PREVIEW / futures_5min / 2016-06-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-27.parquet
  size:    288 KB
  rows:    15,684

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
2016-06-27 00:00:00	ES	Futures	2181.69	2181.97	2181.42	2181.69	467.0
2016-06-27 00:05:00	ES	Futures	2181.69	2182.51	2181.69	2182.24	237.0
2016-06-27 00:10:00	ES	Futures	2182.51	2182.78	2181.97	2181.97	513.0
2016-06-27 00:15:00	ES	Futures	2181.97	2182.51	2181.97	2181.97	690.0
2016-06-27 00:20:00	ES	Futures	2181.97	2181.97	2179.8	2180.34	1288.0
2016-06-27 00:25:00	ES	Futures	2180.34	2180.34	2177.9	2178.17	1482.0
2016-06-27 00:30:00	ES	Futures	2178.17	2180.34	2178.17	2179.8	949.0
2016-06-27 00:35:00	ES	Futures	2179.8	2179.8	2177.63	2178.98	1114.0
2016-06-27 00:40:00	ES	Futures	2178.71	2180.07	2178.44	2180.07	408.0
2016-06-27 00:45:00	ES	Futures	2180.07	2181.42	2179.8	2181.15	470.0
2016-06-27 00:50:00	ES	Futures	2181.42	2181.97	2181.15	2181.69	438.0
2016-06-27 00:55:00	ES	Futures	2181.69	2182.78	2181.69	2182.51	659.0
2016-06-27 01:00:00	ES	Futures	2182.78	2183.59	2182.51	2183.32	858.0
2016-06-27 01:05:00	ES	Futures	2183.32	2183.32	2181.15	2181.97	809.0
2016-06-27 01:10:00	ES	Futures	2181.97	2182.78	2181.15	2181.69	647.0
2016-06-27 01:15:00	ES	Futures	2181.97	2183.59	2181.97	2183.05	1299.0
2016-06-27 01:20:00	ES	Futures	2183.32	2183.59	2182.51	2183.32	642.0
2016-06-27 01:25:00	ES	Futures	2183.59	2184.14	2183.05	2184.14	1176.0
2016-06-27 01:30:00	ES	Futures	2183.86	2184.14	2182.78	2183.05	995.0
2016-06-27 01:35:00	ES	Futures	2183.32	2183.59	2181.69	2183.05	1733.0
2016-06-27 01:40:00	ES	Futures	2183.05	2183.59	2182.78	2183.32	1681.0
2016-06-27 01:45:00	ES	Futures	2183.32	2183.59	2183.05	2183.32	405.0
2016-06-27 01:50:00	ES	Futures	2183.32	2183.59	2182.78	2183.05	555.0
2016-06-27 01:55:00	ES	Futures	2183.05	2183.59	2182.78	2183.32	789.0
2016-06-27 02:00:00	ES	Futures	2183.32	2184.68	2182.78	2184.68	3940.0
2016-06-27 02:05:00	ES	Futures	2184.68	2188.75	2183.59	2188.75	6670.0
2016-06-27 02:10:00	ES	Futures	2188.47	2189.02	2186.58	2187.39	5683.0
2016-06-27 02:15:00	ES	Futures	2187.39	2189.02	2186.85	2188.47	4546.0
2016-06-27 02:20:00	ES	Futures	2188.47	2190.1	2187.93	2189.29	4076.0
2016-06-27 02:25:00	ES	Futures	2189.29	2189.83	2186.3	2187.12	4355.0
2016-06-27 02:30:00	ES	Futures	2186.85	2187.39	2185.76	2187.12	2912.0
2016-06-27 02:35:00	ES	Futures	2187.12	2188.2	2186.58	2187.39	2693.0
2016-06-27 02:40:00	ES	Futures	2187.66	2187.66	2185.49	2186.03	2058.0
2016-06-27 02:45:00	ES	Futures	2186.03	2187.12	2185.76	2186.03	1985.0
2016-06-27 02:50:00	ES	Futures	2185.76	2187.93	2184.95	2187.39	2374.0
2016-06-27 02:55:00	ES	Futures	2187.12	2188.47	2185.22	2187.12	2563.0
2016-06-27 03:00:00	ES	Futures	2186.85	2190.92	2186.03	2190.92	12527.0
2016-06-27 03:05:00	ES	Futures	2190.64	2193.08	2190.64	2192.54	15286.0
2016-06-27 03:10:00	ES	Futures	2192.54	2193.9	2189.02	2190.64	8969.0
2016-06-27 03:15:00	ES	Futures	2190.64	2193.08	2190.64	2192.27	7150.0
2016-06-27 03:20:00	ES	Futures	2192.0	2192.54	2190.37	2191.73	6348.0
2016-06-27 03:25:00	ES	Futures	2191.73	2192.81	2191.46	2191.46	5298.0
2016-06-27 03:30:00	ES	Futures	2191.19	2191.73	2189.56	2190.64	4547.0
2016-06-27 03:35:00	ES	Futures	2190.37	2190.37	2187.66	2188.2	4890.0
2016-06-27 03:40:00	ES	Futures	2187.93	2190.64	2187.39	2189.83	5685.0
2016-06-27 03:45:00	ES	Futures	2189.83	2190.1	2187.66	2190.1	3832.0
2016-06-27 03:50:00	ES	Futures	2189.83	2190.37	2189.02	2189.56	3113.0
2016-06-27 03:55:00	ES	Futures	2189.29	2191.19	2189.02	2189.83	2993.0
2016-06-27 04:00:00	ES	Futures	2189.56	2190.64	2188.47	2190.37	5624.0
2016-06-27 04:05:00	ES	Futures	2190.37	2190.92	2188.75	2189.29	3291.0

> showing 50 of 15,684 rows — these rows as CSV

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