PREVIEW / futures_5min / 2016-05-31

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-31.parquet
  size:    246 KB
  rows:    15,131

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
2016-05-31 00:00:00	ES	Futures	2270.53	2270.53	2270.26	2270.53	137.0
2016-05-31 00:05:00	ES	Futures	2270.26	2270.26	2269.72	2269.72	229.0
2016-05-31 00:10:00	ES	Futures	2269.99	2269.99	2269.45	2269.45	253.0
2016-05-31 00:15:00	ES	Futures	2269.72	2269.72	2269.45	2269.72	124.0
2016-05-31 00:20:00	ES	Futures	2269.45	2269.72	2269.45	2269.45	112.0
2016-05-31 00:25:00	ES	Futures	2269.72	2269.72	2268.91	2269.18	304.0
2016-05-31 00:30:00	ES	Futures	2269.45	2269.45	2269.18	2269.18	98.0
2016-05-31 00:35:00	ES	Futures	2269.18	2269.72	2269.18	2269.45	230.0
2016-05-31 00:40:00	ES	Futures	2269.45	2269.72	2269.18	2269.18	155.0
2016-05-31 00:45:00	ES	Futures	2269.18	2269.45	2269.18	2269.45	192.0
2016-05-31 00:50:00	ES	Futures	2269.45	2269.72	2269.18	2269.18	243.0
2016-05-31 00:55:00	ES	Futures	2269.45	2269.45	2269.18	2269.18	152.0
2016-05-31 01:00:00	ES	Futures	2269.45	2269.72	2269.45	2269.45	235.0
2016-05-31 01:05:00	ES	Futures	2269.18	2269.72	2269.18	2269.45	199.0
2016-05-31 01:10:00	ES	Futures	2269.72	2269.72	2269.18	2269.45	133.0
2016-05-31 01:15:00	ES	Futures	2269.45	2269.72	2269.18	2269.45	318.0
2016-05-31 01:20:00	ES	Futures	2269.72	2269.99	2269.18	2269.72	522.0
2016-05-31 01:25:00	ES	Futures	2269.99	2269.99	2269.45	2269.45	484.0
2016-05-31 01:30:00	ES	Futures	2269.45	2269.72	2269.45	2269.72	124.0
2016-05-31 01:35:00	ES	Futures	2269.72	2270.26	2269.45	2269.72	478.0
2016-05-31 01:40:00	ES	Futures	2269.99	2269.99	2269.72	2269.72	129.0
2016-05-31 01:45:00	ES	Futures	2269.72	2269.99	2269.45	2269.72	219.0
2016-05-31 01:50:00	ES	Futures	2269.99	2269.99	2269.72	2269.72	153.0
2016-05-31 01:55:00	ES	Futures	2269.99	2269.99	2268.91	2269.18	945.0
2016-05-31 02:00:00	ES	Futures	2269.18	2269.45	2268.37	2268.64	1434.0
2016-05-31 02:05:00	ES	Futures	2268.64	2269.45	2268.64	2269.18	1269.0
2016-05-31 02:10:00	ES	Futures	2269.18	2269.18	2268.37	2268.64	714.0
2016-05-31 02:15:00	ES	Futures	2268.64	2269.45	2268.37	2269.45	515.0
2016-05-31 02:20:00	ES	Futures	2269.18	2269.45	2268.91	2268.91	410.0
2016-05-31 02:25:00	ES	Futures	2268.91	2269.18	2268.91	2269.18	351.0
2016-05-31 02:30:00	ES	Futures	2269.18	2269.45	2268.91	2268.91	331.0
2016-05-31 02:35:00	ES	Futures	2268.91	2269.18	2268.37	2268.37	353.0
2016-05-31 02:40:00	ES	Futures	2268.37	2268.64	2268.1	2268.37	321.0
2016-05-31 02:45:00	ES	Futures	2268.1	2268.37	2267.83	2268.1	338.0
2016-05-31 02:50:00	ES	Futures	2268.1	2268.1	2267.29	2267.56	754.0
2016-05-31 02:55:00	ES	Futures	2267.56	2267.83	2267.29	2267.56	312.0
2016-05-31 03:00:00	ES	Futures	2267.56	2268.64	2266.75	2267.29	2756.0
2016-05-31 03:05:00	ES	Futures	2267.02	2267.29	2266.21	2266.48	2711.0
2016-05-31 03:10:00	ES	Futures	2266.75	2267.02	2264.86	2264.86	3091.0
2016-05-31 03:15:00	ES	Futures	2265.13	2266.21	2264.86	2266.21	2188.0
2016-05-31 03:20:00	ES	Futures	2266.21	2266.21	2265.4	2265.94	767.0
2016-05-31 03:25:00	ES	Futures	2266.21	2266.75	2265.94	2266.21	1992.0
2016-05-31 03:30:00	ES	Futures	2266.21	2267.29	2265.94	2267.02	1526.0
2016-05-31 03:35:00	ES	Futures	2267.29	2267.83	2267.02	2267.56	799.0
2016-05-31 03:40:00	ES	Futures	2267.29	2267.56	2266.21	2266.21	945.0
2016-05-31 03:45:00	ES	Futures	2266.48	2266.75	2265.67	2265.67	1126.0
2016-05-31 03:50:00	ES	Futures	2265.67	2265.94	2265.13	2265.94	1529.0
2016-05-31 03:55:00	ES	Futures	2265.94	2266.21	2265.13	2265.4	1308.0
2016-05-31 04:00:00	ES	Futures	2265.13	2265.4	2263.51	2263.78	3900.0
2016-05-31 04:05:00	ES	Futures	2264.05	2264.59	2263.51	2264.32	2195.0

> showing 50 of 15,131 rows — these rows as CSV

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