PREVIEW / futures_5min / 2016-04-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-20.parquet
  size:    262 KB
  rows:    15,460

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
2016-04-20 00:00:00	ES	Futures	2254.6	2254.6	2254.06	2254.33	195.0
2016-04-20 00:05:00	ES	Futures	2254.33	2255.41	2254.33	2254.87	680.0
2016-04-20 00:10:00	ES	Futures	2254.6	2254.87	2253.79	2254.33	401.0
2016-04-20 00:15:00	ES	Futures	2254.06	2254.87	2254.06	2254.6	243.0
2016-04-20 00:20:00	ES	Futures	2254.33	2254.6	2254.06	2254.6	173.0
2016-04-20 00:25:00	ES	Futures	2254.33	2254.6	2254.06	2254.6	307.0
2016-04-20 00:30:00	ES	Futures	2254.6	2255.14	2254.6	2254.87	196.0
2016-04-20 00:35:00	ES	Futures	2255.14	2255.14	2254.6	2254.87	215.0
2016-04-20 00:40:00	ES	Futures	2254.6	2255.14	2254.6	2254.87	199.0
2016-04-20 00:45:00	ES	Futures	2254.87	2255.14	2254.87	2254.87	47.0
2016-04-20 00:50:00	ES	Futures	2255.14	2255.41	2254.87	2255.14	90.0
2016-04-20 00:55:00	ES	Futures	2255.41	2255.68	2255.14	2255.14	314.0
2016-04-20 01:00:00	ES	Futures	2255.41	2255.41	2254.6	2254.87	601.0
2016-04-20 01:05:00	ES	Futures	2254.6	2254.87	2253.79	2254.33	682.0
2016-04-20 01:10:00	ES	Futures	2254.33	2255.14	2254.06	2254.87	1361.0
2016-04-20 01:15:00	ES	Futures	2254.87	2254.87	2253.79	2253.79	787.0
2016-04-20 01:20:00	ES	Futures	2253.79	2254.06	2253.25	2253.79	782.0
2016-04-20 01:25:00	ES	Futures	2253.79	2253.79	2253.25	2253.25	879.0
2016-04-20 01:30:00	ES	Futures	2253.25	2253.79	2252.71	2253.79	1276.0
2016-04-20 01:35:00	ES	Futures	2253.52	2253.79	2253.25	2253.25	503.0
2016-04-20 01:40:00	ES	Futures	2253.25	2253.79	2252.71	2253.52	775.0
2016-04-20 01:45:00	ES	Futures	2253.25	2253.52	2252.98	2252.98	310.0
2016-04-20 01:50:00	ES	Futures	2252.98	2253.52	2252.71	2253.25	694.0
2016-04-20 01:55:00	ES	Futures	2253.25	2254.06	2252.98	2253.79	430.0
2016-04-20 02:00:00	ES	Futures	2253.79	2254.06	2252.98	2252.98	1808.0
2016-04-20 02:05:00	ES	Futures	2253.25	2253.79	2252.71	2253.52	1285.0
2016-04-20 02:10:00	ES	Futures	2253.52	2253.52	2252.71	2253.52	914.0
2016-04-20 02:15:00	ES	Futures	2253.25	2254.6	2252.98	2254.33	1458.0
2016-04-20 02:20:00	ES	Futures	2254.33	2254.6	2253.52	2254.33	1215.0
2016-04-20 02:25:00	ES	Futures	2254.33	2255.68	2254.33	2254.87	1800.0
2016-04-20 02:30:00	ES	Futures	2255.14	2255.41	2254.6	2255.41	797.0
2016-04-20 02:35:00	ES	Futures	2255.14	2255.14	2254.6	2254.6	778.0
2016-04-20 02:40:00	ES	Futures	2254.87	2255.14	2254.6	2254.87	621.0
2016-04-20 02:45:00	ES	Futures	2254.87	2255.68	2254.87	2255.68	783.0
2016-04-20 02:50:00	ES	Futures	2255.41	2255.68	2254.87	2255.41	1186.0
2016-04-20 02:55:00	ES	Futures	2255.41	2255.95	2254.87	2255.41	1497.0
2016-04-20 03:00:00	ES	Futures	2255.14	2257.03	2254.87	2256.49	4107.0
2016-04-20 03:05:00	ES	Futures	2256.49	2256.76	2254.87	2255.95	3070.0
2016-04-20 03:10:00	ES	Futures	2255.95	2256.49	2254.06	2254.33	3232.0
2016-04-20 03:15:00	ES	Futures	2254.33	2254.87	2253.25	2253.52	4237.0
2016-04-20 03:20:00	ES	Futures	2253.52	2253.79	2252.44	2253.25	3452.0
2016-04-20 03:25:00	ES	Futures	2252.98	2254.6	2252.44	2254.33	2802.0
2016-04-20 03:30:00	ES	Futures	2254.33	2255.14	2252.98	2253.52	3129.0
2016-04-20 03:35:00	ES	Futures	2253.25	2255.41	2253.25	2255.14	2400.0
2016-04-20 03:40:00	ES	Futures	2255.14	2255.68	2253.79	2254.87	2531.0
2016-04-20 03:45:00	ES	Futures	2254.87	2255.41	2253.79	2254.06	2093.0
2016-04-20 03:50:00	ES	Futures	2254.33	2255.68	2254.06	2254.87	2232.0
2016-04-20 03:55:00	ES	Futures	2254.87	2255.68	2254.6	2255.14	1470.0
2016-04-20 04:00:00	ES	Futures	2255.14	2256.76	2255.14	2256.49	2534.0
2016-04-20 04:05:00	ES	Futures	2256.76	2257.84	2256.49	2257.3	2701.0

> showing 50 of 15,460 rows — these rows as CSV

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