PREVIEW / futures_5min / 2016-03-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-06.parquet
  size:    46 KB
  rows:    2,489

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
2016-03-06 18:00:00	ES	Futures	2143.76	2144.03	2140.54	2141.88	2947.0
2016-03-06 18:05:00	ES	Futures	2142.15	2142.42	2140.8	2141.88	811.0
2016-03-06 18:10:00	ES	Futures	2142.15	2143.49	2142.15	2143.22	547.0
2016-03-06 18:15:00	ES	Futures	2143.22	2143.22	2142.15	2142.95	524.0
2016-03-06 18:20:00	ES	Futures	2143.22	2143.76	2142.95	2143.22	315.0
2016-03-06 18:25:00	ES	Futures	2143.22	2143.76	2142.95	2143.22	181.0
2016-03-06 18:30:00	ES	Futures	2143.22	2143.49	2142.15	2142.42	296.0
2016-03-06 18:35:00	ES	Futures	2142.69	2143.49	2142.15	2143.49	360.0
2016-03-06 18:40:00	ES	Futures	2143.22	2143.22	2141.07	2141.88	1010.0
2016-03-06 18:45:00	ES	Futures	2142.15	2142.95	2141.88	2142.15	160.0
2016-03-06 18:50:00	ES	Futures	2142.15	2142.42	2141.34	2141.61	331.0
2016-03-06 18:55:00	ES	Futures	2141.61	2141.61	2141.07	2141.34	246.0
2016-03-06 19:00:00	ES	Futures	2141.34	2141.61	2140.0	2140.54	1396.0
2016-03-06 19:05:00	ES	Futures	2140.54	2140.8	2139.73	2140.0	1126.0
2016-03-06 19:10:00	ES	Futures	2140.54	2140.54	2139.73	2139.73	347.0
2016-03-06 19:15:00	ES	Futures	2140.0	2141.07	2139.73	2140.27	438.0
2016-03-06 19:20:00	ES	Futures	2140.27	2140.54	2139.46	2139.46	917.0
2016-03-06 19:25:00	ES	Futures	2139.73	2140.0	2139.46	2139.46	626.0
2016-03-06 19:30:00	ES	Futures	2139.46	2139.73	2138.92	2139.46	744.0
2016-03-06 19:35:00	ES	Futures	2139.46	2139.73	2139.19	2139.46	258.0
2016-03-06 19:40:00	ES	Futures	2139.73	2140.54	2139.73	2140.27	612.0
2016-03-06 19:45:00	ES	Futures	2140.27	2140.8	2139.46	2139.46	583.0
2016-03-06 19:50:00	ES	Futures	2139.73	2140.54	2139.46	2140.27	315.0
2016-03-06 19:55:00	ES	Futures	2140.27	2140.54	2139.73	2139.73	316.0
2016-03-06 20:00:00	ES	Futures	2140.0	2140.54	2139.73	2140.27	360.0
2016-03-06 20:05:00	ES	Futures	2140.27	2140.27	2139.46	2139.46	279.0
2016-03-06 20:10:00	ES	Futures	2139.46	2139.73	2138.92	2138.92	851.0
2016-03-06 20:15:00	ES	Futures	2138.92	2139.73	2138.66	2139.46	1641.0
2016-03-06 20:20:00	ES	Futures	2139.19	2140.8	2138.39	2140.54	1030.0
2016-03-06 20:25:00	ES	Futures	2140.54	2140.8	2140.0	2140.27	384.0
2016-03-06 20:30:00	ES	Futures	2140.27	2141.61	2140.27	2141.61	1231.0
2016-03-06 20:35:00	ES	Futures	2141.61	2142.42	2141.61	2142.15	684.0
2016-03-06 20:40:00	ES	Futures	2141.88	2142.15	2141.07	2141.07	507.0
2016-03-06 20:45:00	ES	Futures	2140.8	2141.07	2140.27	2140.54	429.0
2016-03-06 20:50:00	ES	Futures	2140.54	2143.22	2140.54	2142.95	1364.0
2016-03-06 20:55:00	ES	Futures	2143.22	2143.76	2142.69	2142.69	1018.0
2016-03-06 21:00:00	ES	Futures	2142.95	2143.22	2141.88	2142.42	458.0
2016-03-06 21:05:00	ES	Futures	2142.42	2143.22	2142.42	2142.95	328.0
2016-03-06 21:10:00	ES	Futures	2142.95	2143.49	2142.69	2142.69	362.0
2016-03-06 21:15:00	ES	Futures	2142.95	2142.95	2142.69	2142.69	252.0
2016-03-06 21:20:00	ES	Futures	2142.69	2143.76	2142.69	2143.49	459.0
2016-03-06 21:25:00	ES	Futures	2143.49	2143.76	2142.95	2143.22	1403.0
2016-03-06 21:30:00	ES	Futures	2143.22	2143.49	2141.88	2142.15	623.0
2016-03-06 21:35:00	ES	Futures	2142.15	2142.42	2140.8	2140.8	438.0
2016-03-06 21:40:00	ES	Futures	2140.8	2141.61	2140.27	2141.34	643.0
2016-03-06 21:45:00	ES	Futures	2141.07	2141.61	2140.54	2140.54	344.0
2016-03-06 21:50:00	ES	Futures	2140.54	2140.8	2139.19	2139.19	958.0
2016-03-06 21:55:00	ES	Futures	2139.46	2139.73	2138.92	2139.46	691.0
2016-03-06 22:00:00	ES	Futures	2139.73	2140.27	2139.19	2139.19	318.0
2016-03-06 22:05:00	ES	Futures	2139.46	2140.54	2139.19	2140.54	325.0

> showing 50 of 2,489 rows — these rows as CSV

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