PREVIEW / futures_5min / 2016-06-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-24.parquet
  size:    281 KB
  rows:    13,417

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
2016-06-24 00:00:00	ES	Futures	2185.22	2189.56	2182.51	2183.86	10975.0
2016-06-24 00:05:00	ES	Futures	2183.59	2187.66	2179.25	2179.53	10361.0
2016-06-24 00:10:00	ES	Futures	2179.25	2186.85	2178.44	2186.58	7984.0
2016-06-24 00:15:00	ES	Futures	2186.85	2188.47	2177.08	2177.36	7908.0
2016-06-24 00:20:00	ES	Futures	2177.36	2178.44	2172.2	2174.64	13016.0
2016-06-24 00:25:00	ES	Futures	2174.64	2175.46	2169.49	2169.49	14443.0
2016-06-24 00:30:00	ES	Futures	2169.49	2170.03	2168.41	2168.41	8748.0
2016-06-24 00:35:00	ES	Futures	2168.41	2168.41	2168.41	2168.41	1708.0
2016-06-24 00:40:00	ES	Futures	2168.41	2168.41	2168.41	2168.41	987.0
2016-06-24 00:45:00	ES	Futures	2168.41	2168.41	2168.41	2168.41	192.0
2016-06-24 00:50:00	ES	Futures	2168.41	2168.41	2168.41	2168.41	419.0
2016-06-24 00:55:00	ES	Futures	2168.41	2168.41	2168.41	2168.41	789.0
2016-06-24 01:00:00	ES	Futures	2168.41	2168.41	2168.41	2168.41	683.0
2016-06-24 01:05:00	ES	Futures	2168.41	2174.1	2168.41	2173.02	11634.0
2016-06-24 01:10:00	ES	Futures	2172.75	2181.15	2172.47	2175.73	9880.0
2016-06-24 01:15:00	ES	Futures	2175.73	2178.17	2169.49	2174.64	8847.0
2016-06-24 01:20:00	ES	Futures	2174.64	2178.98	2173.02	2174.92	5923.0
2016-06-24 01:25:00	ES	Futures	2174.92	2176.0	2169.76	2170.58	4024.0
2016-06-24 01:30:00	ES	Futures	2170.85	2173.56	2170.3	2171.93	3999.0
2016-06-24 01:35:00	ES	Futures	2171.93	2175.46	2170.58	2172.47	2905.0
2016-06-24 01:40:00	ES	Futures	2172.47	2176.27	2171.93	2174.37	3659.0
2016-06-24 01:45:00	ES	Futures	2174.37	2174.64	2171.66	2173.02	4075.0
2016-06-24 01:50:00	ES	Futures	2173.02	2177.08	2171.93	2176.54	5624.0
2016-06-24 01:55:00	ES	Futures	2176.54	2177.36	2171.66	2172.75	5234.0
2016-06-24 02:00:00	ES	Futures	2173.02	2174.64	2170.03	2173.02	15312.0
2016-06-24 02:05:00	ES	Futures	2172.75	2175.19	2171.93	2174.92	8286.0
2016-06-24 02:10:00	ES	Futures	2174.92	2183.59	2174.64	2182.78	14150.0
2016-06-24 02:15:00	ES	Futures	2183.05	2189.02	2180.88	2186.85	13478.0
2016-06-24 02:20:00	ES	Futures	2186.85	2188.75	2186.3	2186.85	7014.0
2016-06-24 02:25:00	ES	Futures	2186.85	2187.39	2180.34	2184.14	7931.0
2016-06-24 02:30:00	ES	Futures	2184.41	2184.68	2177.9	2178.44	5838.0
2016-06-24 02:35:00	ES	Futures	2178.17	2181.42	2176.81	2180.88	6721.0
2016-06-24 02:40:00	ES	Futures	2180.88	2182.51	2180.34	2181.69	3600.0
2016-06-24 02:45:00	ES	Futures	2181.69	2188.47	2181.15	2187.39	5976.0
2016-06-24 02:50:00	ES	Futures	2187.39	2187.66	2181.69	2183.86	3936.0
2016-06-24 02:55:00	ES	Futures	2183.59	2191.19	2182.78	2184.68	9881.0
2016-06-24 03:00:00	ES	Futures	2184.41	2192.54	2183.86	2184.95	7377.0
2016-06-24 03:05:00	ES	Futures	2184.95	2192.54	2184.68	2192.0	7562.0
2016-06-24 03:10:00	ES	Futures	2192.0	2197.97	2191.73	2195.25	13100.0
2016-06-24 03:15:00	ES	Futures	2195.25	2199.59	2193.36	2199.59	10048.0
2016-06-24 03:20:00	ES	Futures	2199.32	2201.22	2191.19	2193.36	13885.0
2016-06-24 03:25:00	ES	Futures	2193.36	2199.86	2189.02	2198.51	12515.0
2016-06-24 03:30:00	ES	Futures	2198.78	2201.49	2193.9	2199.32	10200.0
2016-06-24 03:35:00	ES	Futures	2199.32	2202.03	2197.69	2199.86	9467.0
2016-06-24 03:40:00	ES	Futures	2199.86	2206.1	2197.97	2205.83	9505.0
2016-06-24 03:45:00	ES	Futures	2205.83	2210.17	2204.47	2209.9	16881.0
2016-06-24 03:50:00	ES	Futures	2209.9	2211.25	2204.2	2207.19	14704.0
2016-06-24 03:55:00	ES	Futures	2206.92	2214.24	2206.1	2213.97	13591.0
2016-06-24 04:00:00	ES	Futures	2213.97	2214.24	2208.81	2210.17	9894.0
2016-06-24 04:05:00	ES	Futures	2210.44	2212.61	2205.56	2207.73	11861.0

> showing 50 of 13,417 rows — these rows as CSV

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