PREVIEW / futures_5min / 2016-06-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-05.parquet
  size:    48 KB
  rows:    2,434

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
2016-06-05 18:00:00	ES	Futures	2265.13	2265.67	2264.59	2265.67	1789.0
2016-06-05 18:05:00	ES	Futures	2265.4	2266.75	2265.4	2266.48	740.0
2016-06-05 18:10:00	ES	Futures	2266.48	2267.02	2266.21	2266.48	519.0
2016-06-05 18:15:00	ES	Futures	2266.48	2267.02	2266.21	2266.75	733.0
2016-06-05 18:20:00	ES	Futures	2266.75	2267.02	2266.75	2266.75	104.0
2016-06-05 18:25:00	ES	Futures	2266.75	2267.02	2266.48	2266.48	235.0
2016-06-05 18:30:00	ES	Futures	2266.75	2266.75	2266.21	2266.21	81.0
2016-06-05 18:35:00	ES	Futures	2266.48	2266.48	2265.67	2265.94	242.0
2016-06-05 18:40:00	ES	Futures	2265.94	2265.94	2265.67	2265.94	151.0
2016-06-05 18:45:00	ES	Futures	2265.94	2266.21	2265.94	2265.94	53.0
2016-06-05 18:50:00	ES	Futures	2265.94	2266.21	2265.94	2266.21	100.0
2016-06-05 18:55:00	ES	Futures	2265.94	2266.21	2265.94	2265.94	85.0
2016-06-05 19:00:00	ES	Futures	2266.21	2266.21	2265.4	2266.21	661.0
2016-06-05 19:05:00	ES	Futures	2265.94	2266.21	2264.59	2264.59	1731.0
2016-06-05 19:10:00	ES	Futures	2264.86	2264.86	2263.78	2264.05	1069.0
2016-06-05 19:15:00	ES	Futures	2264.32	2264.59	2263.78	2264.05	609.0
2016-06-05 19:20:00	ES	Futures	2264.05	2264.32	2263.78	2264.05	183.0
2016-06-05 19:25:00	ES	Futures	2264.32	2264.59	2264.05	2264.05	220.0
2016-06-05 19:30:00	ES	Futures	2264.05	2264.32	2263.78	2264.05	544.0
2016-06-05 19:35:00	ES	Futures	2263.78	2264.05	2261.89	2262.16	1836.0
2016-06-05 19:40:00	ES	Futures	2262.16	2262.7	2261.89	2262.7	345.0
2016-06-05 19:45:00	ES	Futures	2262.7	2262.97	2261.35	2261.35	828.0
2016-06-05 19:50:00	ES	Futures	2261.62	2263.24	2261.62	2262.7	1393.0
2016-06-05 19:55:00	ES	Futures	2262.7	2263.24	2262.43	2262.7	829.0
2016-06-05 20:00:00	ES	Futures	2262.43	2263.24	2262.16	2262.97	1061.0
2016-06-05 20:05:00	ES	Futures	2262.7	2263.78	2262.7	2263.51	1042.0
2016-06-05 20:10:00	ES	Futures	2263.24	2264.05	2263.24	2263.51	552.0
2016-06-05 20:15:00	ES	Futures	2263.51	2264.05	2263.24	2263.51	642.0
2016-06-05 20:20:00	ES	Futures	2263.51	2263.51	2262.16	2262.43	533.0
2016-06-05 20:25:00	ES	Futures	2262.7	2262.7	2261.62	2262.43	645.0
2016-06-05 20:30:00	ES	Futures	2262.43	2262.97	2262.16	2262.97	375.0
2016-06-05 20:35:00	ES	Futures	2262.7	2263.24	2262.43	2262.7	415.0
2016-06-05 20:40:00	ES	Futures	2262.7	2262.97	2262.43	2262.7	324.0
2016-06-05 20:45:00	ES	Futures	2262.7	2262.97	2262.43	2262.43	338.0
2016-06-05 20:50:00	ES	Futures	2262.7	2262.7	2262.16	2262.43	449.0
2016-06-05 20:55:00	ES	Futures	2262.16	2262.7	2262.16	2262.7	404.0
2016-06-05 21:00:00	ES	Futures	2262.7	2262.7	2262.16	2262.43	299.0
2016-06-05 21:05:00	ES	Futures	2262.43	2262.97	2262.43	2262.7	181.0
2016-06-05 21:10:00	ES	Futures	2262.7	2264.05	2262.7	2263.78	527.0
2016-06-05 21:15:00	ES	Futures	2263.78	2264.32	2263.24	2264.32	882.0
2016-06-05 21:20:00	ES	Futures	2264.05	2264.59	2264.05	2264.32	586.0
2016-06-05 21:25:00	ES	Futures	2264.32	2264.59	2264.05	2264.05	649.0
2016-06-05 21:30:00	ES	Futures	2264.05	2264.32	2262.97	2263.24	537.0
2016-06-05 21:35:00	ES	Futures	2263.24	2263.51	2262.97	2262.97	389.0
2016-06-05 21:40:00	ES	Futures	2262.97	2263.78	2262.97	2262.97	593.0
2016-06-05 21:45:00	ES	Futures	2262.97	2263.51	2262.97	2263.24	403.0
2016-06-05 21:50:00	ES	Futures	2263.24	2264.05	2263.24	2264.05	332.0
2016-06-05 21:55:00	ES	Futures	2264.05	2264.05	2263.51	2263.51	431.0
2016-06-05 22:00:00	ES	Futures	2263.78	2264.05	2263.51	2264.05	197.0
2016-06-05 22:05:00	ES	Futures	2263.78	2264.05	2263.51	2263.78	226.0

> showing 50 of 2,434 rows — these rows as CSV

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