PREVIEW / futures_5min / 2016-04-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-04-29.parquet
  size:    234 KB
  rows:    12,930

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
2016-04-29 00:00:00	ES	Futures	2237.86	2237.86	2237.32	2237.86	207.0
2016-04-29 00:05:00	ES	Futures	2237.59	2238.4	2237.32	2238.4	425.0
2016-04-29 00:10:00	ES	Futures	2238.4	2238.4	2238.13	2238.4	231.0
2016-04-29 00:15:00	ES	Futures	2238.4	2238.4	2236.78	2237.05	719.0
2016-04-29 00:20:00	ES	Futures	2237.05	2237.05	2236.51	2236.78	150.0
2016-04-29 00:25:00	ES	Futures	2236.51	2237.05	2236.51	2237.05	85.0
2016-04-29 00:30:00	ES	Futures	2237.05	2237.05	2236.51	2236.78	132.0
2016-04-29 00:35:00	ES	Futures	2236.78	2236.78	2235.7	2235.7	369.0
2016-04-29 00:40:00	ES	Futures	2235.7	2235.7	2233.27	2234.08	1501.0
2016-04-29 00:45:00	ES	Futures	2234.08	2234.89	2233.81	2234.62	390.0
2016-04-29 00:50:00	ES	Futures	2234.89	2234.89	2234.35	2234.62	275.0
2016-04-29 00:55:00	ES	Futures	2234.35	2235.43	2234.35	2234.89	228.0
2016-04-29 01:00:00	ES	Futures	2235.16	2237.05	2234.89	2236.78	518.0
2016-04-29 01:05:00	ES	Futures	2236.78	2237.32	2236.51	2237.05	360.0
2016-04-29 01:10:00	ES	Futures	2237.32	2237.59	2237.05	2237.32	306.0
2016-04-29 01:15:00	ES	Futures	2237.32	2237.59	2236.78	2237.32	255.0
2016-04-29 01:20:00	ES	Futures	2237.32	2237.32	2236.51	2236.78	269.0
2016-04-29 01:25:00	ES	Futures	2236.78	2236.78	2236.51	2236.78	103.0
2016-04-29 01:30:00	ES	Futures	2236.51	2237.05	2236.51	2236.78	313.0
2016-04-29 01:35:00	ES	Futures	2236.78	2237.05	2236.24	2236.24	206.0
2016-04-29 01:40:00	ES	Futures	2236.24	2236.51	2235.7	2236.51	295.0
2016-04-29 01:45:00	ES	Futures	2236.51	2237.32	2236.24	2236.78	620.0
2016-04-29 01:50:00	ES	Futures	2236.78	2237.32	2236.51	2236.51	286.0
2016-04-29 01:55:00	ES	Futures	2236.78	2237.32	2236.51	2236.78	547.0
2016-04-29 02:00:00	ES	Futures	2236.78	2237.32	2235.43	2237.05	1642.0
2016-04-29 02:05:00	ES	Futures	2237.32	2239.48	2237.05	2239.21	2228.0
2016-04-29 02:10:00	ES	Futures	2239.21	2240.56	2238.94	2240.29	3237.0
2016-04-29 02:15:00	ES	Futures	2240.02	2240.02	2238.4	2238.94	1637.0
2016-04-29 02:20:00	ES	Futures	2238.94	2238.94	2237.86	2238.4	983.0
2016-04-29 02:25:00	ES	Futures	2238.67	2241.37	2238.4	2240.83	1729.0
2016-04-29 02:30:00	ES	Futures	2240.83	2241.1	2240.29	2240.56	1335.0
2016-04-29 02:35:00	ES	Futures	2240.29	2241.1	2240.02	2240.29	1012.0
2016-04-29 02:40:00	ES	Futures	2240.29	2240.56	2238.67	2238.94	1684.0
2016-04-29 02:45:00	ES	Futures	2238.67	2239.75	2238.4	2238.94	1247.0
2016-04-29 02:50:00	ES	Futures	2238.94	2240.02	2238.4	2240.02	1227.0
2016-04-29 02:55:00	ES	Futures	2240.02	2240.02	2238.94	2239.21	760.0
2016-04-29 03:00:00	ES	Futures	2239.48	2239.75	2237.05	2238.67	5560.0
2016-04-29 03:05:00	ES	Futures	2238.67	2240.29	2237.86	2239.75	2901.0
2016-04-29 03:10:00	ES	Futures	2239.75	2239.75	2236.78	2237.59	3258.0
2016-04-29 03:15:00	ES	Futures	2237.59	2237.59	2235.43	2236.51	4513.0
2016-04-29 03:20:00	ES	Futures	2236.51	2237.32	2235.97	2236.51	3031.0
2016-04-29 03:25:00	ES	Futures	2236.78	2236.78	2234.08	2234.08	4702.0
2016-04-29 03:30:00	ES	Futures	2234.08	2235.16	2233.27	2234.08	3926.0
2016-04-29 03:35:00	ES	Futures	2234.08	2235.43	2233.54	2234.62	3081.0
2016-04-29 03:40:00	ES	Futures	2234.35	2237.86	2234.35	2237.05	2930.0
2016-04-29 03:45:00	ES	Futures	2237.05	2237.32	2235.7	2235.97	2147.0
2016-04-29 03:50:00	ES	Futures	2235.97	2237.32	2235.16	2235.43	2140.0
2016-04-29 03:55:00	ES	Futures	2235.43	2236.24	2235.16	2235.97	1499.0
2016-04-29 04:00:00	ES	Futures	2235.97	2235.97	2234.35	2234.62	2375.0
2016-04-29 04:05:00	ES	Futures	2234.62	2235.43	2233.81	2235.43	1810.0

> showing 50 of 12,930 rows — these rows as CSV

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