PREVIEW / futures_5min / 2016-03-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-04.parquet
  size:    229 KB
  rows:    12,563

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
2016-03-04 00:00:00	ES	Futures	2140.54	2141.34	2140.27	2140.27	573.0
2016-03-04 00:05:00	ES	Futures	2140.54	2140.54	2139.46	2139.46	358.0
2016-03-04 00:10:00	ES	Futures	2139.73	2139.73	2138.66	2138.92	968.0
2016-03-04 00:15:00	ES	Futures	2138.92	2139.46	2138.66	2138.92	503.0
2016-03-04 00:20:00	ES	Futures	2138.92	2139.46	2138.66	2139.19	515.0
2016-03-04 00:25:00	ES	Futures	2139.46	2140.27	2139.19	2139.19	429.0
2016-03-04 00:30:00	ES	Futures	2138.92	2139.73	2138.92	2139.46	344.0
2016-03-04 00:35:00	ES	Futures	2139.73	2140.0	2139.19	2140.0	480.0
2016-03-04 00:40:00	ES	Futures	2140.0	2140.0	2138.66	2139.19	455.0
2016-03-04 00:45:00	ES	Futures	2139.19	2139.46	2138.66	2138.92	321.0
2016-03-04 00:50:00	ES	Futures	2138.92	2139.46	2138.92	2138.92	434.0
2016-03-04 00:55:00	ES	Futures	2138.92	2139.46	2138.92	2139.19	441.0
2016-03-04 01:00:00	ES	Futures	2138.92	2139.46	2138.66	2138.92	303.0
2016-03-04 01:05:00	ES	Futures	2139.19	2139.19	2138.66	2138.92	180.0
2016-03-04 01:10:00	ES	Futures	2138.66	2139.73	2138.66	2139.46	219.0
2016-03-04 01:15:00	ES	Futures	2139.46	2139.73	2138.66	2139.46	461.0
2016-03-04 01:20:00	ES	Futures	2139.19	2139.46	2138.92	2139.19	110.0
2016-03-04 01:25:00	ES	Futures	2138.92	2139.19	2138.66	2138.92	188.0
2016-03-04 01:30:00	ES	Futures	2138.92	2139.19	2138.92	2138.92	182.0
2016-03-04 01:35:00	ES	Futures	2138.92	2139.46	2138.39	2138.92	328.0
2016-03-04 01:40:00	ES	Futures	2139.19	2139.19	2138.66	2138.92	141.0
2016-03-04 01:45:00	ES	Futures	2138.92	2139.19	2138.66	2139.19	254.0
2016-03-04 01:50:00	ES	Futures	2138.92	2138.92	2138.66	2138.92	380.0
2016-03-04 01:55:00	ES	Futures	2138.66	2139.73	2138.66	2139.46	414.0
2016-03-04 02:00:00	ES	Futures	2139.46	2140.54	2138.66	2140.54	1071.0
2016-03-04 02:05:00	ES	Futures	2140.54	2140.54	2140.0	2140.27	544.0
2016-03-04 02:10:00	ES	Futures	2140.27	2140.27	2139.46	2139.73	564.0
2016-03-04 02:15:00	ES	Futures	2139.73	2140.8	2139.73	2140.0	701.0
2016-03-04 02:20:00	ES	Futures	2140.27	2140.27	2139.46	2140.0	556.0
2016-03-04 02:25:00	ES	Futures	2140.0	2140.0	2139.46	2140.0	428.0
2016-03-04 02:30:00	ES	Futures	2139.73	2140.54	2139.46	2140.27	930.0
2016-03-04 02:35:00	ES	Futures	2140.27	2140.8	2140.27	2140.54	499.0
2016-03-04 02:40:00	ES	Futures	2140.54	2141.07	2140.54	2140.54	438.0
2016-03-04 02:45:00	ES	Futures	2140.54	2141.07	2140.0	2140.0	584.0
2016-03-04 02:50:00	ES	Futures	2140.0	2140.27	2139.46	2140.0	1143.0
2016-03-04 02:55:00	ES	Futures	2140.0	2140.27	2139.19	2139.19	771.0
2016-03-04 03:00:00	ES	Futures	2139.19	2140.54	2138.66	2139.19	2674.0
2016-03-04 03:05:00	ES	Futures	2139.19	2139.73	2138.39	2138.92	2950.0
2016-03-04 03:10:00	ES	Futures	2139.19	2139.46	2137.58	2138.39	2860.0
2016-03-04 03:15:00	ES	Futures	2138.39	2138.66	2137.04	2137.85	1636.0
2016-03-04 03:20:00	ES	Futures	2137.85	2137.85	2135.7	2136.51	4679.0
2016-03-04 03:25:00	ES	Futures	2136.51	2137.31	2135.97	2136.51	1569.0
2016-03-04 03:30:00	ES	Futures	2136.51	2137.85	2136.24	2137.58	1426.0
2016-03-04 03:35:00	ES	Futures	2137.58	2138.66	2137.31	2137.85	1827.0
2016-03-04 03:40:00	ES	Futures	2137.58	2138.12	2137.04	2138.12	1242.0
2016-03-04 03:45:00	ES	Futures	2138.12	2138.66	2137.31	2137.85	972.0
2016-03-04 03:50:00	ES	Futures	2137.58	2138.12	2137.04	2137.04	879.0
2016-03-04 03:55:00	ES	Futures	2137.04	2138.12	2136.77	2137.58	1285.0
2016-03-04 04:00:00	ES	Futures	2137.85	2137.85	2136.51	2137.31	1113.0
2016-03-04 04:05:00	ES	Futures	2137.31	2137.58	2136.24	2136.51	1357.0

> showing 50 of 12,563 rows — these rows as CSV

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