PREVIEW / futures_5min / 2016-06-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-19.parquet
  size:    59 KB
  rows:    2,785

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
2016-06-19 18:00:00	ES	Futures	2246.51	2250.3	2245.69	2247.86	9326.0
2016-06-19 18:05:00	ES	Futures	2247.86	2249.76	2247.59	2249.49	1668.0
2016-06-19 18:10:00	ES	Futures	2249.22	2253.29	2249.22	2252.2	4818.0
2016-06-19 18:15:00	ES	Futures	2252.47	2253.29	2252.2	2252.2	2193.0
2016-06-19 18:20:00	ES	Futures	2252.2	2254.64	2251.66	2254.37	2210.0
2016-06-19 18:25:00	ES	Futures	2254.64	2254.64	2253.02	2254.37	1465.0
2016-06-19 18:30:00	ES	Futures	2254.37	2255.19	2252.2	2252.47	1219.0
2016-06-19 18:35:00	ES	Futures	2252.2	2253.02	2251.39	2253.02	1034.0
2016-06-19 18:40:00	ES	Futures	2253.02	2254.64	2252.47	2254.64	1560.0
2016-06-19 18:45:00	ES	Futures	2254.37	2255.19	2254.1	2254.64	911.0
2016-06-19 18:50:00	ES	Futures	2254.37	2254.64	2254.1	2254.1	371.0
2016-06-19 18:55:00	ES	Futures	2254.1	2254.1	2253.56	2254.1	335.0
2016-06-19 19:00:00	ES	Futures	2253.83	2254.1	2253.29	2253.29	349.0
2016-06-19 19:05:00	ES	Futures	2253.29	2253.83	2252.75	2252.75	442.0
2016-06-19 19:10:00	ES	Futures	2252.75	2253.29	2252.75	2253.02	524.0
2016-06-19 19:15:00	ES	Futures	2252.75	2253.02	2251.66	2252.47	958.0
2016-06-19 19:20:00	ES	Futures	2252.2	2252.75	2252.2	2252.47	255.0
2016-06-19 19:25:00	ES	Futures	2252.2	2252.75	2252.2	2252.47	423.0
2016-06-19 19:30:00	ES	Futures	2252.47	2253.02	2252.47	2252.47	294.0
2016-06-19 19:35:00	ES	Futures	2252.47	2253.56	2252.2	2253.56	839.0
2016-06-19 19:40:00	ES	Futures	2253.29	2254.1	2253.02	2253.83	637.0
2016-06-19 19:45:00	ES	Futures	2253.83	2253.83	2252.47	2252.75	668.0
2016-06-19 19:50:00	ES	Futures	2252.75	2253.02	2252.47	2252.47	789.0
2016-06-19 19:55:00	ES	Futures	2252.47	2252.75	2251.93	2252.47	622.0
2016-06-19 20:00:00	ES	Futures	2252.2	2253.56	2252.2	2253.29	1903.0
2016-06-19 20:05:00	ES	Futures	2253.29	2254.92	2253.02	2254.37	1504.0
2016-06-19 20:10:00	ES	Futures	2254.64	2254.92	2253.29	2253.56	1415.0
2016-06-19 20:15:00	ES	Futures	2253.29	2255.46	2253.29	2255.46	1318.0
2016-06-19 20:20:00	ES	Futures	2255.19	2255.73	2254.64	2255.46	1696.0
2016-06-19 20:25:00	ES	Futures	2255.46	2256.0	2255.19	2256.0	667.0
2016-06-19 20:30:00	ES	Futures	2255.73	2256.0	2255.46	2256.0	841.0
2016-06-19 20:35:00	ES	Futures	2255.73	2256.81	2255.73	2256.81	3202.0
2016-06-19 20:40:00	ES	Futures	2256.81	2257.63	2256.54	2256.81	1587.0
2016-06-19 20:45:00	ES	Futures	2256.81	2257.36	2256.27	2256.27	955.0
2016-06-19 20:50:00	ES	Futures	2256.27	2256.54	2255.19	2256.0	1395.0
2016-06-19 20:55:00	ES	Futures	2255.73	2256.54	2255.73	2255.73	770.0
2016-06-19 21:00:00	ES	Futures	2256.0	2256.0	2255.19	2255.46	662.0
2016-06-19 21:05:00	ES	Futures	2255.46	2256.27	2255.19	2256.27	932.0
2016-06-19 21:10:00	ES	Futures	2256.0	2257.9	2256.0	2257.08	1652.0
2016-06-19 21:15:00	ES	Futures	2257.08	2258.17	2256.81	2257.08	2181.0
2016-06-19 21:20:00	ES	Futures	2257.36	2257.63	2256.81	2257.36	839.0
2016-06-19 21:25:00	ES	Futures	2257.63	2257.9	2257.08	2257.63	1071.0
2016-06-19 21:30:00	ES	Futures	2257.36	2257.63	2256.27	2256.81	931.0
2016-06-19 21:35:00	ES	Futures	2256.81	2257.36	2256.27	2256.81	786.0
2016-06-19 21:40:00	ES	Futures	2257.08	2257.63	2256.81	2257.08	585.0
2016-06-19 21:45:00	ES	Futures	2257.08	2257.36	2256.27	2256.54	423.0
2016-06-19 21:50:00	ES	Futures	2256.27	2256.54	2255.73	2256.0	406.0
2016-06-19 21:55:00	ES	Futures	2255.73	2256.27	2255.46	2255.73	576.0
2016-06-19 22:00:00	ES	Futures	2255.73	2256.0	2255.19	2255.46	1384.0
2016-06-19 22:05:00	ES	Futures	2255.46	2256.0	2255.19	2255.19	449.0

> showing 50 of 2,785 rows — these rows as CSV

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