PREVIEW / futures_5min / 2016-05-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-02.parquet
  size:    237 KB
  rows:    14,426

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
2016-05-02 00:00:00	ES	Futures	2222.21	2222.48	2222.21	2222.48	268.0
2016-05-02 00:05:00	ES	Futures	2222.21	2222.48	2221.94	2222.48	329.0
2016-05-02 00:10:00	ES	Futures	2222.48	2222.75	2222.21	2222.48	133.0
2016-05-02 00:15:00	ES	Futures	2222.75	2223.02	2222.48	2223.02	272.0
2016-05-02 00:20:00	ES	Futures	2223.02	2223.02	2222.75	2223.02	52.0
2016-05-02 00:25:00	ES	Futures	2222.75	2222.75	2222.21	2222.21	204.0
2016-05-02 00:30:00	ES	Futures	2222.21	2222.48	2222.21	2222.48	64.0
2016-05-02 00:35:00	ES	Futures	2222.48	2222.75	2222.21	2222.75	137.0
2016-05-02 00:40:00	ES	Futures	2222.75	2223.02	2222.48	2222.75	289.0
2016-05-02 00:45:00	ES	Futures	2222.75	2223.02	2222.75	2222.75	240.0
2016-05-02 00:50:00	ES	Futures	2222.75	2223.29	2222.48	2223.29	601.0
2016-05-02 00:55:00	ES	Futures	2223.02	2223.29	2222.75	2223.02	597.0
2016-05-02 01:00:00	ES	Futures	2223.29	2223.29	2223.02	2223.29	64.0
2016-05-02 01:05:00	ES	Futures	2223.29	2223.29	2223.02	2223.29	195.0
2016-05-02 01:10:00	ES	Futures	2223.29	2223.56	2223.02	2223.56	452.0
2016-05-02 01:15:00	ES	Futures	2223.56	2223.56	2223.29	2223.56	89.0
2016-05-02 01:20:00	ES	Futures	2223.56	2223.56	2223.29	2223.56	42.0
2016-05-02 01:25:00	ES	Futures	2223.29	2223.56	2223.02	2223.29	481.0
2016-05-02 01:30:00	ES	Futures	2223.29	2223.56	2223.02	2223.56	229.0
2016-05-02 01:35:00	ES	Futures	2223.29	2223.56	2223.29	2223.29	85.0
2016-05-02 01:40:00	ES	Futures	2223.29	2223.56	2223.29	2223.29	115.0
2016-05-02 01:45:00	ES	Futures	2223.29	2223.56	2223.29	2223.56	104.0
2016-05-02 01:50:00	ES	Futures	2223.56	2224.1	2223.29	2224.1	854.0
2016-05-02 01:55:00	ES	Futures	2224.1	2224.37	2223.29	2223.29	465.0
2016-05-02 02:00:00	ES	Futures	2223.29	2224.64	2223.02	2224.37	1540.0
2016-05-02 02:05:00	ES	Futures	2224.64	2225.72	2224.37	2225.45	1916.0
2016-05-02 02:10:00	ES	Futures	2225.18	2225.72	2224.91	2225.18	998.0
2016-05-02 02:15:00	ES	Futures	2225.45	2225.72	2224.91	2225.18	336.0
2016-05-02 02:20:00	ES	Futures	2224.91	2225.45	2224.64	2225.45	764.0
2016-05-02 02:25:00	ES	Futures	2225.72	2225.72	2224.91	2224.91	355.0
2016-05-02 02:30:00	ES	Futures	2224.91	2227.06	2224.91	2226.52	2217.0
2016-05-02 02:35:00	ES	Futures	2226.25	2226.52	2225.45	2225.72	779.0
2016-05-02 02:40:00	ES	Futures	2225.72	2225.98	2225.45	2225.45	429.0
2016-05-02 02:45:00	ES	Futures	2225.45	2226.52	2225.45	2226.25	830.0
2016-05-02 02:50:00	ES	Futures	2225.98	2226.25	2225.72	2225.98	915.0
2016-05-02 02:55:00	ES	Futures	2225.72	2226.25	2224.91	2224.91	1129.0
2016-05-02 03:00:00	ES	Futures	2224.91	2227.6	2224.91	2226.52	2954.0
2016-05-02 03:05:00	ES	Futures	2226.52	2227.06	2224.37	2224.91	2280.0
2016-05-02 03:10:00	ES	Futures	2224.64	2224.91	2224.1	2224.37	1342.0
2016-05-02 03:15:00	ES	Futures	2224.37	2224.64	2223.02	2223.56	1692.0
2016-05-02 03:20:00	ES	Futures	2223.56	2224.91	2223.29	2223.83	1197.0
2016-05-02 03:25:00	ES	Futures	2223.83	2224.64	2221.4	2223.29	2460.0
2016-05-02 03:30:00	ES	Futures	2223.29	2224.91	2222.21	2224.64	2011.0
2016-05-02 03:35:00	ES	Futures	2224.64	2224.64	2222.75	2224.1	1094.0
2016-05-02 03:40:00	ES	Futures	2224.1	2224.37	2223.02	2224.37	692.0
2016-05-02 03:45:00	ES	Futures	2224.64	2225.98	2224.64	2225.72	1972.0
2016-05-02 03:50:00	ES	Futures	2225.45	2225.45	2224.1	2224.37	771.0
2016-05-02 03:55:00	ES	Futures	2224.37	2225.45	2223.02	2225.18	1037.0
2016-05-02 04:00:00	ES	Futures	2225.45	2225.98	2224.64	2225.45	1136.0
2016-05-02 04:05:00	ES	Futures	2225.45	2227.33	2225.18	2226.79	2202.0

> showing 50 of 14,426 rows — these rows as CSV

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