PREVIEW / futures_5min / 2016-06-22

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-22.parquet
  size:    240 KB
  rows:    14,990

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
2016-06-22 00:00:00	ES	Futures	2258.17	2258.98	2257.9	2258.44	641.0
2016-06-22 00:05:00	ES	Futures	2258.17	2258.71	2258.17	2258.17	314.0
2016-06-22 00:10:00	ES	Futures	2258.44	2258.44	2258.17	2258.17	31.0
2016-06-22 00:15:00	ES	Futures	2258.44	2258.44	2258.17	2258.44	123.0
2016-06-22 00:20:00	ES	Futures	2258.44	2258.71	2258.44	2258.44	119.0
2016-06-22 00:25:00	ES	Futures	2258.44	2259.25	2258.17	2258.71	320.0
2016-06-22 00:30:00	ES	Futures	2258.98	2259.53	2258.71	2259.53	413.0
2016-06-22 00:35:00	ES	Futures	2259.53	2259.53	2258.44	2258.98	338.0
2016-06-22 00:40:00	ES	Futures	2258.71	2258.98	2258.44	2258.44	169.0
2016-06-22 00:45:00	ES	Futures	2258.71	2258.71	2258.17	2258.44	373.0
2016-06-22 00:50:00	ES	Futures	2258.17	2258.44	2258.17	2258.17	198.0
2016-06-22 00:55:00	ES	Futures	2258.44	2258.44	2258.17	2258.17	33.0
2016-06-22 01:00:00	ES	Futures	2258.44	2258.71	2257.9	2257.9	323.0
2016-06-22 01:05:00	ES	Futures	2257.9	2258.17	2257.9	2258.17	133.0
2016-06-22 01:10:00	ES	Futures	2257.9	2258.44	2257.9	2258.44	262.0
2016-06-22 01:15:00	ES	Futures	2258.44	2258.44	2257.9	2257.9	484.0
2016-06-22 01:20:00	ES	Futures	2257.9	2258.44	2257.9	2258.44	386.0
2016-06-22 01:25:00	ES	Futures	2258.44	2258.44	2257.63	2257.63	328.0
2016-06-22 01:30:00	ES	Futures	2257.9	2257.9	2257.36	2257.63	377.0
2016-06-22 01:35:00	ES	Futures	2257.9	2258.98	2257.9	2258.71	645.0
2016-06-22 01:40:00	ES	Futures	2258.71	2258.98	2258.17	2258.17	343.0
2016-06-22 01:45:00	ES	Futures	2258.44	2259.25	2258.44	2258.98	492.0
2016-06-22 01:50:00	ES	Futures	2258.71	2258.98	2258.44	2258.44	116.0
2016-06-22 01:55:00	ES	Futures	2258.44	2258.98	2258.44	2258.44	231.0
2016-06-22 02:00:00	ES	Futures	2258.71	2259.25	2258.44	2258.98	781.0
2016-06-22 02:05:00	ES	Futures	2258.98	2258.98	2258.44	2258.71	785.0
2016-06-22 02:10:00	ES	Futures	2258.44	2258.71	2257.63	2257.9	998.0
2016-06-22 02:15:00	ES	Futures	2257.9	2258.98	2257.9	2258.71	734.0
2016-06-22 02:20:00	ES	Futures	2258.71	2259.25	2258.44	2258.71	637.0
2016-06-22 02:25:00	ES	Futures	2258.71	2258.71	2257.63	2257.63	667.0
2016-06-22 02:30:00	ES	Futures	2257.63	2258.98	2257.63	2258.98	1072.0
2016-06-22 02:35:00	ES	Futures	2258.71	2258.98	2258.44	2258.71	244.0
2016-06-22 02:40:00	ES	Futures	2258.71	2258.98	2258.44	2258.71	528.0
2016-06-22 02:45:00	ES	Futures	2258.71	2258.98	2258.44	2258.71	587.0
2016-06-22 02:50:00	ES	Futures	2258.44	2259.8	2258.17	2259.25	846.0
2016-06-22 02:55:00	ES	Futures	2259.53	2259.8	2258.98	2259.53	740.0
2016-06-22 03:00:00	ES	Futures	2259.8	2260.88	2259.25	2260.07	3701.0
2016-06-22 03:05:00	ES	Futures	2260.07	2260.88	2258.71	2259.25	3258.0
2016-06-22 03:10:00	ES	Futures	2259.53	2259.53	2258.17	2258.44	1958.0
2016-06-22 03:15:00	ES	Futures	2258.71	2258.71	2257.36	2257.9	2811.0
2016-06-22 03:20:00	ES	Futures	2257.9	2259.53	2257.36	2258.71	1803.0
2016-06-22 03:25:00	ES	Futures	2258.98	2259.25	2257.63	2257.63	1820.0
2016-06-22 03:30:00	ES	Futures	2257.63	2257.9	2255.46	2255.73	4181.0
2016-06-22 03:35:00	ES	Futures	2255.73	2256.81	2255.19	2255.46	2217.0
2016-06-22 03:40:00	ES	Futures	2255.46	2256.27	2254.92	2254.92	1957.0
2016-06-22 03:45:00	ES	Futures	2254.92	2256.54	2254.64	2256.0	1605.0
2016-06-22 03:50:00	ES	Futures	2256.27	2256.54	2255.46	2255.73	1283.0
2016-06-22 03:55:00	ES	Futures	2255.46	2255.73	2255.19	2255.19	1132.0
2016-06-22 04:00:00	ES	Futures	2255.19	2256.0	2255.19	2255.19	1223.0
2016-06-22 04:05:00	ES	Futures	2255.46	2255.46	2254.37	2254.92	1524.0

> showing 50 of 14,990 rows — these rows as CSV

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