PREVIEW / futures_5min / 2016-04-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-24.parquet
  size:    52 KB
  rows:    2,604

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
2016-04-24 18:00:00	ES	Futures	2258.65	2258.65	2256.22	2256.49	2901.0
2016-04-24 18:05:00	ES	Futures	2256.49	2256.49	2255.41	2255.95	929.0
2016-04-24 18:10:00	ES	Futures	2255.95	2256.49	2255.41	2255.95	327.0
2016-04-24 18:15:00	ES	Futures	2255.95	2256.22	2255.41	2255.68	264.0
2016-04-24 18:20:00	ES	Futures	2255.68	2255.68	2255.14	2255.41	173.0
2016-04-24 18:25:00	ES	Futures	2255.68	2255.68	2254.87	2254.87	168.0
2016-04-24 18:30:00	ES	Futures	2254.87	2255.41	2254.87	2254.87	280.0
2016-04-24 18:35:00	ES	Futures	2254.87	2255.95	2254.87	2255.68	408.0
2016-04-24 18:40:00	ES	Futures	2255.68	2255.95	2255.41	2255.68	102.0
2016-04-24 18:45:00	ES	Futures	2255.68	2256.49	2255.68	2256.22	214.0
2016-04-24 18:50:00	ES	Futures	2256.49	2256.49	2255.68	2256.22	154.0
2016-04-24 18:55:00	ES	Futures	2256.22	2256.22	2254.87	2254.87	257.0
2016-04-24 19:00:00	ES	Futures	2255.14	2255.14	2254.33	2255.14	443.0
2016-04-24 19:05:00	ES	Futures	2255.14	2255.14	2254.6	2254.87	204.0
2016-04-24 19:10:00	ES	Futures	2254.87	2255.68	2254.6	2255.41	243.0
2016-04-24 19:15:00	ES	Futures	2255.14	2255.41	2254.87	2254.87	88.0
2016-04-24 19:20:00	ES	Futures	2255.14	2255.41	2254.87	2255.41	65.0
2016-04-24 19:25:00	ES	Futures	2255.14	2255.41	2255.14	2255.41	28.0
2016-04-24 19:30:00	ES	Futures	2255.41	2255.41	2255.14	2255.41	112.0
2016-04-24 19:35:00	ES	Futures	2255.41	2255.41	2255.14	2255.14	30.0
2016-04-24 19:40:00	ES	Futures	2255.14	2255.41	2255.14	2255.14	138.0
2016-04-24 19:45:00	ES	Futures	2255.14	2255.14	2254.33	2254.6	228.0
2016-04-24 19:50:00	ES	Futures	2254.6	2254.87	2254.33	2254.33	263.0
2016-04-24 19:55:00	ES	Futures	2254.6	2254.6	2254.06	2254.6	309.0
2016-04-24 20:00:00	ES	Futures	2254.6	2254.6	2253.52	2253.79	1398.0
2016-04-24 20:05:00	ES	Futures	2254.06	2254.06	2253.25	2254.06	1326.0
2016-04-24 20:10:00	ES	Futures	2254.06	2254.6	2253.79	2254.33	840.0
2016-04-24 20:15:00	ES	Futures	2254.33	2254.87	2254.06	2254.6	338.0
2016-04-24 20:20:00	ES	Futures	2254.6	2254.6	2253.79	2253.79	222.0
2016-04-24 20:25:00	ES	Futures	2254.06	2254.6	2253.79	2254.6	321.0
2016-04-24 20:30:00	ES	Futures	2254.33	2254.6	2253.79	2254.06	339.0
2016-04-24 20:35:00	ES	Futures	2254.33	2254.6	2254.06	2254.33	271.0
2016-04-24 20:40:00	ES	Futures	2254.06	2254.06	2253.52	2254.06	260.0
2016-04-24 20:45:00	ES	Futures	2253.79	2254.06	2253.52	2253.52	341.0
2016-04-24 20:50:00	ES	Futures	2253.79	2254.06	2253.25	2253.25	651.0
2016-04-24 20:55:00	ES	Futures	2253.25	2253.52	2252.98	2253.25	1770.0
2016-04-24 21:00:00	ES	Futures	2252.98	2253.52	2252.98	2253.52	1843.0
2016-04-24 21:05:00	ES	Futures	2253.52	2253.79	2253.25	2253.52	359.0
2016-04-24 21:10:00	ES	Futures	2253.25	2254.06	2253.25	2254.06	302.0
2016-04-24 21:15:00	ES	Futures	2253.79	2254.33	2253.25	2254.06	985.0
2016-04-24 21:20:00	ES	Futures	2254.06	2254.06	2253.25	2253.79	401.0
2016-04-24 21:25:00	ES	Futures	2253.52	2253.79	2252.98	2253.25	551.0
2016-04-24 21:30:00	ES	Futures	2253.25	2253.52	2252.17	2252.17	2133.0
2016-04-24 21:35:00	ES	Futures	2252.44	2252.71	2250.55	2251.09	2800.0
2016-04-24 21:40:00	ES	Futures	2250.82	2251.9	2250.55	2251.9	947.0
2016-04-24 21:45:00	ES	Futures	2251.9	2252.17	2251.09	2251.9	934.0
2016-04-24 21:50:00	ES	Futures	2251.63	2252.17	2251.36	2252.17	364.0
2016-04-24 21:55:00	ES	Futures	2252.17	2252.17	2251.09	2251.63	416.0
2016-04-24 22:00:00	ES	Futures	2251.36	2252.44	2251.09	2251.9	612.0
2016-04-24 22:05:00	ES	Futures	2251.9	2252.98	2251.9	2252.44	405.0

> showing 50 of 2,604 rows — these rows as CSV

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