PREVIEW / futures_5min / 2016-06-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-21.parquet
  size:    255 KB
  rows:    15,328

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
2016-06-21 00:00:00	ES	Futures	2256.27	2256.81	2256.27	2256.54	217.0
2016-06-21 00:05:00	ES	Futures	2256.54	2256.54	2256.27	2256.27	185.0
2016-06-21 00:10:00	ES	Futures	2256.27	2256.54	2256.27	2256.27	80.0
2016-06-21 00:15:00	ES	Futures	2256.0	2256.27	2255.73	2256.0	219.0
2016-06-21 00:20:00	ES	Futures	2255.73	2256.0	2255.73	2255.73	89.0
2016-06-21 00:25:00	ES	Futures	2256.0	2256.54	2255.73	2256.27	116.0
2016-06-21 00:30:00	ES	Futures	2256.27	2256.54	2256.0	2256.54	94.0
2016-06-21 00:35:00	ES	Futures	2256.54	2256.81	2256.54	2256.81	217.0
2016-06-21 00:40:00	ES	Futures	2256.54	2256.81	2256.27	2256.54	238.0
2016-06-21 00:45:00	ES	Futures	2256.81	2257.08	2256.54	2256.81	333.0
2016-06-21 00:50:00	ES	Futures	2256.54	2257.08	2256.54	2256.81	173.0
2016-06-21 00:55:00	ES	Futures	2256.81	2257.63	2256.81	2257.36	671.0
2016-06-21 01:00:00	ES	Futures	2257.63	2257.9	2257.36	2257.36	470.0
2016-06-21 01:05:00	ES	Futures	2257.36	2258.98	2257.36	2258.71	1324.0
2016-06-21 01:10:00	ES	Futures	2258.98	2259.25	2257.9	2257.9	915.0
2016-06-21 01:15:00	ES	Futures	2257.63	2258.44	2257.63	2257.9	450.0
2016-06-21 01:20:00	ES	Futures	2257.63	2258.17	2257.36	2257.63	145.0
2016-06-21 01:25:00	ES	Futures	2257.9	2257.9	2256.81	2256.81	317.0
2016-06-21 01:30:00	ES	Futures	2256.81	2257.08	2256.27	2256.81	660.0
2016-06-21 01:35:00	ES	Futures	2257.08	2257.9	2256.81	2257.9	243.0
2016-06-21 01:40:00	ES	Futures	2257.9	2258.71	2257.63	2258.44	437.0
2016-06-21 01:45:00	ES	Futures	2258.44	2258.71	2257.63	2257.9	320.0
2016-06-21 01:50:00	ES	Futures	2258.17	2258.17	2257.36	2257.36	314.0
2016-06-21 01:55:00	ES	Futures	2257.36	2257.9	2257.36	2257.36	360.0
2016-06-21 02:00:00	ES	Futures	2257.36	2258.44	2257.36	2257.9	1067.0
2016-06-21 02:05:00	ES	Futures	2257.9	2258.71	2257.9	2257.9	645.0
2016-06-21 02:10:00	ES	Futures	2257.63	2258.17	2257.36	2257.9	917.0
2016-06-21 02:15:00	ES	Futures	2257.9	2258.98	2257.9	2258.71	564.0
2016-06-21 02:20:00	ES	Futures	2258.71	2259.25	2258.44	2259.25	875.0
2016-06-21 02:25:00	ES	Futures	2258.98	2259.25	2258.17	2258.44	778.0
2016-06-21 02:30:00	ES	Futures	2258.44	2258.71	2257.36	2257.63	685.0
2016-06-21 02:35:00	ES	Futures	2257.36	2257.9	2256.81	2257.63	1129.0
2016-06-21 02:40:00	ES	Futures	2257.63	2257.9	2257.08	2257.63	926.0
2016-06-21 02:45:00	ES	Futures	2257.36	2257.9	2257.08	2257.08	636.0
2016-06-21 02:50:00	ES	Futures	2257.08	2257.36	2257.08	2257.08	891.0
2016-06-21 02:55:00	ES	Futures	2257.08	2257.36	2256.81	2257.08	911.0
2016-06-21 03:00:00	ES	Futures	2257.08	2257.36	2254.92	2256.27	5780.0
2016-06-21 03:05:00	ES	Futures	2256.27	2257.9	2256.27	2256.81	2613.0
2016-06-21 03:10:00	ES	Futures	2256.81	2257.08	2256.0	2257.08	2103.0
2016-06-21 03:15:00	ES	Futures	2257.08	2259.53	2256.81	2258.98	2810.0
2016-06-21 03:20:00	ES	Futures	2258.98	2260.61	2258.98	2259.53	3229.0
2016-06-21 03:25:00	ES	Futures	2259.8	2261.15	2258.98	2260.61	2781.0
2016-06-21 03:30:00	ES	Futures	2260.88	2261.15	2260.07	2260.61	1113.0
2016-06-21 03:35:00	ES	Futures	2260.88	2260.88	2259.8	2259.8	1739.0
2016-06-21 03:40:00	ES	Futures	2259.8	2259.8	2258.44	2258.98	2182.0
2016-06-21 03:45:00	ES	Futures	2258.98	2259.25	2258.17	2258.98	1787.0
2016-06-21 03:50:00	ES	Futures	2258.98	2260.34	2258.98	2259.53	1428.0
2016-06-21 03:55:00	ES	Futures	2259.8	2260.34	2259.53	2259.53	1643.0
2016-06-21 04:00:00	ES	Futures	2259.53	2259.8	2258.44	2258.71	2328.0
2016-06-21 04:05:00	ES	Futures	2258.71	2258.71	2257.36	2258.17	1557.0

> showing 50 of 15,328 rows — these rows as CSV

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