PREVIEW / futures_5min / 2016-03-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-21.parquet
  size:    237 KB
  rows:    14,798

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
2016-03-21 00:00:00	ES	Futures	2196.56	2196.56	2196.29	2196.29	42.0
2016-03-21 00:05:00	ES	Futures	2196.29	2196.29	2196.02	2196.02	74.0
2016-03-21 00:10:00	ES	Futures	2196.02	2197.1	2196.02	2196.83	205.0
2016-03-21 00:15:00	ES	Futures	2196.83	2196.83	2196.29	2196.29	98.0
2016-03-21 00:20:00	ES	Futures	2196.56	2196.56	2196.29	2196.56	46.0
2016-03-21 00:25:00	ES	Futures	2196.29	2196.83	2196.29	2196.29	58.0
2016-03-21 00:30:00	ES	Futures	2196.56	2196.56	2196.29	2196.29	97.0
2016-03-21 00:35:00	ES	Futures	2196.56	2196.56	2196.02	2196.02	115.0
2016-03-21 00:40:00	ES	Futures	2196.02	2196.56	2196.02	2196.02	108.0
2016-03-21 00:45:00	ES	Futures	2196.02	2196.02	2195.48	2195.75	149.0
2016-03-21 00:50:00	ES	Futures	2195.75	2195.75	2195.48	2195.75	81.0
2016-03-21 00:55:00	ES	Futures	2195.75	2196.02	2195.75	2195.75	23.0
2016-03-21 01:00:00	ES	Futures	2195.75	2196.29	2195.48	2195.75	146.0
2016-03-21 01:05:00	ES	Futures	2195.75	2196.02	2195.21	2195.48	283.0
2016-03-21 01:10:00	ES	Futures	2195.48	2195.75	2195.48	2195.48	63.0
2016-03-21 01:15:00	ES	Futures	2195.75	2196.56	2195.75	2196.29	208.0
2016-03-21 01:20:00	ES	Futures	2196.56	2197.1	2196.29	2196.83	207.0
2016-03-21 01:25:00	ES	Futures	2197.1	2197.1	2196.56	2196.83	117.0
2016-03-21 01:30:00	ES	Futures	2196.83	2196.83	2196.02	2196.29	228.0
2016-03-21 01:35:00	ES	Futures	2196.56	2196.56	2196.02	2196.29	48.0
2016-03-21 01:40:00	ES	Futures	2196.29	2196.29	2195.48	2195.48	240.0
2016-03-21 01:45:00	ES	Futures	2195.75	2196.02	2195.48	2195.75	94.0
2016-03-21 01:50:00	ES	Futures	2195.75	2196.02	2195.48	2196.02	241.0
2016-03-21 01:55:00	ES	Futures	2195.75	2196.02	2195.48	2195.48	348.0
2016-03-21 02:00:00	ES	Futures	2195.48	2196.02	2195.21	2195.21	328.0
2016-03-21 02:05:00	ES	Futures	2195.21	2195.75	2195.21	2195.21	333.0
2016-03-21 02:10:00	ES	Futures	2195.21	2195.48	2194.94	2195.21	248.0
2016-03-21 02:15:00	ES	Futures	2194.94	2195.48	2194.94	2195.48	211.0
2016-03-21 02:20:00	ES	Futures	2195.21	2195.75	2195.21	2195.48	141.0
2016-03-21 02:25:00	ES	Futures	2195.75	2195.75	2195.21	2195.21	76.0
2016-03-21 02:30:00	ES	Futures	2195.48	2195.48	2195.21	2195.48	82.0
2016-03-21 02:35:00	ES	Futures	2195.21	2195.75	2195.21	2195.75	80.0
2016-03-21 02:40:00	ES	Futures	2195.48	2195.75	2195.48	2195.48	44.0
2016-03-21 02:45:00	ES	Futures	2195.75	2195.75	2194.94	2195.21	282.0
2016-03-21 02:50:00	ES	Futures	2195.21	2195.48	2194.94	2195.21	158.0
2016-03-21 02:55:00	ES	Futures	2195.21	2195.48	2194.94	2195.21	119.0
2016-03-21 03:00:00	ES	Futures	2194.94	2196.29	2194.94	2196.29	734.0
2016-03-21 03:05:00	ES	Futures	2196.02	2196.29	2195.21	2195.21	749.0
2016-03-21 03:10:00	ES	Futures	2195.48	2195.48	2194.67	2194.94	485.0
2016-03-21 03:15:00	ES	Futures	2194.94	2195.48	2194.67	2194.94	405.0
2016-03-21 03:20:00	ES	Futures	2194.94	2195.48	2194.94	2195.48	411.0
2016-03-21 03:25:00	ES	Futures	2195.75	2195.75	2195.48	2195.75	388.0
2016-03-21 03:30:00	ES	Futures	2195.48	2195.75	2195.21	2195.48	620.0
2016-03-21 03:35:00	ES	Futures	2195.48	2195.75	2194.94	2195.48	493.0
2016-03-21 03:40:00	ES	Futures	2195.48	2195.48	2194.94	2195.21	534.0
2016-03-21 03:45:00	ES	Futures	2195.21	2195.48	2194.67	2195.21	1017.0
2016-03-21 03:50:00	ES	Futures	2195.21	2195.21	2194.4	2194.67	1363.0
2016-03-21 03:55:00	ES	Futures	2194.67	2196.02	2194.13	2195.48	1284.0
2016-03-21 04:00:00	ES	Futures	2195.48	2195.75	2193.32	2193.86	3830.0
2016-03-21 04:05:00	ES	Futures	2194.13	2196.02	2193.32	2195.48	3125.0

> showing 50 of 14,798 rows — these rows as CSV

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