PREVIEW / futures_5min / 2016-06-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-28.parquet
  size:    267 KB
  rows:    15,722

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
2016-06-28 00:00:00	ES	Futures	2171.39	2171.93	2171.12	2171.66	815.0
2016-06-28 00:05:00	ES	Futures	2171.66	2171.66	2170.58	2171.12	626.0
2016-06-28 00:10:00	ES	Futures	2171.12	2171.66	2171.12	2171.39	401.0
2016-06-28 00:15:00	ES	Futures	2171.39	2171.93	2171.12	2171.93	657.0
2016-06-28 00:20:00	ES	Futures	2171.66	2171.93	2171.39	2171.39	415.0
2016-06-28 00:25:00	ES	Futures	2171.39	2172.2	2171.39	2171.66	444.0
2016-06-28 00:30:00	ES	Futures	2171.39	2171.39	2169.76	2170.3	949.0
2016-06-28 00:35:00	ES	Futures	2170.03	2170.3	2169.49	2169.76	703.0
2016-06-28 00:40:00	ES	Futures	2170.03	2170.03	2169.22	2169.49	513.0
2016-06-28 00:45:00	ES	Futures	2169.49	2170.58	2169.22	2170.58	279.0
2016-06-28 00:50:00	ES	Futures	2170.58	2170.85	2170.03	2170.3	316.0
2016-06-28 00:55:00	ES	Futures	2170.3	2172.2	2170.3	2172.2	694.0
2016-06-28 01:00:00	ES	Futures	2171.93	2172.2	2171.12	2171.12	543.0
2016-06-28 01:05:00	ES	Futures	2171.39	2171.39	2170.3	2171.39	474.0
2016-06-28 01:10:00	ES	Futures	2171.39	2171.66	2170.58	2171.39	545.0
2016-06-28 01:15:00	ES	Futures	2171.66	2172.47	2171.66	2172.47	549.0
2016-06-28 01:20:00	ES	Futures	2172.2	2172.47	2171.93	2172.2	976.0
2016-06-28 01:25:00	ES	Futures	2172.2	2172.75	2171.93	2172.2	617.0
2016-06-28 01:30:00	ES	Futures	2171.93	2172.75	2171.39	2172.47	628.0
2016-06-28 01:35:00	ES	Futures	2172.47	2172.75	2171.66	2171.66	427.0
2016-06-28 01:40:00	ES	Futures	2171.66	2172.75	2171.66	2172.47	767.0
2016-06-28 01:45:00	ES	Futures	2172.47	2172.75	2172.2	2172.2	211.0
2016-06-28 01:50:00	ES	Futures	2172.47	2172.47	2171.12	2171.39	386.0
2016-06-28 01:55:00	ES	Futures	2171.12	2172.75	2171.12	2172.47	1328.0
2016-06-28 02:00:00	ES	Futures	2172.75	2173.02	2171.66	2171.66	1864.0
2016-06-28 02:05:00	ES	Futures	2171.93	2173.02	2171.66	2172.75	1081.0
2016-06-28 02:10:00	ES	Futures	2172.47	2173.29	2172.2	2173.02	2441.0
2016-06-28 02:15:00	ES	Futures	2172.75	2173.02	2170.58	2170.58	1651.0
2016-06-28 02:20:00	ES	Futures	2170.85	2171.66	2170.03	2171.12	2847.0
2016-06-28 02:25:00	ES	Futures	2171.39	2172.75	2171.39	2171.66	2365.0
2016-06-28 02:30:00	ES	Futures	2171.66	2173.02	2171.66	2173.02	2230.0
2016-06-28 02:35:00	ES	Futures	2173.02	2173.56	2172.47	2172.75	2963.0
2016-06-28 02:40:00	ES	Futures	2172.75	2173.02	2171.93	2172.75	1582.0
2016-06-28 02:45:00	ES	Futures	2172.47	2172.75	2171.93	2171.93	1419.0
2016-06-28 02:50:00	ES	Futures	2171.93	2172.47	2171.39	2172.47	806.0
2016-06-28 02:55:00	ES	Futures	2172.47	2173.56	2172.2	2173.56	2333.0
2016-06-28 03:00:00	ES	Futures	2173.29	2173.56	2171.66	2173.29	6215.0
2016-06-28 03:05:00	ES	Futures	2173.02	2173.83	2172.2	2173.02	4714.0
2016-06-28 03:10:00	ES	Futures	2173.29	2174.1	2172.47	2172.75	5712.0
2016-06-28 03:15:00	ES	Futures	2173.02	2174.1	2172.2	2173.29	4110.0
2016-06-28 03:20:00	ES	Futures	2173.29	2173.29	2171.93	2172.75	3156.0
2016-06-28 03:25:00	ES	Futures	2172.75	2174.1	2172.47	2174.1	3855.0
2016-06-28 03:30:00	ES	Futures	2173.83	2174.92	2173.29	2174.92	4811.0
2016-06-28 03:35:00	ES	Futures	2174.64	2175.73	2173.83	2174.1	4534.0
2016-06-28 03:40:00	ES	Futures	2174.1	2175.73	2173.83	2175.19	4927.0
2016-06-28 03:45:00	ES	Futures	2175.19	2176.27	2174.92	2176.0	4190.0
2016-06-28 03:50:00	ES	Futures	2176.0	2176.54	2175.73	2176.27	2881.0
2016-06-28 03:55:00	ES	Futures	2176.0	2177.08	2174.92	2176.27	4044.0
2016-06-28 04:00:00	ES	Futures	2176.0	2177.9	2176.0	2177.63	3272.0
2016-06-28 04:05:00	ES	Futures	2177.36	2177.9	2177.08	2177.36	2894.0

> showing 50 of 15,722 rows — these rows as CSV

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