PREVIEW / futures_5min / 2016-05-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-23.parquet
  size:    219 KB
  rows:    14,769

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
2016-05-23 00:00:00	ES	Futures	2216.81	2217.35	2216.27	2216.27	482.0
2016-05-23 00:05:00	ES	Futures	2216.27	2216.54	2216.27	2216.54	191.0
2016-05-23 00:10:00	ES	Futures	2216.27	2217.35	2216.27	2217.08	215.0
2016-05-23 00:15:00	ES	Futures	2217.08	2217.35	2216.54	2216.81	266.0
2016-05-23 00:20:00	ES	Futures	2216.81	2217.08	2216.54	2216.54	105.0
2016-05-23 00:25:00	ES	Futures	2216.81	2216.81	2215.73	2216.27	320.0
2016-05-23 00:30:00	ES	Futures	2216.27	2216.27	2215.46	2216.0	456.0
2016-05-23 00:35:00	ES	Futures	2215.73	2216.0	2215.46	2215.73	244.0
2016-05-23 00:40:00	ES	Futures	2215.73	2216.54	2215.73	2216.27	348.0
2016-05-23 00:45:00	ES	Futures	2216.54	2216.81	2216.54	2216.81	144.0
2016-05-23 00:50:00	ES	Futures	2216.81	2216.81	2216.54	2216.54	220.0
2016-05-23 00:55:00	ES	Futures	2216.54	2216.81	2216.27	2216.27	188.0
2016-05-23 01:00:00	ES	Futures	2216.27	2216.27	2215.73	2216.0	177.0
2016-05-23 01:05:00	ES	Futures	2216.0	2216.27	2215.73	2216.0	266.0
2016-05-23 01:10:00	ES	Futures	2216.0	2216.0	2215.19	2215.19	307.0
2016-05-23 01:15:00	ES	Futures	2215.19	2215.46	2214.65	2214.65	550.0
2016-05-23 01:20:00	ES	Futures	2214.92	2215.19	2214.65	2214.92	243.0
2016-05-23 01:25:00	ES	Futures	2215.19	2215.19	2214.65	2214.65	377.0
2016-05-23 01:30:00	ES	Futures	2214.65	2215.19	2214.38	2215.19	317.0
2016-05-23 01:35:00	ES	Futures	2214.92	2214.92	2213.84	2214.38	566.0
2016-05-23 01:40:00	ES	Futures	2214.38	2214.65	2214.11	2214.38	232.0
2016-05-23 01:45:00	ES	Futures	2214.11	2214.65	2214.11	2214.65	242.0
2016-05-23 01:50:00	ES	Futures	2214.38	2214.65	2214.11	2214.11	284.0
2016-05-23 01:55:00	ES	Futures	2214.38	2214.65	2214.38	2214.38	219.0
2016-05-23 02:00:00	ES	Futures	2214.65	2214.92	2213.84	2213.84	928.0
2016-05-23 02:05:00	ES	Futures	2213.84	2214.92	2213.84	2214.65	995.0
2016-05-23 02:10:00	ES	Futures	2214.92	2215.73	2214.65	2215.46	1010.0
2016-05-23 02:15:00	ES	Futures	2215.73	2216.54	2215.46	2216.54	2065.0
2016-05-23 02:20:00	ES	Futures	2216.27	2216.27	2215.73	2216.0	230.0
2016-05-23 02:25:00	ES	Futures	2216.0	2216.27	2215.46	2216.27	662.0
2016-05-23 02:30:00	ES	Futures	2216.0	2216.54	2215.46	2215.73	487.0
2016-05-23 02:35:00	ES	Futures	2215.73	2216.0	2215.19	2215.46	545.0
2016-05-23 02:40:00	ES	Futures	2215.46	2216.0	2214.92	2215.73	744.0
2016-05-23 02:45:00	ES	Futures	2215.46	2215.46	2214.65	2214.92	686.0
2016-05-23 02:50:00	ES	Futures	2214.92	2215.19	2214.38	2214.38	506.0
2016-05-23 02:55:00	ES	Futures	2214.65	2214.65	2213.84	2214.11	856.0
2016-05-23 03:00:00	ES	Futures	2214.11	2214.38	2212.22	2212.76	4037.0
2016-05-23 03:05:00	ES	Futures	2212.76	2212.76	2209.52	2210.06	6271.0
2016-05-23 03:10:00	ES	Futures	2209.79	2210.06	2208.17	2208.44	4895.0
2016-05-23 03:15:00	ES	Futures	2208.71	2208.71	2206.82	2207.36	4935.0
2016-05-23 03:20:00	ES	Futures	2207.09	2208.44	2206.82	2208.44	2800.0
2016-05-23 03:25:00	ES	Futures	2208.44	2209.52	2207.63	2208.71	1851.0
2016-05-23 03:30:00	ES	Futures	2208.98	2209.79	2207.36	2208.71	2452.0
2016-05-23 03:35:00	ES	Futures	2208.71	2209.79	2208.17	2209.79	1442.0
2016-05-23 03:40:00	ES	Futures	2209.79	2210.33	2208.17	2208.71	1612.0
2016-05-23 03:45:00	ES	Futures	2208.44	2208.71	2206.82	2208.44	2188.0
2016-05-23 03:50:00	ES	Futures	2208.44	2210.87	2208.44	2210.33	2562.0
2016-05-23 03:55:00	ES	Futures	2210.33	2211.68	2209.79	2210.6	3132.0
2016-05-23 04:00:00	ES	Futures	2210.87	2211.68	2210.06	2210.87	1873.0
2016-05-23 04:05:00	ES	Futures	2210.87	2217.89	2210.87	2216.54	7317.0

> showing 50 of 14,769 rows — these rows as CSV

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