PREVIEW / futures_5min / 2016-03-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-17.parquet
  size:    269 KB
  rows:    15,574

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
2016-03-17 00:00:00	ES	Futures	2185.49	2186.03	2185.49	2185.76	291.0
2016-03-17 00:05:00	ES	Futures	2185.49	2185.76	2184.95	2184.95	147.0
2016-03-17 00:10:00	ES	Futures	2185.22	2185.22	2184.14	2184.14	415.0
2016-03-17 00:15:00	ES	Futures	2184.14	2184.68	2184.14	2184.68	317.0
2016-03-17 00:20:00	ES	Futures	2184.41	2184.41	2183.87	2184.41	486.0
2016-03-17 00:25:00	ES	Futures	2184.41	2184.68	2183.87	2184.68	362.0
2016-03-17 00:30:00	ES	Futures	2184.41	2185.22	2184.41	2185.22	329.0
2016-03-17 00:35:00	ES	Futures	2185.22	2185.49	2184.14	2184.14	444.0
2016-03-17 00:40:00	ES	Futures	2184.14	2184.14	2183.06	2183.33	734.0
2016-03-17 00:45:00	ES	Futures	2183.33	2183.6	2183.06	2183.06	286.0
2016-03-17 00:50:00	ES	Futures	2183.33	2183.33	2182.25	2182.25	605.0
2016-03-17 00:55:00	ES	Futures	2182.25	2182.25	2180.36	2180.9	2359.0
2016-03-17 01:00:00	ES	Futures	2180.9	2181.71	2180.36	2181.17	1091.0
2016-03-17 01:05:00	ES	Futures	2181.17	2182.52	2180.9	2182.52	984.0
2016-03-17 01:10:00	ES	Futures	2182.52	2182.79	2181.98	2182.25	423.0
2016-03-17 01:15:00	ES	Futures	2182.25	2182.52	2181.44	2181.44	445.0
2016-03-17 01:20:00	ES	Futures	2181.44	2182.52	2181.44	2181.71	619.0
2016-03-17 01:25:00	ES	Futures	2181.71	2181.98	2180.63	2180.63	598.0
2016-03-17 01:30:00	ES	Futures	2180.9	2181.17	2180.63	2180.9	483.0
2016-03-17 01:35:00	ES	Futures	2180.9	2181.44	2180.9	2181.17	307.0
2016-03-17 01:40:00	ES	Futures	2180.9	2181.71	2180.9	2181.71	475.0
2016-03-17 01:45:00	ES	Futures	2181.71	2182.52	2181.71	2182.52	682.0
2016-03-17 01:50:00	ES	Futures	2182.25	2182.52	2181.98	2182.25	294.0
2016-03-17 01:55:00	ES	Futures	2182.25	2182.25	2181.71	2182.25	341.0
2016-03-17 02:00:00	ES	Futures	2182.25	2183.33	2182.25	2183.33	788.0
2016-03-17 02:05:00	ES	Futures	2183.06	2183.33	2182.79	2183.33	516.0
2016-03-17 02:10:00	ES	Futures	2183.33	2184.14	2183.06	2183.6	796.0
2016-03-17 02:15:00	ES	Futures	2183.6	2183.6	2182.52	2182.52	259.0
2016-03-17 02:20:00	ES	Futures	2182.52	2183.06	2182.52	2182.52	386.0
2016-03-17 02:25:00	ES	Futures	2182.25	2183.06	2182.25	2182.52	105.0
2016-03-17 02:30:00	ES	Futures	2182.52	2182.79	2182.25	2182.25	261.0
2016-03-17 02:35:00	ES	Futures	2182.25	2182.25	2181.71	2181.98	276.0
2016-03-17 02:40:00	ES	Futures	2181.98	2181.98	2181.71	2181.71	333.0
2016-03-17 02:45:00	ES	Futures	2181.71	2181.98	2181.71	2181.71	128.0
2016-03-17 02:50:00	ES	Futures	2181.71	2181.71	2180.9	2181.44	448.0
2016-03-17 02:55:00	ES	Futures	2181.44	2182.79	2181.44	2182.25	396.0
2016-03-17 03:00:00	ES	Futures	2182.52	2183.87	2182.52	2183.06	1272.0
2016-03-17 03:05:00	ES	Futures	2183.06	2185.49	2182.79	2185.49	1294.0
2016-03-17 03:10:00	ES	Futures	2185.49	2185.49	2183.6	2183.87	1095.0
2016-03-17 03:15:00	ES	Futures	2184.14	2184.95	2183.87	2184.14	827.0
2016-03-17 03:20:00	ES	Futures	2184.41	2187.11	2183.87	2186.84	2105.0
2016-03-17 03:25:00	ES	Futures	2186.84	2187.11	2186.3	2186.84	1504.0
2016-03-17 03:30:00	ES	Futures	2186.84	2187.38	2186.3	2187.38	1584.0
2016-03-17 03:35:00	ES	Futures	2187.11	2187.65	2186.03	2186.3	1551.0
2016-03-17 03:40:00	ES	Futures	2186.3	2188.73	2185.49	2188.19	3208.0
2016-03-17 03:45:00	ES	Futures	2188.19	2188.19	2186.84	2188.19	1103.0
2016-03-17 03:50:00	ES	Futures	2188.19	2188.46	2186.57	2186.57	1429.0
2016-03-17 03:55:00	ES	Futures	2186.57	2186.84	2186.3	2186.84	1375.0
2016-03-17 04:00:00	ES	Futures	2186.84	2187.92	2184.68	2186.84	4009.0
2016-03-17 04:05:00	ES	Futures	2186.57	2187.38	2185.49	2186.84	4118.0

> showing 50 of 15,574 rows — these rows as CSV

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