PREVIEW / futures_5min / 2016-04-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-05.parquet
  size:    243 KB
  rows:    15,331

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
2016-04-05 00:00:00	ES	Futures	2215.46	2216.54	2215.46	2215.73	817.0
2016-04-05 00:05:00	ES	Futures	2215.73	2216.0	2215.46	2216.0	422.0
2016-04-05 00:10:00	ES	Futures	2216.0	2216.54	2216.0	2216.27	545.0
2016-04-05 00:15:00	ES	Futures	2216.54	2216.54	2215.46	2215.73	475.0
2016-04-05 00:20:00	ES	Futures	2216.0	2216.0	2215.46	2215.73	237.0
2016-04-05 00:25:00	ES	Futures	2215.73	2216.0	2215.73	2216.0	101.0
2016-04-05 00:30:00	ES	Futures	2216.0	2216.0	2215.19	2215.73	600.0
2016-04-05 00:35:00	ES	Futures	2215.73	2215.73	2215.19	2215.46	242.0
2016-04-05 00:40:00	ES	Futures	2215.73	2216.27	2215.46	2215.73	434.0
2016-04-05 00:45:00	ES	Futures	2215.73	2216.0	2215.46	2215.46	145.0
2016-04-05 00:50:00	ES	Futures	2215.73	2216.0	2215.46	2215.46	55.0
2016-04-05 00:55:00	ES	Futures	2215.73	2215.73	2215.46	2215.46	124.0
2016-04-05 01:00:00	ES	Futures	2215.73	2215.73	2213.84	2213.84	1039.0
2016-04-05 01:05:00	ES	Futures	2214.11	2214.11	2212.49	2212.76	993.0
2016-04-05 01:10:00	ES	Futures	2213.03	2213.57	2212.76	2213.03	492.0
2016-04-05 01:15:00	ES	Futures	2213.03	2213.3	2213.03	2213.3	385.0
2016-04-05 01:20:00	ES	Futures	2213.57	2213.57	2213.03	2213.57	394.0
2016-04-05 01:25:00	ES	Futures	2213.57	2213.84	2213.3	2213.3	277.0
2016-04-05 01:30:00	ES	Futures	2213.3	2213.57	2213.03	2213.3	468.0
2016-04-05 01:35:00	ES	Futures	2213.57	2214.11	2213.03	2213.57	602.0
2016-04-05 01:40:00	ES	Futures	2213.57	2214.92	2213.57	2214.65	641.0
2016-04-05 01:45:00	ES	Futures	2214.65	2215.19	2214.38	2215.19	618.0
2016-04-05 01:50:00	ES	Futures	2214.92	2215.19	2214.38	2214.38	293.0
2016-04-05 01:55:00	ES	Futures	2214.38	2214.65	2213.57	2213.84	375.0
2016-04-05 02:00:00	ES	Futures	2213.84	2214.11	2212.76	2213.84	1871.0
2016-04-05 02:05:00	ES	Futures	2213.84	2215.46	2213.57	2214.92	1685.0
2016-04-05 02:10:00	ES	Futures	2214.92	2216.54	2214.65	2216.27	1753.0
2016-04-05 02:15:00	ES	Futures	2216.27	2216.54	2215.46	2216.0	682.0
2016-04-05 02:20:00	ES	Futures	2216.0	2216.27	2215.46	2216.0	658.0
2016-04-05 02:25:00	ES	Futures	2215.73	2216.0	2214.65	2214.65	1336.0
2016-04-05 02:30:00	ES	Futures	2214.65	2215.46	2213.84	2214.11	1326.0
2016-04-05 02:35:00	ES	Futures	2214.11	2214.38	2212.76	2213.03	1947.0
2016-04-05 02:40:00	ES	Futures	2212.76	2213.84	2212.76	2212.76	1451.0
2016-04-05 02:45:00	ES	Futures	2212.76	2213.57	2212.49	2212.76	1833.0
2016-04-05 02:50:00	ES	Futures	2212.76	2212.76	2211.68	2212.22	2614.0
2016-04-05 02:55:00	ES	Futures	2212.22	2212.76	2211.68	2211.68	1842.0
2016-04-05 03:00:00	ES	Futures	2211.68	2213.3	2210.33	2212.49	9951.0
2016-04-05 03:05:00	ES	Futures	2212.49	2213.84	2210.87	2212.76	4692.0
2016-04-05 03:10:00	ES	Futures	2212.76	2212.76	2210.6	2211.14	4499.0
2016-04-05 03:15:00	ES	Futures	2211.41	2212.22	2210.06	2210.6	3892.0
2016-04-05 03:20:00	ES	Futures	2210.33	2210.33	2208.17	2208.98	8483.0
2016-04-05 03:25:00	ES	Futures	2208.71	2208.98	2207.09	2208.71	4904.0
2016-04-05 03:30:00	ES	Futures	2208.71	2208.98	2206.82	2207.36	6035.0
2016-04-05 03:35:00	ES	Futures	2207.36	2207.63	2203.31	2205.47	10233.0
2016-04-05 03:40:00	ES	Futures	2205.47	2207.9	2204.39	2207.63	5900.0
2016-04-05 03:45:00	ES	Futures	2207.36	2207.9	2206.01	2206.55	4857.0
2016-04-05 03:50:00	ES	Futures	2206.28	2207.36	2204.66	2205.74	3927.0
2016-04-05 03:55:00	ES	Futures	2205.74	2206.82	2204.66	2206.55	2990.0
2016-04-05 04:00:00	ES	Futures	2206.28	2207.9	2205.74	2207.09	3499.0
2016-04-05 04:05:00	ES	Futures	2206.82	2207.63	2205.47	2207.63	2846.0

> showing 50 of 15,331 rows — these rows as CSV

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