PREVIEW / futures_5min / 2016-03-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-20.parquet
  size:    46 KB
  rows:    2,435

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
2016-03-20 18:00:00	ES	Futures	2199.26	2200.34	2199.26	2200.07	1543.0
2016-03-20 18:05:00	ES	Futures	2199.8	2200.34	2199.8	2200.07	904.0
2016-03-20 18:10:00	ES	Futures	2199.8	2200.34	2199.8	2200.34	69.0
2016-03-20 18:15:00	ES	Futures	2200.34	2200.34	2198.18	2198.18	1144.0
2016-03-20 18:20:00	ES	Futures	2198.18	2198.45	2197.64	2198.45	687.0
2016-03-20 18:25:00	ES	Futures	2198.45	2198.45	2197.91	2198.18	295.0
2016-03-20 18:30:00	ES	Futures	2197.91	2198.45	2197.91	2198.18	194.0
2016-03-20 18:35:00	ES	Futures	2198.45	2198.72	2198.45	2198.72	218.0
2016-03-20 18:40:00	ES	Futures	2198.72	2199.26	2198.45	2198.99	374.0
2016-03-20 18:45:00	ES	Futures	2198.99	2199.26	2198.72	2198.72	122.0
2016-03-20 18:50:00	ES	Futures	2198.45	2198.72	2197.91	2198.72	479.0
2016-03-20 18:55:00	ES	Futures	2198.72	2198.99	2198.72	2198.99	214.0
2016-03-20 19:00:00	ES	Futures	2198.72	2199.53	2198.72	2198.99	513.0
2016-03-20 19:05:00	ES	Futures	2198.99	2200.07	2198.99	2199.8	441.0
2016-03-20 19:10:00	ES	Futures	2199.53	2199.8	2199.26	2199.53	144.0
2016-03-20 19:15:00	ES	Futures	2199.53	2199.53	2198.99	2198.99	164.0
2016-03-20 19:20:00	ES	Futures	2198.99	2199.26	2198.99	2198.99	172.0
2016-03-20 19:25:00	ES	Futures	2198.99	2199.26	2198.99	2198.99	75.0
2016-03-20 19:30:00	ES	Futures	2199.26	2199.26	2198.45	2198.99	159.0
2016-03-20 19:35:00	ES	Futures	2198.99	2199.26	2198.45	2198.99	123.0
2016-03-20 19:40:00	ES	Futures	2198.99	2199.53	2198.72	2199.26	127.0
2016-03-20 19:45:00	ES	Futures	2199.53	2199.8	2199.26	2199.53	187.0
2016-03-20 19:50:00	ES	Futures	2199.26	2199.8	2199.26	2199.53	94.0
2016-03-20 19:55:00	ES	Futures	2199.53	2199.53	2198.99	2199.26	130.0
2016-03-20 20:00:00	ES	Futures	2199.26	2199.53	2198.99	2199.53	187.0
2016-03-20 20:05:00	ES	Futures	2199.53	2199.53	2198.72	2198.72	308.0
2016-03-20 20:10:00	ES	Futures	2198.72	2198.99	2198.45	2198.72	333.0
2016-03-20 20:15:00	ES	Futures	2198.72	2198.99	2197.91	2198.18	508.0
2016-03-20 20:20:00	ES	Futures	2198.45	2198.72	2198.18	2198.45	152.0
2016-03-20 20:25:00	ES	Futures	2198.45	2199.8	2198.45	2198.99	790.0
2016-03-20 20:30:00	ES	Futures	2198.99	2199.26	2198.72	2198.99	789.0
2016-03-20 20:35:00	ES	Futures	2199.26	2199.53	2198.99	2198.99	517.0
2016-03-20 20:40:00	ES	Futures	2198.72	2198.99	2198.18	2198.45	562.0
2016-03-20 20:45:00	ES	Futures	2198.45	2198.72	2198.18	2198.18	192.0
2016-03-20 20:50:00	ES	Futures	2198.45	2198.72	2198.18	2198.72	212.0
2016-03-20 20:55:00	ES	Futures	2198.72	2198.72	2197.64	2198.18	544.0
2016-03-20 21:00:00	ES	Futures	2197.91	2198.18	2196.83	2197.37	1228.0
2016-03-20 21:05:00	ES	Futures	2197.1	2197.64	2197.1	2197.64	376.0
2016-03-20 21:10:00	ES	Futures	2197.64	2197.64	2196.83	2197.1	259.0
2016-03-20 21:15:00	ES	Futures	2197.1	2197.1	2195.48	2196.29	1780.0
2016-03-20 21:20:00	ES	Futures	2196.56	2196.56	2195.48	2195.48	644.0
2016-03-20 21:25:00	ES	Futures	2195.48	2196.02	2195.48	2196.02	247.0
2016-03-20 21:30:00	ES	Futures	2195.75	2196.02	2195.48	2195.75	1237.0
2016-03-20 21:35:00	ES	Futures	2195.75	2195.75	2195.21	2195.48	385.0
2016-03-20 21:40:00	ES	Futures	2195.48	2195.48	2193.32	2193.86	2271.0
2016-03-20 21:45:00	ES	Futures	2193.86	2194.67	2193.86	2194.4	676.0
2016-03-20 21:50:00	ES	Futures	2194.4	2195.21	2194.4	2194.94	500.0
2016-03-20 21:55:00	ES	Futures	2195.21	2195.75	2194.4	2195.48	720.0
2016-03-20 22:00:00	ES	Futures	2195.48	2195.75	2195.21	2195.75	268.0
2016-03-20 22:05:00	ES	Futures	2195.75	2196.02	2195.21	2195.75	345.0

> showing 50 of 2,435 rows — these rows as CSV

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