PREVIEW / futures_5min / 2016-04-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-17.parquet
  size:    57 KB
  rows:    2,857

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
2016-04-17 18:00:00	ES	Futures	2229.22	2230.03	2226.79	2229.22	11352.0
2016-04-17 18:05:00	ES	Futures	2229.22	2229.22	2227.6	2227.87	1568.0
2016-04-17 18:10:00	ES	Futures	2227.87	2228.41	2226.79	2228.14	1836.0
2016-04-17 18:15:00	ES	Futures	2228.14	2229.76	2228.14	2229.49	1217.0
2016-04-17 18:20:00	ES	Futures	2229.49	2229.76	2228.68	2229.22	1020.0
2016-04-17 18:25:00	ES	Futures	2229.22	2229.49	2228.68	2229.22	1058.0
2016-04-17 18:30:00	ES	Futures	2228.95	2230.57	2228.95	2229.76	1354.0
2016-04-17 18:35:00	ES	Futures	2230.03	2230.57	2229.76	2230.57	311.0
2016-04-17 18:40:00	ES	Futures	2230.57	2230.84	2229.49	2230.03	784.0
2016-04-17 18:45:00	ES	Futures	2230.3	2231.65	2230.03	2230.3	874.0
2016-04-17 18:50:00	ES	Futures	2230.3	2230.57	2229.49	2229.49	378.0
2016-04-17 18:55:00	ES	Futures	2229.76	2230.03	2228.95	2229.76	676.0
2016-04-17 19:00:00	ES	Futures	2229.76	2230.3	2229.49	2230.3	529.0
2016-04-17 19:05:00	ES	Futures	2230.3	2230.84	2230.03	2230.57	347.0
2016-04-17 19:10:00	ES	Futures	2230.57	2230.57	2228.95	2229.22	1323.0
2016-04-17 19:15:00	ES	Futures	2229.22	2230.03	2228.95	2229.76	539.0
2016-04-17 19:20:00	ES	Futures	2229.76	2230.03	2229.49	2230.03	336.0
2016-04-17 19:25:00	ES	Futures	2229.76	2230.03	2229.76	2230.03	46.0
2016-04-17 19:30:00	ES	Futures	2229.76	2230.3	2229.76	2230.3	253.0
2016-04-17 19:35:00	ES	Futures	2230.3	2230.3	2229.76	2230.03	471.0
2016-04-17 19:40:00	ES	Futures	2230.3	2230.3	2229.76	2229.76	384.0
2016-04-17 19:45:00	ES	Futures	2229.76	2230.03	2228.68	2228.95	718.0
2016-04-17 19:50:00	ES	Futures	2228.95	2229.22	2228.68	2229.22	851.0
2016-04-17 19:55:00	ES	Futures	2229.22	2229.22	2227.87	2228.14	1405.0
2016-04-17 20:00:00	ES	Futures	2227.87	2228.41	2227.6	2228.14	2103.0
2016-04-17 20:05:00	ES	Futures	2228.41	2228.41	2227.87	2228.41	962.0
2016-04-17 20:10:00	ES	Futures	2228.14	2228.95	2228.14	2228.95	952.0
2016-04-17 20:15:00	ES	Futures	2228.95	2228.95	2226.79	2227.06	2098.0
2016-04-17 20:20:00	ES	Futures	2227.06	2228.14	2226.79	2228.14	735.0
2016-04-17 20:25:00	ES	Futures	2227.87	2228.14	2227.33	2227.33	864.0
2016-04-17 20:30:00	ES	Futures	2227.33	2228.14	2226.79	2227.33	1573.0
2016-04-17 20:35:00	ES	Futures	2227.33	2227.33	2226.25	2227.06	2230.0
2016-04-17 20:40:00	ES	Futures	2227.06	2227.6	2226.52	2227.06	1061.0
2016-04-17 20:45:00	ES	Futures	2227.33	2227.87	2226.79	2227.6	786.0
2016-04-17 20:50:00	ES	Futures	2227.6	2227.6	2225.98	2226.25	1392.0
2016-04-17 20:55:00	ES	Futures	2226.25	2226.25	2225.45	2225.45	1136.0
2016-04-17 21:00:00	ES	Futures	2225.45	2226.52	2225.45	2225.72	799.0
2016-04-17 21:05:00	ES	Futures	2225.72	2227.06	2225.72	2227.06	719.0
2016-04-17 21:10:00	ES	Futures	2227.06	2227.6	2226.79	2227.06	761.0
2016-04-17 21:15:00	ES	Futures	2227.33	2228.41	2226.79	2228.41	1036.0
2016-04-17 21:20:00	ES	Futures	2228.41	2229.76	2228.14	2229.76	2150.0
2016-04-17 21:25:00	ES	Futures	2229.76	2230.3	2228.41	2228.41	2218.0
2016-04-17 21:30:00	ES	Futures	2228.68	2229.22	2228.14	2228.14	1111.0
2016-04-17 21:35:00	ES	Futures	2228.41	2229.22	2227.6	2228.95	770.0
2016-04-17 21:40:00	ES	Futures	2228.68	2228.95	2228.41	2228.95	578.0
2016-04-17 21:45:00	ES	Futures	2228.95	2228.95	2228.14	2228.68	536.0
2016-04-17 21:50:00	ES	Futures	2228.95	2228.95	2227.33	2227.33	1556.0
2016-04-17 21:55:00	ES	Futures	2227.6	2228.14	2227.06	2227.33	619.0
2016-04-17 22:00:00	ES	Futures	2227.06	2227.6	2226.79	2227.06	749.0
2016-04-17 22:05:00	ES	Futures	2226.79	2227.6	2226.79	2227.6	536.0

> showing 50 of 2,857 rows — these rows as CSV

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