PREVIEW / futures_5min / 2016-07-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-07-15.parquet
  size:    229 KB
  rows:    12,827

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
2016-07-15 00:00:00	ES	Futures	2339.8	2339.8	2339.25	2339.53	143.0
2016-07-15 00:05:00	ES	Futures	2339.25	2339.25	2338.98	2338.98	173.0
2016-07-15 00:10:00	ES	Futures	2339.25	2339.53	2338.98	2339.25	244.0
2016-07-15 00:15:00	ES	Futures	2338.98	2341.15	2338.98	2341.15	637.0
2016-07-15 00:20:00	ES	Futures	2340.88	2340.88	2339.8	2340.07	520.0
2016-07-15 00:25:00	ES	Futures	2339.8	2340.07	2339.53	2339.8	326.0
2016-07-15 00:30:00	ES	Futures	2339.8	2339.8	2338.71	2338.71	410.0
2016-07-15 00:35:00	ES	Futures	2338.98	2338.98	2337.63	2338.17	1037.0
2016-07-15 00:40:00	ES	Futures	2338.17	2338.44	2337.9	2338.44	352.0
2016-07-15 00:45:00	ES	Futures	2338.17	2338.44	2337.9	2337.9	288.0
2016-07-15 00:50:00	ES	Futures	2337.9	2338.17	2336.81	2336.81	2187.0
2016-07-15 00:55:00	ES	Futures	2336.81	2337.9	2336.81	2337.36	651.0
2016-07-15 01:00:00	ES	Futures	2337.36	2337.63	2336.27	2337.36	1237.0
2016-07-15 01:05:00	ES	Futures	2337.36	2337.63	2336.27	2336.81	990.0
2016-07-15 01:10:00	ES	Futures	2336.81	2337.36	2336.54	2336.81	504.0
2016-07-15 01:15:00	ES	Futures	2336.81	2336.81	2336.27	2336.81	237.0
2016-07-15 01:20:00	ES	Futures	2336.81	2337.36	2336.81	2337.36	319.0
2016-07-15 01:25:00	ES	Futures	2337.08	2337.36	2335.73	2336.54	834.0
2016-07-15 01:30:00	ES	Futures	2336.54	2336.54	2335.19	2335.73	1224.0
2016-07-15 01:35:00	ES	Futures	2335.73	2336.54	2335.73	2336.0	383.0
2016-07-15 01:40:00	ES	Futures	2336.0	2336.54	2335.73	2336.0	240.0
2016-07-15 01:45:00	ES	Futures	2336.0	2336.27	2335.46	2335.46	341.0
2016-07-15 01:50:00	ES	Futures	2335.46	2335.73	2335.46	2335.73	245.0
2016-07-15 01:55:00	ES	Futures	2335.73	2335.73	2334.92	2335.19	772.0
2016-07-15 02:00:00	ES	Futures	2335.19	2336.54	2334.92	2336.27	1348.0
2016-07-15 02:05:00	ES	Futures	2336.27	2337.36	2336.27	2336.54	707.0
2016-07-15 02:10:00	ES	Futures	2336.81	2336.81	2335.73	2336.27	769.0
2016-07-15 02:15:00	ES	Futures	2336.27	2336.81	2335.19	2335.19	723.0
2016-07-15 02:20:00	ES	Futures	2335.19	2335.46	2334.64	2334.92	897.0
2016-07-15 02:25:00	ES	Futures	2335.19	2335.46	2334.37	2335.19	777.0
2016-07-15 02:30:00	ES	Futures	2335.46	2336.27	2335.19	2336.0	747.0
2016-07-15 02:35:00	ES	Futures	2335.73	2336.0	2334.92	2334.92	540.0
2016-07-15 02:40:00	ES	Futures	2335.19	2335.46	2334.37	2334.64	557.0
2016-07-15 02:45:00	ES	Futures	2334.64	2334.92	2333.83	2334.92	833.0
2016-07-15 02:50:00	ES	Futures	2334.92	2335.19	2334.1	2334.37	1131.0
2016-07-15 02:55:00	ES	Futures	2334.37	2335.73	2334.37	2335.19	852.0
2016-07-15 03:00:00	ES	Futures	2335.46	2336.0	2333.83	2336.0	3554.0
2016-07-15 03:05:00	ES	Futures	2336.0	2337.08	2334.64	2336.54	2789.0
2016-07-15 03:10:00	ES	Futures	2336.81	2336.81	2335.73	2336.0	1258.0
2016-07-15 03:15:00	ES	Futures	2336.27	2336.81	2335.46	2336.27	1487.0
2016-07-15 03:20:00	ES	Futures	2336.54	2338.17	2336.0	2338.17	2723.0
2016-07-15 03:25:00	ES	Futures	2338.17	2338.17	2336.27	2336.54	2260.0
2016-07-15 03:30:00	ES	Futures	2336.54	2337.9	2336.54	2337.36	1712.0
2016-07-15 03:35:00	ES	Futures	2337.36	2338.17	2335.46	2337.63	2443.0
2016-07-15 03:40:00	ES	Futures	2337.63	2339.53	2337.63	2339.25	3395.0
2016-07-15 03:45:00	ES	Futures	2339.25	2339.53	2338.17	2338.98	1507.0
2016-07-15 03:50:00	ES	Futures	2338.98	2339.25	2337.63	2337.63	1419.0
2016-07-15 03:55:00	ES	Futures	2337.9	2338.71	2337.08	2337.36	1410.0
2016-07-15 04:00:00	ES	Futures	2337.08	2338.17	2336.0	2338.17	3101.0
2016-07-15 04:05:00	ES	Futures	2338.17	2339.53	2338.17	2339.53	2671.0

> showing 50 of 12,827 rows — these rows as CSV

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