PREVIEW / futures_5min / 2016-05-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-18.parquet
  size:    258 KB
  rows:    15,284

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
2016-05-18 00:00:00	ES	Futures	2206.28	2206.55	2206.01	2206.01	587.0
2016-05-18 00:05:00	ES	Futures	2205.74	2206.28	2205.74	2205.74	239.0
2016-05-18 00:10:00	ES	Futures	2206.01	2206.01	2205.47	2205.47	375.0
2016-05-18 00:15:00	ES	Futures	2205.47	2205.74	2205.2	2205.74	206.0
2016-05-18 00:20:00	ES	Futures	2205.47	2205.74	2204.12	2204.66	755.0
2016-05-18 00:25:00	ES	Futures	2204.93	2204.93	2203.58	2203.85	858.0
2016-05-18 00:30:00	ES	Futures	2204.12	2204.12	2203.04	2204.12	1432.0
2016-05-18 00:35:00	ES	Futures	2204.12	2204.93	2203.85	2204.66	740.0
2016-05-18 00:40:00	ES	Futures	2204.66	2204.93	2204.39	2204.66	309.0
2016-05-18 00:45:00	ES	Futures	2204.66	2204.66	2203.85	2204.12	391.0
2016-05-18 00:50:00	ES	Futures	2204.12	2204.66	2203.85	2204.39	373.0
2016-05-18 00:55:00	ES	Futures	2204.39	2205.2	2204.12	2204.93	503.0
2016-05-18 01:00:00	ES	Futures	2205.2	2205.74	2204.93	2205.74	540.0
2016-05-18 01:05:00	ES	Futures	2205.47	2206.28	2205.2	2205.74	463.0
2016-05-18 01:10:00	ES	Futures	2205.74	2206.82	2205.47	2206.55	429.0
2016-05-18 01:15:00	ES	Futures	2206.28	2207.09	2206.28	2206.82	528.0
2016-05-18 01:20:00	ES	Futures	2206.82	2207.09	2205.74	2206.28	466.0
2016-05-18 01:25:00	ES	Futures	2206.28	2206.28	2205.74	2206.28	199.0
2016-05-18 01:30:00	ES	Futures	2206.28	2207.36	2206.28	2207.36	240.0
2016-05-18 01:35:00	ES	Futures	2207.09	2207.9	2207.09	2207.63	709.0
2016-05-18 01:40:00	ES	Futures	2207.63	2207.63	2207.09	2207.09	340.0
2016-05-18 01:45:00	ES	Futures	2207.09	2207.9	2206.82	2207.63	183.0
2016-05-18 01:50:00	ES	Futures	2207.63	2207.9	2206.28	2206.28	713.0
2016-05-18 01:55:00	ES	Futures	2206.55	2207.09	2206.28	2207.09	606.0
2016-05-18 02:00:00	ES	Futures	2207.09	2207.09	2204.93	2205.2	1302.0
2016-05-18 02:05:00	ES	Futures	2204.93	2205.74	2204.93	2205.47	746.0
2016-05-18 02:10:00	ES	Futures	2205.2	2205.47	2204.12	2204.39	1201.0
2016-05-18 02:15:00	ES	Futures	2204.39	2204.39	2203.04	2203.85	1894.0
2016-05-18 02:20:00	ES	Futures	2203.85	2204.39	2203.58	2204.12	868.0
2016-05-18 02:25:00	ES	Futures	2204.12	2204.12	2201.42	2201.69	4222.0
2016-05-18 02:30:00	ES	Futures	2201.96	2202.23	2201.42	2201.69	1107.0
2016-05-18 02:35:00	ES	Futures	2201.69	2204.12	2201.69	2204.12	1763.0
2016-05-18 02:40:00	ES	Futures	2204.12	2204.39	2203.58	2204.12	828.0
2016-05-18 02:45:00	ES	Futures	2204.39	2204.39	2203.31	2203.58	887.0
2016-05-18 02:50:00	ES	Futures	2203.58	2205.2	2203.31	2204.66	1099.0
2016-05-18 02:55:00	ES	Futures	2204.66	2205.47	2204.39	2204.93	1214.0
2016-05-18 03:00:00	ES	Futures	2204.93	2206.01	2202.77	2205.2	4901.0
2016-05-18 03:05:00	ES	Futures	2204.93	2206.55	2204.39	2205.47	3137.0
2016-05-18 03:10:00	ES	Futures	2205.47	2205.47	2202.77	2203.04	3111.0
2016-05-18 03:15:00	ES	Futures	2203.04	2204.66	2201.96	2204.39	4212.0
2016-05-18 03:20:00	ES	Futures	2204.12	2205.74	2202.77	2205.47	2723.0
2016-05-18 03:25:00	ES	Futures	2205.47	2207.9	2205.47	2207.36	5258.0
2016-05-18 03:30:00	ES	Futures	2207.09	2207.63	2205.47	2206.55	2691.0
2016-05-18 03:35:00	ES	Futures	2206.55	2207.9	2206.01	2207.36	2806.0
2016-05-18 03:40:00	ES	Futures	2207.36	2207.36	2204.66	2205.47	2669.0
2016-05-18 03:45:00	ES	Futures	2205.47	2206.01	2204.93	2205.74	1412.0
2016-05-18 03:50:00	ES	Futures	2205.74	2205.74	2203.31	2204.66	3451.0
2016-05-18 03:55:00	ES	Futures	2204.66	2206.01	2204.12	2204.39	1920.0
2016-05-18 04:00:00	ES	Futures	2204.39	2206.55	2203.85	2206.55	2702.0
2016-05-18 04:05:00	ES	Futures	2206.28	2207.09	2205.2	2206.01	1528.0

> showing 50 of 15,284 rows — these rows as CSV

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