PREVIEW / futures_5min / 2016-05-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-26.parquet
  size:    224 KB
  rows:    14,958

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
2016-05-26 00:00:00	ES	Futures	2250.28	2250.28	2250.01	2250.01	202.0
2016-05-26 00:05:00	ES	Futures	2250.01	2250.28	2249.74	2250.28	410.0
2016-05-26 00:10:00	ES	Futures	2250.28	2250.55	2250.28	2250.28	211.0
2016-05-26 00:15:00	ES	Futures	2250.55	2250.55	2250.28	2250.55	83.0
2016-05-26 00:20:00	ES	Futures	2250.55	2250.55	2250.28	2250.55	203.0
2016-05-26 00:25:00	ES	Futures	2250.55	2250.55	2250.28	2250.28	59.0
2016-05-26 00:30:00	ES	Futures	2250.55	2250.82	2250.28	2250.55	255.0
2016-05-26 00:35:00	ES	Futures	2250.55	2250.55	2250.28	2250.55	96.0
2016-05-26 00:40:00	ES	Futures	2250.55	2251.36	2250.55	2251.36	188.0
2016-05-26 00:45:00	ES	Futures	2251.36	2251.36	2251.09	2251.36	23.0
2016-05-26 00:50:00	ES	Futures	2251.36	2251.36	2251.09	2251.09	95.0
2016-05-26 00:55:00	ES	Futures	2250.82	2251.36	2250.82	2251.36	26.0
2016-05-26 01:00:00	ES	Futures	2251.09	2251.9	2251.09	2251.9	446.0
2016-05-26 01:05:00	ES	Futures	2251.9	2252.17	2251.63	2251.63	383.0
2016-05-26 01:10:00	ES	Futures	2251.9	2252.17	2251.63	2252.17	535.0
2016-05-26 01:15:00	ES	Futures	2251.9	2252.17	2251.63	2251.63	107.0
2016-05-26 01:20:00	ES	Futures	2251.63	2251.9	2251.63	2251.9	136.0
2016-05-26 01:25:00	ES	Futures	2252.17	2252.17	2251.9	2251.9	102.0
2016-05-26 01:30:00	ES	Futures	2251.9	2252.17	2251.9	2252.17	253.0
2016-05-26 01:35:00	ES	Futures	2252.17	2252.17	2251.9	2251.9	277.0
2016-05-26 01:40:00	ES	Futures	2251.9	2252.17	2251.09	2251.36	773.0
2016-05-26 01:45:00	ES	Futures	2251.36	2251.36	2250.55	2250.55	543.0
2016-05-26 01:50:00	ES	Futures	2250.55	2251.09	2250.28	2251.09	792.0
2016-05-26 01:55:00	ES	Futures	2251.09	2252.17	2251.09	2252.17	1165.0
2016-05-26 02:00:00	ES	Futures	2252.17	2253.25	2251.63	2252.98	1930.0
2016-05-26 02:05:00	ES	Futures	2252.98	2253.25	2252.17	2252.71	935.0
2016-05-26 02:10:00	ES	Futures	2252.71	2253.25	2252.44	2252.71	623.0
2016-05-26 02:15:00	ES	Futures	2252.71	2252.98	2252.44	2252.71	321.0
2016-05-26 02:20:00	ES	Futures	2252.98	2253.79	2252.98	2253.79	724.0
2016-05-26 02:25:00	ES	Futures	2253.52	2253.79	2253.52	2253.79	204.0
2016-05-26 02:30:00	ES	Futures	2253.52	2254.06	2252.98	2252.98	528.0
2016-05-26 02:35:00	ES	Futures	2253.25	2253.52	2252.44	2252.98	673.0
2016-05-26 02:40:00	ES	Futures	2252.71	2252.98	2251.9	2252.44	523.0
2016-05-26 02:45:00	ES	Futures	2252.44	2252.98	2251.9	2252.98	398.0
2016-05-26 02:50:00	ES	Futures	2252.98	2252.98	2252.71	2252.71	424.0
2016-05-26 02:55:00	ES	Futures	2252.71	2252.98	2252.44	2252.98	644.0
2016-05-26 03:00:00	ES	Futures	2252.98	2255.14	2252.44	2254.6	4387.0
2016-05-26 03:05:00	ES	Futures	2254.33	2255.41	2254.33	2254.87	2251.0
2016-05-26 03:10:00	ES	Futures	2254.87	2255.95	2253.79	2255.68	3863.0
2016-05-26 03:15:00	ES	Futures	2255.68	2255.95	2253.25	2254.06	1528.0
2016-05-26 03:20:00	ES	Futures	2254.06	2255.68	2253.79	2254.87	1325.0
2016-05-26 03:25:00	ES	Futures	2254.6	2255.41	2254.06	2254.33	1515.0
2016-05-26 03:30:00	ES	Futures	2254.6	2254.87	2253.79	2254.33	1090.0
2016-05-26 03:35:00	ES	Futures	2254.6	2255.41	2254.06	2255.14	856.0
2016-05-26 03:40:00	ES	Futures	2255.14	2255.95	2254.6	2255.41	1405.0
2016-05-26 03:45:00	ES	Futures	2255.41	2257.03	2255.41	2256.76	2893.0
2016-05-26 03:50:00	ES	Futures	2256.76	2257.84	2256.49	2257.3	2472.0
2016-05-26 03:55:00	ES	Futures	2257.03	2257.57	2255.95	2255.95	1263.0
2016-05-26 04:00:00	ES	Futures	2255.95	2256.49	2255.41	2255.41	1549.0
2016-05-26 04:05:00	ES	Futures	2255.14	2255.68	2254.87	2255.14	1183.0

> showing 50 of 14,958 rows — these rows as CSV

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