PREVIEW / futures_5min / 2016-05-03

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-03.parquet
  size:    278 KB
  rows:    15,554

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
2016-05-03 00:00:00	ES	Futures	2241.37	2241.64	2240.83	2241.1	241.0
2016-05-03 00:05:00	ES	Futures	2241.37	2241.37	2241.1	2241.1	119.0
2016-05-03 00:10:00	ES	Futures	2241.1	2241.37	2240.83	2241.37	99.0
2016-05-03 00:15:00	ES	Futures	2241.1	2241.37	2240.83	2241.1	90.0
2016-05-03 00:20:00	ES	Futures	2241.1	2241.1	2240.83	2240.83	108.0
2016-05-03 00:25:00	ES	Futures	2240.83	2241.1	2240.83	2241.1	67.0
2016-05-03 00:30:00	ES	Futures	2241.1	2241.1	2239.75	2240.02	517.0
2016-05-03 00:35:00	ES	Futures	2239.75	2239.75	2238.94	2239.21	642.0
2016-05-03 00:40:00	ES	Futures	2239.48	2239.48	2238.67	2238.94	903.0
2016-05-03 00:45:00	ES	Futures	2238.67	2238.94	2238.4	2238.67	296.0
2016-05-03 00:50:00	ES	Futures	2238.4	2238.94	2238.4	2238.94	133.0
2016-05-03 00:55:00	ES	Futures	2238.67	2239.21	2238.67	2239.21	168.0
2016-05-03 01:00:00	ES	Futures	2238.94	2239.75	2238.94	2239.21	415.0
2016-05-03 01:05:00	ES	Futures	2239.21	2239.75	2239.21	2239.48	224.0
2016-05-03 01:10:00	ES	Futures	2239.21	2240.29	2239.21	2240.02	478.0
2016-05-03 01:15:00	ES	Futures	2240.02	2240.29	2239.48	2239.48	153.0
2016-05-03 01:20:00	ES	Futures	2239.75	2239.75	2239.21	2239.48	157.0
2016-05-03 01:25:00	ES	Futures	2239.48	2240.02	2239.48	2239.75	185.0
2016-05-03 01:30:00	ES	Futures	2240.02	2240.02	2239.21	2239.48	209.0
2016-05-03 01:35:00	ES	Futures	2239.21	2239.75	2239.21	2239.75	101.0
2016-05-03 01:40:00	ES	Futures	2239.75	2239.75	2238.67	2238.67	525.0
2016-05-03 01:45:00	ES	Futures	2238.94	2238.94	2238.4	2238.67	137.0
2016-05-03 01:50:00	ES	Futures	2238.67	2238.94	2238.4	2238.94	88.0
2016-05-03 01:55:00	ES	Futures	2238.94	2238.94	2238.67	2238.94	70.0
2016-05-03 02:00:00	ES	Futures	2238.67	2238.94	2237.59	2238.13	1507.0
2016-05-03 02:05:00	ES	Futures	2238.4	2238.94	2237.59	2238.94	1298.0
2016-05-03 02:10:00	ES	Futures	2238.67	2239.48	2238.13	2238.94	1104.0
2016-05-03 02:15:00	ES	Futures	2238.94	2239.48	2238.94	2238.94	847.0
2016-05-03 02:20:00	ES	Futures	2239.21	2239.75	2238.67	2239.75	435.0
2016-05-03 02:25:00	ES	Futures	2239.75	2240.56	2239.21	2240.29	1225.0
2016-05-03 02:30:00	ES	Futures	2240.29	2240.56	2239.48	2239.48	918.0
2016-05-03 02:35:00	ES	Futures	2239.75	2240.02	2238.94	2239.21	841.0
2016-05-03 02:40:00	ES	Futures	2239.21	2239.75	2238.67	2238.67	695.0
2016-05-03 02:45:00	ES	Futures	2238.94	2239.21	2238.13	2238.13	1028.0
2016-05-03 02:50:00	ES	Futures	2238.4	2239.21	2238.4	2238.67	962.0
2016-05-03 02:55:00	ES	Futures	2238.67	2238.67	2237.59	2238.4	1346.0
2016-05-03 03:00:00	ES	Futures	2238.4	2238.4	2236.51	2237.32	5986.0
2016-05-03 03:05:00	ES	Futures	2237.32	2238.13	2236.51	2237.05	3622.0
2016-05-03 03:10:00	ES	Futures	2236.78	2237.05	2235.7	2235.97	6031.0
2016-05-03 03:15:00	ES	Futures	2235.97	2235.97	2234.89	2235.16	5251.0
2016-05-03 03:20:00	ES	Futures	2235.16	2236.24	2234.62	2235.16	4557.0
2016-05-03 03:25:00	ES	Futures	2235.16	2235.16	2234.35	2234.62	1916.0
2016-05-03 03:30:00	ES	Futures	2234.35	2234.89	2233.27	2233.54	4236.0
2016-05-03 03:35:00	ES	Futures	2233.27	2234.35	2232.73	2234.08	3228.0
2016-05-03 03:40:00	ES	Futures	2234.08	2234.35	2232.19	2232.46	2685.0
2016-05-03 03:45:00	ES	Futures	2232.19	2233.54	2231.38	2232.19	3024.0
2016-05-03 03:50:00	ES	Futures	2232.19	2232.19	2228.95	2230.03	6143.0
2016-05-03 03:55:00	ES	Futures	2230.3	2230.84	2229.22	2229.76	3100.0
2016-05-03 04:00:00	ES	Futures	2230.03	2230.03	2227.33	2227.33	5937.0
2016-05-03 04:05:00	ES	Futures	2227.33	2229.49	2227.33	2229.49	2931.0

> showing 50 of 15,554 rows — these rows as CSV

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