PREVIEW / futures_5min / 2016-06-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-06.parquet
  size:    230 KB
  rows:    14,556

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
2016-06-06 00:00:00	ES	Futures	2264.86	2265.13	2264.86	2264.86	54.0
2016-06-06 00:05:00	ES	Futures	2264.86	2264.86	2264.59	2264.59	121.0
2016-06-06 00:10:00	ES	Futures	2264.59	2264.86	2264.32	2264.59	365.0
2016-06-06 00:15:00	ES	Futures	2264.86	2264.86	2264.59	2264.59	102.0
2016-06-06 00:20:00	ES	Futures	2264.86	2265.13	2264.59	2264.59	100.0
2016-06-06 00:25:00	ES	Futures	2264.86	2264.86	2264.32	2264.32	124.0
2016-06-06 00:30:00	ES	Futures	2264.59	2264.59	2264.32	2264.32	253.0
2016-06-06 00:35:00	ES	Futures	2264.32	2264.59	2264.05	2264.32	265.0
2016-06-06 00:40:00	ES	Futures	2264.59	2264.59	2264.05	2264.05	113.0
2016-06-06 00:45:00	ES	Futures	2264.05	2264.59	2264.05	2264.32	315.0
2016-06-06 00:50:00	ES	Futures	2264.32	2264.59	2264.05	2264.32	104.0
2016-06-06 00:55:00	ES	Futures	2264.32	2264.59	2264.05	2264.59	210.0
2016-06-06 01:00:00	ES	Futures	2264.32	2264.59	2264.05	2264.59	402.0
2016-06-06 01:05:00	ES	Futures	2264.32	2265.4	2264.32	2265.13	702.0
2016-06-06 01:10:00	ES	Futures	2265.13	2265.4	2264.86	2264.86	314.0
2016-06-06 01:15:00	ES	Futures	2265.13	2265.13	2264.32	2264.32	304.0
2016-06-06 01:20:00	ES	Futures	2264.59	2265.13	2264.32	2264.59	163.0
2016-06-06 01:25:00	ES	Futures	2264.86	2264.86	2264.59	2264.59	68.0
2016-06-06 01:30:00	ES	Futures	2264.86	2264.86	2264.59	2264.59	144.0
2016-06-06 01:35:00	ES	Futures	2264.86	2265.4	2264.32	2265.4	314.0
2016-06-06 01:40:00	ES	Futures	2265.4	2265.4	2264.86	2265.13	267.0
2016-06-06 01:45:00	ES	Futures	2265.4	2265.4	2264.86	2265.13	150.0
2016-06-06 01:50:00	ES	Futures	2265.4	2265.4	2264.86	2265.13	167.0
2016-06-06 01:55:00	ES	Futures	2265.13	2265.4	2264.86	2265.13	261.0
2016-06-06 02:00:00	ES	Futures	2265.13	2265.67	2264.86	2265.13	1057.0
2016-06-06 02:05:00	ES	Futures	2264.86	2265.4	2264.32	2264.32	571.0
2016-06-06 02:10:00	ES	Futures	2264.32	2265.13	2264.32	2264.86	418.0
2016-06-06 02:15:00	ES	Futures	2265.13	2265.13	2264.59	2264.86	262.0
2016-06-06 02:20:00	ES	Futures	2264.86	2264.86	2264.32	2264.32	395.0
2016-06-06 02:25:00	ES	Futures	2264.59	2264.86	2264.32	2264.59	471.0
2016-06-06 02:30:00	ES	Futures	2264.59	2264.86	2264.05	2264.05	534.0
2016-06-06 02:35:00	ES	Futures	2264.32	2264.59	2263.51	2263.78	936.0
2016-06-06 02:40:00	ES	Futures	2263.51	2263.78	2262.97	2263.24	1109.0
2016-06-06 02:45:00	ES	Futures	2263.24	2263.51	2262.7	2263.24	1156.0
2016-06-06 02:50:00	ES	Futures	2263.24	2263.24	2262.97	2262.97	343.0
2016-06-06 02:55:00	ES	Futures	2262.97	2263.24	2262.7	2262.97	538.0
2016-06-06 03:00:00	ES	Futures	2262.7	2266.48	2262.7	2265.94	6261.0
2016-06-06 03:05:00	ES	Futures	2265.94	2267.29	2265.67	2266.48	3834.0
2016-06-06 03:10:00	ES	Futures	2266.75	2267.02	2264.59	2265.13	2608.0
2016-06-06 03:15:00	ES	Futures	2265.13	2267.02	2265.13	2266.48	2220.0
2016-06-06 03:20:00	ES	Futures	2266.48	2268.64	2266.48	2268.1	3853.0
2016-06-06 03:25:00	ES	Futures	2268.1	2268.37	2267.02	2268.1	1482.0
2016-06-06 03:30:00	ES	Futures	2268.37	2268.91	2267.29	2267.83	1802.0
2016-06-06 03:35:00	ES	Futures	2268.1	2269.18	2268.1	2268.64	2253.0
2016-06-06 03:40:00	ES	Futures	2268.91	2269.18	2268.1	2268.91	1783.0
2016-06-06 03:45:00	ES	Futures	2269.18	2269.99	2268.91	2269.72	2235.0
2016-06-06 03:50:00	ES	Futures	2269.45	2270.8	2268.64	2268.64	3859.0
2016-06-06 03:55:00	ES	Futures	2268.64	2269.18	2268.64	2269.18	1371.0
2016-06-06 04:00:00	ES	Futures	2269.18	2269.45	2267.56	2268.1	2437.0
2016-06-06 04:05:00	ES	Futures	2268.37	2268.37	2266.75	2267.29	2313.0

> showing 50 of 14,556 rows — these rows as CSV

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