PREVIEW / futures_5min / 2016-06-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-29.parquet
  size:    264 KB
  rows:    15,498

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
2016-06-29 00:00:00	ES	Futures	2206.1	2206.1	2205.02	2205.29	365.0
2016-06-29 00:05:00	ES	Futures	2205.29	2205.83	2205.29	2205.83	313.0
2016-06-29 00:10:00	ES	Futures	2205.56	2206.1	2205.29	2205.29	221.0
2016-06-29 00:15:00	ES	Futures	2205.29	2206.37	2205.29	2206.37	449.0
2016-06-29 00:20:00	ES	Futures	2206.1	2206.37	2205.56	2205.56	227.0
2016-06-29 00:25:00	ES	Futures	2205.56	2205.56	2205.02	2205.02	167.0
2016-06-29 00:30:00	ES	Futures	2205.29	2205.29	2204.47	2204.47	338.0
2016-06-29 00:35:00	ES	Futures	2204.47	2205.29	2204.47	2205.02	242.0
2016-06-29 00:40:00	ES	Futures	2205.02	2205.02	2205.02	2205.02	75.0
2016-06-29 00:45:00	ES	Futures	2204.75	2205.56	2204.75	2205.29	244.0
2016-06-29 00:50:00	ES	Futures	2205.02	2205.56	2205.02	2205.56	270.0
2016-06-29 00:55:00	ES	Futures	2205.56	2205.56	2205.29	2205.29	113.0
2016-06-29 01:00:00	ES	Futures	2205.29	2205.29	2204.75	2205.29	404.0
2016-06-29 01:05:00	ES	Futures	2205.29	2205.29	2205.02	2205.02	136.0
2016-06-29 01:10:00	ES	Futures	2205.02	2205.29	2204.75	2204.75	139.0
2016-06-29 01:15:00	ES	Futures	2205.02	2205.02	2204.75	2204.75	116.0
2016-06-29 01:20:00	ES	Futures	2204.75	2205.29	2204.75	2205.29	373.0
2016-06-29 01:25:00	ES	Futures	2205.29	2205.29	2204.75	2205.02	201.0
2016-06-29 01:30:00	ES	Futures	2205.29	2205.56	2204.75	2204.75	564.0
2016-06-29 01:35:00	ES	Futures	2204.75	2204.75	2203.93	2204.47	456.0
2016-06-29 01:40:00	ES	Futures	2204.47	2204.75	2203.39	2203.66	492.0
2016-06-29 01:45:00	ES	Futures	2203.66	2203.93	2203.39	2203.39	544.0
2016-06-29 01:50:00	ES	Futures	2203.66	2205.02	2203.12	2204.75	792.0
2016-06-29 01:55:00	ES	Futures	2205.02	2205.02	2203.93	2204.2	571.0
2016-06-29 02:00:00	ES	Futures	2204.47	2205.29	2203.66	2205.29	1190.0
2016-06-29 02:05:00	ES	Futures	2205.02	2205.56	2204.75	2205.29	2130.0
2016-06-29 02:10:00	ES	Futures	2205.29	2206.64	2205.29	2206.37	2864.0
2016-06-29 02:15:00	ES	Futures	2206.37	2206.64	2205.56	2206.1	1717.0
2016-06-29 02:20:00	ES	Futures	2206.1	2206.37	2205.02	2205.83	1417.0
2016-06-29 02:25:00	ES	Futures	2205.56	2207.46	2205.29	2206.92	1559.0
2016-06-29 02:30:00	ES	Futures	2206.92	2209.63	2206.92	2209.08	3264.0
2016-06-29 02:35:00	ES	Futures	2209.36	2209.36	2207.46	2207.73	1201.0
2016-06-29 02:40:00	ES	Futures	2207.73	2208.0	2207.46	2208.0	759.0
2016-06-29 02:45:00	ES	Futures	2208.0	2208.27	2207.19	2207.19	961.0
2016-06-29 02:50:00	ES	Futures	2207.46	2208.0	2206.64	2207.73	834.0
2016-06-29 02:55:00	ES	Futures	2207.73	2208.27	2206.37	2206.37	1598.0
2016-06-29 03:00:00	ES	Futures	2206.64	2207.46	2205.02	2206.92	4509.0
2016-06-29 03:05:00	ES	Futures	2207.19	2209.08	2206.92	2208.0	4729.0
2016-06-29 03:10:00	ES	Futures	2208.0	2208.27	2206.64	2206.92	4342.0
2016-06-29 03:15:00	ES	Futures	2206.92	2208.81	2206.92	2208.0	3926.0
2016-06-29 03:20:00	ES	Futures	2208.27	2208.27	2205.83	2206.37	4885.0
2016-06-29 03:25:00	ES	Futures	2206.37	2206.92	2205.56	2206.37	2483.0
2016-06-29 03:30:00	ES	Futures	2206.64	2207.19	2204.75	2205.02	3869.0
2016-06-29 03:35:00	ES	Futures	2205.29	2206.1	2204.47	2204.47	4025.0
2016-06-29 03:40:00	ES	Futures	2204.75	2205.02	2203.66	2204.2	2655.0
2016-06-29 03:45:00	ES	Futures	2203.93	2205.02	2203.93	2205.02	2028.0
2016-06-29 03:50:00	ES	Futures	2205.02	2205.29	2204.47	2205.02	1817.0
2016-06-29 03:55:00	ES	Futures	2205.02	2206.92	2204.75	2206.64	2428.0
2016-06-29 04:00:00	ES	Futures	2206.64	2207.46	2206.37	2207.19	2424.0
2016-06-29 04:05:00	ES	Futures	2207.46	2208.27	2207.46	2207.73	1893.0

> showing 50 of 15,498 rows — these rows as CSV

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