PREVIEW / futures_5min / 2016-03-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-18.parquet
  size:    205 KB
  rows:    12,680

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
2016-03-18 00:00:00	ES	Futures	2193.32	2193.59	2193.05	2193.32	354.0
2016-03-18 00:05:00	ES	Futures	2193.59	2193.86	2193.32	2193.86	227.0
2016-03-18 00:10:00	ES	Futures	2193.59	2193.86	2193.05	2193.86	195.0
2016-03-18 00:15:00	ES	Futures	2193.86	2194.13	2193.32	2193.59	357.0
2016-03-18 00:20:00	ES	Futures	2193.86	2194.4	2193.59	2194.4	426.0
2016-03-18 00:25:00	ES	Futures	2194.4	2194.94	2194.13	2194.67	299.0
2016-03-18 00:30:00	ES	Futures	2194.67	2194.94	2194.13	2194.13	477.0
2016-03-18 00:35:00	ES	Futures	2194.13	2194.4	2194.13	2194.4	273.0
2016-03-18 00:40:00	ES	Futures	2194.4	2194.4	2194.13	2194.4	181.0
2016-03-18 00:45:00	ES	Futures	2194.4	2194.67	2194.4	2194.67	253.0
2016-03-18 00:50:00	ES	Futures	2194.67	2194.67	2194.4	2194.67	125.0
2016-03-18 00:55:00	ES	Futures	2194.4	2194.94	2194.4	2194.94	238.0
2016-03-18 01:00:00	ES	Futures	2194.67	2195.21	2194.67	2195.21	474.0
2016-03-18 01:05:00	ES	Futures	2194.94	2195.48	2194.94	2195.21	307.0
2016-03-18 01:10:00	ES	Futures	2195.21	2195.48	2194.4	2194.67	350.0
2016-03-18 01:15:00	ES	Futures	2194.4	2194.67	2193.32	2193.59	702.0
2016-03-18 01:20:00	ES	Futures	2193.86	2193.86	2192.78	2193.32	876.0
2016-03-18 01:25:00	ES	Futures	2193.05	2193.32	2192.51	2192.78	530.0
2016-03-18 01:30:00	ES	Futures	2192.78	2193.59	2192.51	2193.59	542.0
2016-03-18 01:35:00	ES	Futures	2193.32	2194.13	2193.32	2193.86	326.0
2016-03-18 01:40:00	ES	Futures	2193.59	2193.86	2193.32	2193.32	247.0
2016-03-18 01:45:00	ES	Futures	2193.32	2193.59	2193.05	2193.05	309.0
2016-03-18 01:50:00	ES	Futures	2193.05	2193.86	2192.51	2193.86	535.0
2016-03-18 01:55:00	ES	Futures	2194.13	2195.21	2193.86	2194.4	1494.0
2016-03-18 02:00:00	ES	Futures	2194.4	2194.67	2193.05	2193.05	629.0
2016-03-18 02:05:00	ES	Futures	2193.32	2193.59	2192.24	2192.24	747.0
2016-03-18 02:10:00	ES	Futures	2192.51	2192.51	2191.7	2192.24	599.0
2016-03-18 02:15:00	ES	Futures	2192.24	2192.51	2191.43	2191.7	600.0
2016-03-18 02:20:00	ES	Futures	2191.7	2191.7	2190.89	2191.16	683.0
2016-03-18 02:25:00	ES	Futures	2191.16	2191.43	2190.89	2190.89	286.0
2016-03-18 02:30:00	ES	Futures	2190.89	2191.43	2190.89	2191.16	322.0
2016-03-18 02:35:00	ES	Futures	2190.89	2191.16	2190.89	2191.16	525.0
2016-03-18 02:40:00	ES	Futures	2191.16	2192.24	2190.89	2192.24	573.0
2016-03-18 02:45:00	ES	Futures	2191.97	2192.78	2191.7	2191.97	468.0
2016-03-18 02:50:00	ES	Futures	2191.97	2192.51	2191.97	2192.24	346.0
2016-03-18 02:55:00	ES	Futures	2192.24	2192.24	2191.16	2191.16	509.0
2016-03-18 03:00:00	ES	Futures	2191.16	2194.4	2191.16	2194.13	2528.0
2016-03-18 03:05:00	ES	Futures	2194.13	2194.4	2193.05	2193.59	954.0
2016-03-18 03:10:00	ES	Futures	2193.59	2194.67	2193.05	2194.4	1547.0
2016-03-18 03:15:00	ES	Futures	2194.4	2196.56	2194.13	2195.48	3185.0
2016-03-18 03:20:00	ES	Futures	2195.48	2196.56	2194.94	2196.02	977.0
2016-03-18 03:25:00	ES	Futures	2195.75	2196.02	2194.67	2194.67	783.0
2016-03-18 03:30:00	ES	Futures	2194.67	2194.94	2193.32	2193.86	1447.0
2016-03-18 03:35:00	ES	Futures	2193.59	2194.13	2192.78	2193.05	899.0
2016-03-18 03:40:00	ES	Futures	2193.05	2194.13	2192.51	2193.59	1081.0
2016-03-18 03:45:00	ES	Futures	2193.59	2194.67	2193.59	2193.86	1118.0
2016-03-18 03:50:00	ES	Futures	2193.86	2194.67	2193.32	2194.13	1148.0
2016-03-18 03:55:00	ES	Futures	2193.86	2194.13	2193.32	2193.59	1317.0
2016-03-18 04:00:00	ES	Futures	2193.59	2194.4	2191.97	2192.24	4440.0
2016-03-18 04:05:00	ES	Futures	2192.24	2192.24	2190.62	2190.62	3733.0

> showing 50 of 12,680 rows — these rows as CSV

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