PREVIEW / futures_5min / 2016-03-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-23.parquet
  size:    250 KB
  rows:    15,031

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
2016-03-23 00:00:00	ES	Futures	2203.58	2204.39	2203.58	2204.39	160.0
2016-03-23 00:05:00	ES	Futures	2204.12	2204.66	2203.85	2204.12	196.0
2016-03-23 00:10:00	ES	Futures	2204.12	2204.66	2203.85	2204.66	332.0
2016-03-23 00:15:00	ES	Futures	2204.39	2204.66	2204.12	2204.66	144.0
2016-03-23 00:20:00	ES	Futures	2204.39	2204.39	2203.85	2204.39	169.0
2016-03-23 00:25:00	ES	Futures	2204.12	2204.12	2203.58	2203.58	169.0
2016-03-23 00:30:00	ES	Futures	2203.58	2203.58	2203.04	2203.04	340.0
2016-03-23 00:35:00	ES	Futures	2203.31	2203.58	2203.04	2203.31	162.0
2016-03-23 00:40:00	ES	Futures	2203.31	2203.58	2203.04	2203.04	184.0
2016-03-23 00:45:00	ES	Futures	2203.04	2203.58	2202.77	2203.58	242.0
2016-03-23 00:50:00	ES	Futures	2203.58	2204.93	2203.58	2204.66	742.0
2016-03-23 00:55:00	ES	Futures	2204.39	2204.66	2203.85	2204.12	248.0
2016-03-23 01:00:00	ES	Futures	2204.12	2204.39	2203.31	2203.31	469.0
2016-03-23 01:05:00	ES	Futures	2203.31	2203.31	2201.96	2202.5	1264.0
2016-03-23 01:10:00	ES	Futures	2202.5	2203.04	2201.96	2202.23	303.0
2016-03-23 01:15:00	ES	Futures	2201.96	2202.77	2201.96	2202.23	279.0
2016-03-23 01:20:00	ES	Futures	2202.5	2202.5	2201.96	2202.23	323.0
2016-03-23 01:25:00	ES	Futures	2202.23	2202.23	2201.69	2201.69	626.0
2016-03-23 01:30:00	ES	Futures	2201.69	2201.69	2200.61	2201.15	1476.0
2016-03-23 01:35:00	ES	Futures	2201.15	2201.96	2201.15	2201.69	470.0
2016-03-23 01:40:00	ES	Futures	2201.69	2202.77	2201.69	2202.5	440.0
2016-03-23 01:45:00	ES	Futures	2202.5	2203.04	2202.23	2202.5	423.0
2016-03-23 01:50:00	ES	Futures	2202.5	2202.5	2202.23	2202.5	69.0
2016-03-23 01:55:00	ES	Futures	2202.5	2203.04	2202.23	2202.5	382.0
2016-03-23 02:00:00	ES	Futures	2202.5	2202.77	2201.69	2201.96	418.0
2016-03-23 02:05:00	ES	Futures	2201.69	2202.23	2201.69	2201.96	624.0
2016-03-23 02:10:00	ES	Futures	2201.96	2201.96	2201.15	2201.15	459.0
2016-03-23 02:15:00	ES	Futures	2201.15	2202.5	2201.15	2202.5	516.0
2016-03-23 02:20:00	ES	Futures	2202.5	2204.12	2202.23	2203.31	1484.0
2016-03-23 02:25:00	ES	Futures	2203.31	2203.85	2203.31	2203.58	457.0
2016-03-23 02:30:00	ES	Futures	2203.85	2203.85	2203.04	2203.58	209.0
2016-03-23 02:35:00	ES	Futures	2203.31	2203.31	2202.5	2202.77	288.0
2016-03-23 02:40:00	ES	Futures	2202.77	2203.04	2202.23	2202.77	255.0
2016-03-23 02:45:00	ES	Futures	2202.77	2203.04	2201.96	2203.04	279.0
2016-03-23 02:50:00	ES	Futures	2203.04	2203.31	2202.23	2203.04	713.0
2016-03-23 02:55:00	ES	Futures	2203.04	2203.04	2202.23	2202.5	124.0
2016-03-23 03:00:00	ES	Futures	2202.5	2203.31	2202.23	2203.31	640.0
2016-03-23 03:05:00	ES	Futures	2203.31	2203.31	2202.23	2203.31	322.0
2016-03-23 03:10:00	ES	Futures	2203.31	2204.39	2202.5	2203.85	1114.0
2016-03-23 03:15:00	ES	Futures	2203.85	2204.93	2203.58	2204.12	1077.0
2016-03-23 03:20:00	ES	Futures	2204.39	2204.66	2204.12	2204.12	626.0
2016-03-23 03:25:00	ES	Futures	2204.12	2204.39	2203.85	2203.85	551.0
2016-03-23 03:30:00	ES	Futures	2203.58	2204.66	2203.58	2203.58	680.0
2016-03-23 03:35:00	ES	Futures	2203.58	2204.93	2203.31	2204.39	1188.0
2016-03-23 03:40:00	ES	Futures	2204.39	2204.66	2203.04	2204.12	1614.0
2016-03-23 03:45:00	ES	Futures	2204.12	2204.66	2203.85	2204.39	1020.0
2016-03-23 03:50:00	ES	Futures	2204.39	2204.93	2203.85	2203.85	780.0
2016-03-23 03:55:00	ES	Futures	2204.12	2204.39	2203.04	2203.85	1288.0
2016-03-23 04:00:00	ES	Futures	2204.12	2206.01	2203.85	2205.2	4138.0
2016-03-23 04:05:00	ES	Futures	2205.2	2206.28	2203.31	2205.2	3541.0

> showing 50 of 15,031 rows — these rows as CSV

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