739.0
2016-05-12 02:35:00	ES	Futures	2227.6	2227.87	2226.79	2227.33	714.0
2016-05-12 02:40:00	ES	Futures	2227.6	2227.6	2226.79	2227.33	351.0
2016-05-12 02:45:00	ES	Futures	2227.33	2227.6	2227.06	2227.06	694.0
2016-05-12 02:50:00	ES	Futures	2227.06	2227.33	2225.72	2226.52	1495.0
2016-05-12 02:55:00	ES	Futures	2226.52	2227.06	2225.98	2226.52	1288.0
2016-05-12 03:00:00	ES	Futures	2226.52	2226.52	2224.1	2224.37	8061.0
2016-05-12 03:05:00	ES	Futures	2224.37	2226.52	2224.1	2225.45	2918.0
2016-05-12 03:10:00	ES	Futures	2225.72	2226.25	2224.91	2225.72	2605.0
2016-05-12 03:15:00	ES	Futures	2225.45	2227.06	2224.37	2224.64	3046.0
2016-05-12 03:20:00	ES	Futures	2224.64	2224.91	2223.02	2223.56	4392.0
2016-05-12 03:25:00	ES	Futures	2223.56	2223.83	2222.48	2223.02	3223.0
2016-05-12 03:30:00	ES	Futures	2223.02	2224.1	2222.48	2223.83	2358.0
2016-05-12 03:35:00	ES	Futures	2223.83	2225.18	2223.83	2224.64	1210.0
2016-05-12 03:40:00	ES	Futures	2224.37	2225.72	2224.37	2225.18	2203.0
2016-05-12 03:45:00	ES	Futures	2225.18	2227.33	2225.18	2227.33	2515.0
2016-05-12 03:50:00	ES	Futures	2227.33	2228.14	2226.79	2227.6	3158.0
2016-05-12 03:55:00	ES	Futures	2227.6	2229.49	2227.6	2228.68	3719.0
2016-05-12 04:00:00	ES	Futures	2228.41	2229.49	2228.14	2228.68	2187.0
2016-05-12 04:05:00	ES	Futures	2228.95	2228.95	2228.41	2228.68	919.0

> showing 50 of 15,144 rows — these rows as CSV

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