PREVIEW / futures_5min / 2016-06-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-26.parquet
  size:    67 KB
  rows:    2,832

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
2016-06-26 18:00:00	ES	Futures	2184.41	2185.76	2180.61	2181.97	19250.0
2016-06-26 18:05:00	ES	Futures	2181.97	2181.97	2175.46	2176.81	11283.0
2016-06-26 18:10:00	ES	Futures	2176.81	2178.17	2173.83	2176.81	6271.0
2016-06-26 18:15:00	ES	Futures	2176.81	2180.61	2176.27	2180.34	3799.0
2016-06-26 18:20:00	ES	Futures	2180.34	2181.15	2177.36	2177.63	2423.0
2016-06-26 18:25:00	ES	Futures	2177.63	2178.44	2177.36	2178.44	1355.0
2016-06-26 18:30:00	ES	Futures	2178.44	2178.44	2173.83	2177.08	3167.0
2016-06-26 18:35:00	ES	Futures	2177.36	2180.34	2177.36	2178.71	1941.0
2016-06-26 18:40:00	ES	Futures	2178.44	2178.98	2176.81	2177.9	1278.0
2016-06-26 18:45:00	ES	Futures	2178.17	2179.53	2177.36	2177.63	1089.0
2016-06-26 18:50:00	ES	Futures	2177.9	2177.9	2176.54	2177.08	939.0
2016-06-26 18:55:00	ES	Futures	2177.36	2180.07	2177.08	2180.07	1432.0
2016-06-26 19:00:00	ES	Futures	2180.07	2180.61	2177.9	2179.25	2429.0
2016-06-26 19:05:00	ES	Futures	2179.25	2179.25	2177.63	2178.71	1183.0
2016-06-26 19:10:00	ES	Futures	2178.71	2181.42	2177.63	2177.9	2594.0
2016-06-26 19:15:00	ES	Futures	2177.63	2177.63	2175.73	2176.0	3708.0
2016-06-26 19:20:00	ES	Futures	2176.27	2177.63	2176.0	2177.08	1263.0
2016-06-26 19:25:00	ES	Futures	2177.08	2177.08	2175.46	2176.54	1981.0
2016-06-26 19:30:00	ES	Futures	2176.27	2177.08	2175.46	2176.27	1531.0
2016-06-26 19:35:00	ES	Futures	2176.54	2177.08	2174.37	2175.73	3320.0
2016-06-26 19:40:00	ES	Futures	2175.73	2177.63	2172.47	2174.64	3677.0
2016-06-26 19:45:00	ES	Futures	2174.64	2174.92	2171.12	2172.2	4446.0
2016-06-26 19:50:00	ES	Futures	2172.47	2176.27	2171.66	2175.73	2428.0
2016-06-26 19:55:00	ES	Futures	2175.73	2177.63	2174.92	2177.36	2231.0
2016-06-26 20:00:00	ES	Futures	2177.36	2180.88	2176.81	2178.71	4722.0
2016-06-26 20:05:00	ES	Futures	2178.71	2180.07	2178.17	2179.25	2971.0
2016-06-26 20:10:00	ES	Futures	2179.25	2180.07	2175.46	2176.0	2922.0
2016-06-26 20:15:00	ES	Futures	2175.73	2177.36	2174.64	2175.19	3180.0
2016-06-26 20:20:00	ES	Futures	2174.92	2177.9	2174.1	2177.9	2046.0
2016-06-26 20:25:00	ES	Futures	2177.63	2178.98	2174.64	2175.19	2227.0
2016-06-26 20:30:00	ES	Futures	2175.19	2178.17	2174.1	2177.36	2504.0
2016-06-26 20:35:00	ES	Futures	2177.08	2178.71	2176.54	2178.44	1721.0
2016-06-26 20:40:00	ES	Futures	2178.71	2178.98	2176.27	2177.36	1385.0
2016-06-26 20:45:00	ES	Futures	2177.36	2177.36	2175.19	2175.73	1584.0
2016-06-26 20:50:00	ES	Futures	2175.73	2176.0	2173.83	2174.64	2785.0
2016-06-26 20:55:00	ES	Futures	2174.92	2176.54	2174.64	2175.19	1860.0
2016-06-26 21:00:00	ES	Futures	2175.46	2178.71	2175.46	2178.44	2091.0
2016-06-26 21:05:00	ES	Futures	2178.71	2179.53	2176.81	2178.17	1801.0
2016-06-26 21:10:00	ES	Futures	2178.17	2178.71	2176.54	2177.08	1123.0
2016-06-26 21:15:00	ES	Futures	2177.08	2177.9	2173.29	2173.83	3553.0
2016-06-26 21:20:00	ES	Futures	2173.56	2175.46	2172.47	2174.64	2573.0
2016-06-26 21:25:00	ES	Futures	2174.64	2176.54	2173.02	2175.46	1846.0
2016-06-26 21:30:00	ES	Futures	2175.73	2176.27	2173.56	2174.64	2812.0
2016-06-26 21:35:00	ES	Futures	2174.37	2174.64	2172.75	2174.37	2062.0
2016-06-26 21:40:00	ES	Futures	2174.64	2177.36	2174.1	2175.46	2767.0
2016-06-26 21:45:00	ES	Futures	2175.46	2177.08	2174.64	2177.08	1545.0
2016-06-26 21:50:00	ES	Futures	2177.08	2177.63	2176.0	2176.81	1500.0
2016-06-26 21:55:00	ES	Futures	2176.81	2178.71	2176.54	2178.71	1469.0
2016-06-26 22:00:00	ES	Futures	2178.98	2179.25	2177.36	2178.71	2027.0
2016-06-26 22:05:00	ES	Futures	2178.71	2179.25	2177.08	2177.63	2016.0

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