PREVIEW / futures_5min / 2016-06-30

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-06-30.parquet
  size:    282 KB
  rows:    15,535

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
2016-06-30 00:00:00	ES	Futures	2241.36	2242.17	2241.36	2241.9	382.0
2016-06-30 00:05:00	ES	Futures	2241.9	2242.44	2241.63	2242.17	264.0
2016-06-30 00:10:00	ES	Futures	2242.17	2242.44	2241.63	2241.9	398.0
2016-06-30 00:15:00	ES	Futures	2241.9	2242.17	2241.08	2241.63	328.0
2016-06-30 00:20:00	ES	Futures	2241.63	2242.17	2241.63	2242.17	215.0
2016-06-30 00:25:00	ES	Futures	2242.17	2242.17	2241.9	2242.17	279.0
2016-06-30 00:30:00	ES	Futures	2242.17	2242.44	2241.9	2241.9	435.0
2016-06-30 00:35:00	ES	Futures	2241.9	2241.9	2241.36	2241.63	332.0
2016-06-30 00:40:00	ES	Futures	2241.63	2241.63	2241.08	2241.36	436.0
2016-06-30 00:45:00	ES	Futures	2241.36	2241.36	2240.54	2240.81	566.0
2016-06-30 00:50:00	ES	Futures	2240.81	2241.36	2240.54	2241.08	215.0
2016-06-30 00:55:00	ES	Futures	2241.08	2241.08	2240.27	2240.54	560.0
2016-06-30 01:00:00	ES	Futures	2240.81	2241.08	2240.0	2240.27	793.0
2016-06-30 01:05:00	ES	Futures	2240.27	2240.54	2236.47	2239.19	4011.0
2016-06-30 01:10:00	ES	Futures	2239.19	2239.19	2235.39	2235.66	3677.0
2016-06-30 01:15:00	ES	Futures	2235.66	2236.75	2235.39	2235.93	1168.0
2016-06-30 01:20:00	ES	Futures	2235.93	2236.47	2235.39	2236.2	889.0
2016-06-30 01:25:00	ES	Futures	2236.2	2237.29	2236.2	2236.47	935.0
2016-06-30 01:30:00	ES	Futures	2236.2	2237.56	2236.2	2237.02	392.0
2016-06-30 01:35:00	ES	Futures	2237.29	2237.83	2237.02	2237.29	765.0
2016-06-30 01:40:00	ES	Futures	2237.56	2238.37	2237.02	2238.1	716.0
2016-06-30 01:45:00	ES	Futures	2237.83	2238.37	2237.56	2237.83	691.0
2016-06-30 01:50:00	ES	Futures	2237.83	2237.83	2237.02	2237.83	566.0
2016-06-30 01:55:00	ES	Futures	2237.56	2237.83	2237.02	2237.29	700.0
2016-06-30 02:00:00	ES	Futures	2237.29	2237.29	2234.85	2235.12	3016.0
2016-06-30 02:05:00	ES	Futures	2235.39	2235.93	2234.85	2235.66	1669.0
2016-06-30 02:10:00	ES	Futures	2235.66	2235.66	2234.58	2234.58	989.0
2016-06-30 02:15:00	ES	Futures	2234.85	2236.2	2234.58	2235.66	1569.0
2016-06-30 02:20:00	ES	Futures	2235.39	2236.2	2235.39	2235.39	813.0
2016-06-30 02:25:00	ES	Futures	2235.39	2235.66	2234.58	2235.39	1612.0
2016-06-30 02:30:00	ES	Futures	2235.39	2235.66	2234.03	2234.03	2007.0
2016-06-30 02:35:00	ES	Futures	2234.03	2234.85	2233.76	2234.85	1188.0
2016-06-30 02:40:00	ES	Futures	2234.58	2235.39	2234.58	2235.39	1016.0
2016-06-30 02:45:00	ES	Futures	2235.39	2237.02	2235.12	2236.47	1573.0
2016-06-30 02:50:00	ES	Futures	2236.47	2236.47	2235.12	2235.39	983.0
2016-06-30 02:55:00	ES	Futures	2235.39	2236.2	2235.12	2236.2	1093.0
2016-06-30 03:00:00	ES	Futures	2236.2	2237.02	2234.03	2234.58	4735.0
2016-06-30 03:05:00	ES	Futures	2234.58	2235.12	2234.03	2234.3	3178.0
2016-06-30 03:10:00	ES	Futures	2234.3	2234.85	2231.86	2232.41	6193.0
2016-06-30 03:15:00	ES	Futures	2232.41	2232.68	2231.05	2231.86	5814.0
2016-06-30 03:20:00	ES	Futures	2231.86	2232.68	2230.78	2231.59	4080.0
2016-06-30 03:25:00	ES	Futures	2231.59	2233.22	2231.05	2232.95	3770.0
2016-06-30 03:30:00	ES	Futures	2232.95	2233.76	2232.41	2233.22	3259.0
2016-06-30 03:35:00	ES	Futures	2233.22	2238.64	2232.68	2237.83	6798.0
2016-06-30 03:40:00	ES	Futures	2237.83	2240.0	2237.83	2239.73	5789.0
2016-06-30 03:45:00	ES	Futures	2239.73	2240.54	2238.37	2238.37	3795.0
2016-06-30 03:50:00	ES	Futures	2238.37	2240.0	2238.1	2239.46	2244.0
2016-06-30 03:55:00	ES	Futures	2239.46	2244.07	2238.92	2242.71	7336.0
2016-06-30 04:00:00	ES	Futures	2242.71	2245.97	2242.71	2244.34	6748.0
2016-06-30 04:05:00	ES	Futures	2244.61	2245.15	2243.25	2243.8	4122.0

> showing 50 of 15,535 rows — these rows as CSV

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