PREVIEW / futures_5min / 2016-04-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-11.parquet
  size:    244 KB
  rows:    15,078

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
2016-04-11 00:00:00	ES	Futures	2202.77	2203.04	2202.77	2202.77	120.0
2016-04-11 00:05:00	ES	Futures	2202.77	2203.04	2202.5	2202.5	457.0
2016-04-11 00:10:00	ES	Futures	2202.77	2202.77	2201.42	2201.69	668.0
2016-04-11 00:15:00	ES	Futures	2201.96	2201.96	2201.15	2201.15	859.0
2016-04-11 00:20:00	ES	Futures	2201.15	2201.15	2200.07	2200.61	686.0
2016-04-11 00:25:00	ES	Futures	2200.88	2201.42	2200.88	2201.42	232.0
2016-04-11 00:30:00	ES	Futures	2201.42	2201.42	2200.34	2200.34	316.0
2016-04-11 00:35:00	ES	Futures	2200.61	2201.42	2200.34	2201.15	218.0
2016-04-11 00:40:00	ES	Futures	2201.15	2201.69	2200.61	2200.88	361.0
2016-04-11 00:45:00	ES	Futures	2201.15	2202.23	2200.88	2201.96	267.0
2016-04-11 00:50:00	ES	Futures	2202.23	2202.5	2201.42	2201.69	323.0
2016-04-11 00:55:00	ES	Futures	2201.96	2203.58	2201.96	2202.77	553.0
2016-04-11 01:00:00	ES	Futures	2203.04	2203.85	2202.77	2203.04	522.0
2016-04-11 01:05:00	ES	Futures	2203.04	2203.31	2202.23	2202.77	226.0
2016-04-11 01:10:00	ES	Futures	2202.77	2203.85	2202.5	2203.31	512.0
2016-04-11 01:15:00	ES	Futures	2203.31	2204.66	2203.31	2204.66	706.0
2016-04-11 01:20:00	ES	Futures	2204.66	2204.66	2203.31	2203.58	785.0
2016-04-11 01:25:00	ES	Futures	2203.85	2204.39	2203.58	2204.12	196.0
2016-04-11 01:30:00	ES	Futures	2204.39	2204.66	2203.31	2203.58	764.0
2016-04-11 01:35:00	ES	Futures	2203.58	2204.12	2202.5	2202.77	326.0
2016-04-11 01:40:00	ES	Futures	2202.77	2203.04	2202.23	2202.77	764.0
2016-04-11 01:45:00	ES	Futures	2203.04	2203.58	2202.77	2203.58	237.0
2016-04-11 01:50:00	ES	Futures	2203.58	2203.85	2202.77	2202.77	321.0
2016-04-11 01:55:00	ES	Futures	2202.77	2203.58	2201.96	2203.04	587.0
2016-04-11 02:00:00	ES	Futures	2203.31	2204.12	2202.77	2202.77	823.0
2016-04-11 02:05:00	ES	Futures	2202.77	2203.31	2201.96	2202.5	1088.0
2016-04-11 02:10:00	ES	Futures	2202.5	2202.77	2201.42	2202.5	790.0
2016-04-11 02:15:00	ES	Futures	2202.5	2203.31	2202.23	2203.04	606.0
2016-04-11 02:20:00	ES	Futures	2203.04	2203.31	2201.69	2201.96	926.0
2016-04-11 02:25:00	ES	Futures	2201.96	2201.96	2200.34	2200.61	1376.0
2016-04-11 02:30:00	ES	Futures	2200.61	2201.15	2200.07	2200.07	924.0
2016-04-11 02:35:00	ES	Futures	2200.07	2201.69	2200.07	2201.15	1061.0
2016-04-11 02:40:00	ES	Futures	2201.15	2202.5	2201.15	2202.23	826.0
2016-04-11 02:45:00	ES	Futures	2202.23	2202.77	2201.42	2202.23	1070.0
2016-04-11 02:50:00	ES	Futures	2202.5	2203.85	2202.23	2203.31	1281.0
2016-04-11 02:55:00	ES	Futures	2203.31	2203.85	2202.77	2203.31	1255.0
2016-04-11 03:00:00	ES	Futures	2203.04	2203.31	2199.53	2200.61	4460.0
2016-04-11 03:05:00	ES	Futures	2200.34	2200.61	2196.56	2197.1	5266.0
2016-04-11 03:10:00	ES	Futures	2197.1	2197.64	2196.29	2196.56	3003.0
2016-04-11 03:15:00	ES	Futures	2196.83	2197.1	2195.21	2195.48	3736.0
2016-04-11 03:20:00	ES	Futures	2195.75	2197.64	2194.94	2197.37	3871.0
2016-04-11 03:25:00	ES	Futures	2197.37	2198.99	2196.83	2198.99	3209.0
2016-04-11 03:30:00	ES	Futures	2198.72	2199.26	2196.29	2197.1	3300.0
2016-04-11 03:35:00	ES	Futures	2197.1	2198.45	2195.75	2197.91	2472.0
2016-04-11 03:40:00	ES	Futures	2198.18	2200.34	2197.1	2200.07	3755.0
2016-04-11 03:45:00	ES	Futures	2200.07	2206.28	2200.07	2205.47	10584.0
2016-04-11 03:50:00	ES	Futures	2205.47	2208.17	2205.2	2207.63	7941.0
2016-04-11 03:55:00	ES	Futures	2207.36	2215.46	2207.36	2212.76	17500.0
2016-04-11 04:00:00	ES	Futures	2212.49	2214.38	2211.95	2212.22	6592.0
2016-04-11 04:05:00	ES	Futures	2212.22	2213.84	2212.22	2212.22	3984.0

> showing 50 of 15,078 rows — these rows as CSV

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