PREVIEW / futures_5min / 2016-05-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-01.parquet
  size:    49 KB
  rows:    2,645

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
2016-05-01 18:00:00	ES	Futures	2225.45	2225.98	2223.02	2224.37	3420.0
2016-05-01 18:05:00	ES	Futures	2224.1	2225.18	2223.83	2224.91	772.0
2016-05-01 18:10:00	ES	Futures	2224.91	2225.98	2224.64	2225.18	967.0
2016-05-01 18:15:00	ES	Futures	2224.91	2225.18	2223.83	2223.83	544.0
2016-05-01 18:20:00	ES	Futures	2223.56	2223.83	2223.02	2223.56	715.0
2016-05-01 18:25:00	ES	Futures	2223.29	2224.37	2223.29	2224.37	188.0
2016-05-01 18:30:00	ES	Futures	2224.37	2224.37	2223.56	2223.83	303.0
2016-05-01 18:35:00	ES	Futures	2223.56	2224.37	2223.56	2224.37	210.0
2016-05-01 18:40:00	ES	Futures	2224.37	2224.64	2224.1	2224.37	215.0
2016-05-01 18:45:00	ES	Futures	2224.37	2224.64	2224.1	2224.64	145.0
2016-05-01 18:50:00	ES	Futures	2224.37	2224.64	2223.83	2223.83	274.0
2016-05-01 18:55:00	ES	Futures	2223.83	2224.1	2223.56	2223.83	209.0
2016-05-01 19:00:00	ES	Futures	2224.1	2224.37	2223.83	2224.1	163.0
2016-05-01 19:05:00	ES	Futures	2224.37	2224.64	2223.83	2223.83	153.0
2016-05-01 19:10:00	ES	Futures	2224.1	2224.1	2223.29	2223.56	468.0
2016-05-01 19:15:00	ES	Futures	2223.56	2223.83	2223.29	2223.56	476.0
2016-05-01 19:20:00	ES	Futures	2223.56	2223.83	2223.02	2223.02	464.0
2016-05-01 19:25:00	ES	Futures	2223.29	2223.29	2221.94	2222.48	946.0
2016-05-01 19:30:00	ES	Futures	2222.48	2222.48	2221.13	2221.4	1794.0
2016-05-01 19:35:00	ES	Futures	2221.4	2221.94	2221.4	2221.94	281.0
2016-05-01 19:40:00	ES	Futures	2221.94	2222.21	2221.67	2221.94	366.0
2016-05-01 19:45:00	ES	Futures	2221.94	2222.21	2221.13	2221.13	414.0
2016-05-01 19:50:00	ES	Futures	2221.13	2221.94	2220.05	2221.13	1297.0
2016-05-01 19:55:00	ES	Futures	2221.4	2222.21	2221.13	2221.67	1303.0
2016-05-01 20:00:00	ES	Futures	2221.94	2222.48	2221.67	2222.21	1155.0
2016-05-01 20:05:00	ES	Futures	2222.21	2223.83	2221.94	2223.83	1973.0
2016-05-01 20:10:00	ES	Futures	2223.83	2223.83	2222.48	2222.75	897.0
2016-05-01 20:15:00	ES	Futures	2223.02	2223.56	2221.94	2223.29	1802.0
2016-05-01 20:20:00	ES	Futures	2223.29	2223.56	2222.75	2223.56	1048.0
2016-05-01 20:25:00	ES	Futures	2223.56	2223.56	2222.75	2223.02	551.0
2016-05-01 20:30:00	ES	Futures	2223.02	2223.29	2221.4	2221.4	1250.0
2016-05-01 20:35:00	ES	Futures	2221.4	2221.67	2219.78	2221.13	4005.0
2016-05-01 20:40:00	ES	Futures	2221.13	2222.21	2220.86	2221.13	1226.0
2016-05-01 20:45:00	ES	Futures	2221.13	2222.48	2220.86	2222.21	723.0
2016-05-01 20:50:00	ES	Futures	2222.21	2222.48	2221.94	2222.21	359.0
2016-05-01 20:55:00	ES	Futures	2222.21	2223.02	2222.21	2222.75	717.0
2016-05-01 21:00:00	ES	Futures	2222.75	2223.56	2222.75	2223.29	696.0
2016-05-01 21:05:00	ES	Futures	2223.29	2223.56	2223.02	2223.29	573.0
2016-05-01 21:10:00	ES	Futures	2223.56	2223.56	2223.02	2223.29	697.0
2016-05-01 21:15:00	ES	Futures	2223.56	2223.56	2223.02	2223.29	212.0
2016-05-01 21:20:00	ES	Futures	2223.56	2223.56	2223.02	2223.02	372.0
2016-05-01 21:25:00	ES	Futures	2223.02	2223.56	2223.02	2223.29	351.0
2016-05-01 21:30:00	ES	Futures	2223.56	2223.56	2223.29	2223.56	290.0
2016-05-01 21:35:00	ES	Futures	2223.56	2223.56	2223.02	2223.29	288.0
2016-05-01 21:40:00	ES	Futures	2223.02	2223.56	2223.02	2223.29	163.0
2016-05-01 21:45:00	ES	Futures	2223.56	2223.56	2221.94	2221.94	1039.0
2016-05-01 21:50:00	ES	Futures	2221.94	2222.75	2221.94	2222.48	347.0
2016-05-01 21:55:00	ES	Futures	2222.75	2223.02	2222.48	2222.75	216.0
2016-05-01 22:00:00	ES	Futures	2222.48	2223.02	2222.48	2222.75	216.0
2016-05-01 22:05:00	ES	Futures	2222.75	2222.75	2222.48	2222.75	319.0

> showing 50 of 2,645 rows — these rows as CSV

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