PREVIEW / futures_5min / 2016-04-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-12.parquet
  size:    258 KB
  rows:    15,241

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
2016-04-12 00:00:00	ES	Futures	2197.91	2198.18	2197.64	2198.18	207.0
2016-04-12 00:05:00	ES	Futures	2198.45	2198.45	2197.91	2197.91	141.0
2016-04-12 00:10:00	ES	Futures	2198.18	2198.72	2197.91	2198.18	276.0
2016-04-12 00:15:00	ES	Futures	2198.45	2198.99	2198.18	2198.99	206.0
2016-04-12 00:20:00	ES	Futures	2198.72	2198.99	2198.45	2198.72	137.0
2016-04-12 00:25:00	ES	Futures	2198.72	2199.53	2198.45	2198.99	912.0
2016-04-12 00:30:00	ES	Futures	2198.99	2199.53	2198.99	2199.26	299.0
2016-04-12 00:35:00	ES	Futures	2199.53	2199.8	2199.26	2199.26	425.0
2016-04-12 00:40:00	ES	Futures	2199.26	2199.8	2198.99	2199.8	574.0
2016-04-12 00:45:00	ES	Futures	2199.53	2200.07	2199.53	2199.8	300.0
2016-04-12 00:50:00	ES	Futures	2199.8	2200.07	2199.26	2199.8	302.0
2016-04-12 00:55:00	ES	Futures	2199.53	2199.8	2198.99	2199.26	357.0
2016-04-12 01:00:00	ES	Futures	2199.53	2199.53	2198.72	2199.26	231.0
2016-04-12 01:05:00	ES	Futures	2199.26	2199.53	2199.26	2199.26	171.0
2016-04-12 01:10:00	ES	Futures	2199.26	2199.8	2199.26	2199.53	290.0
2016-04-12 01:15:00	ES	Futures	2199.53	2200.07	2199.26	2199.53	405.0
2016-04-12 01:20:00	ES	Futures	2199.26	2199.8	2199.26	2199.8	178.0
2016-04-12 01:25:00	ES	Futures	2199.8	2200.07	2199.26	2200.07	218.0
2016-04-12 01:30:00	ES	Futures	2199.8	2200.07	2199.26	2200.07	308.0
2016-04-12 01:35:00	ES	Futures	2200.07	2200.88	2199.8	2200.88	1639.0
2016-04-12 01:40:00	ES	Futures	2200.88	2201.42	2200.61	2200.88	621.0
2016-04-12 01:45:00	ES	Futures	2200.88	2201.15	2200.07	2200.07	764.0
2016-04-12 01:50:00	ES	Futures	2200.34	2200.61	2200.07	2200.07	373.0
2016-04-12 01:55:00	ES	Futures	2200.07	2200.61	2199.8	2200.07	303.0
2016-04-12 02:00:00	ES	Futures	2200.07	2201.15	2199.8	2200.07	1507.0
2016-04-12 02:05:00	ES	Futures	2200.07	2200.34	2199.53	2200.34	987.0
2016-04-12 02:10:00	ES	Futures	2200.34	2200.61	2200.07	2200.34	683.0
2016-04-12 02:15:00	ES	Futures	2200.07	2200.34	2199.26	2199.53	649.0
2016-04-12 02:20:00	ES	Futures	2199.53	2199.8	2198.99	2199.26	455.0
2016-04-12 02:25:00	ES	Futures	2199.26	2199.53	2198.18	2199.26	1467.0
2016-04-12 02:30:00	ES	Futures	2199.26	2199.8	2198.99	2199.53	669.0
2016-04-12 02:35:00	ES	Futures	2199.8	2200.07	2199.26	2199.53	506.0
2016-04-12 02:40:00	ES	Futures	2199.53	2200.07	2199.26	2200.07	420.0
2016-04-12 02:45:00	ES	Futures	2200.07	2202.5	2200.07	2202.5	2778.0
2016-04-12 02:50:00	ES	Futures	2202.5	2203.04	2201.42	2202.23	2267.0
2016-04-12 02:55:00	ES	Futures	2202.5	2203.58	2201.96	2203.04	2807.0
2016-04-12 03:00:00	ES	Futures	2203.04	2204.12	2201.15	2202.77	5894.0
2016-04-12 03:05:00	ES	Futures	2202.77	2203.31	2201.15	2202.23	3811.0
2016-04-12 03:10:00	ES	Futures	2202.23	2202.23	2200.34	2201.96	3292.0
2016-04-12 03:15:00	ES	Futures	2201.69	2201.69	2198.99	2200.34	4017.0
2016-04-12 03:20:00	ES	Futures	2200.34	2201.42	2199.8	2201.15	2297.0
2016-04-12 03:25:00	ES	Futures	2200.88	2201.69	2198.18	2198.18	3089.0
2016-04-12 03:30:00	ES	Futures	2198.45	2198.72	2196.83	2198.45	3818.0
2016-04-12 03:35:00	ES	Futures	2198.18	2199.53	2197.37	2197.91	2850.0
2016-04-12 03:40:00	ES	Futures	2197.64	2200.61	2196.83	2199.8	3186.0
2016-04-12 03:45:00	ES	Futures	2199.53	2201.15	2198.99	2200.34	2277.0
2016-04-12 03:50:00	ES	Futures	2200.07	2200.34	2197.1	2197.91	2789.0
2016-04-12 03:55:00	ES	Futures	2197.91	2199.26	2197.64	2199.26	1349.0
2016-04-12 04:00:00	ES	Futures	2199.26	2200.07	2197.91	2198.99	3001.0
2016-04-12 04:05:00	ES	Futures	2198.72	2198.72	2196.29	2197.1	3158.0

> showing 50 of 15,241 rows — these rows as CSV

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