PREVIEW / futures_5min / 2016-03-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-27.parquet
  size:    42 KB
  rows:    2,367

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
2016-03-27 18:00:00	ES	Futures	2192.51	2194.94	2192.24	2193.86	2461.0
2016-03-27 18:05:00	ES	Futures	2193.86	2193.86	2193.05	2193.59	490.0
2016-03-27 18:10:00	ES	Futures	2193.59	2194.4	2193.32	2194.4	506.0
2016-03-27 18:15:00	ES	Futures	2194.13	2194.94	2193.86	2193.86	890.0
2016-03-27 18:20:00	ES	Futures	2193.86	2194.13	2193.05	2193.32	200.0
2016-03-27 18:25:00	ES	Futures	2193.05	2193.32	2192.78	2193.05	151.0
2016-03-27 18:30:00	ES	Futures	2193.05	2193.32	2192.78	2193.05	139.0
2016-03-27 18:35:00	ES	Futures	2193.32	2193.59	2193.05	2193.59	232.0
2016-03-27 18:40:00	ES	Futures	2193.59	2193.86	2193.32	2193.32	198.0
2016-03-27 18:45:00	ES	Futures	2193.32	2193.32	2193.05	2193.32	62.0
2016-03-27 18:50:00	ES	Futures	2193.05	2193.59	2193.05	2193.32	137.0
2016-03-27 18:55:00	ES	Futures	2193.32	2193.32	2193.05	2193.32	78.0
2016-03-27 19:00:00	ES	Futures	2193.32	2193.32	2192.78	2192.78	173.0
2016-03-27 19:05:00	ES	Futures	2192.78	2193.32	2192.78	2193.32	78.0
2016-03-27 19:10:00	ES	Futures	2193.32	2193.32	2192.78	2193.32	144.0
2016-03-27 19:15:00	ES	Futures	2193.05	2193.59	2193.05	2193.59	95.0
2016-03-27 19:20:00	ES	Futures	2193.59	2193.86	2193.32	2193.86	50.0
2016-03-27 19:25:00	ES	Futures	2193.59	2193.86	2193.59	2193.86	67.0
2016-03-27 19:30:00	ES	Futures	2193.86	2194.4	2193.59	2193.86	335.0
2016-03-27 19:35:00	ES	Futures	2193.86	2194.13	2193.59	2194.13	84.0
2016-03-27 19:40:00	ES	Futures	2194.13	2194.13	2193.86	2194.13	97.0
2016-03-27 19:45:00	ES	Futures	2193.86	2194.94	2193.59	2194.67	528.0
2016-03-27 19:50:00	ES	Futures	2194.67	2194.94	2194.13	2194.13	384.0
2016-03-27 19:55:00	ES	Futures	2194.4	2195.75	2194.13	2195.48	821.0
2016-03-27 20:00:00	ES	Futures	2195.48	2196.02	2195.21	2195.48	763.0
2016-03-27 20:05:00	ES	Futures	2195.75	2196.56	2195.21	2196.56	814.0
2016-03-27 20:10:00	ES	Futures	2196.29	2196.56	2195.48	2195.75	440.0
2016-03-27 20:15:00	ES	Futures	2196.02	2196.29	2195.48	2195.75	546.0
2016-03-27 20:20:00	ES	Futures	2196.02	2196.02	2194.94	2194.94	627.0
2016-03-27 20:25:00	ES	Futures	2194.94	2195.48	2194.4	2195.21	420.0
2016-03-27 20:30:00	ES	Futures	2195.21	2196.02	2195.21	2196.02	277.0
2016-03-27 20:35:00	ES	Futures	2196.02	2197.1	2196.02	2196.29	710.0
2016-03-27 20:40:00	ES	Futures	2196.56	2196.83	2196.29	2196.56	171.0
2016-03-27 20:45:00	ES	Futures	2196.56	2196.56	2196.02	2196.02	167.0
2016-03-27 20:50:00	ES	Futures	2196.29	2196.56	2196.02	2196.29	215.0
2016-03-27 20:55:00	ES	Futures	2196.29	2196.83	2196.29	2196.83	303.0
2016-03-27 21:00:00	ES	Futures	2196.83	2197.37	2196.56	2196.56	508.0
2016-03-27 21:05:00	ES	Futures	2196.56	2196.83	2196.29	2196.29	317.0
2016-03-27 21:10:00	ES	Futures	2196.29	2196.56	2196.02	2196.56	318.0
2016-03-27 21:15:00	ES	Futures	2196.56	2196.56	2196.02	2196.29	149.0
2016-03-27 21:20:00	ES	Futures	2196.29	2196.56	2195.75	2196.02	240.0
2016-03-27 21:25:00	ES	Futures	2196.29	2196.56	2196.02	2196.29	154.0
2016-03-27 21:30:00	ES	Futures	2196.56	2197.1	2196.29	2196.83	326.0
2016-03-27 21:35:00	ES	Futures	2196.56	2196.83	2196.02	2196.56	361.0
2016-03-27 21:40:00	ES	Futures	2196.56	2197.1	2196.29	2197.1	365.0
2016-03-27 21:45:00	ES	Futures	2197.1	2197.37	2196.83	2196.83	218.0
2016-03-27 21:50:00	ES	Futures	2196.83	2197.1	2196.56	2196.83	78.0
2016-03-27 21:55:00	ES	Futures	2196.83	2197.1	2196.56	2197.1	214.0
2016-03-27 22:00:00	ES	Futures	2197.1	2197.1	2196.56	2196.83	122.0
2016-03-27 22:05:00	ES	Futures	2196.83	2197.1	2196.56	2197.1	108.0

> showing 50 of 2,367 rows — these rows as CSV

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