PREVIEW / futures_5min / 2016-04-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-27.parquet
  size:    251 KB
  rows:    15,438

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
2016-04-27 00:00:00	ES	Futures	2250.01	2250.28	2249.74	2250.01	251.0
2016-04-27 00:05:00	ES	Futures	2250.01	2250.01	2249.47	2249.47	427.0
2016-04-27 00:10:00	ES	Futures	2249.47	2249.47	2248.93	2249.47	172.0
2016-04-27 00:15:00	ES	Futures	2249.47	2249.47	2248.93	2249.2	141.0
2016-04-27 00:20:00	ES	Futures	2249.2	2249.2	2248.66	2248.93	237.0
2016-04-27 00:25:00	ES	Futures	2248.93	2249.74	2248.93	2249.2	220.0
2016-04-27 00:30:00	ES	Futures	2249.2	2249.2	2248.66	2248.66	427.0
2016-04-27 00:35:00	ES	Futures	2248.93	2248.93	2248.39	2248.39	200.0
2016-04-27 00:40:00	ES	Futures	2248.39	2249.2	2248.39	2248.93	217.0
2016-04-27 00:45:00	ES	Futures	2248.93	2249.2	2248.39	2248.39	489.0
2016-04-27 00:50:00	ES	Futures	2248.66	2248.93	2248.39	2248.66	275.0
2016-04-27 00:55:00	ES	Futures	2248.39	2248.66	2248.39	2248.66	107.0
2016-04-27 01:00:00	ES	Futures	2248.93	2248.93	2248.39	2248.39	564.0
2016-04-27 01:05:00	ES	Futures	2248.39	2248.66	2248.12	2248.39	415.0
2016-04-27 01:10:00	ES	Futures	2248.39	2248.66	2248.12	2248.66	278.0
2016-04-27 01:15:00	ES	Futures	2248.66	2248.66	2247.31	2247.58	1258.0
2016-04-27 01:20:00	ES	Futures	2247.85	2247.85	2247.04	2247.31	807.0
2016-04-27 01:25:00	ES	Futures	2247.58	2249.47	2247.31	2249.2	907.0
2016-04-27 01:30:00	ES	Futures	2249.2	2249.2	2248.66	2249.2	472.0
2016-04-27 01:35:00	ES	Futures	2249.2	2250.55	2248.66	2250.01	1033.0
2016-04-27 01:40:00	ES	Futures	2250.01	2250.28	2249.47	2249.74	529.0
2016-04-27 01:45:00	ES	Futures	2249.74	2250.01	2249.2	2249.47	451.0
2016-04-27 01:50:00	ES	Futures	2249.47	2249.74	2249.2	2249.74	418.0
2016-04-27 01:55:00	ES	Futures	2249.74	2250.01	2249.2	2249.47	384.0
2016-04-27 02:00:00	ES	Futures	2249.2	2249.47	2248.39	2249.47	1184.0
2016-04-27 02:05:00	ES	Futures	2249.2	2249.74	2248.93	2249.47	817.0
2016-04-27 02:10:00	ES	Futures	2249.2	2249.47	2248.39	2248.66	924.0
2016-04-27 02:15:00	ES	Futures	2248.39	2249.47	2248.39	2249.47	912.0
2016-04-27 02:20:00	ES	Futures	2249.47	2249.47	2248.93	2249.2	531.0
2016-04-27 02:25:00	ES	Futures	2248.93	2249.2	2248.66	2249.2	580.0
2016-04-27 02:30:00	ES	Futures	2249.2	2249.74	2248.93	2249.2	459.0
2016-04-27 02:35:00	ES	Futures	2249.2	2249.47	2248.39	2248.66	651.0
2016-04-27 02:40:00	ES	Futures	2248.66	2249.47	2248.66	2249.2	886.0
2016-04-27 02:45:00	ES	Futures	2249.2	2249.2	2248.39	2249.2	507.0
2016-04-27 02:50:00	ES	Futures	2248.93	2249.2	2248.66	2248.66	756.0
2016-04-27 02:55:00	ES	Futures	2248.93	2249.47	2248.39	2249.47	719.0
2016-04-27 03:00:00	ES	Futures	2249.74	2252.44	2249.47	2251.9	4714.0
2016-04-27 03:05:00	ES	Futures	2251.9	2253.79	2251.9	2253.52	3054.0
2016-04-27 03:10:00	ES	Futures	2253.52	2253.79	2252.44	2252.44	2239.0
2016-04-27 03:15:00	ES	Futures	2252.44	2252.44	2250.82	2251.36	2556.0
2016-04-27 03:20:00	ES	Futures	2251.63	2251.63	2250.28	2250.82	2011.0
2016-04-27 03:25:00	ES	Futures	2251.09	2251.09	2249.2	2249.2	3237.0
2016-04-27 03:30:00	ES	Futures	2249.2	2249.47	2248.39	2248.93	3155.0
2016-04-27 03:35:00	ES	Futures	2248.66	2249.74	2248.39	2248.66	1338.0
2016-04-27 03:40:00	ES	Futures	2248.93	2250.28	2248.66	2250.28	1174.0
2016-04-27 03:45:00	ES	Futures	2250.28	2250.28	2248.93	2249.47	1204.0
2016-04-27 03:50:00	ES	Futures	2249.47	2252.44	2249.2	2252.44	1622.0
2016-04-27 03:55:00	ES	Futures	2252.44	2252.71	2251.36	2252.44	1801.0
2016-04-27 04:00:00	ES	Futures	2252.17	2252.98	2251.09	2251.09	1314.0
2016-04-27 04:05:00	ES	Futures	2251.09	2251.09	2249.2	2249.47	1820.0

> showing 50 of 15,438 rows — these rows as CSV

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