PREVIEW / futures_5min / 2016-03-22

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-22.parquet
  size:    244 KB
  rows:    15,057

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
2016-03-22 00:00:00	ES	Futures	2202.23	2202.5	2201.15	2201.69	750.0
2016-03-22 00:05:00	ES	Futures	2201.96	2202.77	2201.69	2202.77	522.0
2016-03-22 00:10:00	ES	Futures	2202.77	2203.04	2202.23	2202.77	353.0
2016-03-22 00:15:00	ES	Futures	2202.77	2203.31	2202.5	2203.04	113.0
2016-03-22 00:20:00	ES	Futures	2203.04	2203.58	2202.77	2202.77	150.0
2016-03-22 00:25:00	ES	Futures	2203.04	2203.04	2202.77	2203.04	192.0
2016-03-22 00:30:00	ES	Futures	2203.04	2203.58	2203.04	2203.58	315.0
2016-03-22 00:35:00	ES	Futures	2203.58	2203.58	2203.31	2203.58	50.0
2016-03-22 00:40:00	ES	Futures	2203.58	2203.85	2203.31	2203.31	113.0
2016-03-22 00:45:00	ES	Futures	2203.31	2203.58	2203.31	2203.58	96.0
2016-03-22 00:50:00	ES	Futures	2203.31	2203.85	2203.31	2203.58	129.0
2016-03-22 00:55:00	ES	Futures	2203.58	2204.12	2203.58	2204.12	94.0
2016-03-22 01:00:00	ES	Futures	2204.12	2205.2	2203.85	2205.2	574.0
2016-03-22 01:05:00	ES	Futures	2205.2	2205.2	2204.39	2204.93	309.0
2016-03-22 01:10:00	ES	Futures	2204.66	2204.93	2204.12	2204.39	156.0
2016-03-22 01:15:00	ES	Futures	2204.39	2204.93	2204.39	2204.66	184.0
2016-03-22 01:20:00	ES	Futures	2204.66	2205.47	2204.66	2204.66	266.0
2016-03-22 01:25:00	ES	Futures	2204.93	2205.2	2204.66	2205.2	190.0
2016-03-22 01:30:00	ES	Futures	2204.93	2205.2	2204.39	2204.66	240.0
2016-03-22 01:35:00	ES	Futures	2204.12	2204.66	2204.12	2204.12	289.0
2016-03-22 01:40:00	ES	Futures	2204.39	2204.39	2203.58	2204.12	246.0
2016-03-22 01:45:00	ES	Futures	2204.12	2204.66	2204.12	2204.12	298.0
2016-03-22 01:50:00	ES	Futures	2204.12	2204.66	2203.85	2204.39	317.0
2016-03-22 01:55:00	ES	Futures	2204.39	2204.66	2203.58	2203.85	376.0
2016-03-22 02:00:00	ES	Futures	2204.12	2205.47	2203.58	2205.47	494.0
2016-03-22 02:05:00	ES	Futures	2205.2	2206.01	2205.2	2205.74	530.0
2016-03-22 02:10:00	ES	Futures	2205.74	2206.01	2205.2	2205.2	305.0
2016-03-22 02:15:00	ES	Futures	2204.93	2204.93	2204.39	2204.66	325.0
2016-03-22 02:20:00	ES	Futures	2204.93	2204.93	2203.58	2204.12	312.0
2016-03-22 02:25:00	ES	Futures	2204.12	2204.66	2203.85	2204.66	278.0
2016-03-22 02:30:00	ES	Futures	2204.66	2204.66	2203.85	2204.12	125.0
2016-03-22 02:35:00	ES	Futures	2204.12	2204.12	2203.58	2203.85	420.0
2016-03-22 02:40:00	ES	Futures	2203.85	2203.85	2203.58	2203.85	170.0
2016-03-22 02:45:00	ES	Futures	2203.58	2203.85	2202.77	2202.77	690.0
2016-03-22 02:50:00	ES	Futures	2203.04	2203.04	2202.5	2202.5	333.0
2016-03-22 02:55:00	ES	Futures	2202.77	2203.31	2202.5	2203.31	272.0
2016-03-22 03:00:00	ES	Futures	2203.58	2204.39	2201.96	2202.23	1273.0
2016-03-22 03:05:00	ES	Futures	2202.23	2202.77	2201.96	2202.5	634.0
2016-03-22 03:10:00	ES	Futures	2202.5	2203.04	2202.23	2202.23	503.0
2016-03-22 03:15:00	ES	Futures	2202.5	2203.04	2201.69	2202.5	1483.0
2016-03-22 03:20:00	ES	Futures	2202.5	2203.04	2201.69	2202.5	924.0
2016-03-22 03:25:00	ES	Futures	2202.77	2202.77	2201.42	2201.69	1528.0
2016-03-22 03:30:00	ES	Futures	2201.69	2201.96	2200.88	2201.69	1834.0
2016-03-22 03:35:00	ES	Futures	2201.42	2202.5	2201.42	2201.42	1020.0
2016-03-22 03:40:00	ES	Futures	2201.15	2201.42	2199.26	2199.26	3020.0
2016-03-22 03:45:00	ES	Futures	2199.26	2200.07	2198.99	2199.53	1692.0
2016-03-22 03:50:00	ES	Futures	2199.26	2199.8	2197.37	2197.64	3339.0
2016-03-22 03:55:00	ES	Futures	2197.91	2198.99	2197.1	2197.91	2618.0
2016-03-22 04:00:00	ES	Futures	2197.91	2198.18	2195.75	2197.64	6161.0
2016-03-22 04:05:00	ES	Futures	2197.64	2198.99	2196.29	2198.99	4695.0

> showing 50 of 15,057 rows — these rows as CSV

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