PREVIEW / futures_5min / 2016-06-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-17.parquet
  size:    219 KB
  rows:    12,833

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
2016-06-17 00:00:00	ES	Futures	2248.14	2248.41	2247.59	2247.86	402.0
2016-06-17 00:05:00	ES	Futures	2247.59	2247.59	2246.78	2247.05	726.0
2016-06-17 00:10:00	ES	Futures	2247.05	2247.32	2246.78	2247.05	501.0
2016-06-17 00:15:00	ES	Futures	2246.78	2247.32	2246.78	2247.32	390.0
2016-06-17 00:20:00	ES	Futures	2247.32	2247.32	2246.78	2246.78	206.0
2016-06-17 00:25:00	ES	Futures	2246.78	2247.32	2246.51	2246.78	357.0
2016-06-17 00:30:00	ES	Futures	2247.05	2247.59	2246.78	2247.59	156.0
2016-06-17 00:35:00	ES	Futures	2247.59	2247.59	2247.05	2247.32	197.0
2016-06-17 00:40:00	ES	Futures	2247.59	2248.14	2247.59	2248.14	288.0
2016-06-17 00:45:00	ES	Futures	2248.14	2248.68	2247.86	2248.41	535.0
2016-06-17 00:50:00	ES	Futures	2248.41	2248.68	2248.14	2248.41	212.0
2016-06-17 00:55:00	ES	Futures	2248.14	2248.14	2247.59	2247.59	385.0
2016-06-17 01:00:00	ES	Futures	2247.86	2247.86	2247.05	2247.32	181.0
2016-06-17 01:05:00	ES	Futures	2247.32	2247.86	2247.05	2247.59	460.0
2016-06-17 01:10:00	ES	Futures	2247.32	2247.86	2247.32	2247.59	331.0
2016-06-17 01:15:00	ES	Futures	2247.86	2248.14	2247.59	2247.86	155.0
2016-06-17 01:20:00	ES	Futures	2247.59	2247.86	2247.32	2247.32	150.0
2016-06-17 01:25:00	ES	Futures	2247.59	2247.86	2247.05	2247.32	283.0
2016-06-17 01:30:00	ES	Futures	2247.32	2248.14	2247.32	2248.14	832.0
2016-06-17 01:35:00	ES	Futures	2248.14	2248.68	2248.14	2248.68	592.0
2016-06-17 01:40:00	ES	Futures	2248.68	2248.95	2248.14	2248.41	445.0
2016-06-17 01:45:00	ES	Futures	2248.41	2248.41	2247.59	2247.86	248.0
2016-06-17 01:50:00	ES	Futures	2247.59	2248.14	2247.59	2247.86	321.0
2016-06-17 01:55:00	ES	Futures	2247.59	2248.41	2247.59	2247.86	760.0
2016-06-17 02:00:00	ES	Futures	2247.86	2247.86	2246.51	2247.32	1691.0
2016-06-17 02:05:00	ES	Futures	2247.32	2247.59	2246.78	2247.32	976.0
2016-06-17 02:10:00	ES	Futures	2247.05	2247.59	2246.51	2246.51	890.0
2016-06-17 02:15:00	ES	Futures	2246.78	2246.78	2245.15	2245.42	1782.0
2016-06-17 02:20:00	ES	Futures	2245.42	2245.42	2244.61	2245.42	1518.0
2016-06-17 02:25:00	ES	Futures	2245.15	2245.42	2244.88	2245.42	1208.0
2016-06-17 02:30:00	ES	Futures	2245.15	2245.42	2244.61	2244.88	573.0
2016-06-17 02:35:00	ES	Futures	2244.61	2244.88	2244.07	2244.07	1302.0
2016-06-17 02:40:00	ES	Futures	2244.07	2244.34	2242.98	2243.53	2199.0
2016-06-17 02:45:00	ES	Futures	2243.8	2243.8	2242.98	2243.53	1100.0
2016-06-17 02:50:00	ES	Futures	2243.25	2244.07	2242.98	2243.25	1928.0
2016-06-17 02:55:00	ES	Futures	2242.98	2244.34	2242.71	2244.07	1549.0
2016-06-17 03:00:00	ES	Futures	2244.07	2244.07	2241.63	2241.9	7287.0
2016-06-17 03:05:00	ES	Futures	2241.63	2242.98	2240.81	2241.9	5199.0
2016-06-17 03:10:00	ES	Futures	2241.9	2243.53	2241.63	2243.53	5230.0
2016-06-17 03:15:00	ES	Futures	2243.53	2244.07	2242.44	2243.25	3452.0
2016-06-17 03:20:00	ES	Futures	2243.25	2243.8	2242.44	2243.8	3042.0
2016-06-17 03:25:00	ES	Futures	2243.8	2245.97	2243.53	2245.97	4992.0
2016-06-17 03:30:00	ES	Futures	2245.69	2246.78	2245.15	2245.15	4701.0
2016-06-17 03:35:00	ES	Futures	2245.15	2245.97	2243.8	2243.8	4064.0
2016-06-17 03:40:00	ES	Futures	2243.8	2244.61	2243.53	2244.07	2931.0
2016-06-17 03:45:00	ES	Futures	2243.8	2245.69	2243.8	2244.88	3246.0
2016-06-17 03:50:00	ES	Futures	2244.88	2245.97	2244.61	2245.69	3050.0
2016-06-17 03:55:00	ES	Futures	2245.69	2245.69	2242.71	2242.98	3233.0
2016-06-17 04:00:00	ES	Futures	2242.98	2243.25	2241.63	2242.71	4609.0
2016-06-17 04:05:00	ES	Futures	2242.71	2242.71	2241.08	2241.36	3083.0

> showing 50 of 12,833 rows — these rows as CSV

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