PREVIEW / futures_5min / 2016-04-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-28.parquet
  size:    267 KB
  rows:    15,494

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
2016-04-28 00:00:00	ES	Futures	2247.31	2247.31	2244.88	2245.96	1746.0
2016-04-28 00:05:00	ES	Futures	2246.23	2247.04	2245.96	2247.04	978.0
2016-04-28 00:10:00	ES	Futures	2247.04	2247.58	2246.77	2247.04	999.0
2016-04-28 00:15:00	ES	Futures	2247.04	2247.85	2246.77	2247.85	1009.0
2016-04-28 00:20:00	ES	Futures	2248.12	2248.12	2247.58	2248.12	496.0
2016-04-28 00:25:00	ES	Futures	2247.85	2248.12	2247.04	2247.85	652.0
2016-04-28 00:30:00	ES	Futures	2248.12	2249.2	2247.85	2249.2	1523.0
2016-04-28 00:35:00	ES	Futures	2249.2	2249.74	2248.66	2248.93	1544.0
2016-04-28 00:40:00	ES	Futures	2248.66	2249.2	2248.39	2248.66	349.0
2016-04-28 00:45:00	ES	Futures	2248.66	2248.93	2247.85	2248.66	714.0
2016-04-28 00:50:00	ES	Futures	2248.93	2249.2	2247.31	2247.58	1060.0
2016-04-28 00:55:00	ES	Futures	2247.85	2248.12	2247.04	2247.04	575.0
2016-04-28 01:00:00	ES	Futures	2247.31	2248.12	2246.5	2247.31	1067.0
2016-04-28 01:05:00	ES	Futures	2247.31	2247.31	2245.96	2246.77	1008.0
2016-04-28 01:10:00	ES	Futures	2246.77	2247.04	2245.96	2246.77	1298.0
2016-04-28 01:15:00	ES	Futures	2246.77	2247.58	2246.5	2246.5	419.0
2016-04-28 01:20:00	ES	Futures	2246.5	2247.31	2246.23	2246.5	1107.0
2016-04-28 01:25:00	ES	Futures	2246.77	2247.31	2246.5	2246.77	481.0
2016-04-28 01:30:00	ES	Futures	2246.77	2247.04	2246.23	2246.23	739.0
2016-04-28 01:35:00	ES	Futures	2246.23	2246.23	2244.88	2245.42	991.0
2016-04-28 01:40:00	ES	Futures	2245.42	2245.69	2244.34	2244.88	1347.0
2016-04-28 01:45:00	ES	Futures	2244.61	2245.69	2244.34	2244.34	949.0
2016-04-28 01:50:00	ES	Futures	2244.34	2244.61	2243.53	2244.34	1647.0
2016-04-28 01:55:00	ES	Futures	2244.34	2245.42	2244.07	2245.42	581.0
2016-04-28 02:00:00	ES	Futures	2245.42	2245.96	2243.53	2245.96	2318.0
2016-04-28 02:05:00	ES	Futures	2245.96	2245.96	2245.15	2245.42	1641.0
2016-04-28 02:10:00	ES	Futures	2245.15	2246.23	2244.61	2245.15	1456.0
2016-04-28 02:15:00	ES	Futures	2245.15	2245.69	2244.88	2245.69	1436.0
2016-04-28 02:20:00	ES	Futures	2245.69	2245.96	2245.15	2245.42	1729.0
2016-04-28 02:25:00	ES	Futures	2245.15	2245.96	2244.61	2244.88	1825.0
2016-04-28 02:30:00	ES	Futures	2244.88	2246.5	2244.88	2245.96	1764.0
2016-04-28 02:35:00	ES	Futures	2245.96	2246.23	2244.88	2246.23	1679.0
2016-04-28 02:40:00	ES	Futures	2246.23	2246.23	2245.42	2246.23	1081.0
2016-04-28 02:45:00	ES	Futures	2245.96	2245.96	2244.34	2244.88	1806.0
2016-04-28 02:50:00	ES	Futures	2244.61	2245.15	2243.53	2243.53	1962.0
2016-04-28 02:55:00	ES	Futures	2243.53	2243.8	2242.45	2242.72	2346.0
2016-04-28 03:00:00	ES	Futures	2242.72	2242.99	2241.1	2242.45	5472.0
2016-04-28 03:05:00	ES	Futures	2242.18	2242.45	2240.02	2241.37	4485.0
2016-04-28 03:10:00	ES	Futures	2241.1	2242.72	2240.83	2242.72	3321.0
2016-04-28 03:15:00	ES	Futures	2242.45	2242.99	2241.1	2242.72	3206.0
2016-04-28 03:20:00	ES	Futures	2242.45	2247.04	2242.45	2246.5	6165.0
2016-04-28 03:25:00	ES	Futures	2246.77	2247.58	2246.5	2246.77	4098.0
2016-04-28 03:30:00	ES	Futures	2246.77	2247.58	2246.23	2247.04	2421.0
2016-04-28 03:35:00	ES	Futures	2247.04	2247.31	2243.8	2244.07	3065.0
2016-04-28 03:40:00	ES	Futures	2244.07	2244.34	2241.91	2242.45	3832.0
2016-04-28 03:45:00	ES	Futures	2242.18	2242.45	2241.37	2241.91	2505.0
2016-04-28 03:50:00	ES	Futures	2242.18	2242.18	2240.83	2241.37	1605.0
2016-04-28 03:55:00	ES	Futures	2241.37	2242.99	2241.1	2242.72	3130.0
2016-04-28 04:00:00	ES	Futures	2242.45	2242.99	2240.83	2241.37	4104.0
2016-04-28 04:05:00	ES	Futures	2241.1	2241.37	2240.02	2240.56	2727.0

> showing 50 of 15,494 rows — these rows as CSV

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