PREVIEW / futures_5min / 2016-03-09

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-09.parquet
  size:    243 KB
  rows:    14,897

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
2016-03-09 00:00:00	ES	Futures	2131.13	2133.01	2131.13	2132.74	1018.0
2016-03-09 00:05:00	ES	Futures	2132.74	2133.55	2132.74	2133.28	1121.0
2016-03-09 00:10:00	ES	Futures	2133.28	2134.36	2133.28	2134.36	1316.0
2016-03-09 00:15:00	ES	Futures	2134.36	2134.62	2132.74	2134.09	1710.0
2016-03-09 00:20:00	ES	Futures	2134.09	2134.36	2133.55	2134.36	390.0
2016-03-09 00:25:00	ES	Futures	2134.36	2134.62	2133.01	2133.55	566.0
2016-03-09 00:30:00	ES	Futures	2133.82	2133.82	2133.01	2133.55	238.0
2016-03-09 00:35:00	ES	Futures	2133.55	2133.82	2133.28	2133.82	155.0
2016-03-09 00:40:00	ES	Futures	2134.09	2134.09	2133.55	2133.82	194.0
2016-03-09 00:45:00	ES	Futures	2133.82	2134.09	2133.28	2133.82	322.0
2016-03-09 00:50:00	ES	Futures	2133.82	2133.82	2133.55	2133.55	175.0
2016-03-09 00:55:00	ES	Futures	2133.55	2133.82	2133.55	2133.55	167.0
2016-03-09 01:00:00	ES	Futures	2133.82	2134.09	2133.55	2133.82	375.0
2016-03-09 01:05:00	ES	Futures	2133.82	2133.82	2133.01	2133.55	267.0
2016-03-09 01:10:00	ES	Futures	2133.55	2133.82	2132.74	2133.28	255.0
2016-03-09 01:15:00	ES	Futures	2133.28	2133.28	2132.74	2132.74	355.0
2016-03-09 01:20:00	ES	Futures	2132.74	2133.01	2132.21	2132.47	519.0
2016-03-09 01:25:00	ES	Futures	2132.47	2133.01	2132.21	2133.01	172.0
2016-03-09 01:30:00	ES	Futures	2133.01	2133.28	2132.74	2133.01	71.0
2016-03-09 01:35:00	ES	Futures	2133.28	2133.28	2132.47	2132.74	276.0
2016-03-09 01:40:00	ES	Futures	2133.01	2133.82	2133.01	2133.28	171.0
2016-03-09 01:45:00	ES	Futures	2133.55	2133.55	2132.21	2132.47	266.0
2016-03-09 01:50:00	ES	Futures	2132.47	2133.01	2132.47	2133.01	182.0
2016-03-09 01:55:00	ES	Futures	2133.01	2133.28	2132.74	2132.74	143.0
2016-03-09 02:00:00	ES	Futures	2133.01	2134.62	2132.74	2133.82	1110.0
2016-03-09 02:05:00	ES	Futures	2133.82	2134.09	2132.74	2134.09	828.0
2016-03-09 02:10:00	ES	Futures	2134.09	2135.7	2133.82	2135.16	1394.0
2016-03-09 02:15:00	ES	Futures	2135.16	2135.7	2134.36	2134.89	806.0
2016-03-09 02:20:00	ES	Futures	2134.62	2135.43	2134.09	2134.09	863.0
2016-03-09 02:25:00	ES	Futures	2134.09	2134.36	2133.01	2133.28	662.0
2016-03-09 02:30:00	ES	Futures	2133.55	2133.55	2132.74	2133.28	843.0
2016-03-09 02:35:00	ES	Futures	2133.01	2133.28	2132.21	2133.28	1121.0
2016-03-09 02:40:00	ES	Futures	2133.55	2133.55	2132.74	2132.74	400.0
2016-03-09 02:45:00	ES	Futures	2132.74	2133.01	2130.06	2131.4	2705.0
2016-03-09 02:50:00	ES	Futures	2131.4	2132.74	2131.4	2131.94	846.0
2016-03-09 02:55:00	ES	Futures	2131.94	2132.74	2131.13	2131.4	1027.0
2016-03-09 03:00:00	ES	Futures	2131.4	2133.28	2129.79	2131.67	5474.0
2016-03-09 03:05:00	ES	Futures	2131.4	2132.21	2129.79	2130.59	2282.0
2016-03-09 03:10:00	ES	Futures	2130.59	2133.28	2130.33	2132.47	2254.0
2016-03-09 03:15:00	ES	Futures	2132.47	2135.16	2131.94	2134.62	4010.0
2016-03-09 03:20:00	ES	Futures	2134.62	2135.43	2133.28	2135.16	2231.0
2016-03-09 03:25:00	ES	Futures	2134.89	2136.24	2134.62	2134.89	3463.0
2016-03-09 03:30:00	ES	Futures	2134.89	2138.12	2134.89	2137.31	5528.0
2016-03-09 03:35:00	ES	Futures	2137.04	2138.12	2135.16	2135.97	3105.0
2016-03-09 03:40:00	ES	Futures	2135.97	2136.77	2134.36	2134.36	2101.0
2016-03-09 03:45:00	ES	Futures	2134.36	2135.43	2134.36	2134.62	1512.0
2016-03-09 03:50:00	ES	Futures	2134.62	2134.89	2133.28	2133.28	1284.0
2016-03-09 03:55:00	ES	Futures	2133.28	2133.55	2131.94	2132.47	2009.0
2016-03-09 04:00:00	ES	Futures	2132.21	2134.09	2132.21	2133.28	1535.0
2016-03-09 04:05:00	ES	Futures	2133.55	2135.7	2132.74	2134.89	1738.0

> showing 50 of 14,897 rows — these rows as CSV

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