PREVIEW / futures_5min / 2016-03-08

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-08.parquet
  size:    250 KB
  rows:    14,909

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
2016-03-08 00:00:00	ES	Futures	2143.76	2143.76	2142.69	2143.22	570.0
2016-03-08 00:05:00	ES	Futures	2143.22	2143.22	2141.34	2141.34	811.0
2016-03-08 00:10:00	ES	Futures	2141.34	2142.15	2140.8	2141.61	590.0
2016-03-08 00:15:00	ES	Futures	2141.61	2142.15	2141.34	2141.34	555.0
2016-03-08 00:20:00	ES	Futures	2141.61	2142.42	2141.34	2141.34	481.0
2016-03-08 00:25:00	ES	Futures	2141.34	2142.15	2140.54	2141.34	426.0
2016-03-08 00:30:00	ES	Futures	2141.61	2141.88	2140.8	2141.07	305.0
2016-03-08 00:35:00	ES	Futures	2141.07	2141.61	2140.54	2141.07	249.0
2016-03-08 00:40:00	ES	Futures	2141.07	2142.15	2140.8	2142.15	245.0
2016-03-08 00:45:00	ES	Futures	2141.88	2142.42	2141.61	2141.88	261.0
2016-03-08 00:50:00	ES	Futures	2141.61	2142.95	2141.61	2142.69	447.0
2016-03-08 00:55:00	ES	Futures	2142.42	2142.69	2141.88	2141.88	291.0
2016-03-08 01:00:00	ES	Futures	2141.88	2141.88	2140.8	2141.07	365.0
2016-03-08 01:05:00	ES	Futures	2141.34	2141.61	2140.54	2140.54	334.0
2016-03-08 01:10:00	ES	Futures	2140.8	2140.8	2138.66	2139.46	1313.0
2016-03-08 01:15:00	ES	Futures	2139.73	2140.27	2139.46	2140.0	338.0
2016-03-08 01:20:00	ES	Futures	2140.0	2140.8	2139.73	2140.8	190.0
2016-03-08 01:25:00	ES	Futures	2140.8	2141.07	2139.46	2139.73	249.0
2016-03-08 01:30:00	ES	Futures	2140.0	2140.0	2139.46	2139.46	168.0
2016-03-08 01:35:00	ES	Futures	2139.46	2139.73	2139.19	2139.46	557.0
2016-03-08 01:40:00	ES	Futures	2139.46	2139.46	2138.66	2139.19	360.0
2016-03-08 01:45:00	ES	Futures	2139.19	2139.46	2138.12	2138.12	278.0
2016-03-08 01:50:00	ES	Futures	2138.12	2139.73	2137.85	2139.73	1244.0
2016-03-08 01:55:00	ES	Futures	2139.73	2140.27	2139.46	2140.0	426.0
2016-03-08 02:00:00	ES	Futures	2140.0	2141.07	2139.19	2140.8	1043.0
2016-03-08 02:05:00	ES	Futures	2140.54	2141.34	2138.92	2139.46	944.0
2016-03-08 02:10:00	ES	Futures	2139.46	2140.0	2138.66	2138.92	689.0
2016-03-08 02:15:00	ES	Futures	2138.92	2139.19	2137.31	2137.58	740.0
2016-03-08 02:20:00	ES	Futures	2137.31	2138.12	2137.04	2137.31	1095.0
2016-03-08 02:25:00	ES	Futures	2137.31	2138.12	2136.24	2136.24	1312.0
2016-03-08 02:30:00	ES	Futures	2136.51	2137.58	2135.7	2137.58	1950.0
2016-03-08 02:35:00	ES	Futures	2137.31	2137.85	2137.04	2137.58	756.0
2016-03-08 02:40:00	ES	Futures	2137.58	2138.12	2136.24	2136.77	713.0
2016-03-08 02:45:00	ES	Futures	2136.77	2137.31	2136.24	2136.77	1557.0
2016-03-08 02:50:00	ES	Futures	2136.77	2137.85	2135.97	2137.31	916.0
2016-03-08 02:55:00	ES	Futures	2137.58	2137.58	2135.97	2136.24	1275.0
2016-03-08 03:00:00	ES	Futures	2136.24	2137.31	2134.09	2135.43	5741.0
2016-03-08 03:05:00	ES	Futures	2135.43	2135.7	2133.82	2134.62	4390.0
2016-03-08 03:10:00	ES	Futures	2134.36	2136.77	2133.82	2135.97	3731.0
2016-03-08 03:15:00	ES	Futures	2135.97	2137.85	2135.16	2135.7	2527.0
2016-03-08 03:20:00	ES	Futures	2135.43	2135.43	2133.01	2133.28	3142.0
2016-03-08 03:25:00	ES	Futures	2133.55	2134.36	2131.4	2132.47	5915.0
2016-03-08 03:30:00	ES	Futures	2132.21	2134.36	2131.67	2133.82	2834.0
2016-03-08 03:35:00	ES	Futures	2133.82	2137.04	2133.82	2135.43	4196.0
2016-03-08 03:40:00	ES	Futures	2135.43	2135.7	2133.82	2134.09	2108.0
2016-03-08 03:45:00	ES	Futures	2134.09	2135.43	2133.28	2134.89	3613.0
2016-03-08 03:50:00	ES	Futures	2134.89	2134.89	2132.21	2132.47	3255.0
2016-03-08 03:55:00	ES	Futures	2132.47	2133.28	2131.94	2133.01	2112.0
2016-03-08 04:00:00	ES	Futures	2133.01	2133.55	2132.21	2132.47	1507.0
2016-03-08 04:05:00	ES	Futures	2132.74	2133.82	2132.47	2133.82	1749.0

> showing 50 of 14,909 rows — these rows as CSV

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