PREVIEW / futures_5min / 2016-06-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-16.parquet
  size:    286 KB
  rows:    15,897

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
2016-06-16 00:00:00	ES	Futures	2232.68	2232.95	2232.14	2232.68	438.0
2016-06-16 00:05:00	ES	Futures	2232.41	2233.22	2232.41	2232.68	585.0
2016-06-16 00:10:00	ES	Futures	2232.41	2232.95	2232.41	2232.68	432.0
2016-06-16 00:15:00	ES	Futures	2232.68	2233.49	2232.68	2233.49	357.0
2016-06-16 00:20:00	ES	Futures	2233.49	2233.49	2232.95	2233.22	476.0
2016-06-16 00:25:00	ES	Futures	2232.95	2233.22	2232.41	2232.41	539.0
2016-06-16 00:30:00	ES	Futures	2232.68	2232.68	2231.32	2231.59	1400.0
2016-06-16 00:35:00	ES	Futures	2231.59	2231.86	2231.05	2231.32	578.0
2016-06-16 00:40:00	ES	Futures	2231.32	2231.32	2229.69	2229.97	2133.0
2016-06-16 00:45:00	ES	Futures	2230.24	2230.51	2229.42	2229.97	1089.0
2016-06-16 00:50:00	ES	Futures	2229.97	2229.97	2228.07	2229.42	3034.0
2016-06-16 00:55:00	ES	Futures	2229.42	2229.97	2229.15	2229.97	508.0
2016-06-16 01:00:00	ES	Futures	2229.97	2230.51	2229.69	2229.97	1140.0
2016-06-16 01:05:00	ES	Futures	2229.69	2229.97	2228.61	2228.61	851.0
2016-06-16 01:10:00	ES	Futures	2228.88	2229.69	2228.61	2229.15	536.0
2016-06-16 01:15:00	ES	Futures	2229.15	2229.69	2228.61	2229.69	610.0
2016-06-16 01:20:00	ES	Futures	2229.97	2230.51	2229.42	2229.97	1475.0
2016-06-16 01:25:00	ES	Futures	2230.24	2230.24	2229.15	2229.42	871.0
2016-06-16 01:30:00	ES	Futures	2229.42	2229.97	2228.88	2229.69	484.0
2016-06-16 01:35:00	ES	Futures	2229.42	2230.24	2229.42	2229.97	284.0
2016-06-16 01:40:00	ES	Futures	2229.97	2229.97	2229.15	2229.15	599.0
2016-06-16 01:45:00	ES	Futures	2229.15	2229.69	2228.88	2229.42	611.0
2016-06-16 01:50:00	ES	Futures	2229.69	2229.97	2229.15	2229.69	508.0
2016-06-16 01:55:00	ES	Futures	2229.69	2230.24	2229.69	2230.24	609.0
2016-06-16 02:00:00	ES	Futures	2229.97	2230.24	2228.61	2229.15	2377.0
2016-06-16 02:05:00	ES	Futures	2229.15	2230.24	2229.15	2229.97	1193.0
2016-06-16 02:10:00	ES	Futures	2229.69	2229.97	2228.34	2228.34	2133.0
2016-06-16 02:15:00	ES	Futures	2228.34	2228.34	2227.53	2227.8	2191.0
2016-06-16 02:20:00	ES	Futures	2228.07	2228.07	2225.9	2226.17	4741.0
2016-06-16 02:25:00	ES	Futures	2226.17	2226.71	2225.9	2225.9	1633.0
2016-06-16 02:30:00	ES	Futures	2225.9	2226.98	2225.9	2226.17	1938.0
2016-06-16 02:35:00	ES	Futures	2226.17	2226.71	2225.63	2225.9	2342.0
2016-06-16 02:40:00	ES	Futures	2225.9	2226.17	2225.63	2225.9	1958.0
2016-06-16 02:45:00	ES	Futures	2225.9	2226.98	2225.63	2226.98	2837.0
2016-06-16 02:50:00	ES	Futures	2226.98	2227.8	2226.71	2227.53	1080.0
2016-06-16 02:55:00	ES	Futures	2227.53	2227.8	2226.44	2226.98	1648.0
2016-06-16 03:00:00	ES	Futures	2226.98	2228.88	2225.9	2228.07	10517.0
2016-06-16 03:05:00	ES	Futures	2228.07	2229.69	2226.71	2229.69	6612.0
2016-06-16 03:10:00	ES	Futures	2229.42	2230.24	2228.07	2230.24	4737.0
2016-06-16 03:15:00	ES	Futures	2229.97	2231.05	2229.15	2229.97	5643.0
2016-06-16 03:20:00	ES	Futures	2229.97	2231.32	2229.69	2230.24	2983.0
2016-06-16 03:25:00	ES	Futures	2230.24	2230.78	2229.15	2230.78	2208.0
2016-06-16 03:30:00	ES	Futures	2230.51	2232.14	2230.51	2230.78	4233.0
2016-06-16 03:35:00	ES	Futures	2230.51	2231.59	2229.69	2231.59	3354.0
2016-06-16 03:40:00	ES	Futures	2231.59	2231.86	2230.51	2231.05	3116.0
2016-06-16 03:45:00	ES	Futures	2231.05	2231.32	2229.69	2230.24	2016.0
2016-06-16 03:50:00	ES	Futures	2229.97	2231.86	2229.97	2231.86	2042.0
2016-06-16 03:55:00	ES	Futures	2231.59	2232.14	2229.69	2229.69	3773.0
2016-06-16 04:00:00	ES	Futures	2229.69	2229.97	2228.34	2228.88	3532.0
2016-06-16 04:05:00	ES	Futures	2228.88	2229.42	2227.8	2229.15	4107.0

> showing 50 of 15,897 rows — these rows as CSV

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