PREVIEW / futures_5min / 2016-04-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-21.parquet
  size:    259 KB
  rows:    15,491

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
2016-04-21 00:00:00	ES	Futures	2271.34	2271.61	2270.8	2271.07	423.0
2016-04-21 00:05:00	ES	Futures	2271.07	2271.61	2271.07	2271.34	533.0
2016-04-21 00:10:00	ES	Futures	2271.07	2271.34	2271.07	2271.07	143.0
2016-04-21 00:15:00	ES	Futures	2271.07	2271.34	2271.07	2271.07	217.0
2016-04-21 00:20:00	ES	Futures	2271.07	2271.34	2271.07	2271.34	105.0
2016-04-21 00:25:00	ES	Futures	2271.07	2271.34	2270.8	2270.8	170.0
2016-04-21 00:30:00	ES	Futures	2271.07	2271.07	2270.53	2270.53	380.0
2016-04-21 00:35:00	ES	Futures	2270.53	2270.53	2270.26	2270.26	96.0
2016-04-21 00:40:00	ES	Futures	2270.53	2270.53	2270.26	2270.53	198.0
2016-04-21 00:45:00	ES	Futures	2270.53	2270.53	2270.26	2270.26	203.0
2016-04-21 00:50:00	ES	Futures	2270.53	2271.07	2270.26	2270.8	634.0
2016-04-21 00:55:00	ES	Futures	2270.8	2271.07	2270.53	2270.8	484.0
2016-04-21 01:00:00	ES	Futures	2270.53	2271.07	2270.26	2270.26	419.0
2016-04-21 01:05:00	ES	Futures	2269.99	2270.53	2269.99	2270.26	166.0
2016-04-21 01:10:00	ES	Futures	2270.26	2270.26	2269.72	2269.72	434.0
2016-04-21 01:15:00	ES	Futures	2269.99	2269.99	2269.72	2269.99	209.0
2016-04-21 01:20:00	ES	Futures	2270.26	2270.53	2269.99	2270.53	278.0
2016-04-21 01:25:00	ES	Futures	2270.8	2270.8	2269.72	2269.72	294.0
2016-04-21 01:30:00	ES	Futures	2269.72	2270.26	2269.45	2270.26	483.0
2016-04-21 01:35:00	ES	Futures	2269.99	2270.26	2269.72	2269.99	144.0
2016-04-21 01:40:00	ES	Futures	2270.26	2270.26	2269.99	2269.99	309.0
2016-04-21 01:45:00	ES	Futures	2270.26	2270.53	2269.99	2270.53	340.0
2016-04-21 01:50:00	ES	Futures	2270.53	2271.34	2270.26	2271.34	521.0
2016-04-21 01:55:00	ES	Futures	2271.34	2271.88	2271.07	2271.07	829.0
2016-04-21 02:00:00	ES	Futures	2271.07	2271.88	2270.8	2270.8	2210.0
2016-04-21 02:05:00	ES	Futures	2270.8	2271.07	2269.99	2270.53	709.0
2016-04-21 02:10:00	ES	Futures	2270.53	2271.07	2269.99	2271.07	569.0
2016-04-21 02:15:00	ES	Futures	2271.07	2271.34	2270.53	2270.53	609.0
2016-04-21 02:20:00	ES	Futures	2270.53	2270.8	2269.99	2270.26	860.0
2016-04-21 02:25:00	ES	Futures	2270.26	2270.8	2269.99	2270.8	1202.0
2016-04-21 02:30:00	ES	Futures	2271.07	2271.34	2269.72	2269.99	1117.0
2016-04-21 02:35:00	ES	Futures	2270.26	2270.26	2269.72	2269.72	286.0
2016-04-21 02:40:00	ES	Futures	2269.72	2269.99	2268.64	2268.91	833.0
2016-04-21 02:45:00	ES	Futures	2268.64	2269.72	2268.64	2269.18	1199.0
2016-04-21 02:50:00	ES	Futures	2269.18	2269.45	2268.37	2268.91	1224.0
2016-04-21 02:55:00	ES	Futures	2268.91	2268.91	2267.83	2268.37	1328.0
2016-04-21 03:00:00	ES	Futures	2268.37	2270.26	2267.83	2269.45	4146.0
2016-04-21 03:05:00	ES	Futures	2269.45	2269.72	2267.02	2267.83	3379.0
2016-04-21 03:10:00	ES	Futures	2267.56	2269.45	2267.29	2268.64	2625.0
2016-04-21 03:15:00	ES	Futures	2268.37	2268.37	2265.67	2266.21	5396.0
2016-04-21 03:20:00	ES	Futures	2266.21	2266.75	2265.4	2266.21	2336.0
2016-04-21 03:25:00	ES	Futures	2265.94	2267.02	2264.86	2266.48	4399.0
2016-04-21 03:30:00	ES	Futures	2266.48	2267.83	2266.48	2267.83	3306.0
2016-04-21 03:35:00	ES	Futures	2267.83	2268.91	2266.75	2267.56	3744.0
2016-04-21 03:40:00	ES	Futures	2267.29	2268.1	2266.48	2268.1	3189.0
2016-04-21 03:45:00	ES	Futures	2268.1	2269.72	2267.83	2269.45	3477.0
2016-04-21 03:50:00	ES	Futures	2269.45	2269.45	2267.02	2267.56	2992.0
2016-04-21 03:55:00	ES	Futures	2267.56	2268.37	2266.48	2267.29	1972.0
2016-04-21 04:00:00	ES	Futures	2267.29	2267.83	2266.48	2267.83	2930.0
2016-04-21 04:05:00	ES	Futures	2267.83	2268.91	2267.29	2267.29	3177.0

> showing 50 of 15,491 rows — these rows as CSV

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