PREVIEW / futures_5min / 2016-06-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-01.parquet
  size:    248 KB
  rows:    15,140

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
2016-06-01 00:00:00	ES	Futures	2263.51	2264.32	2263.24	2263.78	457.0
2016-06-01 00:05:00	ES	Futures	2264.05	2264.32	2263.78	2264.05	143.0
2016-06-01 00:10:00	ES	Futures	2264.32	2264.86	2264.05	2264.86	351.0
2016-06-01 00:15:00	ES	Futures	2264.59	2265.13	2264.59	2264.86	272.0
2016-06-01 00:20:00	ES	Futures	2264.86	2264.86	2264.05	2264.32	218.0
2016-06-01 00:25:00	ES	Futures	2264.32	2264.86	2264.32	2264.59	189.0
2016-06-01 00:30:00	ES	Futures	2264.32	2264.86	2264.05	2264.05	249.0
2016-06-01 00:35:00	ES	Futures	2264.05	2264.59	2263.78	2264.32	167.0
2016-06-01 00:40:00	ES	Futures	2264.32	2264.32	2263.78	2263.78	188.0
2016-06-01 00:45:00	ES	Futures	2264.05	2264.32	2263.78	2264.05	227.0
2016-06-01 00:50:00	ES	Futures	2264.05	2264.05	2263.78	2263.78	31.0
2016-06-01 00:55:00	ES	Futures	2264.05	2264.05	2263.24	2263.51	197.0
2016-06-01 01:00:00	ES	Futures	2263.78	2264.05	2262.7	2263.24	751.0
2016-06-01 01:05:00	ES	Futures	2263.24	2263.24	2262.43	2262.7	929.0
2016-06-01 01:10:00	ES	Futures	2262.7	2262.97	2262.43	2262.97	537.0
2016-06-01 01:15:00	ES	Futures	2262.7	2262.97	2261.89	2261.89	1010.0
2016-06-01 01:20:00	ES	Futures	2262.16	2262.7	2261.89	2261.89	473.0
2016-06-01 01:25:00	ES	Futures	2262.16	2262.16	2260.27	2260.81	2257.0
2016-06-01 01:30:00	ES	Futures	2260.81	2261.08	2260.54	2260.54	405.0
2016-06-01 01:35:00	ES	Futures	2260.81	2261.08	2260.27	2260.54	773.0
2016-06-01 01:40:00	ES	Futures	2260.54	2261.35	2260.0	2261.08	1360.0
2016-06-01 01:45:00	ES	Futures	2261.08	2261.62	2260.81	2260.81	364.0
2016-06-01 01:50:00	ES	Futures	2261.08	2261.35	2260.54	2261.08	335.0
2016-06-01 01:55:00	ES	Futures	2261.08	2261.35	2260.54	2260.81	588.0
2016-06-01 02:00:00	ES	Futures	2260.81	2261.62	2260.54	2261.35	922.0
2016-06-01 02:05:00	ES	Futures	2261.08	2262.16	2260.81	2262.16	875.0
2016-06-01 02:10:00	ES	Futures	2262.16	2262.16	2261.62	2262.16	578.0
2016-06-01 02:15:00	ES	Futures	2262.16	2263.24	2261.89	2262.97	1062.0
2016-06-01 02:20:00	ES	Futures	2262.97	2263.51	2262.97	2263.24	622.0
2016-06-01 02:25:00	ES	Futures	2263.24	2263.51	2262.7	2262.7	1359.0
2016-06-01 02:30:00	ES	Futures	2262.7	2262.7	2261.62	2261.62	1201.0
2016-06-01 02:35:00	ES	Futures	2261.35	2261.62	2260.54	2260.54	1261.0
2016-06-01 02:40:00	ES	Futures	2260.54	2261.62	2260.54	2261.08	327.0
2016-06-01 02:45:00	ES	Futures	2261.35	2261.62	2261.08	2261.62	391.0
2016-06-01 02:50:00	ES	Futures	2261.62	2261.62	2260.81	2260.81	510.0
2016-06-01 02:55:00	ES	Futures	2260.81	2261.35	2260.27	2260.81	866.0
2016-06-01 03:00:00	ES	Futures	2260.54	2261.35	2260.27	2260.81	3488.0
2016-06-01 03:05:00	ES	Futures	2260.54	2260.81	2258.11	2258.38	4951.0
2016-06-01 03:10:00	ES	Futures	2258.65	2259.46	2258.38	2258.38	1590.0
2016-06-01 03:15:00	ES	Futures	2258.11	2258.65	2256.49	2257.57	4446.0
2016-06-01 03:20:00	ES	Futures	2257.3	2257.57	2255.95	2257.3	3018.0
2016-06-01 03:25:00	ES	Futures	2257.3	2257.84	2256.76	2257.3	1374.0
2016-06-01 03:30:00	ES	Futures	2257.3	2257.57	2255.68	2257.03	2814.0
2016-06-01 03:35:00	ES	Futures	2256.76	2257.57	2256.49	2256.76	2257.0
2016-06-01 03:40:00	ES	Futures	2257.03	2259.73	2256.76	2259.73	2759.0
2016-06-01 03:45:00	ES	Futures	2259.73	2260.81	2259.19	2259.73	2694.0
2016-06-01 03:50:00	ES	Futures	2260.0	2261.62	2259.46	2260.0	2811.0
2016-06-01 03:55:00	ES	Futures	2260.27	2260.81	2258.92	2259.73	2463.0
2016-06-01 04:00:00	ES	Futures	2259.73	2261.89	2259.46	2261.62	3232.0
2016-06-01 04:05:00	ES	Futures	2261.62	2262.97	2261.62	2262.43	2577.0

> showing 50 of 15,140 rows — these rows as CSV

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