PREVIEW / futures_5min / 2016-03-10

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-10.parquet
  size:    266 KB
  rows:    14,314

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
2016-03-10 00:00:00	ES	Futures	2139.73	2140.0	2139.46	2139.46	201.0
2016-03-10 00:05:00	ES	Futures	2139.46	2139.73	2138.39	2138.39	382.0
2016-03-10 00:10:00	ES	Futures	2138.39	2138.39	2137.85	2137.85	394.0
2016-03-10 00:15:00	ES	Futures	2137.85	2139.46	2137.58	2139.46	322.0
2016-03-10 00:20:00	ES	Futures	2139.73	2139.73	2139.19	2139.46	152.0
2016-03-10 00:25:00	ES	Futures	2139.46	2140.54	2139.46	2140.27	421.0
2016-03-10 00:30:00	ES	Futures	2140.27	2140.54	2138.92	2139.46	222.0
2016-03-10 00:35:00	ES	Futures	2139.19	2139.46	2138.39	2138.66	253.0
2016-03-10 00:40:00	ES	Futures	2138.66	2139.19	2138.39	2138.66	233.0
2016-03-10 00:45:00	ES	Futures	2138.92	2139.19	2137.85	2138.39	368.0
2016-03-10 00:50:00	ES	Futures	2138.39	2138.39	2138.12	2138.39	211.0
2016-03-10 00:55:00	ES	Futures	2138.39	2138.39	2137.85	2138.12	301.0
2016-03-10 01:00:00	ES	Futures	2138.39	2138.39	2137.58	2138.12	451.0
2016-03-10 01:05:00	ES	Futures	2138.12	2138.92	2137.85	2138.39	306.0
2016-03-10 01:10:00	ES	Futures	2138.39	2139.46	2138.39	2138.92	279.0
2016-03-10 01:15:00	ES	Futures	2139.19	2139.19	2138.12	2138.66	146.0
2016-03-10 01:20:00	ES	Futures	2138.66	2140.27	2138.66	2140.0	816.0
2016-03-10 01:25:00	ES	Futures	2140.27	2140.27	2139.73	2140.27	432.0
2016-03-10 01:30:00	ES	Futures	2140.27	2140.27	2139.19	2139.19	398.0
2016-03-10 01:35:00	ES	Futures	2139.19	2139.73	2138.92	2139.73	116.0
2016-03-10 01:40:00	ES	Futures	2139.46	2139.46	2138.12	2138.12	238.0
2016-03-10 01:45:00	ES	Futures	2138.12	2138.39	2137.85	2137.85	147.0
2016-03-10 01:50:00	ES	Futures	2138.12	2138.66	2137.85	2138.66	290.0
2016-03-10 01:55:00	ES	Futures	2138.66	2138.66	2137.31	2137.85	317.0
2016-03-10 02:00:00	ES	Futures	2137.85	2138.39	2137.31	2138.12	687.0
2016-03-10 02:05:00	ES	Futures	2138.12	2138.92	2137.58	2138.92	375.0
2016-03-10 02:10:00	ES	Futures	2138.92	2139.19	2137.58	2137.85	478.0
2016-03-10 02:15:00	ES	Futures	2138.12	2138.12	2135.7	2136.24	1565.0
2016-03-10 02:20:00	ES	Futures	2135.97	2136.51	2134.89	2136.24	1081.0
2016-03-10 02:25:00	ES	Futures	2136.24	2136.77	2135.43	2136.51	903.0
2016-03-10 02:30:00	ES	Futures	2136.51	2137.31	2136.24	2136.77	1140.0
2016-03-10 02:35:00	ES	Futures	2136.51	2137.31	2135.7	2137.04	690.0
2016-03-10 02:40:00	ES	Futures	2137.04	2138.12	2136.51	2137.58	769.0
2016-03-10 02:45:00	ES	Futures	2137.85	2137.85	2136.77	2137.58	741.0
2016-03-10 02:50:00	ES	Futures	2137.58	2138.39	2137.31	2137.58	825.0
2016-03-10 02:55:00	ES	Futures	2137.58	2139.46	2137.31	2138.92	1990.0
2016-03-10 03:00:00	ES	Futures	2138.92	2139.46	2136.24	2136.51	3888.0
2016-03-10 03:05:00	ES	Futures	2136.51	2138.12	2135.97	2137.85	2579.0
2016-03-10 03:10:00	ES	Futures	2137.85	2140.0	2137.58	2140.0	3218.0
2016-03-10 03:15:00	ES	Futures	2139.73	2140.27	2138.66	2140.27	1880.0
2016-03-10 03:20:00	ES	Futures	2140.27	2143.76	2138.92	2143.22	4563.0
2016-03-10 03:25:00	ES	Futures	2143.22	2143.76	2142.69	2142.95	2282.0
2016-03-10 03:30:00	ES	Futures	2143.22	2145.1	2142.42	2145.1	3609.0
2016-03-10 03:35:00	ES	Futures	2145.1	2145.64	2144.03	2144.57	2418.0
2016-03-10 03:40:00	ES	Futures	2144.57	2145.37	2143.76	2144.03	2030.0
2016-03-10 03:45:00	ES	Futures	2144.03	2144.3	2142.15	2142.42	1751.0
2016-03-10 03:50:00	ES	Futures	2142.42	2142.69	2141.07	2142.42	2689.0
2016-03-10 03:55:00	ES	Futures	2142.42	2143.76	2141.61	2143.22	1909.0
2016-03-10 04:00:00	ES	Futures	2143.22	2144.3	2142.69	2144.03	1526.0
2016-03-10 04:05:00	ES	Futures	2143.76	2144.57	2142.42	2143.76	1464.0

> showing 50 of 14,314 rows — these rows as CSV

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