PREVIEW / futures_5min / 2016-04-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-25.parquet
  size:    236 KB
  rows:    14,916

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
2016-04-25 00:00:00	ES	Futures	2249.74	2249.74	2249.47	2249.74	91.0
2016-04-25 00:05:00	ES	Futures	2249.74	2249.74	2249.47	2249.47	244.0
2016-04-25 00:10:00	ES	Futures	2249.2	2249.47	2248.93	2249.2	134.0
2016-04-25 00:15:00	ES	Futures	2249.47	2249.47	2248.66	2248.66	359.0
2016-04-25 00:20:00	ES	Futures	2248.93	2248.93	2248.39	2248.39	87.0
2016-04-25 00:25:00	ES	Futures	2248.66	2248.93	2248.39	2248.66	161.0
2016-04-25 00:30:00	ES	Futures	2248.66	2248.93	2248.39	2248.93	329.0
2016-04-25 00:35:00	ES	Futures	2248.93	2248.93	2248.66	2248.93	78.0
2016-04-25 00:40:00	ES	Futures	2248.93	2249.2	2248.93	2248.93	164.0
2016-04-25 00:45:00	ES	Futures	2248.93	2248.93	2248.39	2248.39	135.0
2016-04-25 00:50:00	ES	Futures	2248.39	2248.39	2247.58	2248.39	631.0
2016-04-25 00:55:00	ES	Futures	2248.39	2248.39	2247.85	2248.12	167.0
2016-04-25 01:00:00	ES	Futures	2248.39	2248.93	2247.85	2248.39	357.0
2016-04-25 01:05:00	ES	Futures	2248.39	2248.39	2247.85	2248.12	190.0
2016-04-25 01:10:00	ES	Futures	2248.12	2248.93	2247.85	2248.66	239.0
2016-04-25 01:15:00	ES	Futures	2248.93	2249.2	2248.39	2248.39	119.0
2016-04-25 01:20:00	ES	Futures	2248.39	2249.2	2248.39	2248.93	178.0
2016-04-25 01:25:00	ES	Futures	2248.93	2249.47	2248.93	2249.47	202.0
2016-04-25 01:30:00	ES	Futures	2249.47	2249.74	2249.47	2249.74	204.0
2016-04-25 01:35:00	ES	Futures	2249.74	2250.01	2249.47	2249.74	172.0
2016-04-25 01:40:00	ES	Futures	2249.74	2250.01	2249.47	2250.01	85.0
2016-04-25 01:45:00	ES	Futures	2249.74	2250.55	2249.47	2250.55	372.0
2016-04-25 01:50:00	ES	Futures	2250.28	2251.36	2250.28	2250.55	631.0
2016-04-25 01:55:00	ES	Futures	2250.55	2251.09	2250.28	2250.82	460.0
2016-04-25 02:00:00	ES	Futures	2250.55	2250.55	2248.93	2249.74	1467.0
2016-04-25 02:05:00	ES	Futures	2249.74	2250.55	2249.2	2249.74	835.0
2016-04-25 02:10:00	ES	Futures	2249.47	2250.28	2249.47	2249.47	736.0
2016-04-25 02:15:00	ES	Futures	2249.74	2250.01	2249.2	2250.01	554.0
2016-04-25 02:20:00	ES	Futures	2250.01	2250.28	2249.47	2250.01	580.0
2016-04-25 02:25:00	ES	Futures	2250.01	2250.82	2250.01	2250.55	271.0
2016-04-25 02:30:00	ES	Futures	2250.55	2251.63	2250.55	2251.63	902.0
2016-04-25 02:35:00	ES	Futures	2251.63	2252.17	2251.36	2251.9	587.0
2016-04-25 02:40:00	ES	Futures	2251.9	2252.17	2251.09	2251.36	529.0
2016-04-25 02:45:00	ES	Futures	2251.09	2251.63	2250.82	2251.09	686.0
2016-04-25 02:50:00	ES	Futures	2251.09	2251.9	2251.09	2251.63	419.0
2016-04-25 02:55:00	ES	Futures	2251.63	2251.63	2250.28	2250.55	830.0
2016-04-25 03:00:00	ES	Futures	2250.55	2252.44	2250.28	2251.09	3158.0
2016-04-25 03:05:00	ES	Futures	2251.09	2251.9	2249.2	2249.74	2813.0
2016-04-25 03:10:00	ES	Futures	2249.74	2250.01	2247.58	2247.58	2670.0
2016-04-25 03:15:00	ES	Futures	2247.58	2248.12	2247.04	2247.85	3099.0
2016-04-25 03:20:00	ES	Futures	2247.58	2248.39	2246.5	2247.31	3638.0
2016-04-25 03:25:00	ES	Futures	2247.04	2247.31	2243.8	2244.07	6144.0
2016-04-25 03:30:00	ES	Futures	2243.8	2245.15	2243.53	2243.8	4450.0
2016-04-25 03:35:00	ES	Futures	2244.07	2245.15	2243.26	2243.53	3570.0
2016-04-25 03:40:00	ES	Futures	2243.53	2244.34	2242.72	2243.26	4172.0
2016-04-25 03:45:00	ES	Futures	2243.26	2243.53	2241.91	2243.53	3516.0
2016-04-25 03:50:00	ES	Futures	2243.26	2244.07	2243.26	2243.53	2811.0
2016-04-25 03:55:00	ES	Futures	2243.53	2243.53	2242.18	2242.45	1910.0
2016-04-25 04:00:00	ES	Futures	2242.45	2242.45	2240.56	2242.45	7021.0
2016-04-25 04:05:00	ES	Futures	2242.45	2243.26	2241.91	2242.45	2809.0

> showing 50 of 14,916 rows — these rows as CSV

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