PREVIEW / futures_5min / 2016-05-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-15.parquet
  size:    54 KB
  rows:    2,627

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
2016-05-15 18:00:00	ES	Futures	2204.39	2204.66	2197.64	2199.53	7721.0
2016-05-15 18:05:00	ES	Futures	2199.53	2200.07	2198.99	2199.26	1445.0
2016-05-15 18:10:00	ES	Futures	2199.26	2199.8	2198.99	2199.53	680.0
2016-05-15 18:15:00	ES	Futures	2199.26	2199.8	2199.26	2199.53	308.0
2016-05-15 18:20:00	ES	Futures	2199.53	2199.8	2199.26	2199.8	482.0
2016-05-15 18:25:00	ES	Futures	2199.8	2200.34	2199.53	2199.8	1205.0
2016-05-15 18:30:00	ES	Futures	2200.07	2200.61	2199.8	2200.07	716.0
2016-05-15 18:35:00	ES	Futures	2200.07	2200.34	2199.8	2200.34	291.0
2016-05-15 18:40:00	ES	Futures	2200.34	2200.88	2200.07	2200.61	372.0
2016-05-15 18:45:00	ES	Futures	2200.61	2200.61	2200.07	2200.34	624.0
2016-05-15 18:50:00	ES	Futures	2200.61	2200.61	2200.34	2200.34	326.0
2016-05-15 18:55:00	ES	Futures	2200.61	2200.88	2200.34	2200.88	312.0
2016-05-15 19:00:00	ES	Futures	2200.88	2201.15	2200.61	2201.15	638.0
2016-05-15 19:05:00	ES	Futures	2201.15	2201.15	2200.88	2201.15	111.0
2016-05-15 19:10:00	ES	Futures	2201.15	2202.23	2200.88	2201.15	1486.0
2016-05-15 19:15:00	ES	Futures	2201.42	2201.69	2201.15	2201.69	195.0
2016-05-15 19:20:00	ES	Futures	2201.69	2202.5	2201.42	2202.23	533.0
2016-05-15 19:25:00	ES	Futures	2202.5	2203.31	2201.42	2203.04	1756.0
2016-05-15 19:30:00	ES	Futures	2203.04	2203.04	2202.5	2203.04	500.0
2016-05-15 19:35:00	ES	Futures	2203.04	2203.31	2202.77	2202.77	492.0
2016-05-15 19:40:00	ES	Futures	2203.04	2203.31	2202.5	2203.04	620.0
2016-05-15 19:45:00	ES	Futures	2203.31	2203.31	2202.77	2203.04	348.0
2016-05-15 19:50:00	ES	Futures	2203.04	2203.85	2203.04	2203.31	733.0
2016-05-15 19:55:00	ES	Futures	2203.58	2204.39	2203.31	2203.58	1168.0
2016-05-15 20:00:00	ES	Futures	2203.31	2205.2	2203.31	2204.66	1936.0
2016-05-15 20:05:00	ES	Futures	2204.93	2205.47	2204.12	2204.93	1786.0
2016-05-15 20:10:00	ES	Futures	2204.93	2206.55	2204.93	2204.93	2064.0
2016-05-15 20:15:00	ES	Futures	2205.2	2208.17	2204.93	2207.09	2861.0
2016-05-15 20:20:00	ES	Futures	2207.09	2207.36	2206.28	2207.09	1590.0
2016-05-15 20:25:00	ES	Futures	2207.09	2207.9	2206.55	2207.9	1419.0
2016-05-15 20:30:00	ES	Futures	2207.63	2208.17	2206.82	2206.82	843.0
2016-05-15 20:35:00	ES	Futures	2207.09	2207.09	2206.01	2206.28	886.0
2016-05-15 20:40:00	ES	Futures	2206.28	2208.17	2206.01	2208.17	1397.0
2016-05-15 20:45:00	ES	Futures	2207.9	2209.25	2207.63	2208.98	2279.0
2016-05-15 20:50:00	ES	Futures	2208.71	2208.98	2207.36	2207.9	819.0
2016-05-15 20:55:00	ES	Futures	2207.63	2208.17	2207.63	2208.17	676.0
2016-05-15 21:00:00	ES	Futures	2208.17	2208.17	2206.55	2206.82	936.0
2016-05-15 21:05:00	ES	Futures	2206.82	2207.36	2206.28	2206.55	857.0
2016-05-15 21:10:00	ES	Futures	2206.55	2207.36	2206.55	2207.09	206.0
2016-05-15 21:15:00	ES	Futures	2207.09	2207.9	2206.28	2206.82	1688.0
2016-05-15 21:20:00	ES	Futures	2206.55	2207.09	2205.47	2205.74	705.0
2016-05-15 21:25:00	ES	Futures	2205.47	2206.01	2204.93	2205.2	851.0
2016-05-15 21:30:00	ES	Futures	2205.2	2206.82	2204.93	2206.82	782.0
2016-05-15 21:35:00	ES	Futures	2206.82	2207.36	2206.55	2206.55	761.0
2016-05-15 21:40:00	ES	Futures	2206.55	2206.82	2205.74	2206.01	387.0
2016-05-15 21:45:00	ES	Futures	2206.01	2206.82	2205.74	2206.55	446.0
2016-05-15 21:50:00	ES	Futures	2206.82	2207.36	2205.74	2206.01	597.0
2016-05-15 21:55:00	ES	Futures	2206.28	2206.28	2205.47	2206.01	443.0
2016-05-15 22:00:00	ES	Futures	2206.28	2206.28	2205.47	2206.01	577.0
2016-05-15 22:05:00	ES	Futures	2206.28	2207.36	2206.01	2207.09	413.0

> showing 50 of 2,627 rows — these rows as CSV

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