PREVIEW / futures_5min / 2016-06-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-15.parquet
  size:    259 KB
  rows:    15,573

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
2016-06-15 00:00:00	ES	Futures	2240.27	2240.54	2240.0	2240.0	251.0
2016-06-15 00:05:00	ES	Futures	2240.27	2240.27	2239.73	2240.0	383.0
2016-06-15 00:10:00	ES	Futures	2240.0	2240.0	2239.46	2239.73	190.0
2016-06-15 00:15:00	ES	Futures	2240.0	2240.0	2239.73	2240.0	164.0
2016-06-15 00:20:00	ES	Futures	2240.0	2240.27	2239.73	2240.0	372.0
2016-06-15 00:25:00	ES	Futures	2240.0	2240.0	2239.73	2240.0	101.0
2016-06-15 00:30:00	ES	Futures	2240.0	2240.27	2239.46	2239.73	573.0
2016-06-15 00:35:00	ES	Futures	2240.0	2240.0	2239.46	2239.73	355.0
2016-06-15 00:40:00	ES	Futures	2239.73	2239.73	2239.19	2239.19	516.0
2016-06-15 00:45:00	ES	Futures	2239.19	2239.19	2238.37	2238.64	425.0
2016-06-15 00:50:00	ES	Futures	2238.64	2238.92	2238.37	2238.92	209.0
2016-06-15 00:55:00	ES	Futures	2238.92	2239.73	2238.64	2239.19	613.0
2016-06-15 01:00:00	ES	Futures	2238.92	2239.46	2238.37	2239.46	1041.0
2016-06-15 01:05:00	ES	Futures	2239.19	2239.73	2238.92	2239.19	1151.0
2016-06-15 01:10:00	ES	Futures	2238.92	2239.19	2238.37	2238.92	671.0
2016-06-15 01:15:00	ES	Futures	2238.92	2239.46	2238.92	2239.46	385.0
2016-06-15 01:20:00	ES	Futures	2239.46	2240.0	2239.19	2239.73	234.0
2016-06-15 01:25:00	ES	Futures	2239.73	2239.73	2238.92	2238.92	453.0
2016-06-15 01:30:00	ES	Futures	2238.92	2238.92	2237.83	2238.1	536.0
2016-06-15 01:35:00	ES	Futures	2238.1	2239.19	2237.83	2238.92	776.0
2016-06-15 01:40:00	ES	Futures	2239.19	2239.19	2238.64	2239.19	245.0
2016-06-15 01:45:00	ES	Futures	2238.92	2240.0	2238.92	2240.0	494.0
2016-06-15 01:50:00	ES	Futures	2239.73	2240.0	2239.19	2239.46	698.0
2016-06-15 01:55:00	ES	Futures	2239.19	2239.73	2238.92	2238.92	350.0
2016-06-15 02:00:00	ES	Futures	2238.92	2240.81	2238.64	2240.81	1545.0
2016-06-15 02:05:00	ES	Futures	2240.81	2240.81	2240.0	2240.0	1296.0
2016-06-15 02:10:00	ES	Futures	2240.0	2241.63	2239.73	2241.36	1602.0
2016-06-15 02:15:00	ES	Futures	2241.08	2241.36	2240.0	2241.08	2177.0
2016-06-15 02:20:00	ES	Futures	2241.08	2242.17	2241.08	2241.9	1098.0
2016-06-15 02:25:00	ES	Futures	2241.63	2242.44	2241.63	2242.17	978.0
2016-06-15 02:30:00	ES	Futures	2241.9	2242.44	2241.63	2242.17	965.0
2016-06-15 02:35:00	ES	Futures	2241.9	2242.44	2241.9	2241.9	535.0
2016-06-15 02:40:00	ES	Futures	2241.9	2242.98	2241.9	2242.98	1250.0
2016-06-15 02:45:00	ES	Futures	2242.98	2243.53	2242.71	2242.98	2291.0
2016-06-15 02:50:00	ES	Futures	2243.25	2243.25	2242.44	2242.98	591.0
2016-06-15 02:55:00	ES	Futures	2242.98	2243.25	2242.44	2243.25	665.0
2016-06-15 03:00:00	ES	Futures	2243.25	2243.25	2241.08	2242.44	2983.0
2016-06-15 03:05:00	ES	Futures	2242.44	2243.53	2242.17	2243.25	2513.0
2016-06-15 03:10:00	ES	Futures	2242.98	2245.15	2242.98	2245.15	6177.0
2016-06-15 03:15:00	ES	Futures	2245.15	2245.42	2244.34	2244.88	3440.0
2016-06-15 03:20:00	ES	Futures	2244.61	2245.42	2243.8	2245.15	3060.0
2016-06-15 03:25:00	ES	Futures	2245.15	2245.97	2244.34	2245.15	5053.0
2016-06-15 03:30:00	ES	Futures	2245.15	2245.42	2244.61	2244.88	2556.0
2016-06-15 03:35:00	ES	Futures	2244.88	2245.42	2244.61	2245.15	2807.0
2016-06-15 03:40:00	ES	Futures	2244.88	2246.78	2244.88	2246.24	4292.0
2016-06-15 03:45:00	ES	Futures	2245.97	2246.24	2245.15	2245.42	2114.0
2016-06-15 03:50:00	ES	Futures	2245.42	2245.69	2244.34	2245.42	2697.0
2016-06-15 03:55:00	ES	Futures	2245.42	2245.42	2243.53	2243.8	3290.0
2016-06-15 04:00:00	ES	Futures	2243.53	2245.42	2243.53	2244.07	2047.0
2016-06-15 04:05:00	ES	Futures	2244.07	2244.61	2243.8	2244.07	2075.0

> showing 50 of 15,573 rows — these rows as CSV

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