PREVIEW / futures_5min / 2016-03-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-29.parquet
  size:    256 KB
  rows:    15,285

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
2016-03-29 00:00:00	ES	Futures	2192.78	2193.59	2192.78	2193.32	310.0
2016-03-29 00:05:00	ES	Futures	2193.32	2193.32	2193.05	2193.32	189.0
2016-03-29 00:10:00	ES	Futures	2193.05	2193.86	2193.05	2193.59	165.0
2016-03-29 00:15:00	ES	Futures	2193.32	2193.59	2193.05	2193.32	277.0
2016-03-29 00:20:00	ES	Futures	2193.32	2193.86	2193.32	2193.86	208.0
2016-03-29 00:25:00	ES	Futures	2193.59	2193.86	2193.32	2193.32	185.0
2016-03-29 00:30:00	ES	Futures	2193.59	2194.13	2193.32	2193.59	209.0
2016-03-29 00:35:00	ES	Futures	2193.32	2193.59	2192.78	2193.05	260.0
2016-03-29 00:40:00	ES	Futures	2193.05	2193.59	2193.05	2193.59	257.0
2016-03-29 00:45:00	ES	Futures	2193.59	2193.86	2193.32	2193.86	160.0
2016-03-29 00:50:00	ES	Futures	2193.59	2193.86	2193.59	2193.59	150.0
2016-03-29 00:55:00	ES	Futures	2193.86	2193.86	2193.32	2193.32	89.0
2016-03-29 01:00:00	ES	Futures	2193.59	2193.86	2193.32	2193.86	212.0
2016-03-29 01:05:00	ES	Futures	2193.59	2193.59	2193.05	2193.59	296.0
2016-03-29 01:10:00	ES	Futures	2193.32	2194.4	2193.32	2194.4	305.0
2016-03-29 01:15:00	ES	Futures	2194.4	2194.94	2194.13	2194.4	407.0
2016-03-29 01:20:00	ES	Futures	2194.4	2194.67	2193.86	2194.13	241.0
2016-03-29 01:25:00	ES	Futures	2194.13	2194.4	2193.59	2193.86	309.0
2016-03-29 01:30:00	ES	Futures	2194.13	2195.21	2193.86	2194.94	452.0
2016-03-29 01:35:00	ES	Futures	2194.94	2195.21	2194.67	2195.21	235.0
2016-03-29 01:40:00	ES	Futures	2195.21	2195.21	2194.13	2194.13	280.0
2016-03-29 01:45:00	ES	Futures	2194.13	2194.13	2193.05	2193.86	561.0
2016-03-29 01:50:00	ES	Futures	2193.86	2193.86	2193.32	2193.86	233.0
2016-03-29 01:55:00	ES	Futures	2193.86	2194.4	2193.59	2194.13	269.0
2016-03-29 02:00:00	ES	Futures	2194.13	2194.4	2193.32	2194.13	1417.0
2016-03-29 02:05:00	ES	Futures	2194.13	2194.4	2193.59	2194.13	800.0
2016-03-29 02:10:00	ES	Futures	2194.4	2194.4	2193.86	2194.4	579.0
2016-03-29 02:15:00	ES	Futures	2194.67	2194.67	2193.32	2193.32	714.0
2016-03-29 02:20:00	ES	Futures	2193.05	2193.59	2193.05	2193.59	948.0
2016-03-29 02:25:00	ES	Futures	2193.59	2193.86	2193.32	2193.59	381.0
2016-03-29 02:30:00	ES	Futures	2193.59	2193.59	2192.78	2193.05	481.0
2016-03-29 02:35:00	ES	Futures	2192.78	2193.05	2191.97	2191.97	989.0
2016-03-29 02:40:00	ES	Futures	2191.97	2193.05	2191.7	2193.05	631.0
2016-03-29 02:45:00	ES	Futures	2193.05	2193.32	2192.24	2192.51	712.0
2016-03-29 02:50:00	ES	Futures	2192.51	2193.59	2192.24	2193.32	898.0
2016-03-29 02:55:00	ES	Futures	2193.59	2193.59	2191.97	2191.97	798.0
2016-03-29 03:00:00	ES	Futures	2191.7	2196.02	2191.7	2194.4	5007.0
2016-03-29 03:05:00	ES	Futures	2194.4	2195.75	2193.32	2193.59	2857.0
2016-03-29 03:10:00	ES	Futures	2193.59	2195.21	2193.32	2193.86	2090.0
2016-03-29 03:15:00	ES	Futures	2194.13	2194.94	2192.51	2193.59	2268.0
2016-03-29 03:20:00	ES	Futures	2193.59	2194.4	2192.51	2192.78	2012.0
2016-03-29 03:25:00	ES	Futures	2192.78	2193.59	2192.51	2193.05	1580.0
2016-03-29 03:30:00	ES	Futures	2193.32	2194.4	2193.05	2193.86	1793.0
2016-03-29 03:35:00	ES	Futures	2193.86	2194.67	2192.78	2193.59	2090.0
2016-03-29 03:40:00	ES	Futures	2193.59	2194.4	2193.05	2193.32	1877.0
2016-03-29 03:45:00	ES	Futures	2193.32	2194.4	2192.51	2194.13	1665.0
2016-03-29 03:50:00	ES	Futures	2193.86	2194.94	2193.05	2193.32	1128.0
2016-03-29 03:55:00	ES	Futures	2193.32	2194.4	2193.05	2194.4	2157.0
2016-03-29 04:00:00	ES	Futures	2194.4	2194.67	2190.89	2191.7	2706.0
2016-03-29 04:05:00	ES	Futures	2191.97	2191.97	2190.35	2191.43	2633.0

> showing 50 of 15,285 rows — these rows as CSV

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