PREVIEW / futures_5min / 2016-04-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-06.parquet
  size:    251 KB
  rows:    15,206

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
2016-04-06 00:00:00	ES	Futures	2212.76	2212.76	2212.22	2212.22	573.0
2016-04-06 00:05:00	ES	Futures	2212.22	2212.22	2211.14	2211.14	735.0
2016-04-06 00:10:00	ES	Futures	2211.14	2211.68	2210.6	2210.87	420.0
2016-04-06 00:15:00	ES	Futures	2210.87	2211.14	2210.6	2211.14	268.0
2016-04-06 00:20:00	ES	Futures	2210.87	2211.41	2210.87	2210.87	354.0
2016-04-06 00:25:00	ES	Futures	2210.87	2210.87	2210.33	2210.6	311.0
2016-04-06 00:30:00	ES	Futures	2210.6	2210.87	2210.6	2210.6	151.0
2016-04-06 00:35:00	ES	Futures	2210.87	2211.14	2210.33	2210.33	272.0
2016-04-06 00:40:00	ES	Futures	2210.6	2211.14	2210.33	2210.6	229.0
2016-04-06 00:45:00	ES	Futures	2210.6	2210.87	2210.33	2210.6	136.0
2016-04-06 00:50:00	ES	Futures	2210.33	2211.14	2210.33	2210.87	305.0
2016-04-06 00:55:00	ES	Futures	2210.87	2211.14	2210.6	2210.6	108.0
2016-04-06 01:00:00	ES	Futures	2210.6	2211.14	2210.33	2210.33	344.0
2016-04-06 01:05:00	ES	Futures	2210.06	2210.33	2210.06	2210.33	234.0
2016-04-06 01:10:00	ES	Futures	2210.33	2210.33	2209.79	2210.06	249.0
2016-04-06 01:15:00	ES	Futures	2210.06	2210.33	2209.79	2209.79	213.0
2016-04-06 01:20:00	ES	Futures	2210.06	2210.06	2207.9	2208.17	1600.0
2016-04-06 01:25:00	ES	Futures	2208.44	2209.52	2208.17	2208.71	538.0
2016-04-06 01:30:00	ES	Futures	2208.71	2209.25	2208.44	2208.98	419.0
2016-04-06 01:35:00	ES	Futures	2209.25	2209.25	2208.44	2208.44	233.0
2016-04-06 01:40:00	ES	Futures	2208.71	2208.98	2208.17	2208.44	650.0
2016-04-06 01:45:00	ES	Futures	2208.17	2208.98	2207.63	2208.98	664.0
2016-04-06 01:50:00	ES	Futures	2208.98	2209.25	2208.71	2208.71	219.0
2016-04-06 01:55:00	ES	Futures	2208.71	2209.52	2208.71	2209.25	204.0
2016-04-06 02:00:00	ES	Futures	2209.25	2210.6	2209.25	2210.33	1129.0
2016-04-06 02:05:00	ES	Futures	2210.33	2211.41	2210.33	2211.14	1763.0
2016-04-06 02:10:00	ES	Futures	2211.14	2211.41	2210.06	2210.87	840.0
2016-04-06 02:15:00	ES	Futures	2211.14	2211.68	2210.6	2211.14	695.0
2016-04-06 02:20:00	ES	Futures	2211.14	2211.41	2210.6	2211.14	390.0
2016-04-06 02:25:00	ES	Futures	2211.41	2211.95	2210.87	2211.95	645.0
2016-04-06 02:30:00	ES	Futures	2211.68	2211.95	2211.41	2211.41	829.0
2016-04-06 02:35:00	ES	Futures	2211.41	2211.41	2210.33	2210.6	569.0
2016-04-06 02:40:00	ES	Futures	2210.6	2211.14	2210.6	2210.87	591.0
2016-04-06 02:45:00	ES	Futures	2210.87	2211.14	2210.33	2210.33	771.0
2016-04-06 02:50:00	ES	Futures	2210.6	2211.41	2210.33	2210.87	819.0
2016-04-06 02:55:00	ES	Futures	2210.87	2211.41	2209.79	2209.79	1685.0
2016-04-06 03:00:00	ES	Futures	2209.79	2210.87	2207.63	2207.9	4819.0
2016-04-06 03:05:00	ES	Futures	2207.9	2209.52	2206.82	2208.98	4995.0
2016-04-06 03:10:00	ES	Futures	2208.71	2210.87	2208.71	2210.06	4247.0
2016-04-06 03:15:00	ES	Futures	2210.06	2211.14	2209.52	2210.6	2668.0
2016-04-06 03:20:00	ES	Futures	2210.6	2211.68	2210.06	2211.41	3396.0
2016-04-06 03:25:00	ES	Futures	2211.14	2211.68	2209.79	2211.68	2591.0
2016-04-06 03:30:00	ES	Futures	2211.68	2212.49	2211.14	2212.22	3382.0
2016-04-06 03:35:00	ES	Futures	2212.22	2212.22	2211.14	2211.68	3130.0
2016-04-06 03:40:00	ES	Futures	2211.95	2211.95	2209.79	2210.6	2516.0
2016-04-06 03:45:00	ES	Futures	2210.87	2211.68	2209.79	2210.6	2914.0
2016-04-06 03:50:00	ES	Futures	2210.6	2211.14	2210.06	2210.33	1706.0
2016-04-06 03:55:00	ES	Futures	2210.33	2211.41	2209.25	2209.52	2435.0
2016-04-06 04:00:00	ES	Futures	2209.52	2209.79	2207.9	2208.17	2203.0
2016-04-06 04:05:00	ES	Futures	2208.17	2208.98	2207.09	2208.71	2567.0

> showing 50 of 15,206 rows — these rows as CSV

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