PREVIEW / futures_5min / 2016-06-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-23.parquet
  size:    308 KB
  rows:    16,004

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
2016-06-23 00:00:00	ES	Futures	2263.05	2263.32	2262.78	2263.32	279.0
2016-06-23 00:05:00	ES	Futures	2263.32	2263.59	2263.05	2263.32	224.0
2016-06-23 00:10:00	ES	Futures	2263.32	2263.32	2263.05	2263.32	183.0
2016-06-23 00:15:00	ES	Futures	2263.05	2263.32	2263.05	2263.05	14.0
2016-06-23 00:20:00	ES	Futures	2263.05	2263.59	2263.05	2263.59	79.0
2016-06-23 00:25:00	ES	Futures	2263.59	2263.59	2263.32	2263.32	94.0
2016-06-23 00:30:00	ES	Futures	2263.32	2263.32	2263.05	2263.32	105.0
2016-06-23 00:35:00	ES	Futures	2263.05	2263.32	2263.05	2263.05	147.0
2016-06-23 00:40:00	ES	Futures	2263.05	2263.05	2262.78	2262.78	91.0
2016-06-23 00:45:00	ES	Futures	2262.78	2263.05	2262.51	2263.05	139.0
2016-06-23 00:50:00	ES	Futures	2263.05	2263.32	2262.78	2263.05	142.0
2016-06-23 00:55:00	ES	Futures	2263.05	2263.32	2263.05	2263.05	31.0
2016-06-23 01:00:00	ES	Futures	2263.05	2263.59	2262.78	2263.05	151.0
2016-06-23 01:05:00	ES	Futures	2263.32	2263.59	2263.05	2263.32	58.0
2016-06-23 01:10:00	ES	Futures	2263.32	2263.59	2263.05	2263.32	109.0
2016-06-23 01:15:00	ES	Futures	2263.32	2263.86	2263.32	2263.86	295.0
2016-06-23 01:20:00	ES	Futures	2263.86	2264.14	2263.59	2263.59	182.0
2016-06-23 01:25:00	ES	Futures	2263.59	2263.86	2263.05	2263.05	209.0
2016-06-23 01:30:00	ES	Futures	2263.05	2263.59	2263.05	2263.59	124.0
2016-06-23 01:35:00	ES	Futures	2263.59	2265.22	2263.32	2264.95	1362.0
2016-06-23 01:40:00	ES	Futures	2264.68	2266.3	2264.68	2266.3	1249.0
2016-06-23 01:45:00	ES	Futures	2266.03	2267.93	2266.03	2266.58	3023.0
2016-06-23 01:50:00	ES	Futures	2266.58	2266.85	2266.03	2266.58	554.0
2016-06-23 01:55:00	ES	Futures	2266.58	2266.58	2265.49	2265.49	662.0
2016-06-23 02:00:00	ES	Futures	2265.76	2266.3	2265.22	2266.03	1194.0
2016-06-23 02:05:00	ES	Futures	2266.03	2266.58	2265.49	2266.03	665.0
2016-06-23 02:10:00	ES	Futures	2265.76	2265.76	2263.59	2265.22	2648.0
2016-06-23 02:15:00	ES	Futures	2265.49	2266.58	2265.22	2266.3	704.0
2016-06-23 02:20:00	ES	Futures	2266.03	2266.3	2265.49	2266.3	1089.0
2016-06-23 02:25:00	ES	Futures	2266.03	2266.3	2265.49	2265.49	979.0
2016-06-23 02:30:00	ES	Futures	2265.49	2265.76	2264.68	2265.22	1012.0
2016-06-23 02:35:00	ES	Futures	2264.95	2265.22	2264.41	2264.95	1032.0
2016-06-23 02:40:00	ES	Futures	2264.68	2264.95	2264.14	2264.41	1439.0
2016-06-23 02:45:00	ES	Futures	2264.68	2264.95	2262.78	2263.05	1279.0
2016-06-23 02:50:00	ES	Futures	2263.05	2263.59	2262.51	2262.78	1371.0
2016-06-23 02:55:00	ES	Futures	2262.78	2263.32	2262.24	2262.51	1040.0
2016-06-23 03:00:00	ES	Futures	2262.51	2263.59	2261.15	2262.78	5482.0
2016-06-23 03:05:00	ES	Futures	2262.78	2264.41	2262.78	2263.86	2285.0
2016-06-23 03:10:00	ES	Futures	2263.86	2265.22	2263.86	2264.41	2797.0
2016-06-23 03:15:00	ES	Futures	2264.68	2265.22	2263.32	2265.22	2381.0
2016-06-23 03:20:00	ES	Futures	2265.49	2265.76	2264.14	2265.22	4273.0
2016-06-23 03:25:00	ES	Futures	2265.49	2265.49	2263.32	2263.86	1991.0
2016-06-23 03:30:00	ES	Futures	2264.14	2264.68	2262.78	2263.32	2982.0
2016-06-23 03:35:00	ES	Futures	2263.32	2263.86	2261.97	2263.05	2510.0
2016-06-23 03:40:00	ES	Futures	2263.05	2263.86	2263.05	2263.59	1272.0
2016-06-23 03:45:00	ES	Futures	2263.86	2263.86	2261.97	2262.24	1884.0
2016-06-23 03:50:00	ES	Futures	2262.24	2262.78	2261.15	2262.78	3450.0
2016-06-23 03:55:00	ES	Futures	2262.51	2263.05	2262.24	2262.51	1570.0
2016-06-23 04:00:00	ES	Futures	2262.24	2263.59	2262.24	2263.59	1489.0
2016-06-23 04:05:00	ES	Futures	2263.32	2264.14	2263.32	2263.86	1483.0

> showing 50 of 16,004 rows — these rows as CSV

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