PREVIEW / futures_5min / 2016-05-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-16.parquet
  size:    216 KB
  rows:    14,430

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
2016-05-16 00:00:00	ES	Futures	2212.22	2212.22	2210.87	2211.41	626.0
2016-05-16 00:05:00	ES	Futures	2211.41	2211.41	2211.14	2211.41	158.0
2016-05-16 00:10:00	ES	Futures	2211.41	2211.41	2210.87	2211.14	155.0
2016-05-16 00:15:00	ES	Futures	2211.14	2211.41	2210.87	2211.14	447.0
2016-05-16 00:20:00	ES	Futures	2211.14	2211.14	2210.87	2211.14	195.0
2016-05-16 00:25:00	ES	Futures	2211.41	2211.41	2211.14	2211.41	105.0
2016-05-16 00:30:00	ES	Futures	2211.41	2211.41	2210.87	2210.87	248.0
2016-05-16 00:35:00	ES	Futures	2210.87	2211.14	2210.33	2210.33	336.0
2016-05-16 00:40:00	ES	Futures	2210.33	2210.6	2209.52	2209.52	775.0
2016-05-16 00:45:00	ES	Futures	2209.79	2210.06	2209.52	2209.52	316.0
2016-05-16 00:50:00	ES	Futures	2209.52	2209.52	2208.71	2208.71	622.0
2016-05-16 00:55:00	ES	Futures	2208.71	2209.52	2208.44	2209.25	309.0
2016-05-16 01:00:00	ES	Futures	2208.98	2208.98	2208.17	2208.71	426.0
2016-05-16 01:05:00	ES	Futures	2208.71	2209.25	2208.44	2208.71	287.0
2016-05-16 01:10:00	ES	Futures	2208.98	2209.52	2208.71	2209.25	404.0
2016-05-16 01:15:00	ES	Futures	2209.25	2209.25	2208.17	2208.44	271.0
2016-05-16 01:20:00	ES	Futures	2208.17	2208.17	2207.09	2207.36	1052.0
2016-05-16 01:25:00	ES	Futures	2207.36	2207.36	2206.55	2206.82	614.0
2016-05-16 01:30:00	ES	Futures	2206.82	2208.44	2206.82	2208.44	438.0
2016-05-16 01:35:00	ES	Futures	2208.44	2208.98	2208.17	2208.98	252.0
2016-05-16 01:40:00	ES	Futures	2208.98	2208.98	2208.17	2208.71	184.0
2016-05-16 01:45:00	ES	Futures	2208.44	2208.98	2207.9	2208.98	329.0
2016-05-16 01:50:00	ES	Futures	2208.98	2208.98	2208.44	2208.98	429.0
2016-05-16 01:55:00	ES	Futures	2209.25	2209.79	2208.44	2209.52	497.0
2016-05-16 02:00:00	ES	Futures	2209.52	2210.6	2209.52	2210.33	1171.0
2016-05-16 02:05:00	ES	Futures	2210.33	2210.87	2210.06	2210.87	716.0
2016-05-16 02:10:00	ES	Futures	2210.87	2210.87	2209.52	2209.52	747.0
2016-05-16 02:15:00	ES	Futures	2209.52	2210.6	2207.63	2210.33	2964.0
2016-05-16 02:20:00	ES	Futures	2210.33	2210.33	2209.25	2210.06	1299.0
2016-05-16 02:25:00	ES	Futures	2209.79	2210.6	2209.79	2210.6	629.0
2016-05-16 02:30:00	ES	Futures	2210.33	2210.87	2210.06	2210.87	671.0
2016-05-16 02:35:00	ES	Futures	2210.6	2210.87	2210.06	2210.06	782.0
2016-05-16 02:40:00	ES	Futures	2210.06	2210.06	2209.25	2209.25	467.0
2016-05-16 02:45:00	ES	Futures	2209.52	2209.52	2208.44	2208.44	618.0
2016-05-16 02:50:00	ES	Futures	2208.71	2209.52	2208.44	2209.25	517.0
2016-05-16 02:55:00	ES	Futures	2209.25	2209.52	2208.71	2208.98	696.0
2016-05-16 03:00:00	ES	Futures	2208.98	2209.79	2207.63	2207.9	2174.0
2016-05-16 03:05:00	ES	Futures	2207.9	2209.25	2207.63	2208.98	1739.0
2016-05-16 03:10:00	ES	Futures	2208.71	2208.98	2207.9	2208.44	773.0
2016-05-16 03:15:00	ES	Futures	2208.44	2208.44	2206.82	2207.09	1355.0
2016-05-16 03:20:00	ES	Futures	2207.09	2207.9	2206.82	2207.63	1148.0
2016-05-16 03:25:00	ES	Futures	2207.9	2207.9	2206.28	2207.09	1271.0
2016-05-16 03:30:00	ES	Futures	2207.09	2208.44	2206.28	2208.44	1181.0
2016-05-16 03:35:00	ES	Futures	2208.44	2209.25	2208.17	2209.25	1043.0
2016-05-16 03:40:00	ES	Futures	2209.25	2209.25	2207.9	2208.44	949.0
2016-05-16 03:45:00	ES	Futures	2208.44	2208.71	2207.63	2208.17	710.0
2016-05-16 03:50:00	ES	Futures	2208.17	2208.71	2207.9	2207.9	670.0
2016-05-16 03:55:00	ES	Futures	2208.17	2209.52	2207.63	2209.25	1186.0
2016-05-16 04:00:00	ES	Futures	2209.52	2209.79	2208.98	2209.52	1003.0
2016-05-16 04:05:00	ES	Futures	2209.25	2209.52	2208.17	2208.17	613.0

> showing 50 of 14,430 rows — these rows as CSV

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