PREVIEW / futures_5min / 2016-06-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-14.parquet
  size:    254 KB
  rows:    15,587

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
2016-06-14 00:00:00	ES	Futures	2245.42	2245.69	2245.15	2245.42	306.0
2016-06-14 00:05:00	ES	Futures	2245.42	2245.42	2245.15	2245.15	329.0
2016-06-14 00:10:00	ES	Futures	2245.15	2245.15	2244.61	2245.15	531.0
2016-06-14 00:15:00	ES	Futures	2244.88	2245.15	2244.88	2245.15	130.0
2016-06-14 00:20:00	ES	Futures	2245.42	2245.42	2245.15	2245.15	348.0
2016-06-14 00:25:00	ES	Futures	2245.15	2245.42	2244.88	2245.42	221.0
2016-06-14 00:30:00	ES	Futures	2245.15	2246.78	2245.15	2246.24	1870.0
2016-06-14 00:35:00	ES	Futures	2246.24	2246.24	2245.69	2245.97	210.0
2016-06-14 00:40:00	ES	Futures	2245.97	2247.32	2245.69	2247.32	558.0
2016-06-14 00:45:00	ES	Futures	2247.05	2247.32	2246.51	2247.05	368.0
2016-06-14 00:50:00	ES	Futures	2247.05	2247.32	2246.78	2247.05	333.0
2016-06-14 00:55:00	ES	Futures	2246.78	2246.78	2245.42	2245.69	667.0
2016-06-14 01:00:00	ES	Futures	2245.97	2245.97	2244.61	2244.61	1034.0
2016-06-14 01:05:00	ES	Futures	2244.61	2245.15	2244.34	2244.61	432.0
2016-06-14 01:10:00	ES	Futures	2244.61	2244.88	2244.34	2244.61	485.0
2016-06-14 01:15:00	ES	Futures	2244.61	2244.61	2243.8	2244.07	578.0
2016-06-14 01:20:00	ES	Futures	2244.07	2244.07	2243.8	2243.8	211.0
2016-06-14 01:25:00	ES	Futures	2244.07	2244.88	2243.8	2244.88	398.0
2016-06-14 01:30:00	ES	Futures	2244.88	2245.15	2244.61	2245.15	425.0
2016-06-14 01:35:00	ES	Futures	2245.15	2245.69	2244.88	2244.88	655.0
2016-06-14 01:40:00	ES	Futures	2244.88	2244.88	2244.34	2244.61	285.0
2016-06-14 01:45:00	ES	Futures	2244.61	2244.88	2243.8	2244.34	927.0
2016-06-14 01:50:00	ES	Futures	2244.34	2245.15	2244.34	2244.88	291.0
2016-06-14 01:55:00	ES	Futures	2245.15	2247.32	2244.88	2247.05	1690.0
2016-06-14 02:00:00	ES	Futures	2247.32	2247.32	2246.51	2247.05	2222.0
2016-06-14 02:05:00	ES	Futures	2247.05	2247.32	2245.97	2246.24	937.0
2016-06-14 02:10:00	ES	Futures	2246.24	2246.24	2245.15	2245.15	1602.0
2016-06-14 02:15:00	ES	Futures	2245.15	2245.69	2244.61	2244.61	1562.0
2016-06-14 02:20:00	ES	Futures	2244.61	2244.88	2243.8	2244.34	1166.0
2016-06-14 02:25:00	ES	Futures	2244.61	2244.88	2244.07	2244.61	1272.0
2016-06-14 02:30:00	ES	Futures	2244.34	2245.69	2244.34	2245.42	600.0
2016-06-14 02:35:00	ES	Futures	2245.42	2245.69	2244.88	2245.42	846.0
2016-06-14 02:40:00	ES	Futures	2245.42	2245.69	2244.34	2244.34	983.0
2016-06-14 02:45:00	ES	Futures	2244.34	2244.61	2242.44	2242.98	2206.0
2016-06-14 02:50:00	ES	Futures	2242.98	2243.25	2242.44	2242.98	1079.0
2016-06-14 02:55:00	ES	Futures	2242.98	2243.25	2241.9	2242.71	1439.0
2016-06-14 03:00:00	ES	Futures	2242.44	2244.07	2241.36	2243.25	6379.0
2016-06-14 03:05:00	ES	Futures	2242.98	2243.53	2240.81	2241.63	4188.0
2016-06-14 03:10:00	ES	Futures	2241.63	2242.71	2240.54	2242.71	3252.0
2016-06-14 03:15:00	ES	Futures	2242.44	2243.25	2241.9	2242.44	3651.0
2016-06-14 03:20:00	ES	Futures	2242.44	2243.8	2241.36	2241.9	3242.0
2016-06-14 03:25:00	ES	Futures	2241.63	2242.17	2240.81	2241.9	3393.0
2016-06-14 03:30:00	ES	Futures	2241.9	2244.07	2241.63	2244.07	5113.0
2016-06-14 03:35:00	ES	Futures	2244.07	2244.88	2242.98	2243.53	3895.0
2016-06-14 03:40:00	ES	Futures	2243.53	2245.15	2243.25	2243.8	3333.0
2016-06-14 03:45:00	ES	Futures	2244.07	2244.88	2243.25	2243.53	2982.0
2016-06-14 03:50:00	ES	Futures	2243.25	2243.53	2241.9	2242.17	2245.0
2016-06-14 03:55:00	ES	Futures	2242.44	2242.44	2240.54	2240.54	3429.0
2016-06-14 04:00:00	ES	Futures	2240.81	2242.17	2240.54	2242.17	3883.0
2016-06-14 04:05:00	ES	Futures	2242.44	2242.44	2241.08	2242.17	1304.0

> showing 50 of 15,587 rows — these rows as CSV

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