PREVIEW / futures_5min / 2016-04-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-18.parquet
  size:    258 KB
  rows:    15,072

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
2016-04-18 00:00:00	ES	Futures	2227.6	2227.6	2227.06	2227.33	224.0
2016-04-18 00:05:00	ES	Futures	2227.33	2227.87	2227.06	2227.87	290.0
2016-04-18 00:10:00	ES	Futures	2227.6	2227.87	2227.33	2227.33	170.0
2016-04-18 00:15:00	ES	Futures	2227.6	2227.87	2227.33	2227.33	358.0
2016-04-18 00:20:00	ES	Futures	2227.33	2227.6	2227.06	2227.6	146.0
2016-04-18 00:25:00	ES	Futures	2227.33	2227.33	2227.06	2227.33	123.0
2016-04-18 00:30:00	ES	Futures	2227.33	2227.6	2227.06	2227.6	134.0
2016-04-18 00:35:00	ES	Futures	2227.6	2227.6	2227.33	2227.33	95.0
2016-04-18 00:40:00	ES	Futures	2227.33	2227.33	2227.06	2227.33	205.0
2016-04-18 00:45:00	ES	Futures	2227.33	2227.33	2227.06	2227.33	79.0
2016-04-18 00:50:00	ES	Futures	2227.06	2227.33	2226.79	2227.06	190.0
2016-04-18 00:55:00	ES	Futures	2227.06	2227.6	2226.79	2227.6	239.0
2016-04-18 01:00:00	ES	Futures	2227.6	2227.6	2226.79	2226.79	305.0
2016-04-18 01:05:00	ES	Futures	2226.79	2227.33	2226.25	2227.33	705.0
2016-04-18 01:10:00	ES	Futures	2227.33	2227.33	2226.79	2226.79	157.0
2016-04-18 01:15:00	ES	Futures	2227.06	2227.06	2226.25	2226.25	193.0
2016-04-18 01:20:00	ES	Futures	2226.52	2226.52	2225.98	2225.98	265.0
2016-04-18 01:25:00	ES	Futures	2226.25	2226.25	2225.18	2225.45	1225.0
2016-04-18 01:30:00	ES	Futures	2225.18	2225.72	2225.18	2225.18	608.0
2016-04-18 01:35:00	ES	Futures	2225.18	2225.72	2225.18	2225.45	575.0
2016-04-18 01:40:00	ES	Futures	2225.45	2226.79	2225.45	2226.52	946.0
2016-04-18 01:45:00	ES	Futures	2226.52	2226.79	2226.52	2226.79	311.0
2016-04-18 01:50:00	ES	Futures	2226.79	2227.06	2226.52	2226.52	396.0
2016-04-18 01:55:00	ES	Futures	2226.79	2226.79	2225.98	2226.52	372.0
2016-04-18 02:00:00	ES	Futures	2226.52	2226.52	2225.45	2225.98	2338.0
2016-04-18 02:05:00	ES	Futures	2225.98	2226.25	2224.91	2225.45	2209.0
2016-04-18 02:10:00	ES	Futures	2225.45	2226.25	2225.18	2226.25	1335.0
2016-04-18 02:15:00	ES	Futures	2226.52	2227.06	2226.25	2226.79	1189.0
2016-04-18 02:20:00	ES	Futures	2226.79	2227.6	2226.52	2226.52	1637.0
2016-04-18 02:25:00	ES	Futures	2226.52	2226.79	2226.25	2226.25	809.0
2016-04-18 02:30:00	ES	Futures	2226.52	2226.52	2225.45	2226.25	2100.0
2016-04-18 02:35:00	ES	Futures	2225.98	2226.25	2225.45	2226.25	1208.0
2016-04-18 02:40:00	ES	Futures	2225.98	2226.25	2224.37	2224.64	2664.0
2016-04-18 02:45:00	ES	Futures	2224.91	2224.91	2223.02	2224.1	4042.0
2016-04-18 02:50:00	ES	Futures	2223.83	2224.64	2223.56	2224.64	1686.0
2016-04-18 02:55:00	ES	Futures	2224.37	2224.91	2224.1	2224.37	1475.0
2016-04-18 03:00:00	ES	Futures	2224.37	2225.18	2223.83	2224.64	5505.0
2016-04-18 03:05:00	ES	Futures	2224.91	2227.06	2223.83	2226.79	4736.0
2016-04-18 03:10:00	ES	Futures	2226.52	2229.76	2226.25	2228.68	5893.0
2016-04-18 03:15:00	ES	Futures	2228.68	2229.76	2228.14	2229.22	2800.0
2016-04-18 03:20:00	ES	Futures	2228.95	2230.03	2228.14	2228.95	4254.0
2016-04-18 03:25:00	ES	Futures	2228.68	2229.22	2227.6	2227.87	1937.0
2016-04-18 03:30:00	ES	Futures	2228.14	2230.57	2227.6	2230.03	4937.0
2016-04-18 03:35:00	ES	Futures	2230.03	2231.38	2230.03	2230.57	3375.0
2016-04-18 03:40:00	ES	Futures	2230.57	2231.11	2229.49	2229.76	2116.0
2016-04-18 03:45:00	ES	Futures	2229.76	2230.03	2228.41	2229.22	3122.0
2016-04-18 03:50:00	ES	Futures	2229.22	2232.73	2229.22	2231.65	3892.0
2016-04-18 03:55:00	ES	Futures	2231.92	2232.46	2231.38	2231.38	2331.0
2016-04-18 04:00:00	ES	Futures	2231.38	2233.0	2231.38	2232.73	2323.0
2016-04-18 04:05:00	ES	Futures	2232.46	2233.27	2230.84	2230.84	3797.0

> showing 50 of 15,072 rows — these rows as CSV

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