PREVIEW / futures_5min / 2016-05-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-20.parquet
  size:    191 KB
  rows:    12,454

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
2016-05-20 00:00:00	ES	Futures	2207.09	2208.71	2206.82	2208.44	1242.0
2016-05-20 00:05:00	ES	Futures	2208.44	2208.98	2208.17	2208.17	562.0
2016-05-20 00:10:00	ES	Futures	2208.44	2208.71	2207.9	2208.44	274.0
2016-05-20 00:15:00	ES	Futures	2208.17	2208.71	2208.17	2208.44	214.0
2016-05-20 00:20:00	ES	Futures	2208.44	2208.71	2207.63	2208.17	383.0
2016-05-20 00:25:00	ES	Futures	2208.17	2208.44	2207.9	2208.44	264.0
2016-05-20 00:30:00	ES	Futures	2208.44	2208.44	2208.17	2208.17	148.0
2016-05-20 00:35:00	ES	Futures	2208.17	2208.98	2208.17	2208.71	274.0
2016-05-20 00:40:00	ES	Futures	2208.71	2208.71	2208.44	2208.71	31.0
2016-05-20 00:45:00	ES	Futures	2208.71	2208.71	2208.44	2208.44	33.0
2016-05-20 00:50:00	ES	Futures	2208.44	2208.71	2208.44	2208.71	20.0
2016-05-20 00:55:00	ES	Futures	2208.44	2208.44	2207.9	2207.9	267.0
2016-05-20 01:00:00	ES	Futures	2207.9	2208.17	2207.9	2208.17	207.0
2016-05-20 01:05:00	ES	Futures	2208.17	2208.44	2207.9	2208.17	277.0
2016-05-20 01:10:00	ES	Futures	2208.17	2208.44	2207.63	2207.9	242.0
2016-05-20 01:15:00	ES	Futures	2207.9	2208.17	2207.9	2207.9	68.0
2016-05-20 01:20:00	ES	Futures	2208.17	2208.17	2207.9	2207.9	242.0
2016-05-20 01:25:00	ES	Futures	2207.9	2208.44	2207.9	2208.44	158.0
2016-05-20 01:30:00	ES	Futures	2208.44	2208.71	2208.17	2208.44	324.0
2016-05-20 01:35:00	ES	Futures	2208.44	2208.71	2208.17	2208.44	292.0
2016-05-20 01:40:00	ES	Futures	2208.44	2208.98	2208.44	2208.98	208.0
2016-05-20 01:45:00	ES	Futures	2208.98	2209.52	2208.71	2209.25	1210.0
2016-05-20 01:50:00	ES	Futures	2209.25	2209.52	2208.98	2209.25	364.0
2016-05-20 01:55:00	ES	Futures	2208.98	2209.52	2208.98	2209.25	910.0
2016-05-20 02:00:00	ES	Futures	2209.25	2211.14	2208.98	2208.98	4834.0
2016-05-20 02:05:00	ES	Futures	2209.25	2209.52	2208.44	2208.71	755.0
2016-05-20 02:10:00	ES	Futures	2208.71	2209.25	2207.9	2208.44	2226.0
2016-05-20 02:15:00	ES	Futures	2208.17	2208.44	2207.63	2207.9	1532.0
2016-05-20 02:20:00	ES	Futures	2208.17	2208.17	2207.63	2207.9	971.0
2016-05-20 02:25:00	ES	Futures	2207.9	2207.9	2207.09	2207.36	638.0
2016-05-20 02:30:00	ES	Futures	2207.36	2207.63	2206.82	2207.09	1090.0
2016-05-20 02:35:00	ES	Futures	2207.09	2207.63	2206.82	2207.36	598.0
2016-05-20 02:40:00	ES	Futures	2207.36	2207.36	2206.82	2207.09	218.0
2016-05-20 02:45:00	ES	Futures	2207.09	2207.36	2206.82	2207.09	849.0
2016-05-20 02:50:00	ES	Futures	2207.09	2207.09	2206.01	2206.01	1315.0
2016-05-20 02:55:00	ES	Futures	2206.28	2206.55	2205.2	2205.47	1281.0
2016-05-20 03:00:00	ES	Futures	2205.47	2208.17	2205.2	2206.55	5474.0
2016-05-20 03:05:00	ES	Futures	2206.55	2207.36	2205.47	2205.74	3551.0
2016-05-20 03:10:00	ES	Futures	2205.74	2207.09	2205.47	2207.09	2133.0
2016-05-20 03:15:00	ES	Futures	2207.09	2209.79	2206.82	2209.79	4231.0
2016-05-20 03:20:00	ES	Futures	2209.52	2209.79	2206.82	2207.9	4831.0
2016-05-20 03:25:00	ES	Futures	2207.63	2208.71	2207.63	2207.63	1534.0
2016-05-20 03:30:00	ES	Futures	2207.9	2208.44	2206.82	2207.09	1384.0
2016-05-20 03:35:00	ES	Futures	2207.09	2207.36	2205.47	2206.01	2675.0
2016-05-20 03:40:00	ES	Futures	2206.01	2207.63	2205.74	2207.36	1340.0
2016-05-20 03:45:00	ES	Futures	2207.36	2208.17	2206.82	2206.82	1357.0
2016-05-20 03:50:00	ES	Futures	2206.82	2207.9	2206.55	2207.63	937.0
2016-05-20 03:55:00	ES	Futures	2207.63	2208.17	2207.09	2207.36	1258.0
2016-05-20 04:00:00	ES	Futures	2207.36	2209.25	2207.09	2208.71	2267.0
2016-05-20 04:05:00	ES	Futures	2208.71	2208.71	2207.09	2207.63	1833.0

> showing 50 of 12,454 rows — these rows as CSV

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