PREVIEW / futures_5min / 2016-05-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-25.parquet
  size:    237 KB
  rows:    15,271

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
2016-05-25 00:00:00	ES	Futures	2245.42	2245.42	2244.61	2244.61	205.0
2016-05-25 00:05:00	ES	Futures	2244.61	2245.15	2244.61	2244.88	142.0
2016-05-25 00:10:00	ES	Futures	2244.88	2245.15	2244.88	2244.88	59.0
2016-05-25 00:15:00	ES	Futures	2245.15	2245.15	2244.61	2244.88	177.0
2016-05-25 00:20:00	ES	Futures	2244.61	2245.42	2244.61	2245.42	402.0
2016-05-25 00:25:00	ES	Futures	2245.42	2245.42	2245.15	2245.15	148.0
2016-05-25 00:30:00	ES	Futures	2245.42	2245.96	2245.15	2245.69	1193.0
2016-05-25 00:35:00	ES	Futures	2245.69	2246.5	2245.69	2245.96	1608.0
2016-05-25 00:40:00	ES	Futures	2245.96	2245.96	2245.69	2245.96	214.0
2016-05-25 00:45:00	ES	Futures	2245.96	2245.96	2245.69	2245.69	121.0
2016-05-25 00:50:00	ES	Futures	2245.69	2246.23	2245.69	2245.96	439.0
2016-05-25 00:55:00	ES	Futures	2245.69	2245.96	2245.42	2245.69	234.0
2016-05-25 01:00:00	ES	Futures	2245.69	2246.23	2245.69	2246.23	524.0
2016-05-25 01:05:00	ES	Futures	2245.96	2246.5	2245.96	2245.96	338.0
2016-05-25 01:10:00	ES	Futures	2245.96	2245.96	2245.69	2245.96	423.0
2016-05-25 01:15:00	ES	Futures	2245.69	2245.96	2245.42	2245.42	367.0
2016-05-25 01:20:00	ES	Futures	2245.69	2246.23	2245.42	2245.69	332.0
2016-05-25 01:25:00	ES	Futures	2245.96	2245.96	2245.42	2245.69	226.0
2016-05-25 01:30:00	ES	Futures	2245.69	2245.96	2245.42	2245.42	339.0
2016-05-25 01:35:00	ES	Futures	2245.42	2245.69	2245.42	2245.69	154.0
2016-05-25 01:40:00	ES	Futures	2245.42	2245.69	2245.15	2245.15	213.0
2016-05-25 01:45:00	ES	Futures	2245.42	2245.69	2244.61	2244.61	779.0
2016-05-25 01:50:00	ES	Futures	2244.61	2245.15	2244.61	2244.88	632.0
2016-05-25 01:55:00	ES	Futures	2244.61	2244.88	2244.07	2244.61	690.0
2016-05-25 02:00:00	ES	Futures	2244.88	2244.88	2244.07	2244.34	1562.0
2016-05-25 02:05:00	ES	Futures	2244.07	2244.88	2243.8	2244.88	884.0
2016-05-25 02:10:00	ES	Futures	2244.88	2245.69	2244.61	2245.42	1509.0
2016-05-25 02:15:00	ES	Futures	2245.42	2246.23	2245.15	2245.42	670.0
2016-05-25 02:20:00	ES	Futures	2245.42	2248.12	2244.88	2247.58	3676.0
2016-05-25 02:25:00	ES	Futures	2247.58	2251.09	2247.31	2249.47	10057.0
2016-05-25 02:30:00	ES	Futures	2249.2	2249.74	2248.93	2249.47	1769.0
2016-05-25 02:35:00	ES	Futures	2249.47	2249.74	2248.66	2249.47	1656.0
2016-05-25 02:40:00	ES	Futures	2249.74	2249.74	2248.12	2248.39	1565.0
2016-05-25 02:45:00	ES	Futures	2248.39	2248.39	2247.85	2248.12	1394.0
2016-05-25 02:50:00	ES	Futures	2247.85	2248.12	2247.31	2247.58	874.0
2016-05-25 02:55:00	ES	Futures	2247.58	2248.12	2247.31	2247.31	991.0
2016-05-25 03:00:00	ES	Futures	2247.58	2247.85	2245.42	2245.69	5446.0
2016-05-25 03:05:00	ES	Futures	2245.42	2246.5	2244.88	2244.88	3418.0
2016-05-25 03:10:00	ES	Futures	2244.88	2247.31	2244.61	2247.31	2674.0
2016-05-25 03:15:00	ES	Futures	2247.31	2247.85	2246.23	2246.5	2646.0
2016-05-25 03:20:00	ES	Futures	2246.23	2247.04	2245.15	2246.23	1905.0
2016-05-25 03:25:00	ES	Futures	2246.23	2247.58	2246.23	2247.04	2911.0
2016-05-25 03:30:00	ES	Futures	2247.04	2247.31	2246.5	2246.5	2179.0
2016-05-25 03:35:00	ES	Futures	2246.5	2247.04	2245.96	2246.5	2115.0
2016-05-25 03:40:00	ES	Futures	2246.77	2247.58	2246.5	2247.31	2027.0
2016-05-25 03:45:00	ES	Futures	2247.58	2247.58	2246.23	2246.77	1890.0
2016-05-25 03:50:00	ES	Futures	2247.04	2247.31	2245.69	2245.96	1730.0
2016-05-25 03:55:00	ES	Futures	2245.96	2247.04	2245.69	2247.04	839.0
2016-05-25 04:00:00	ES	Futures	2247.04	2247.31	2246.23	2246.77	2797.0
2016-05-25 04:05:00	ES	Futures	2246.5	2249.2	2246.5	2248.93	2917.0

> showing 50 of 15,271 rows — these rows as CSV

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