PREVIEW / futures_5min / 2016-04-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-04.parquet
  size:    247 KB
  rows:    15,118

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
2016-04-04 00:00:00	ES	Futures	2231.11	2232.19	2231.11	2231.65	521.0
2016-04-04 00:05:00	ES	Futures	2231.65	2231.92	2231.11	2231.11	234.0
2016-04-04 00:10:00	ES	Futures	2231.11	2231.65	2230.84	2230.84	282.0
2016-04-04 00:15:00	ES	Futures	2230.84	2230.84	2230.3	2230.57	343.0
2016-04-04 00:20:00	ES	Futures	2230.84	2231.38	2230.57	2230.57	212.0
2016-04-04 00:25:00	ES	Futures	2230.57	2230.84	2230.3	2230.3	360.0
2016-04-04 00:30:00	ES	Futures	2230.3	2230.84	2230.03	2230.3	256.0
2016-04-04 00:35:00	ES	Futures	2230.3	2231.38	2230.3	2230.84	221.0
2016-04-04 00:40:00	ES	Futures	2231.11	2231.65	2231.11	2231.11	352.0
2016-04-04 00:45:00	ES	Futures	2231.11	2231.11	2230.03	2230.3	395.0
2016-04-04 00:50:00	ES	Futures	2230.03	2231.38	2230.03	2231.38	567.0
2016-04-04 00:55:00	ES	Futures	2231.38	2231.92	2231.11	2231.65	569.0
2016-04-04 01:00:00	ES	Futures	2231.65	2231.92	2231.11	2231.38	487.0
2016-04-04 01:05:00	ES	Futures	2231.38	2231.65	2230.3	2230.57	436.0
2016-04-04 01:10:00	ES	Futures	2230.84	2230.84	2229.49	2229.76	731.0
2016-04-04 01:15:00	ES	Futures	2230.03	2230.3	2229.22	2229.22	788.0
2016-04-04 01:20:00	ES	Futures	2229.22	2229.76	2229.22	2229.49	331.0
2016-04-04 01:25:00	ES	Futures	2229.49	2230.03	2229.22	2229.76	375.0
2016-04-04 01:30:00	ES	Futures	2230.03	2231.11	2228.95	2229.49	1061.0
2016-04-04 01:35:00	ES	Futures	2229.76	2229.76	2228.95	2229.22	560.0
2016-04-04 01:40:00	ES	Futures	2229.22	2230.57	2229.22	2230.57	540.0
2016-04-04 01:45:00	ES	Futures	2230.3	2231.38	2230.3	2230.84	482.0
2016-04-04 01:50:00	ES	Futures	2231.11	2231.92	2230.84	2231.38	621.0
2016-04-04 01:55:00	ES	Futures	2231.65	2233.0	2231.11	2232.46	1612.0
2016-04-04 02:00:00	ES	Futures	2232.46	2232.73	2230.57	2230.84	1976.0
2016-04-04 02:05:00	ES	Futures	2230.57	2231.38	2230.3	2231.11	710.0
2016-04-04 02:10:00	ES	Futures	2231.38	2231.92	2230.3	2230.3	933.0
2016-04-04 02:15:00	ES	Futures	2230.57	2231.11	2230.03	2230.84	884.0
2016-04-04 02:20:00	ES	Futures	2230.84	2230.84	2229.76	2230.03	968.0
2016-04-04 02:25:00	ES	Futures	2230.3	2230.57	2229.49	2230.03	1109.0
2016-04-04 02:30:00	ES	Futures	2230.03	2230.57	2229.22	2229.76	823.0
2016-04-04 02:35:00	ES	Futures	2229.76	2230.03	2229.22	2229.49	723.0
2016-04-04 02:40:00	ES	Futures	2229.49	2230.03	2228.95	2228.95	1422.0
2016-04-04 02:45:00	ES	Futures	2228.95	2230.03	2228.68	2229.49	1079.0
2016-04-04 02:50:00	ES	Futures	2229.76	2230.03	2229.22	2230.03	689.0
2016-04-04 02:55:00	ES	Futures	2230.03	2230.03	2228.95	2229.22	1134.0
2016-04-04 03:00:00	ES	Futures	2229.22	2231.11	2227.06	2227.87	6992.0
2016-04-04 03:05:00	ES	Futures	2227.87	2228.14	2226.25	2227.33	6826.0
2016-04-04 03:10:00	ES	Futures	2227.06	2228.14	2226.25	2226.79	3736.0
2016-04-04 03:15:00	ES	Futures	2227.06	2229.76	2226.52	2229.49	2926.0
2016-04-04 03:20:00	ES	Futures	2229.49	2230.57	2228.95	2229.22	2856.0
2016-04-04 03:25:00	ES	Futures	2229.22	2231.92	2228.68	2231.11	4418.0
2016-04-04 03:30:00	ES	Futures	2231.11	2231.11	2229.22	2229.76	2084.0
2016-04-04 03:35:00	ES	Futures	2230.03	2230.57	2227.87	2228.41	2520.0
2016-04-04 03:40:00	ES	Futures	2228.41	2230.57	2228.41	2230.57	1844.0
2016-04-04 03:45:00	ES	Futures	2230.57	2232.46	2229.76	2231.65	2558.0
2016-04-04 03:50:00	ES	Futures	2231.65	2234.35	2231.38	2234.08	5251.0
2016-04-04 03:55:00	ES	Futures	2234.35	2234.35	2231.92	2232.46	4504.0
2016-04-04 04:00:00	ES	Futures	2232.46	2233.54	2231.38	2233.54	3522.0
2016-04-04 04:05:00	ES	Futures	2233.27	2234.08	2232.73	2233.81	3919.0

> showing 50 of 15,118 rows — these rows as CSV

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