PREVIEW / futures_5min / 2016-04-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-01.parquet
  size:    232 KB
  rows:    13,010

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
2016-04-01 00:00:00	ES	Futures	2210.87	2211.41	2210.06	2210.06	654.0
2016-04-01 00:05:00	ES	Futures	2209.79	2210.87	2209.52	2210.87	1051.0
2016-04-01 00:10:00	ES	Futures	2210.87	2211.95	2210.87	2211.68	639.0
2016-04-01 00:15:00	ES	Futures	2211.68	2211.95	2210.87	2211.14	679.0
2016-04-01 00:20:00	ES	Futures	2211.41	2211.41	2210.06	2210.33	828.0
2016-04-01 00:25:00	ES	Futures	2210.33	2210.6	2210.06	2210.33	477.0
2016-04-01 00:30:00	ES	Futures	2210.6	2210.6	2208.98	2209.25	1028.0
2016-04-01 00:35:00	ES	Futures	2209.52	2209.79	2208.71	2209.25	773.0
2016-04-01 00:40:00	ES	Futures	2209.25	2209.79	2208.71	2209.79	637.0
2016-04-01 00:45:00	ES	Futures	2209.52	2210.33	2209.52	2210.33	786.0
2016-04-01 00:50:00	ES	Futures	2210.33	2210.87	2209.79	2210.33	408.0
2016-04-01 00:55:00	ES	Futures	2210.33	2210.87	2210.06	2210.33	608.0
2016-04-01 01:00:00	ES	Futures	2210.33	2210.87	2209.79	2210.87	707.0
2016-04-01 01:05:00	ES	Futures	2210.87	2211.41	2210.33	2210.6	478.0
2016-04-01 01:10:00	ES	Futures	2210.33	2210.33	2209.52	2210.06	401.0
2016-04-01 01:15:00	ES	Futures	2209.79	2210.33	2209.79	2210.06	253.0
2016-04-01 01:20:00	ES	Futures	2210.06	2210.33	2209.79	2210.06	140.0
2016-04-01 01:25:00	ES	Futures	2210.06	2210.6	2209.79	2210.06	434.0
2016-04-01 01:30:00	ES	Futures	2210.06	2210.87	2209.52	2209.79	487.0
2016-04-01 01:35:00	ES	Futures	2209.79	2210.6	2209.79	2210.33	253.0
2016-04-01 01:40:00	ES	Futures	2210.33	2210.6	2209.79	2209.79	356.0
2016-04-01 01:45:00	ES	Futures	2210.06	2210.33	2209.52	2209.52	350.0
2016-04-01 01:50:00	ES	Futures	2209.52	2210.33	2208.98	2210.06	612.0
2016-04-01 01:55:00	ES	Futures	2210.06	2210.6	2209.79	2210.6	490.0
2016-04-01 02:00:00	ES	Futures	2210.6	2210.6	2208.71	2209.52	2183.0
2016-04-01 02:05:00	ES	Futures	2209.52	2210.06	2208.98	2210.06	1635.0
2016-04-01 02:10:00	ES	Futures	2209.79	2210.06	2209.25	2209.52	762.0
2016-04-01 02:15:00	ES	Futures	2209.52	2209.79	2208.71	2209.25	1799.0
2016-04-01 02:20:00	ES	Futures	2208.98	2210.06	2208.98	2209.52	1022.0
2016-04-01 02:25:00	ES	Futures	2209.52	2210.33	2208.98	2210.06	1355.0
2016-04-01 02:30:00	ES	Futures	2210.06	2210.6	2209.79	2210.06	868.0
2016-04-01 02:35:00	ES	Futures	2210.06	2211.14	2210.06	2211.14	1235.0
2016-04-01 02:40:00	ES	Futures	2211.14	2211.41	2210.6	2210.87	1070.0
2016-04-01 02:45:00	ES	Futures	2211.14	2211.41	2210.87	2211.14	475.0
2016-04-01 02:50:00	ES	Futures	2211.14	2211.41	2210.6	2210.6	1265.0
2016-04-01 02:55:00	ES	Futures	2210.33	2211.14	2210.06	2210.06	1145.0
2016-04-01 03:00:00	ES	Futures	2210.06	2210.06	2207.09	2207.63	7270.0
2016-04-01 03:05:00	ES	Futures	2207.9	2208.98	2206.28	2206.55	6545.0
2016-04-01 03:10:00	ES	Futures	2206.55	2208.17	2206.28	2208.17	3214.0
2016-04-01 03:15:00	ES	Futures	2207.9	2208.17	2206.55	2207.09	3201.0
2016-04-01 03:20:00	ES	Futures	2207.36	2207.36	2205.47	2206.01	5283.0
2016-04-01 03:25:00	ES	Futures	2206.28	2207.36	2206.01	2207.09	3545.0
2016-04-01 03:30:00	ES	Futures	2207.09	2207.36	2206.28	2206.28	2173.0
2016-04-01 03:35:00	ES	Futures	2206.01	2207.63	2205.74	2207.36	3268.0
2016-04-01 03:40:00	ES	Futures	2207.36	2209.52	2207.36	2209.25	3840.0
2016-04-01 03:45:00	ES	Futures	2209.25	2210.06	2208.71	2208.98	3579.0
2016-04-01 03:50:00	ES	Futures	2208.98	2209.25	2207.63	2207.63	2640.0
2016-04-01 03:55:00	ES	Futures	2207.63	2207.9	2206.55	2207.09	2040.0
2016-04-01 04:00:00	ES	Futures	2207.09	2208.71	2206.01	2207.9	2721.0
2016-04-01 04:05:00	ES	Futures	2207.9	2210.06	2207.9	2209.52	3564.0

> showing 50 of 13,010 rows — these rows as CSV

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