PREVIEW / futures_5min / 2016-05-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-24.parquet
  size:    255 KB
  rows:    15,148

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
2016-05-24 00:00:00	ES	Futures	2209.52	2209.79	2209.25	2209.52	119.0
2016-05-24 00:05:00	ES	Futures	2209.25	2209.52	2209.25	2209.52	38.0
2016-05-24 00:10:00	ES	Futures	2209.25	2209.52	2209.25	2209.52	81.0
2016-05-24 00:15:00	ES	Futures	2209.52	2209.79	2209.52	2209.79	164.0
2016-05-24 00:20:00	ES	Futures	2209.52	2209.79	2209.25	2209.25	83.0
2016-05-24 00:25:00	ES	Futures	2209.52	2209.79	2209.52	2209.52	113.0
2016-05-24 00:30:00	ES	Futures	2209.25	2209.52	2209.25	2209.25	16.0
2016-05-24 00:35:00	ES	Futures	2209.25	2209.25	2208.98	2208.98	153.0
2016-05-24 00:40:00	ES	Futures	2208.98	2209.52	2208.98	2209.25	128.0
2016-05-24 00:45:00	ES	Futures	2208.98	2209.52	2208.98	2209.25	139.0
2016-05-24 00:50:00	ES	Futures	2209.25	2209.52	2208.98	2208.98	254.0
2016-05-24 00:55:00	ES	Futures	2208.98	2209.25	2208.71	2209.25	125.0
2016-05-24 01:00:00	ES	Futures	2209.25	2209.25	2208.98	2208.98	160.0
2016-05-24 01:05:00	ES	Futures	2208.71	2208.98	2208.17	2208.17	574.0
2016-05-24 01:10:00	ES	Futures	2208.44	2208.44	2207.9	2208.44	350.0
2016-05-24 01:15:00	ES	Futures	2208.44	2208.44	2207.63	2208.17	616.0
2016-05-24 01:20:00	ES	Futures	2208.17	2208.44	2207.9	2208.17	368.0
2016-05-24 01:25:00	ES	Futures	2208.17	2208.17	2207.9	2208.17	50.0
2016-05-24 01:30:00	ES	Futures	2208.17	2208.17	2207.63	2207.9	329.0
2016-05-24 01:35:00	ES	Futures	2207.9	2208.44	2207.9	2207.9	311.0
2016-05-24 01:40:00	ES	Futures	2207.9	2207.9	2206.28	2206.28	1389.0
2016-05-24 01:45:00	ES	Futures	2206.55	2206.55	2205.74	2206.28	1261.0
2016-05-24 01:50:00	ES	Futures	2206.01	2206.55	2205.74	2206.28	720.0
2016-05-24 01:55:00	ES	Futures	2206.01	2206.55	2205.74	2205.74	461.0
2016-05-24 02:00:00	ES	Futures	2206.01	2206.01	2205.2	2205.47	2361.0
2016-05-24 02:05:00	ES	Futures	2205.2	2205.74	2204.39	2205.2	5090.0
2016-05-24 02:10:00	ES	Futures	2205.47	2205.74	2204.66	2205.74	1031.0
2016-05-24 02:15:00	ES	Futures	2205.74	2206.01	2205.2	2205.47	736.0
2016-05-24 02:20:00	ES	Futures	2205.74	2205.74	2205.2	2205.47	971.0
2016-05-24 02:25:00	ES	Futures	2205.47	2206.01	2205.47	2205.74	474.0
2016-05-24 02:30:00	ES	Futures	2205.74	2206.55	2205.47	2206.28	789.0
2016-05-24 02:35:00	ES	Futures	2206.55	2206.55	2205.47	2205.74	412.0
2016-05-24 02:40:00	ES	Futures	2205.74	2206.28	2205.2	2205.74	786.0
2016-05-24 02:45:00	ES	Futures	2205.74	2206.55	2205.74	2206.28	439.0
2016-05-24 02:50:00	ES	Futures	2206.28	2206.82	2206.01	2206.55	382.0
2016-05-24 02:55:00	ES	Futures	2206.55	2206.82	2205.74	2205.74	590.0
2016-05-24 03:00:00	ES	Futures	2206.01	2206.01	2204.39	2206.01	4279.0
2016-05-24 03:05:00	ES	Futures	2205.74	2205.74	2204.39	2205.47	2136.0
2016-05-24 03:10:00	ES	Futures	2205.2	2205.47	2204.39	2205.2	1347.0
2016-05-24 03:15:00	ES	Futures	2205.2	2206.82	2204.93	2206.01	2107.0
2016-05-24 03:20:00	ES	Futures	2205.74	2208.17	2205.47	2207.9	1748.0
2016-05-24 03:25:00	ES	Futures	2208.17	2209.25	2207.63	2208.71	3330.0
2016-05-24 03:30:00	ES	Futures	2208.71	2210.6	2208.71	2209.79	3511.0
2016-05-24 03:35:00	ES	Futures	2210.06	2210.87	2209.79	2210.33	1524.0
2016-05-24 03:40:00	ES	Futures	2210.33	2212.22	2210.33	2212.22	3257.0
2016-05-24 03:45:00	ES	Futures	2212.49	2212.76	2211.95	2212.22	3059.0
2016-05-24 03:50:00	ES	Futures	2212.22	2213.57	2211.68	2211.68	3864.0
2016-05-24 03:55:00	ES	Futures	2211.68	2212.49	2211.14	2211.41	1932.0
2016-05-24 04:00:00	ES	Futures	2211.14	2214.38	2211.14	2213.84	5091.0
2016-05-24 04:05:00	ES	Futures	2213.57	2214.38	2212.49	2213.03	3112.0

> showing 50 of 15,148 rows — these rows as CSV

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