PREVIEW / futures_5min / 2016-05-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-19.parquet
  size:    250 KB
  rows:    15,401

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
2016-05-19 00:00:00	ES	Futures	2200.61	2200.61	2199.8	2199.8	447.0
2016-05-19 00:05:00	ES	Futures	2199.53	2200.07	2199.26	2199.53	271.0
2016-05-19 00:10:00	ES	Futures	2199.26	2199.53	2198.99	2199.53	189.0
2016-05-19 00:15:00	ES	Futures	2199.26	2200.34	2199.26	2200.07	288.0
2016-05-19 00:20:00	ES	Futures	2200.34	2200.34	2199.26	2199.53	208.0
2016-05-19 00:25:00	ES	Futures	2199.53	2199.53	2198.99	2199.26	108.0
2016-05-19 00:30:00	ES	Futures	2199.26	2199.8	2199.26	2199.8	312.0
2016-05-19 00:35:00	ES	Futures	2199.53	2200.07	2199.26	2200.07	130.0
2016-05-19 00:40:00	ES	Futures	2199.8	2200.34	2199.26	2199.26	448.0
2016-05-19 00:45:00	ES	Futures	2199.53	2199.53	2198.45	2198.72	478.0
2016-05-19 00:50:00	ES	Futures	2198.72	2198.72	2198.18	2198.45	315.0
2016-05-19 00:55:00	ES	Futures	2198.45	2199.53	2198.45	2199.26	209.0
2016-05-19 01:00:00	ES	Futures	2199.26	2199.26	2198.45	2198.99	262.0
2016-05-19 01:05:00	ES	Futures	2198.99	2198.99	2198.45	2198.72	241.0
2016-05-19 01:10:00	ES	Futures	2198.72	2198.99	2198.45	2198.45	256.0
2016-05-19 01:15:00	ES	Futures	2198.45	2198.99	2198.45	2198.99	166.0
2016-05-19 01:20:00	ES	Futures	2198.99	2199.53	2198.72	2199.53	219.0
2016-05-19 01:25:00	ES	Futures	2199.26	2200.07	2199.26	2199.8	338.0
2016-05-19 01:30:00	ES	Futures	2199.53	2200.07	2199.26	2199.53	245.0
2016-05-19 01:35:00	ES	Futures	2199.53	2199.53	2198.99	2199.26	172.0
2016-05-19 01:40:00	ES	Futures	2199.26	2199.8	2198.99	2199.53	318.0
2016-05-19 01:45:00	ES	Futures	2199.53	2200.07	2199.26	2199.8	216.0
2016-05-19 01:50:00	ES	Futures	2199.8	2200.34	2199.8	2200.34	504.0
2016-05-19 01:55:00	ES	Futures	2200.07	2200.61	2199.8	2200.34	739.0
2016-05-19 02:00:00	ES	Futures	2200.07	2201.15	2199.26	2201.15	1662.0
2016-05-19 02:05:00	ES	Futures	2200.88	2201.42	2200.34	2201.15	1322.0
2016-05-19 02:10:00	ES	Futures	2201.15	2201.69	2200.88	2201.69	1000.0
2016-05-19 02:15:00	ES	Futures	2201.42	2201.69	2200.88	2201.42	587.0
2016-05-19 02:20:00	ES	Futures	2201.15	2201.69	2200.88	2201.42	551.0
2016-05-19 02:25:00	ES	Futures	2201.42	2201.69	2201.42	2201.42	565.0
2016-05-19 02:30:00	ES	Futures	2201.69	2201.96	2201.15	2201.69	1257.0
2016-05-19 02:35:00	ES	Futures	2201.42	2201.96	2200.88	2201.96	524.0
2016-05-19 02:40:00	ES	Futures	2201.69	2201.96	2201.42	2201.42	716.0
2016-05-19 02:45:00	ES	Futures	2201.42	2201.69	2200.88	2201.69	846.0
2016-05-19 02:50:00	ES	Futures	2201.42	2201.69	2201.15	2201.42	536.0
2016-05-19 02:55:00	ES	Futures	2201.42	2201.69	2200.61	2200.88	646.0
2016-05-19 03:00:00	ES	Futures	2200.88	2201.69	2198.99	2199.8	4089.0
2016-05-19 03:05:00	ES	Futures	2199.53	2201.15	2199.53	2199.8	3043.0
2016-05-19 03:10:00	ES	Futures	2199.8	2201.42	2199.53	2200.07	2711.0
2016-05-19 03:15:00	ES	Futures	2200.07	2200.07	2198.72	2199.26	2642.0
2016-05-19 03:20:00	ES	Futures	2199.26	2199.26	2195.21	2196.56	7137.0
2016-05-19 03:25:00	ES	Futures	2196.29	2197.91	2195.48	2197.37	6123.0
2016-05-19 03:30:00	ES	Futures	2197.37	2197.64	2196.02	2197.1	3070.0
2016-05-19 03:35:00	ES	Futures	2197.1	2198.99	2197.1	2198.72	2299.0
2016-05-19 03:40:00	ES	Futures	2198.72	2198.99	2197.64	2198.18	1666.0
2016-05-19 03:45:00	ES	Futures	2198.45	2200.34	2198.18	2200.34	2241.0
2016-05-19 03:50:00	ES	Futures	2200.34	2200.61	2198.72	2198.99	1720.0
2016-05-19 03:55:00	ES	Futures	2198.99	2199.53	2198.45	2198.99	1100.0
2016-05-19 04:00:00	ES	Futures	2198.99	2201.69	2198.45	2201.42	2049.0
2016-05-19 04:05:00	ES	Futures	2201.42	2202.5	2200.34	2200.61	3839.0

> showing 50 of 15,401 rows — these rows as CSV

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