PREVIEW / futures_5min / 2016-03-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-24.parquet
  size:    204 KB
  rows:    12,505

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
2016-03-24 00:00:00	ES	Futures	2186.57	2186.84	2186.03	2186.84	391.0
2016-03-24 00:05:00	ES	Futures	2186.84	2186.84	2186.57	2186.57	551.0
2016-03-24 00:10:00	ES	Futures	2186.57	2186.84	2186.57	2186.84	722.0
2016-03-24 00:15:00	ES	Futures	2186.57	2186.84	2186.3	2186.3	186.0
2016-03-24 00:20:00	ES	Futures	2186.57	2186.57	2186.03	2186.3	227.0
2016-03-24 00:25:00	ES	Futures	2186.3	2186.57	2186.03	2186.03	150.0
2016-03-24 00:30:00	ES	Futures	2186.03	2186.3	2186.03	2186.3	151.0
2016-03-24 00:35:00	ES	Futures	2186.03	2186.57	2186.03	2186.3	145.0
2016-03-24 00:40:00	ES	Futures	2186.3	2187.38	2186.3	2186.84	325.0
2016-03-24 00:45:00	ES	Futures	2186.84	2187.11	2186.84	2187.11	79.0
2016-03-24 00:50:00	ES	Futures	2186.84	2187.38	2186.84	2186.84	155.0
2016-03-24 00:55:00	ES	Futures	2186.84	2187.11	2186.57	2186.57	99.0
2016-03-24 01:00:00	ES	Futures	2186.84	2187.11	2186.57	2187.11	223.0
2016-03-24 01:05:00	ES	Futures	2187.11	2187.92	2187.11	2187.92	231.0
2016-03-24 01:10:00	ES	Futures	2187.92	2187.92	2187.11	2187.11	142.0
2016-03-24 01:15:00	ES	Futures	2187.11	2187.92	2187.11	2187.92	211.0
2016-03-24 01:20:00	ES	Futures	2187.92	2187.92	2187.65	2187.65	230.0
2016-03-24 01:25:00	ES	Futures	2187.65	2187.65	2187.11	2187.65	332.0
2016-03-24 01:30:00	ES	Futures	2187.65	2187.65	2186.84	2187.38	219.0
2016-03-24 01:35:00	ES	Futures	2187.11	2187.11	2186.57	2187.11	157.0
2016-03-24 01:40:00	ES	Futures	2187.11	2187.38	2186.57	2187.38	172.0
2016-03-24 01:45:00	ES	Futures	2187.11	2187.38	2187.11	2187.11	153.0
2016-03-24 01:50:00	ES	Futures	2186.84	2186.84	2186.3	2186.57	119.0
2016-03-24 01:55:00	ES	Futures	2186.84	2186.84	2186.3	2186.3	283.0
2016-03-24 02:00:00	ES	Futures	2186.57	2186.84	2185.22	2185.22	1757.0
2016-03-24 02:05:00	ES	Futures	2185.49	2186.03	2185.49	2185.76	444.0
2016-03-24 02:10:00	ES	Futures	2185.76	2186.03	2184.95	2184.95	338.0
2016-03-24 02:15:00	ES	Futures	2184.95	2185.22	2184.14	2184.95	1123.0
2016-03-24 02:20:00	ES	Futures	2184.68	2184.95	2184.14	2184.41	999.0
2016-03-24 02:25:00	ES	Futures	2184.14	2184.41	2183.87	2184.14	303.0
2016-03-24 02:30:00	ES	Futures	2184.14	2184.68	2183.87	2184.14	387.0
2016-03-24 02:35:00	ES	Futures	2184.41	2184.41	2184.14	2184.14	98.0
2016-03-24 02:40:00	ES	Futures	2184.41	2184.41	2183.87	2184.14	501.0
2016-03-24 02:45:00	ES	Futures	2184.14	2184.68	2184.14	2184.41	133.0
2016-03-24 02:50:00	ES	Futures	2184.41	2185.49	2184.41	2185.22	564.0
2016-03-24 02:55:00	ES	Futures	2185.49	2185.49	2184.14	2184.14	773.0
2016-03-24 03:00:00	ES	Futures	2184.14	2185.22	2183.6	2184.68	2407.0
2016-03-24 03:05:00	ES	Futures	2184.68	2185.49	2184.68	2185.22	701.0
2016-03-24 03:10:00	ES	Futures	2185.22	2185.76	2184.14	2184.14	927.0
2016-03-24 03:15:00	ES	Futures	2184.14	2184.41	2183.6	2183.87	736.0
2016-03-24 03:20:00	ES	Futures	2183.87	2184.41	2183.6	2184.41	947.0
2016-03-24 03:25:00	ES	Futures	2184.41	2184.68	2183.87	2184.14	459.0
2016-03-24 03:30:00	ES	Futures	2183.87	2184.68	2183.87	2184.41	584.0
2016-03-24 03:35:00	ES	Futures	2184.14	2184.68	2183.87	2184.41	519.0
2016-03-24 03:40:00	ES	Futures	2184.68	2185.76	2184.41	2185.49	1084.0
2016-03-24 03:45:00	ES	Futures	2185.76	2186.03	2184.95	2184.95	1002.0
2016-03-24 03:50:00	ES	Futures	2185.22	2185.22	2183.87	2184.41	1566.0
2016-03-24 03:55:00	ES	Futures	2184.68	2184.68	2184.14	2184.68	542.0
2016-03-24 04:00:00	ES	Futures	2184.41	2185.76	2183.33	2184.41	5194.0
2016-03-24 04:05:00	ES	Futures	2184.41	2185.22	2183.06	2184.14	2963.0

> showing 50 of 12,505 rows — these rows as CSV

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