PREVIEW / futures_5min / 2016-07-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-06.parquet
  size:    275 KB
  rows:    15,461

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
2016-07-06 00:00:00	ES	Futures	2248.41	2248.68	2247.59	2247.86	481.0
2016-07-06 00:05:00	ES	Futures	2247.86	2248.14	2247.32	2247.32	265.0
2016-07-06 00:10:00	ES	Futures	2247.59	2247.59	2246.78	2246.78	529.0
2016-07-06 00:15:00	ES	Futures	2247.05	2248.14	2246.51	2247.59	574.0
2016-07-06 00:20:00	ES	Futures	2247.59	2247.59	2247.05	2247.32	188.0
2016-07-06 00:25:00	ES	Futures	2247.32	2247.86	2247.05	2247.86	348.0
2016-07-06 00:30:00	ES	Futures	2247.86	2248.14	2247.59	2247.86	277.0
2016-07-06 00:35:00	ES	Futures	2247.86	2248.41	2247.32	2248.14	619.0
2016-07-06 00:40:00	ES	Futures	2247.86	2248.14	2247.32	2247.32	235.0
2016-07-06 00:45:00	ES	Futures	2247.32	2247.59	2246.51	2246.78	516.0
2016-07-06 00:50:00	ES	Futures	2246.78	2247.32	2246.51	2247.32	203.0
2016-07-06 00:55:00	ES	Futures	2247.32	2248.68	2247.32	2248.41	478.0
2016-07-06 01:00:00	ES	Futures	2248.68	2249.22	2248.14	2248.68	731.0
2016-07-06 01:05:00	ES	Futures	2248.68	2248.95	2247.86	2248.14	549.0
2016-07-06 01:10:00	ES	Futures	2247.86	2248.14	2247.32	2248.14	457.0
2016-07-06 01:15:00	ES	Futures	2248.41	2249.22	2247.86	2248.95	497.0
2016-07-06 01:20:00	ES	Futures	2248.95	2250.3	2248.41	2248.68	1291.0
2016-07-06 01:25:00	ES	Futures	2248.95	2250.03	2248.95	2250.03	288.0
2016-07-06 01:30:00	ES	Futures	2249.76	2251.66	2249.76	2251.39	1685.0
2016-07-06 01:35:00	ES	Futures	2251.12	2252.2	2250.58	2251.93	1163.0
2016-07-06 01:40:00	ES	Futures	2251.93	2254.92	2251.93	2254.1	3555.0
2016-07-06 01:45:00	ES	Futures	2253.83	2255.46	2253.83	2254.92	1760.0
2016-07-06 01:50:00	ES	Futures	2254.92	2254.92	2253.83	2254.37	766.0
2016-07-06 01:55:00	ES	Futures	2254.1	2254.64	2253.56	2253.83	911.0
2016-07-06 02:00:00	ES	Futures	2253.83	2253.83	2250.58	2252.75	3074.0
2016-07-06 02:05:00	ES	Futures	2252.75	2253.29	2251.39	2252.2	1606.0
2016-07-06 02:10:00	ES	Futures	2252.2	2252.47	2251.12	2251.39	967.0
2016-07-06 02:15:00	ES	Futures	2251.39	2253.02	2251.39	2252.2	1398.0
2016-07-06 02:20:00	ES	Futures	2252.47	2253.02	2251.66	2253.02	765.0
2016-07-06 02:25:00	ES	Futures	2253.29	2254.37	2252.47	2252.75	1676.0
2016-07-06 02:30:00	ES	Futures	2252.47	2253.83	2252.47	2253.83	1120.0
2016-07-06 02:35:00	ES	Futures	2253.56	2253.83	2252.75	2253.56	1748.0
2016-07-06 02:40:00	ES	Futures	2253.83	2253.83	2252.75	2252.75	1007.0
2016-07-06 02:45:00	ES	Futures	2253.02	2253.29	2251.12	2251.12	1725.0
2016-07-06 02:50:00	ES	Futures	2251.12	2251.66	2249.76	2250.03	1623.0
2016-07-06 02:55:00	ES	Futures	2250.3	2250.58	2249.22	2250.03	1513.0
2016-07-06 03:00:00	ES	Futures	2250.03	2251.93	2248.95	2251.12	4843.0
2016-07-06 03:05:00	ES	Futures	2251.12	2253.56	2251.12	2252.75	4082.0
2016-07-06 03:10:00	ES	Futures	2253.02	2255.73	2252.47	2255.46	5613.0
2016-07-06 03:15:00	ES	Futures	2255.19	2257.9	2255.19	2257.08	4438.0
2016-07-06 03:20:00	ES	Futures	2257.36	2260.88	2256.54	2260.88	6962.0
2016-07-06 03:25:00	ES	Futures	2260.61	2262.51	2260.07	2260.61	5479.0
2016-07-06 03:30:00	ES	Futures	2260.61	2261.15	2258.17	2259.53	5437.0
2016-07-06 03:35:00	ES	Futures	2259.25	2260.07	2258.17	2258.71	2411.0
2016-07-06 03:40:00	ES	Futures	2258.98	2258.98	2256.0	2256.0	3487.0
2016-07-06 03:45:00	ES	Futures	2256.0	2256.54	2255.46	2256.27	2091.0
2016-07-06 03:50:00	ES	Futures	2256.54	2257.08	2255.19	2255.19	2036.0
2016-07-06 03:55:00	ES	Futures	2255.46	2255.46	2252.75	2253.02	3566.0
2016-07-06 04:00:00	ES	Futures	2252.75	2254.64	2252.47	2254.1	2719.0
2016-07-06 04:05:00	ES	Futures	2253.83	2255.19	2253.83	2254.37	1993.0

> showing 50 of 15,461 rows — these rows as CSV

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