PREVIEW / futures_5min / 2016-03-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-01.parquet
  size:    266 KB
  rows:    15,292

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
2016-03-01 00:00:00	ES	Futures	2072.02	2072.28	2070.13	2070.13	582.0
2016-03-01 00:05:00	ES	Futures	2070.4	2071.48	2070.4	2071.48	364.0
2016-03-01 00:10:00	ES	Futures	2071.21	2071.48	2070.67	2071.21	341.0
2016-03-01 00:15:00	ES	Futures	2071.48	2071.48	2067.72	2067.98	1159.0
2016-03-01 00:20:00	ES	Futures	2068.25	2068.25	2066.91	2067.45	685.0
2016-03-01 00:25:00	ES	Futures	2067.45	2068.79	2067.18	2068.25	489.0
2016-03-01 00:30:00	ES	Futures	2067.98	2068.79	2066.64	2067.18	882.0
2016-03-01 00:35:00	ES	Futures	2067.45	2068.25	2067.18	2067.72	333.0
2016-03-01 00:40:00	ES	Futures	2067.72	2068.52	2067.72	2068.25	249.0
2016-03-01 00:45:00	ES	Futures	2068.25	2071.21	2067.98	2070.94	1186.0
2016-03-01 00:50:00	ES	Futures	2070.94	2071.48	2070.13	2070.94	815.0
2016-03-01 00:55:00	ES	Futures	2070.94	2071.48	2070.4	2070.4	435.0
2016-03-01 01:00:00	ES	Futures	2070.94	2071.75	2070.67	2071.75	480.0
2016-03-01 01:05:00	ES	Futures	2071.48	2073.36	2071.48	2072.28	1222.0
2016-03-01 01:10:00	ES	Futures	2072.55	2073.9	2072.28	2073.63	1003.0
2016-03-01 01:15:00	ES	Futures	2073.63	2073.9	2072.55	2072.82	508.0
2016-03-01 01:20:00	ES	Futures	2072.82	2073.63	2072.82	2072.82	493.0
2016-03-01 01:25:00	ES	Futures	2073.09	2073.09	2071.48	2072.28	1017.0
2016-03-01 01:30:00	ES	Futures	2072.28	2073.36	2072.28	2072.82	522.0
2016-03-01 01:35:00	ES	Futures	2072.82	2073.36	2072.28	2072.55	379.0
2016-03-01 01:40:00	ES	Futures	2072.28	2073.09	2071.75	2073.09	246.0
2016-03-01 01:45:00	ES	Futures	2072.82	2073.36	2072.28	2073.09	233.0
2016-03-01 01:50:00	ES	Futures	2073.09	2074.43	2072.82	2074.16	661.0
2016-03-01 01:55:00	ES	Futures	2073.9	2074.43	2072.82	2073.63	489.0
2016-03-01 02:00:00	ES	Futures	2073.63	2076.31	2073.63	2076.05	2513.0
2016-03-01 02:05:00	ES	Futures	2076.05	2076.58	2074.16	2075.24	3586.0
2016-03-01 02:10:00	ES	Futures	2075.24	2076.31	2074.43	2075.78	1208.0
2016-03-01 02:15:00	ES	Futures	2075.78	2077.12	2075.78	2076.05	1594.0
2016-03-01 02:20:00	ES	Futures	2076.05	2076.31	2074.97	2076.05	952.0
2016-03-01 02:25:00	ES	Futures	2076.31	2077.12	2076.05	2076.58	844.0
2016-03-01 02:30:00	ES	Futures	2076.58	2078.46	2076.05	2077.66	2747.0
2016-03-01 02:35:00	ES	Futures	2077.93	2078.73	2077.39	2077.66	1934.0
2016-03-01 02:40:00	ES	Futures	2077.93	2078.73	2077.39	2078.46	1085.0
2016-03-01 02:45:00	ES	Futures	2078.46	2079.81	2078.2	2079.27	2163.0
2016-03-01 02:50:00	ES	Futures	2079.0	2080.61	2079.0	2080.35	2354.0
2016-03-01 02:55:00	ES	Futures	2080.35	2081.69	2079.81	2081.42	2251.0
2016-03-01 03:00:00	ES	Futures	2081.15	2081.69	2078.2	2079.54	4520.0
2016-03-01 03:05:00	ES	Futures	2079.54	2079.54	2076.85	2077.93	3562.0
2016-03-01 03:10:00	ES	Futures	2077.66	2084.11	2077.12	2083.84	8151.0
2016-03-01 03:15:00	ES	Futures	2083.84	2086.26	2083.03	2085.18	6153.0
2016-03-01 03:20:00	ES	Futures	2085.45	2086.26	2083.3	2083.3	4086.0
2016-03-01 03:25:00	ES	Futures	2083.57	2085.99	2083.3	2085.45	2857.0
2016-03-01 03:30:00	ES	Futures	2085.45	2089.21	2085.45	2088.14	6895.0
2016-03-01 03:35:00	ES	Futures	2088.14	2090.02	2087.6	2089.75	4056.0
2016-03-01 03:40:00	ES	Futures	2089.75	2091.36	2088.14	2088.41	6149.0
2016-03-01 03:45:00	ES	Futures	2088.41	2091.09	2088.41	2089.21	4774.0
2016-03-01 03:50:00	ES	Futures	2089.48	2089.48	2087.33	2087.87	2949.0
2016-03-01 03:55:00	ES	Futures	2087.87	2088.41	2085.72	2085.99	2902.0
2016-03-01 04:00:00	ES	Futures	2085.99	2086.26	2083.57	2084.11	4713.0
2016-03-01 04:05:00	ES	Futures	2084.38	2084.91	2083.3	2083.57	1962.0

> showing 50 of 15,292 rows — these rows as CSV

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