PREVIEW / futures_5min / 2016-04-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-14.parquet
  size:    238 KB
  rows:    15,116

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
2016-04-14 00:00:00	ES	Futures	2238.67	2238.94	2238.67	2238.94	153.0
2016-04-14 00:05:00	ES	Futures	2238.67	2239.21	2238.67	2239.21	153.0
2016-04-14 00:10:00	ES	Futures	2239.21	2239.48	2238.94	2239.48	164.0
2016-04-14 00:15:00	ES	Futures	2239.48	2240.56	2239.21	2240.29	718.0
2016-04-14 00:20:00	ES	Futures	2240.56	2240.56	2240.02	2240.29	261.0
2016-04-14 00:25:00	ES	Futures	2240.29	2240.29	2240.02	2240.29	138.0
2016-04-14 00:30:00	ES	Futures	2240.29	2240.29	2239.48	2240.02	383.0
2016-04-14 00:35:00	ES	Futures	2240.02	2240.56	2239.75	2240.29	413.0
2016-04-14 00:40:00	ES	Futures	2240.02	2240.56	2240.02	2240.56	190.0
2016-04-14 00:45:00	ES	Futures	2240.29	2240.56	2239.75	2239.75	197.0
2016-04-14 00:50:00	ES	Futures	2239.75	2239.75	2238.94	2239.48	300.0
2016-04-14 00:55:00	ES	Futures	2239.48	2239.48	2238.94	2239.21	300.0
2016-04-14 01:00:00	ES	Futures	2239.21	2239.75	2238.67	2238.67	392.0
2016-04-14 01:05:00	ES	Futures	2238.67	2238.94	2238.13	2238.67	843.0
2016-04-14 01:10:00	ES	Futures	2238.67	2238.94	2238.13	2238.4	652.0
2016-04-14 01:15:00	ES	Futures	2238.4	2238.94	2238.13	2238.67	191.0
2016-04-14 01:20:00	ES	Futures	2238.67	2239.48	2238.67	2238.94	297.0
2016-04-14 01:25:00	ES	Futures	2239.21	2239.48	2238.4	2238.67	503.0
2016-04-14 01:30:00	ES	Futures	2238.67	2239.21	2238.4	2239.21	433.0
2016-04-14 01:35:00	ES	Futures	2238.94	2240.29	2238.67	2240.29	811.0
2016-04-14 01:40:00	ES	Futures	2240.29	2240.56	2240.02	2240.29	476.0
2016-04-14 01:45:00	ES	Futures	2240.29	2240.83	2240.02	2240.29	557.0
2016-04-14 01:50:00	ES	Futures	2240.29	2241.1	2239.75	2241.1	1081.0
2016-04-14 01:55:00	ES	Futures	2241.1	2241.64	2240.56	2240.83	1239.0
2016-04-14 02:00:00	ES	Futures	2240.56	2242.18	2240.56	2241.1	2432.0
2016-04-14 02:05:00	ES	Futures	2241.1	2241.1	2240.02	2240.83	2047.0
2016-04-14 02:10:00	ES	Futures	2240.83	2241.1	2239.48	2239.75	1699.0
2016-04-14 02:15:00	ES	Futures	2239.75	2239.75	2238.67	2239.21	1414.0
2016-04-14 02:20:00	ES	Futures	2238.94	2238.94	2238.13	2238.4	1069.0
2016-04-14 02:25:00	ES	Futures	2238.4	2238.67	2238.13	2238.4	569.0
2016-04-14 02:30:00	ES	Futures	2238.4	2239.21	2238.13	2238.67	560.0
2016-04-14 02:35:00	ES	Futures	2238.67	2238.94	2238.4	2238.94	668.0
2016-04-14 02:40:00	ES	Futures	2238.67	2239.21	2238.4	2239.21	504.0
2016-04-14 02:45:00	ES	Futures	2238.94	2239.48	2238.13	2238.4	1009.0
2016-04-14 02:50:00	ES	Futures	2238.4	2238.94	2238.13	2238.4	805.0
2016-04-14 02:55:00	ES	Futures	2238.13	2238.4	2237.05	2237.59	1637.0
2016-04-14 03:00:00	ES	Futures	2237.32	2238.13	2236.24	2236.51	5280.0
2016-04-14 03:05:00	ES	Futures	2236.24	2237.05	2235.43	2235.97	4970.0
2016-04-14 03:10:00	ES	Futures	2236.24	2237.86	2235.7	2236.78	4908.0
2016-04-14 03:15:00	ES	Futures	2237.05	2237.59	2236.24	2236.78	2385.0
2016-04-14 03:20:00	ES	Futures	2236.78	2238.13	2235.7	2236.24	4136.0
2016-04-14 03:25:00	ES	Futures	2236.24	2236.24	2235.16	2235.43	2652.0
2016-04-14 03:30:00	ES	Futures	2235.43	2235.7	2234.62	2234.89	3600.0
2016-04-14 03:35:00	ES	Futures	2234.89	2236.24	2234.62	2236.24	2713.0
2016-04-14 03:40:00	ES	Futures	2236.24	2236.78	2235.43	2235.43	2082.0
2016-04-14 03:45:00	ES	Futures	2235.43	2235.43	2233.81	2234.08	4416.0
2016-04-14 03:50:00	ES	Futures	2234.35	2236.24	2233.81	2235.97	3274.0
2016-04-14 03:55:00	ES	Futures	2235.97	2236.51	2235.16	2235.97	2246.0
2016-04-14 04:00:00	ES	Futures	2235.97	2235.97	2234.35	2235.43	3542.0
2016-04-14 04:05:00	ES	Futures	2235.43	2236.78	2235.16	2235.97	2881.0

> showing 50 of 15,116 rows — these rows as CSV

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