PREVIEW / futures_5min / 2016-01-03

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-03.parquet
  size:    61 KB
  rows:    2,756

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
2016-01-03 18:00:00	ES	Futures	2190.25	2195.35	2189.98	2195.08	4125.0
2016-01-03 18:05:00	ES	Futures	2194.55	2196.43	2194.28	2194.55	1440.0
2016-01-03 18:10:00	ES	Futures	2194.82	2195.08	2193.47	2193.74	787.0
2016-01-03 18:15:00	ES	Futures	2193.74	2195.08	2193.47	2194.55	895.0
2016-01-03 18:20:00	ES	Futures	2194.55	2194.82	2194.28	2194.55	220.0
2016-01-03 18:25:00	ES	Futures	2194.55	2194.82	2194.01	2194.55	238.0
2016-01-03 18:30:00	ES	Futures	2194.55	2194.55	2193.2	2193.47	463.0
2016-01-03 18:35:00	ES	Futures	2193.74	2193.74	2191.86	2192.13	457.0
2016-01-03 18:40:00	ES	Futures	2192.13	2192.67	2191.86	2191.86	996.0
2016-01-03 18:45:00	ES	Futures	2191.86	2192.4	2191.59	2191.86	674.0
2016-01-03 18:50:00	ES	Futures	2191.86	2192.93	2191.86	2192.93	346.0
2016-01-03 18:55:00	ES	Futures	2192.93	2193.2	2192.67	2192.93	274.0
2016-01-03 19:00:00	ES	Futures	2193.2	2194.01	2192.93	2193.74	845.0
2016-01-03 19:05:00	ES	Futures	2193.74	2194.28	2192.67	2192.93	536.0
2016-01-03 19:10:00	ES	Futures	2193.2	2194.28	2193.2	2194.01	431.0
2016-01-03 19:15:00	ES	Futures	2194.01	2194.28	2193.74	2194.01	217.0
2016-01-03 19:20:00	ES	Futures	2194.01	2194.28	2193.74	2194.28	286.0
2016-01-03 19:25:00	ES	Futures	2194.28	2194.82	2194.01	2194.55	454.0
2016-01-03 19:30:00	ES	Futures	2194.55	2195.08	2194.55	2195.08	532.0
2016-01-03 19:35:00	ES	Futures	2195.08	2195.35	2194.55	2194.55	567.0
2016-01-03 19:40:00	ES	Futures	2194.55	2195.35	2194.55	2194.82	302.0
2016-01-03 19:45:00	ES	Futures	2195.08	2195.35	2194.55	2195.08	485.0
2016-01-03 19:50:00	ES	Futures	2194.82	2195.35	2194.82	2195.08	336.0
2016-01-03 19:55:00	ES	Futures	2194.82	2195.35	2194.82	2195.08	213.0
2016-01-03 20:00:00	ES	Futures	2195.35	2195.89	2195.08	2195.89	559.0
2016-01-03 20:05:00	ES	Futures	2195.62	2195.89	2195.35	2195.35	362.0
2016-01-03 20:10:00	ES	Futures	2195.35	2195.35	2194.55	2194.82	316.0
2016-01-03 20:15:00	ES	Futures	2194.55	2194.82	2193.2	2194.01	1160.0
2016-01-03 20:20:00	ES	Futures	2194.01	2194.01	2192.93	2193.47	1102.0
2016-01-03 20:25:00	ES	Futures	2193.2	2193.74	2192.67	2192.93	399.0
2016-01-03 20:30:00	ES	Futures	2192.93	2194.55	2192.93	2193.2	878.0
2016-01-03 20:35:00	ES	Futures	2193.2	2193.2	2191.05	2191.32	1495.0
2016-01-03 20:40:00	ES	Futures	2191.32	2192.13	2191.05	2191.59	355.0
2016-01-03 20:45:00	ES	Futures	2191.59	2191.59	2189.98	2190.25	1811.0
2016-01-03 20:50:00	ES	Futures	2190.52	2190.52	2188.9	2189.71	1543.0
2016-01-03 20:55:00	ES	Futures	2189.71	2189.98	2188.64	2189.17	1266.0
2016-01-03 21:00:00	ES	Futures	2189.17	2189.17	2185.41	2186.22	2449.0
2016-01-03 21:05:00	ES	Futures	2185.95	2186.75	2185.68	2185.68	1156.0
2016-01-03 21:10:00	ES	Futures	2185.68	2185.95	2184.6	2184.6	1535.0
2016-01-03 21:15:00	ES	Futures	2184.6	2184.6	2182.45	2183.8	2667.0
2016-01-03 21:20:00	ES	Futures	2184.07	2184.07	2180.84	2181.65	2649.0
2016-01-03 21:25:00	ES	Futures	2181.65	2182.19	2177.35	2178.42	2960.0
2016-01-03 21:30:00	ES	Futures	2178.16	2180.31	2178.16	2179.23	1744.0
2016-01-03 21:35:00	ES	Futures	2179.23	2179.5	2177.35	2178.96	1388.0
2016-01-03 21:40:00	ES	Futures	2178.96	2181.65	2177.89	2181.65	1840.0
2016-01-03 21:45:00	ES	Futures	2181.65	2181.65	2179.77	2181.11	1497.0
2016-01-03 21:50:00	ES	Futures	2181.11	2181.92	2180.31	2181.65	696.0
2016-01-03 21:55:00	ES	Futures	2181.65	2181.65	2180.84	2181.11	396.0
2016-01-03 22:00:00	ES	Futures	2181.38	2181.65	2180.31	2181.65	512.0
2016-01-03 22:05:00	ES	Futures	2181.65	2183.26	2181.65	2182.19	1414.0

> showing 50 of 2,756 rows — these rows as CSV

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