PREVIEW / futures_5min / 2016-03-07

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-07.parquet
  size:    241 KB
  rows:    14,549

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
2016-03-07 00:00:00	ES	Futures	2141.88	2142.15	2141.34	2141.61	203.0
2016-03-07 00:05:00	ES	Futures	2141.61	2141.61	2140.0	2140.8	552.0
2016-03-07 00:10:00	ES	Futures	2140.8	2141.07	2140.54	2141.07	120.0
2016-03-07 00:15:00	ES	Futures	2141.07	2141.61	2141.07	2141.61	299.0
2016-03-07 00:20:00	ES	Futures	2141.88	2141.88	2141.07	2141.61	169.0
2016-03-07 00:25:00	ES	Futures	2141.61	2141.61	2140.27	2140.27	231.0
2016-03-07 00:30:00	ES	Futures	2140.27	2140.8	2140.0	2140.8	364.0
2016-03-07 00:35:00	ES	Futures	2140.8	2140.8	2140.27	2140.8	136.0
2016-03-07 00:40:00	ES	Futures	2140.8	2141.34	2140.54	2140.8	313.0
2016-03-07 00:45:00	ES	Futures	2140.8	2141.34	2140.8	2140.8	125.0
2016-03-07 00:50:00	ES	Futures	2140.8	2141.07	2140.54	2141.07	92.0
2016-03-07 00:55:00	ES	Futures	2140.8	2141.07	2140.27	2140.8	243.0
2016-03-07 01:00:00	ES	Futures	2140.54	2140.8	2139.73	2140.0	365.0
2016-03-07 01:05:00	ES	Futures	2140.27	2140.54	2140.0	2140.0	367.0
2016-03-07 01:10:00	ES	Futures	2140.27	2140.8	2140.27	2140.8	249.0
2016-03-07 01:15:00	ES	Futures	2141.07	2141.61	2140.54	2141.61	392.0
2016-03-07 01:20:00	ES	Futures	2141.61	2142.69	2141.34	2142.15	532.0
2016-03-07 01:25:00	ES	Futures	2142.15	2142.42	2141.61	2142.15	312.0
2016-03-07 01:30:00	ES	Futures	2141.88	2142.15	2141.61	2142.15	102.0
2016-03-07 01:35:00	ES	Futures	2141.88	2142.15	2141.61	2141.88	48.0
2016-03-07 01:40:00	ES	Futures	2141.88	2142.42	2141.61	2141.61	268.0
2016-03-07 01:45:00	ES	Futures	2142.15	2142.15	2141.61	2141.88	131.0
2016-03-07 01:50:00	ES	Futures	2142.15	2142.15	2141.34	2141.61	268.0
2016-03-07 01:55:00	ES	Futures	2141.34	2142.69	2141.34	2142.42	178.0
2016-03-07 02:00:00	ES	Futures	2142.42	2143.22	2142.42	2142.42	736.0
2016-03-07 02:05:00	ES	Futures	2142.69	2142.69	2141.88	2142.15	683.0
2016-03-07 02:10:00	ES	Futures	2142.15	2143.22	2142.15	2142.69	425.0
2016-03-07 02:15:00	ES	Futures	2142.69	2144.3	2142.69	2143.49	1092.0
2016-03-07 02:20:00	ES	Futures	2143.49	2143.49	2142.42	2142.95	631.0
2016-03-07 02:25:00	ES	Futures	2142.95	2142.95	2141.88	2141.88	771.0
2016-03-07 02:30:00	ES	Futures	2142.15	2142.69	2141.34	2142.15	1461.0
2016-03-07 02:35:00	ES	Futures	2142.15	2142.15	2141.07	2141.61	1058.0
2016-03-07 02:40:00	ES	Futures	2141.34	2141.61	2140.27	2140.54	912.0
2016-03-07 02:45:00	ES	Futures	2140.54	2142.15	2140.54	2141.61	1206.0
2016-03-07 02:50:00	ES	Futures	2141.34	2141.61	2140.54	2140.54	588.0
2016-03-07 02:55:00	ES	Futures	2140.54	2141.34	2140.0	2141.07	1719.0
2016-03-07 03:00:00	ES	Futures	2141.07	2141.34	2139.19	2140.54	3408.0
2016-03-07 03:05:00	ES	Futures	2140.27	2142.69	2139.19	2142.42	2602.0
2016-03-07 03:10:00	ES	Futures	2142.15	2143.76	2141.34	2143.49	3654.0
2016-03-07 03:15:00	ES	Futures	2143.22	2145.64	2143.22	2145.1	3918.0
2016-03-07 03:20:00	ES	Futures	2144.84	2145.37	2142.95	2143.49	2362.0
2016-03-07 03:25:00	ES	Futures	2143.22	2143.22	2140.8	2141.61	3070.0
2016-03-07 03:30:00	ES	Futures	2141.61	2141.88	2140.27	2141.07	2405.0
2016-03-07 03:35:00	ES	Futures	2141.34	2141.34	2138.12	2138.39	3829.0
2016-03-07 03:40:00	ES	Futures	2138.66	2138.92	2137.58	2137.85	3245.0
2016-03-07 03:45:00	ES	Futures	2137.85	2140.27	2137.31	2139.46	3571.0
2016-03-07 03:50:00	ES	Futures	2139.46	2139.46	2137.31	2138.12	3663.0
2016-03-07 03:55:00	ES	Futures	2137.85	2140.54	2137.85	2140.0	2514.0
2016-03-07 04:00:00	ES	Futures	2140.0	2141.61	2139.73	2141.34	1735.0
2016-03-07 04:05:00	ES	Futures	2141.34	2142.95	2141.07	2142.42	2941.0

> showing 50 of 14,549 rows — these rows as CSV

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