PREVIEW / futures_5min / 2016-04-03

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-03.parquet
  size:    47 KB
  rows:    2,564

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
2016-04-03 18:00:00	ES	Futures	2228.95	2229.22	2227.06	2227.06	1806.0
2016-04-03 18:05:00	ES	Futures	2227.06	2227.6	2225.98	2226.79	1569.0
2016-04-03 18:10:00	ES	Futures	2226.52	2226.79	2226.25	2226.25	584.0
2016-04-03 18:15:00	ES	Futures	2226.52	2227.33	2226.52	2227.06	622.0
2016-04-03 18:20:00	ES	Futures	2227.06	2227.6	2227.06	2227.06	445.0
2016-04-03 18:25:00	ES	Futures	2227.06	2227.6	2227.06	2227.06	285.0
2016-04-03 18:30:00	ES	Futures	2227.33	2227.33	2227.06	2227.06	94.0
2016-04-03 18:35:00	ES	Futures	2227.33	2227.6	2227.06	2227.6	139.0
2016-04-03 18:40:00	ES	Futures	2227.33	2227.87	2227.33	2227.87	352.0
2016-04-03 18:45:00	ES	Futures	2227.87	2227.87	2227.6	2227.87	274.0
2016-04-03 18:50:00	ES	Futures	2227.87	2227.87	2227.6	2227.87	130.0
2016-04-03 18:55:00	ES	Futures	2227.87	2228.14	2227.6	2227.6	171.0
2016-04-03 19:00:00	ES	Futures	2227.87	2227.87	2227.33	2227.33	190.0
2016-04-03 19:05:00	ES	Futures	2227.33	2227.87	2227.33	2227.87	211.0
2016-04-03 19:10:00	ES	Futures	2227.6	2227.87	2227.33	2227.87	106.0
2016-04-03 19:15:00	ES	Futures	2227.87	2227.87	2226.79	2226.79	967.0
2016-04-03 19:20:00	ES	Futures	2227.06	2227.33	2226.79	2227.33	278.0
2016-04-03 19:25:00	ES	Futures	2227.33	2227.6	2227.06	2227.33	62.0
2016-04-03 19:30:00	ES	Futures	2227.6	2227.87	2227.33	2227.6	483.0
2016-04-03 19:35:00	ES	Futures	2227.6	2227.6	2227.33	2227.6	96.0
2016-04-03 19:40:00	ES	Futures	2227.6	2227.87	2227.33	2227.6	262.0
2016-04-03 19:45:00	ES	Futures	2227.6	2227.6	2226.79	2227.33	381.0
2016-04-03 19:50:00	ES	Futures	2227.06	2227.87	2227.06	2227.06	370.0
2016-04-03 19:55:00	ES	Futures	2227.06	2227.33	2225.98	2226.25	999.0
2016-04-03 20:00:00	ES	Futures	2226.25	2226.52	2225.72	2225.98	1693.0
2016-04-03 20:05:00	ES	Futures	2226.25	2227.6	2225.98	2226.79	1537.0
2016-04-03 20:10:00	ES	Futures	2226.79	2227.6	2226.79	2227.33	1069.0
2016-04-03 20:15:00	ES	Futures	2227.33	2228.41	2227.33	2228.41	1405.0
2016-04-03 20:20:00	ES	Futures	2228.41	2228.68	2228.14	2228.68	641.0
2016-04-03 20:25:00	ES	Futures	2228.68	2228.95	2227.87	2227.87	1017.0
2016-04-03 20:30:00	ES	Futures	2228.14	2229.76	2227.87	2229.22	1172.0
2016-04-03 20:35:00	ES	Futures	2229.22	2230.03	2229.22	2229.49	899.0
2016-04-03 20:40:00	ES	Futures	2229.49	2229.76	2228.95	2228.95	1272.0
2016-04-03 20:45:00	ES	Futures	2228.95	2229.76	2228.68	2228.95	550.0
2016-04-03 20:50:00	ES	Futures	2228.95	2229.49	2228.95	2229.49	386.0
2016-04-03 20:55:00	ES	Futures	2229.49	2229.76	2228.41	2228.68	1000.0
2016-04-03 21:00:00	ES	Futures	2228.68	2228.95	2228.41	2228.95	479.0
2016-04-03 21:05:00	ES	Futures	2228.68	2229.49	2228.68	2229.22	418.0
2016-04-03 21:10:00	ES	Futures	2229.49	2229.49	2228.95	2228.95	411.0
2016-04-03 21:15:00	ES	Futures	2229.22	2230.3	2229.22	2230.03	728.0
2016-04-03 21:20:00	ES	Futures	2230.3	2230.3	2229.76	2229.76	553.0
2016-04-03 21:25:00	ES	Futures	2229.76	2229.76	2229.22	2229.22	192.0
2016-04-03 21:30:00	ES	Futures	2229.22	2229.49	2228.68	2228.68	589.0
2016-04-03 21:35:00	ES	Futures	2228.95	2228.95	2228.41	2228.41	232.0
2016-04-03 21:40:00	ES	Futures	2228.41	2229.22	2228.41	2228.41	452.0
2016-04-03 21:45:00	ES	Futures	2228.41	2228.95	2228.14	2228.68	302.0
2016-04-03 21:50:00	ES	Futures	2228.68	2229.22	2228.68	2228.95	464.0
2016-04-03 21:55:00	ES	Futures	2228.95	2229.22	2228.68	2228.68	199.0
2016-04-03 22:00:00	ES	Futures	2228.68	2228.95	2228.14	2228.68	649.0
2016-04-03 22:05:00	ES	Futures	2228.68	2228.68	2228.14	2228.14	518.0

> showing 50 of 2,564 rows — these rows as CSV

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