PREVIEW / futures_5min / 2016-04-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-15.parquet
  size:    198 KB
  rows:    12,418

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
2016-04-15 00:00:00	ES	Futures	2241.64	2241.91	2241.37	2241.91	467.0
2016-04-15 00:05:00	ES	Futures	2241.91	2242.18	2241.64	2241.91	216.0
2016-04-15 00:10:00	ES	Futures	2241.64	2242.18	2241.64	2242.18	95.0
2016-04-15 00:15:00	ES	Futures	2242.18	2242.45	2241.91	2242.18	65.0
2016-04-15 00:20:00	ES	Futures	2241.91	2242.18	2241.91	2241.91	69.0
2016-04-15 00:25:00	ES	Futures	2241.91	2242.18	2241.91	2242.18	129.0
2016-04-15 00:30:00	ES	Futures	2241.91	2242.18	2241.91	2241.91	55.0
2016-04-15 00:35:00	ES	Futures	2241.91	2242.18	2241.64	2242.18	94.0
2016-04-15 00:40:00	ES	Futures	2242.18	2242.18	2242.18	2242.18	53.0
2016-04-15 00:45:00	ES	Futures	2242.18	2242.45	2242.18	2242.18	17.0
2016-04-15 00:50:00	ES	Futures	2242.45	2242.99	2242.45	2242.72	400.0
2016-04-15 00:55:00	ES	Futures	2242.72	2242.99	2242.72	2242.99	93.0
2016-04-15 01:00:00	ES	Futures	2242.99	2243.53	2242.72	2243.26	329.0
2016-04-15 01:05:00	ES	Futures	2243.26	2243.26	2242.45	2242.45	306.0
2016-04-15 01:10:00	ES	Futures	2242.45	2242.72	2242.45	2242.45	74.0
2016-04-15 01:15:00	ES	Futures	2242.72	2242.99	2242.72	2242.99	230.0
2016-04-15 01:20:00	ES	Futures	2242.99	2243.26	2242.72	2242.72	140.0
2016-04-15 01:25:00	ES	Futures	2242.99	2242.99	2242.72	2242.72	147.0
2016-04-15 01:30:00	ES	Futures	2242.99	2242.99	2242.45	2242.45	49.0
2016-04-15 01:35:00	ES	Futures	2242.72	2242.99	2242.45	2242.72	140.0
2016-04-15 01:40:00	ES	Futures	2242.99	2243.26	2242.72	2242.99	129.0
2016-04-15 01:45:00	ES	Futures	2243.26	2243.53	2242.72	2242.99	339.0
2016-04-15 01:50:00	ES	Futures	2242.99	2242.99	2242.45	2242.72	201.0
2016-04-15 01:55:00	ES	Futures	2242.72	2243.26	2242.45	2242.99	544.0
2016-04-15 02:00:00	ES	Futures	2242.99	2243.53	2242.99	2242.99	901.0
2016-04-15 02:05:00	ES	Futures	2242.99	2243.53	2242.45	2242.45	931.0
2016-04-15 02:10:00	ES	Futures	2242.45	2243.53	2242.45	2243.26	633.0
2016-04-15 02:15:00	ES	Futures	2243.26	2243.53	2242.99	2243.53	773.0
2016-04-15 02:20:00	ES	Futures	2243.53	2243.53	2242.99	2242.99	375.0
2016-04-15 02:25:00	ES	Futures	2242.99	2242.99	2242.18	2242.45	864.0
2016-04-15 02:30:00	ES	Futures	2242.45	2242.45	2241.64	2242.18	1203.0
2016-04-15 02:35:00	ES	Futures	2241.91	2242.18	2241.1	2241.37	1381.0
2016-04-15 02:40:00	ES	Futures	2241.1	2241.37	2241.1	2241.37	675.0
2016-04-15 02:45:00	ES	Futures	2241.37	2241.64	2241.1	2241.64	295.0
2016-04-15 02:50:00	ES	Futures	2241.64	2241.91	2241.1	2241.64	912.0
2016-04-15 02:55:00	ES	Futures	2241.64	2241.64	2240.83	2241.1	710.0
2016-04-15 03:00:00	ES	Futures	2241.1	2242.18	2240.29	2241.1	3512.0
2016-04-15 03:05:00	ES	Futures	2241.37	2241.64	2240.02	2240.83	2608.0
2016-04-15 03:10:00	ES	Futures	2240.83	2241.37	2240.02	2240.83	2300.0
2016-04-15 03:15:00	ES	Futures	2241.1	2242.18	2240.56	2240.83	3722.0
2016-04-15 03:20:00	ES	Futures	2240.83	2241.37	2240.29	2241.1	2153.0
2016-04-15 03:25:00	ES	Futures	2241.1	2241.37	2240.29	2240.83	996.0
2016-04-15 03:30:00	ES	Futures	2240.83	2241.91	2240.56	2241.1	1844.0
2016-04-15 03:35:00	ES	Futures	2241.1	2241.64	2239.75	2240.02	2153.0
2016-04-15 03:40:00	ES	Futures	2240.02	2240.56	2239.48	2239.75	2011.0
2016-04-15 03:45:00	ES	Futures	2239.75	2240.29	2239.48	2240.02	1425.0
2016-04-15 03:50:00	ES	Futures	2239.75	2240.29	2238.94	2240.02	1750.0
2016-04-15 03:55:00	ES	Futures	2240.02	2240.02	2239.21	2239.75	1446.0
2016-04-15 04:00:00	ES	Futures	2239.75	2240.02	2238.94	2239.21	1442.0
2016-04-15 04:05:00	ES	Futures	2239.48	2239.48	2238.4	2238.94	2270.0

> showing 50 of 12,418 rows — these rows as CSV

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