PREVIEW / futures_5min / 2016-04-22

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-22.parquet
  size:    225 KB
  rows:    12,670

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
2016-04-22 00:00:00	ES	Futures	2249.2	2249.2	2248.66	2249.2	287.0
2016-04-22 00:05:00	ES	Futures	2249.2	2249.47	2248.93	2249.47	368.0
2016-04-22 00:10:00	ES	Futures	2249.2	2249.47	2248.93	2249.2	214.0
2016-04-22 00:15:00	ES	Futures	2249.2	2249.47	2248.93	2249.47	157.0
2016-04-22 00:20:00	ES	Futures	2249.47	2251.09	2249.2	2250.82	956.0
2016-04-22 00:25:00	ES	Futures	2250.55	2250.82	2250.01	2250.01	479.0
2016-04-22 00:30:00	ES	Futures	2250.01	2252.17	2250.01	2251.9	1754.0
2016-04-22 00:35:00	ES	Futures	2251.9	2252.98	2251.63	2252.17	2061.0
2016-04-22 00:40:00	ES	Futures	2251.9	2253.25	2251.9	2253.25	1498.0
2016-04-22 00:45:00	ES	Futures	2252.98	2253.25	2252.44	2252.71	849.0
2016-04-22 00:50:00	ES	Futures	2252.71	2252.71	2251.36	2251.9	1147.0
2016-04-22 00:55:00	ES	Futures	2251.9	2252.71	2251.63	2252.44	368.0
2016-04-22 01:00:00	ES	Futures	2252.44	2252.98	2251.9	2251.9	934.0
2016-04-22 01:05:00	ES	Futures	2252.17	2252.71	2251.9	2252.44	372.0
2016-04-22 01:10:00	ES	Futures	2252.44	2252.71	2251.09	2251.09	737.0
2016-04-22 01:15:00	ES	Futures	2251.36	2251.9	2250.82	2251.36	791.0
2016-04-22 01:20:00	ES	Futures	2251.63	2252.17	2251.36	2251.63	605.0
2016-04-22 01:25:00	ES	Futures	2251.63	2251.63	2251.09	2251.63	692.0
2016-04-22 01:30:00	ES	Futures	2251.63	2252.44	2251.36	2251.9	365.0
2016-04-22 01:35:00	ES	Futures	2251.9	2252.17	2251.09	2251.63	433.0
2016-04-22 01:40:00	ES	Futures	2251.36	2251.9	2251.09	2251.36	229.0
2016-04-22 01:45:00	ES	Futures	2251.63	2252.71	2251.63	2252.44	1300.0
2016-04-22 01:50:00	ES	Futures	2252.44	2252.98	2252.17	2252.44	1265.0
2016-04-22 01:55:00	ES	Futures	2252.44	2252.98	2252.44	2252.71	571.0
2016-04-22 02:00:00	ES	Futures	2252.71	2253.79	2252.17	2253.52	1739.0
2016-04-22 02:05:00	ES	Futures	2253.25	2253.79	2253.25	2253.52	1094.0
2016-04-22 02:10:00	ES	Futures	2253.25	2253.79	2252.98	2253.25	1169.0
2016-04-22 02:15:00	ES	Futures	2253.52	2253.79	2253.25	2253.52	305.0
2016-04-22 02:20:00	ES	Futures	2253.52	2253.79	2253.25	2253.79	526.0
2016-04-22 02:25:00	ES	Futures	2253.79	2254.33	2253.52	2254.33	1170.0
2016-04-22 02:30:00	ES	Futures	2254.33	2255.68	2253.79	2255.41	2094.0
2016-04-22 02:35:00	ES	Futures	2255.41	2255.95	2255.41	2255.68	1380.0
2016-04-22 02:40:00	ES	Futures	2255.68	2255.95	2254.6	2254.6	1640.0
2016-04-22 02:45:00	ES	Futures	2254.6	2255.14	2254.06	2254.6	954.0
2016-04-22 02:50:00	ES	Futures	2254.6	2254.87	2253.79	2254.06	904.0
2016-04-22 02:55:00	ES	Futures	2254.06	2254.06	2252.98	2252.98	1664.0
2016-04-22 03:00:00	ES	Futures	2252.98	2253.79	2251.9	2252.44	4925.0
2016-04-22 03:05:00	ES	Futures	2252.44	2253.25	2250.82	2252.17	3947.0
2016-04-22 03:10:00	ES	Futures	2251.9	2251.9	2249.47	2249.47	5982.0
2016-04-22 03:15:00	ES	Futures	2249.47	2250.28	2249.2	2250.01	3148.0
2016-04-22 03:20:00	ES	Futures	2250.01	2251.63	2249.74	2251.36	2943.0
2016-04-22 03:25:00	ES	Futures	2251.09	2251.9	2250.01	2251.09	2229.0
2016-04-22 03:30:00	ES	Futures	2251.09	2252.98	2251.09	2252.71	3285.0
2016-04-22 03:35:00	ES	Futures	2252.71	2253.52	2250.55	2251.36	2485.0
2016-04-22 03:40:00	ES	Futures	2251.09	2251.9	2250.82	2251.36	1619.0
2016-04-22 03:45:00	ES	Futures	2251.09	2251.63	2250.28	2251.09	2352.0
2016-04-22 03:50:00	ES	Futures	2250.82	2251.36	2250.55	2251.09	1230.0
2016-04-22 03:55:00	ES	Futures	2251.36	2251.9	2250.55	2251.09	1499.0
2016-04-22 04:00:00	ES	Futures	2251.09	2251.63	2249.74	2250.82	3010.0
2016-04-22 04:05:00	ES	Futures	2251.09	2251.63	2250.28	2250.55	1716.0

> showing 50 of 12,670 rows — these rows as CSV

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