PREVIEW / futures_5min / 2016-05-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-04.parquet
  size:    248 KB
  rows:    15,248

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
2016-05-04 00:00:00	ES	Futures	2217.89	2217.89	2217.35	2217.62	201.0
2016-05-04 00:05:00	ES	Futures	2217.62	2217.89	2217.62	2217.62	106.0
2016-05-04 00:10:00	ES	Futures	2217.89	2218.16	2217.62	2218.16	70.0
2016-05-04 00:15:00	ES	Futures	2218.16	2218.7	2217.89	2218.43	194.0
2016-05-04 00:20:00	ES	Futures	2218.43	2218.97	2218.43	2218.97	169.0
2016-05-04 00:25:00	ES	Futures	2218.97	2219.24	2218.7	2218.97	378.0
2016-05-04 00:30:00	ES	Futures	2218.97	2218.97	2218.7	2218.97	27.0
2016-05-04 00:35:00	ES	Futures	2218.7	2218.97	2218.7	2218.7	192.0
2016-05-04 00:40:00	ES	Futures	2218.7	2218.97	2218.16	2218.16	129.0
2016-05-04 00:45:00	ES	Futures	2218.16	2218.43	2217.62	2218.16	172.0
2016-05-04 00:50:00	ES	Futures	2218.16	2218.16	2217.62	2217.89	129.0
2016-05-04 00:55:00	ES	Futures	2217.89	2218.16	2217.08	2217.35	445.0
2016-05-04 01:00:00	ES	Futures	2217.35	2217.62	2217.08	2217.35	280.0
2016-05-04 01:05:00	ES	Futures	2217.35	2217.62	2217.08	2217.35	80.0
2016-05-04 01:10:00	ES	Futures	2217.62	2217.89	2217.35	2217.89	111.0
2016-05-04 01:15:00	ES	Futures	2217.62	2218.16	2217.35	2218.16	121.0
2016-05-04 01:20:00	ES	Futures	2218.16	2218.7	2217.62	2217.62	301.0
2016-05-04 01:25:00	ES	Futures	2217.89	2218.43	2217.89	2218.43	229.0
2016-05-04 01:30:00	ES	Futures	2218.7	2218.7	2218.16	2218.7	149.0
2016-05-04 01:35:00	ES	Futures	2218.7	2218.7	2218.16	2218.43	245.0
2016-05-04 01:40:00	ES	Futures	2218.7	2219.24	2218.43	2219.24	237.0
2016-05-04 01:45:00	ES	Futures	2219.24	2219.78	2218.97	2219.24	392.0
2016-05-04 01:50:00	ES	Futures	2219.24	2220.05	2219.24	2219.24	577.0
2016-05-04 01:55:00	ES	Futures	2219.24	2219.51	2218.7	2219.24	382.0
2016-05-04 02:00:00	ES	Futures	2219.51	2221.4	2219.24	2221.4	999.0
2016-05-04 02:05:00	ES	Futures	2221.4	2221.94	2219.78	2220.59	1768.0
2016-05-04 02:10:00	ES	Futures	2220.32	2220.86	2220.05	2220.59	724.0
2016-05-04 02:15:00	ES	Futures	2220.32	2220.32	2219.51	2220.32	896.0
2016-05-04 02:20:00	ES	Futures	2220.32	2220.32	2219.24	2219.78	928.0
2016-05-04 02:25:00	ES	Futures	2220.05	2220.32	2219.51	2220.05	902.0
2016-05-04 02:30:00	ES	Futures	2220.05	2220.86	2219.51	2219.51	880.0
2016-05-04 02:35:00	ES	Futures	2219.51	2219.51	2218.16	2218.16	1090.0
2016-05-04 02:40:00	ES	Futures	2218.43	2218.43	2217.08	2217.89	1346.0
2016-05-04 02:45:00	ES	Futures	2217.89	2218.43	2217.08	2217.62	1009.0
2016-05-04 02:50:00	ES	Futures	2217.62	2217.89	2216.54	2216.81	1095.0
2016-05-04 02:55:00	ES	Futures	2216.81	2217.89	2215.73	2216.27	1459.0
2016-05-04 03:00:00	ES	Futures	2216.0	2218.7	2215.73	2217.35	4725.0
2016-05-04 03:05:00	ES	Futures	2217.35	2219.24	2216.81	2218.7	4977.0
2016-05-04 03:10:00	ES	Futures	2218.7	2220.59	2218.7	2220.32	3967.0
2016-05-04 03:15:00	ES	Futures	2220.32	2220.59	2217.08	2218.16	3262.0
2016-05-04 03:20:00	ES	Futures	2218.16	2220.05	2217.35	2219.78	2050.0
2016-05-04 03:25:00	ES	Futures	2219.78	2221.67	2219.24	2221.4	3236.0
2016-05-04 03:30:00	ES	Futures	2221.4	2221.67	2220.32	2220.86	2564.0
2016-05-04 03:35:00	ES	Futures	2221.13	2221.13	2219.51	2219.78	2265.0
2016-05-04 03:40:00	ES	Futures	2219.78	2221.94	2219.24	2221.94	2094.0
2016-05-04 03:45:00	ES	Futures	2221.94	2223.29	2221.67	2223.02	2997.0
2016-05-04 03:50:00	ES	Futures	2222.75	2223.83	2221.4	2222.21	2225.0
2016-05-04 03:55:00	ES	Futures	2221.94	2223.02	2221.13	2221.94	2495.0
2016-05-04 04:00:00	ES	Futures	2221.94	2222.48	2220.32	2220.59	2263.0
2016-05-04 04:05:00	ES	Futures	2220.32	2221.13	2219.78	2219.78	1549.0

> showing 50 of 15,248 rows — these rows as CSV

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