PREVIEW / futures_5min / 2016-04-13

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-13.parquet
  size:    256 KB
  rows:    15,357

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
2016-04-13 00:00:00	ES	Futures	2225.72	2225.72	2224.91	2224.91	687.0
2016-04-13 00:05:00	ES	Futures	2224.91	2225.18	2224.91	2224.91	90.0
2016-04-13 00:10:00	ES	Futures	2224.91	2225.18	2224.91	2225.18	218.0
2016-04-13 00:15:00	ES	Futures	2225.18	2225.18	2224.91	2224.91	192.0
2016-04-13 00:20:00	ES	Futures	2224.91	2224.91	2224.37	2224.37	196.0
2016-04-13 00:25:00	ES	Futures	2224.64	2224.64	2224.37	2224.64	399.0
2016-04-13 00:30:00	ES	Futures	2224.64	2224.91	2224.37	2224.91	94.0
2016-04-13 00:35:00	ES	Futures	2225.18	2225.18	2224.37	2224.64	388.0
2016-04-13 00:40:00	ES	Futures	2224.64	2225.18	2224.64	2224.91	141.0
2016-04-13 00:45:00	ES	Futures	2224.91	2225.18	2224.64	2225.18	172.0
2016-04-13 00:50:00	ES	Futures	2225.18	2225.45	2224.91	2225.18	102.0
2016-04-13 00:55:00	ES	Futures	2225.45	2225.72	2225.18	2225.18	245.0
2016-04-13 01:00:00	ES	Futures	2225.18	2225.45	2224.91	2225.18	171.0
2016-04-13 01:05:00	ES	Futures	2225.18	2225.45	2224.91	2225.45	187.0
2016-04-13 01:10:00	ES	Futures	2225.45	2225.72	2225.45	2225.72	316.0
2016-04-13 01:15:00	ES	Futures	2225.72	2225.98	2225.45	2225.98	433.0
2016-04-13 01:20:00	ES	Futures	2225.72	2225.98	2225.45	2225.45	412.0
2016-04-13 01:25:00	ES	Futures	2225.72	2225.72	2224.91	2224.91	129.0
2016-04-13 01:30:00	ES	Futures	2225.18	2225.72	2225.18	2225.45	395.0
2016-04-13 01:35:00	ES	Futures	2225.18	2226.25	2225.18	2225.45	1122.0
2016-04-13 01:40:00	ES	Futures	2225.45	2226.25	2225.45	2225.98	1041.0
2016-04-13 01:45:00	ES	Futures	2225.72	2225.98	2224.37	2224.64	641.0
2016-04-13 01:50:00	ES	Futures	2224.91	2225.18	2224.64	2224.91	533.0
2016-04-13 01:55:00	ES	Futures	2224.91	2225.72	2224.91	2225.45	605.0
2016-04-13 02:00:00	ES	Futures	2225.45	2227.87	2225.45	2226.52	4289.0
2016-04-13 02:05:00	ES	Futures	2226.52	2226.79	2225.72	2225.72	1495.0
2016-04-13 02:10:00	ES	Futures	2225.72	2226.79	2225.45	2226.25	1601.0
2016-04-13 02:15:00	ES	Futures	2226.25	2226.25	2225.72	2225.72	1182.0
2016-04-13 02:20:00	ES	Futures	2225.98	2227.33	2225.72	2227.33	1250.0
2016-04-13 02:25:00	ES	Futures	2227.06	2227.6	2226.25	2226.79	1261.0
2016-04-13 02:30:00	ES	Futures	2226.52	2226.52	2223.83	2224.91	3293.0
2016-04-13 02:35:00	ES	Futures	2224.91	2224.91	2223.83	2224.64	1704.0
2016-04-13 02:40:00	ES	Futures	2224.91	2226.25	2224.37	2225.72	1285.0
2016-04-13 02:45:00	ES	Futures	2225.98	2226.79	2224.91	2225.72	1599.0
2016-04-13 02:50:00	ES	Futures	2225.72	2225.72	2224.64	2224.64	1048.0
2016-04-13 02:55:00	ES	Futures	2224.91	2225.18	2223.83	2224.1	1813.0
2016-04-13 03:00:00	ES	Futures	2223.83	2225.72	2223.02	2223.56	5367.0
2016-04-13 03:05:00	ES	Futures	2223.29	2224.1	2222.21	2223.29	4545.0
2016-04-13 03:10:00	ES	Futures	2223.29	2224.1	2222.48	2223.83	2597.0
2016-04-13 03:15:00	ES	Futures	2223.83	2227.06	2223.83	2227.06	4548.0
2016-04-13 03:20:00	ES	Futures	2226.79	2227.33	2225.72	2226.52	3487.0
2016-04-13 03:25:00	ES	Futures	2226.52	2227.6	2226.52	2227.06	2133.0
2016-04-13 03:30:00	ES	Futures	2227.06	2227.87	2226.79	2227.87	2864.0
2016-04-13 03:35:00	ES	Futures	2227.87	2227.87	2226.52	2227.33	1576.0
2016-04-13 03:40:00	ES	Futures	2227.33	2228.95	2227.06	2228.41	3421.0
2016-04-13 03:45:00	ES	Futures	2228.14	2229.22	2227.6	2228.41	3231.0
2016-04-13 03:50:00	ES	Futures	2228.41	2229.76	2228.14	2229.22	2125.0
2016-04-13 03:55:00	ES	Futures	2229.22	2230.03	2228.68	2229.76	2078.0
2016-04-13 04:00:00	ES	Futures	2229.76	2230.84	2229.22	2229.76	4500.0
2016-04-13 04:05:00	ES	Futures	2230.03	2230.03	2229.22	2229.49	1860.0

> showing 50 of 15,357 rows — these rows as CSV

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