PREVIEW / futures_5min / 2016-06-07

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-07.parquet
  size:    232 KB
  rows:    14,514

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
2016-06-07 00:00:00	ES	Futures	2276.74	2277.28	2276.47	2277.01	369.0
2016-06-07 00:05:00	ES	Futures	2277.01	2277.28	2276.74	2276.74	132.0
2016-06-07 00:10:00	ES	Futures	2276.74	2277.55	2276.74	2277.28	755.0
2016-06-07 00:15:00	ES	Futures	2277.28	2277.28	2276.74	2277.01	267.0
2016-06-07 00:20:00	ES	Futures	2277.01	2277.28	2276.74	2276.74	102.0
2016-06-07 00:25:00	ES	Futures	2277.01	2277.28	2276.74	2277.01	146.0
2016-06-07 00:30:00	ES	Futures	2277.01	2277.55	2276.74	2277.01	688.0
2016-06-07 00:35:00	ES	Futures	2277.28	2277.28	2276.74	2277.01	255.0
2016-06-07 00:40:00	ES	Futures	2277.01	2277.28	2276.74	2276.74	275.0
2016-06-07 00:45:00	ES	Futures	2277.01	2277.28	2277.01	2277.01	50.0
2016-06-07 00:50:00	ES	Futures	2277.01	2277.28	2276.74	2276.74	209.0
2016-06-07 00:55:00	ES	Futures	2277.01	2277.01	2276.74	2277.01	132.0
2016-06-07 01:00:00	ES	Futures	2276.74	2277.55	2276.47	2277.28	601.0
2016-06-07 01:05:00	ES	Futures	2277.55	2277.55	2277.28	2277.55	277.0
2016-06-07 01:10:00	ES	Futures	2277.55	2278.09	2277.55	2278.09	359.0
2016-06-07 01:15:00	ES	Futures	2278.09	2278.36	2277.82	2277.82	544.0
2016-06-07 01:20:00	ES	Futures	2278.09	2278.09	2277.55	2278.09	239.0
2016-06-07 01:25:00	ES	Futures	2278.09	2278.36	2277.55	2277.55	345.0
2016-06-07 01:30:00	ES	Futures	2277.55	2278.09	2277.55	2277.55	277.0
2016-06-07 01:35:00	ES	Futures	2277.55	2277.82	2277.28	2277.28	163.0
2016-06-07 01:40:00	ES	Futures	2277.55	2277.55	2277.28	2277.55	86.0
2016-06-07 01:45:00	ES	Futures	2277.28	2277.55	2277.01	2277.28	113.0
2016-06-07 01:50:00	ES	Futures	2277.28	2277.55	2277.01	2277.55	152.0
2016-06-07 01:55:00	ES	Futures	2277.28	2277.55	2277.01	2277.28	198.0
2016-06-07 02:00:00	ES	Futures	2277.55	2278.36	2277.55	2278.36	774.0
2016-06-07 02:05:00	ES	Futures	2278.36	2278.63	2278.09	2278.36	374.0
2016-06-07 02:10:00	ES	Futures	2278.63	2279.71	2278.36	2279.17	1603.0
2016-06-07 02:15:00	ES	Futures	2279.17	2279.71	2279.17	2279.44	1114.0
2016-06-07 02:20:00	ES	Futures	2279.44	2279.71	2278.9	2279.17	262.0
2016-06-07 02:25:00	ES	Futures	2279.17	2279.71	2279.17	2279.44	369.0
2016-06-07 02:30:00	ES	Futures	2279.44	2279.98	2279.44	2279.44	706.0
2016-06-07 02:35:00	ES	Futures	2279.44	2279.98	2279.44	2279.98	770.0
2016-06-07 02:40:00	ES	Futures	2279.71	2279.71	2279.17	2279.17	260.0
2016-06-07 02:45:00	ES	Futures	2279.17	2279.44	2278.63	2278.63	494.0
2016-06-07 02:50:00	ES	Futures	2278.9	2279.17	2278.63	2278.63	685.0
2016-06-07 02:55:00	ES	Futures	2278.63	2279.17	2278.63	2278.63	544.0
2016-06-07 03:00:00	ES	Futures	2278.63	2280.25	2278.63	2279.98	3049.0
2016-06-07 03:05:00	ES	Futures	2279.98	2283.22	2279.98	2282.68	11791.0
2016-06-07 03:10:00	ES	Futures	2282.68	2283.22	2282.14	2282.68	4352.0
2016-06-07 03:15:00	ES	Futures	2282.41	2283.76	2282.41	2283.22	5637.0
2016-06-07 03:20:00	ES	Futures	2283.22	2283.76	2282.95	2283.76	2313.0
2016-06-07 03:25:00	ES	Futures	2283.76	2283.76	2282.41	2282.95	3063.0
2016-06-07 03:30:00	ES	Futures	2282.95	2284.03	2282.95	2283.22	3456.0
2016-06-07 03:35:00	ES	Futures	2283.49	2283.49	2282.68	2282.68	2113.0
2016-06-07 03:40:00	ES	Futures	2282.68	2282.95	2282.14	2282.41	1829.0
2016-06-07 03:45:00	ES	Futures	2282.41	2282.95	2282.14	2282.95	1617.0
2016-06-07 03:50:00	ES	Futures	2282.68	2283.22	2282.68	2282.95	1608.0
2016-06-07 03:55:00	ES	Futures	2282.95	2283.49	2282.68	2282.95	1291.0
2016-06-07 04:00:00	ES	Futures	2282.95	2283.49	2282.41	2283.49	2048.0
2016-06-07 04:05:00	ES	Futures	2283.49	2283.76	2282.68	2282.95	940.0

> showing 50 of 14,514 rows — these rows as CSV

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