PREVIEW / futures_5min / 2016-03-03

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-03.parquet
  size:    244 KB
  rows:    14,715

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
2016-03-03 00:00:00	ES	Futures	2134.89	2135.43	2134.62	2135.43	839.0
2016-03-03 00:05:00	ES	Futures	2135.16	2135.7	2134.89	2135.16	637.0
2016-03-03 00:10:00	ES	Futures	2135.16	2135.7	2134.89	2135.43	735.0
2016-03-03 00:15:00	ES	Futures	2135.43	2135.7	2135.16	2135.43	324.0
2016-03-03 00:20:00	ES	Futures	2135.16	2135.7	2135.16	2135.16	537.0
2016-03-03 00:25:00	ES	Futures	2135.16	2135.7	2134.89	2135.16	352.0
2016-03-03 00:30:00	ES	Futures	2135.16	2135.43	2134.09	2134.36	483.0
2016-03-03 00:35:00	ES	Futures	2134.36	2134.62	2133.55	2133.82	650.0
2016-03-03 00:40:00	ES	Futures	2134.09	2134.09	2133.55	2133.82	341.0
2016-03-03 00:45:00	ES	Futures	2133.55	2134.89	2133.55	2134.62	470.0
2016-03-03 00:50:00	ES	Futures	2134.62	2134.89	2134.09	2134.89	318.0
2016-03-03 00:55:00	ES	Futures	2134.89	2135.7	2134.89	2135.16	635.0
2016-03-03 01:00:00	ES	Futures	2135.43	2135.43	2134.09	2134.36	478.0
2016-03-03 01:05:00	ES	Futures	2134.36	2134.62	2134.09	2134.62	233.0
2016-03-03 01:10:00	ES	Futures	2134.36	2135.43	2134.09	2135.43	498.0
2016-03-03 01:15:00	ES	Futures	2135.16	2135.43	2135.16	2135.16	240.0
2016-03-03 01:20:00	ES	Futures	2135.16	2135.43	2134.89	2135.16	264.0
2016-03-03 01:25:00	ES	Futures	2135.16	2135.97	2135.16	2135.7	1005.0
2016-03-03 01:30:00	ES	Futures	2135.7	2136.51	2134.62	2134.62	749.0
2016-03-03 01:35:00	ES	Futures	2134.62	2134.62	2133.28	2134.36	928.0
2016-03-03 01:40:00	ES	Futures	2134.36	2134.36	2133.28	2133.28	534.0
2016-03-03 01:45:00	ES	Futures	2133.28	2133.82	2132.74	2133.55	537.0
2016-03-03 01:50:00	ES	Futures	2133.55	2133.55	2132.74	2133.01	474.0
2016-03-03 01:55:00	ES	Futures	2133.01	2133.55	2132.47	2133.28	421.0
2016-03-03 02:00:00	ES	Futures	2133.28	2133.55	2132.47	2133.01	1052.0
2016-03-03 02:05:00	ES	Futures	2133.28	2133.28	2131.94	2132.47	1253.0
2016-03-03 02:10:00	ES	Futures	2132.47	2132.47	2131.4	2131.4	1197.0
2016-03-03 02:15:00	ES	Futures	2131.4	2131.67	2130.59	2130.59	1446.0
2016-03-03 02:20:00	ES	Futures	2130.59	2131.67	2130.06	2130.06	1257.0
2016-03-03 02:25:00	ES	Futures	2130.06	2131.4	2130.06	2131.4	994.0
2016-03-03 02:30:00	ES	Futures	2131.13	2132.21	2131.13	2131.4	1261.0
2016-03-03 02:35:00	ES	Futures	2131.4	2131.4	2129.52	2130.06	1666.0
2016-03-03 02:40:00	ES	Futures	2130.06	2131.67	2130.06	2131.67	607.0
2016-03-03 02:45:00	ES	Futures	2131.67	2132.21	2130.86	2131.13	1084.0
2016-03-03 02:50:00	ES	Futures	2131.13	2131.4	2130.59	2131.13	809.0
2016-03-03 02:55:00	ES	Futures	2131.13	2132.21	2131.13	2131.94	841.0
2016-03-03 03:00:00	ES	Futures	2131.94	2132.74	2129.52	2130.33	2943.0
2016-03-03 03:05:00	ES	Futures	2130.33	2131.13	2129.25	2130.86	2783.0
2016-03-03 03:10:00	ES	Futures	2130.86	2131.94	2130.33	2130.86	1776.0
2016-03-03 03:15:00	ES	Futures	2130.86	2131.4	2129.52	2130.86	2334.0
2016-03-03 03:20:00	ES	Futures	2130.86	2131.13	2128.71	2128.71	2759.0
2016-03-03 03:25:00	ES	Futures	2128.98	2128.98	2127.64	2128.18	4136.0
2016-03-03 03:30:00	ES	Futures	2128.18	2128.98	2127.1	2127.37	2094.0
2016-03-03 03:35:00	ES	Futures	2127.37	2129.79	2127.37	2129.52	1568.0
2016-03-03 03:40:00	ES	Futures	2129.52	2129.52	2128.18	2128.71	1414.0
2016-03-03 03:45:00	ES	Futures	2128.71	2128.98	2127.64	2128.98	1168.0
2016-03-03 03:50:00	ES	Futures	2128.71	2129.79	2126.56	2126.56	2131.0
2016-03-03 03:55:00	ES	Futures	2126.56	2129.25	2126.56	2128.71	2367.0
2016-03-03 04:00:00	ES	Futures	2128.98	2130.33	2128.98	2130.33	1966.0
2016-03-03 04:05:00	ES	Futures	2130.33	2131.13	2129.52	2130.86	2311.0

> showing 50 of 14,715 rows — these rows as CSV

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