PREVIEW / futures_5min / 2016-03-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-02.parquet
  size:    244 KB
  rows:    14,779

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
2016-03-02 00:00:00	ES	Futures	2128.71	2129.25	2128.18	2128.71	554.0
2016-03-02 00:05:00	ES	Futures	2128.71	2129.52	2128.71	2129.25	697.0
2016-03-02 00:10:00	ES	Futures	2129.25	2129.79	2128.98	2129.52	533.0
2016-03-02 00:15:00	ES	Futures	2129.52	2129.79	2128.71	2128.71	219.0
2016-03-02 00:20:00	ES	Futures	2128.71	2129.52	2128.71	2128.98	651.0
2016-03-02 00:25:00	ES	Futures	2128.98	2129.52	2128.71	2129.52	438.0
2016-03-02 00:30:00	ES	Futures	2129.25	2130.06	2129.25	2129.79	524.0
2016-03-02 00:35:00	ES	Futures	2129.52	2130.06	2129.52	2129.79	339.0
2016-03-02 00:40:00	ES	Futures	2129.79	2133.01	2129.79	2131.67	3341.0
2016-03-02 00:45:00	ES	Futures	2131.4	2132.21	2130.86	2131.13	399.0
2016-03-02 00:50:00	ES	Futures	2131.13	2132.47	2130.86	2132.21	824.0
2016-03-02 00:55:00	ES	Futures	2132.21	2132.21	2130.33	2130.33	672.0
2016-03-02 01:00:00	ES	Futures	2130.59	2131.13	2130.33	2131.13	838.0
2016-03-02 01:05:00	ES	Futures	2131.13	2131.13	2130.06	2130.06	479.0
2016-03-02 01:10:00	ES	Futures	2130.33	2131.13	2130.06	2131.13	524.0
2016-03-02 01:15:00	ES	Futures	2131.13	2131.13	2130.06	2130.86	525.0
2016-03-02 01:20:00	ES	Futures	2130.59	2130.86	2130.33	2130.86	574.0
2016-03-02 01:25:00	ES	Futures	2130.86	2131.94	2130.59	2130.86	583.0
2016-03-02 01:30:00	ES	Futures	2130.59	2131.67	2130.59	2131.13	636.0
2016-03-02 01:35:00	ES	Futures	2131.13	2132.21	2131.13	2131.67	588.0
2016-03-02 01:40:00	ES	Futures	2131.94	2131.94	2131.4	2131.94	208.0
2016-03-02 01:45:00	ES	Futures	2131.94	2132.21	2131.4	2131.67	242.0
2016-03-02 01:50:00	ES	Futures	2131.4	2131.67	2131.13	2131.4	329.0
2016-03-02 01:55:00	ES	Futures	2131.4	2131.4	2130.86	2131.13	516.0
2016-03-02 02:00:00	ES	Futures	2131.13	2131.13	2129.52	2129.79	2044.0
2016-03-02 02:05:00	ES	Futures	2129.79	2129.79	2128.44	2128.71	1453.0
2016-03-02 02:10:00	ES	Futures	2128.71	2129.52	2128.18	2129.25	1532.0
2016-03-02 02:15:00	ES	Futures	2129.25	2129.52	2128.98	2129.25	1278.0
2016-03-02 02:20:00	ES	Futures	2129.25	2129.25	2128.44	2128.71	652.0
2016-03-02 02:25:00	ES	Futures	2128.71	2128.71	2127.37	2127.64	1391.0
2016-03-02 02:30:00	ES	Futures	2127.64	2128.44	2127.1	2127.64	1658.0
2016-03-02 02:35:00	ES	Futures	2127.64	2127.64	2126.83	2126.83	840.0
2016-03-02 02:40:00	ES	Futures	2126.83	2128.71	2126.83	2128.44	1467.0
2016-03-02 02:45:00	ES	Futures	2128.18	2128.18	2126.03	2126.03	1426.0
2016-03-02 02:50:00	ES	Futures	2126.29	2126.29	2124.68	2125.22	2329.0
2016-03-02 02:55:00	ES	Futures	2124.95	2126.83	2124.68	2126.29	2509.0
2016-03-02 03:00:00	ES	Futures	2126.29	2126.56	2123.88	2124.68	5871.0
2016-03-02 03:05:00	ES	Futures	2124.68	2125.22	2123.61	2124.68	3575.0
2016-03-02 03:10:00	ES	Futures	2124.68	2124.68	2123.34	2123.34	3445.0
2016-03-02 03:15:00	ES	Futures	2123.61	2124.14	2122.26	2122.8	2969.0
2016-03-02 03:20:00	ES	Futures	2122.8	2123.34	2121.46	2122.26	4020.0
2016-03-02 03:25:00	ES	Futures	2122.26	2124.95	2122.0	2124.41	4529.0
2016-03-02 03:30:00	ES	Futures	2124.41	2125.49	2123.07	2124.68	2558.0
2016-03-02 03:35:00	ES	Futures	2124.68	2127.37	2124.68	2127.1	3929.0
2016-03-02 03:40:00	ES	Futures	2127.1	2127.91	2126.56	2127.64	3303.0
2016-03-02 03:45:00	ES	Futures	2127.64	2127.91	2126.29	2127.1	2629.0
2016-03-02 03:50:00	ES	Futures	2127.1	2128.44	2126.29	2127.91	2527.0
2016-03-02 03:55:00	ES	Futures	2128.18	2128.18	2126.29	2127.1	2570.0
2016-03-02 04:00:00	ES	Futures	2127.1	2127.37	2124.68	2124.95	3138.0
2016-03-02 04:05:00	ES	Futures	2124.95	2126.03	2124.95	2125.76	2154.0

> showing 50 of 14,779 rows — these rows as CSV

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