PREVIEW / futures_5min / 2016-03-31

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-03-31.parquet
  size:    250 KB
  rows:    15,415

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
2016-03-31 00:00:00	ES	Futures	2216.81	2217.35	2216.54	2217.35	266.0
2016-03-31 00:05:00	ES	Futures	2217.35	2217.62	2216.81	2217.35	163.0
2016-03-31 00:10:00	ES	Futures	2217.08	2217.35	2216.81	2217.08	277.0
2016-03-31 00:15:00	ES	Futures	2217.08	2217.62	2217.08	2217.35	264.0
2016-03-31 00:20:00	ES	Futures	2217.62	2217.62	2217.08	2217.35	154.0
2016-03-31 00:25:00	ES	Futures	2217.35	2218.16	2217.35	2218.16	421.0
2016-03-31 00:30:00	ES	Futures	2218.16	2218.16	2217.62	2217.62	197.0
2016-03-31 00:35:00	ES	Futures	2217.89	2217.89	2217.62	2217.62	257.0
2016-03-31 00:40:00	ES	Futures	2217.89	2217.89	2216.81	2217.08	575.0
2016-03-31 00:45:00	ES	Futures	2217.35	2217.62	2216.81	2217.35	294.0
2016-03-31 00:50:00	ES	Futures	2217.35	2217.89	2217.08	2217.89	175.0
2016-03-31 00:55:00	ES	Futures	2217.62	2217.62	2217.08	2217.35	188.0
2016-03-31 01:00:00	ES	Futures	2217.62	2217.62	2216.54	2217.08	314.0
2016-03-31 01:05:00	ES	Futures	2217.08	2217.62	2216.81	2217.35	234.0
2016-03-31 01:10:00	ES	Futures	2217.35	2217.62	2217.08	2217.35	207.0
2016-03-31 01:15:00	ES	Futures	2217.35	2218.16	2217.08	2217.89	524.0
2016-03-31 01:20:00	ES	Futures	2217.89	2218.16	2217.62	2217.89	212.0
2016-03-31 01:25:00	ES	Futures	2217.89	2218.7	2217.89	2218.16	803.0
2016-03-31 01:30:00	ES	Futures	2218.43	2218.43	2216.54	2216.81	1067.0
2016-03-31 01:35:00	ES	Futures	2216.54	2217.35	2216.54	2216.81	295.0
2016-03-31 01:40:00	ES	Futures	2217.08	2217.08	2216.81	2217.08	150.0
2016-03-31 01:45:00	ES	Futures	2217.08	2217.08	2216.54	2216.54	443.0
2016-03-31 01:50:00	ES	Futures	2216.54	2216.81	2216.0	2216.27	504.0
2016-03-31 01:55:00	ES	Futures	2216.27	2216.27	2215.73	2216.0	696.0
2016-03-31 02:00:00	ES	Futures	2216.0	2216.54	2215.19	2216.0	1693.0
2016-03-31 02:05:00	ES	Futures	2215.73	2216.27	2214.65	2215.46	1512.0
2016-03-31 02:10:00	ES	Futures	2215.46	2215.46	2214.92	2215.19	1060.0
2016-03-31 02:15:00	ES	Futures	2215.19	2215.73	2214.65	2215.73	1387.0
2016-03-31 02:20:00	ES	Futures	2215.46	2216.0	2215.19	2215.46	525.0
2016-03-31 02:25:00	ES	Futures	2215.19	2215.73	2214.92	2215.46	430.0
2016-03-31 02:30:00	ES	Futures	2215.73	2216.0	2215.46	2215.73	447.0
2016-03-31 02:35:00	ES	Futures	2215.73	2216.54	2215.46	2216.27	750.0
2016-03-31 02:40:00	ES	Futures	2216.0	2216.27	2216.0	2216.0	273.0
2016-03-31 02:45:00	ES	Futures	2216.0	2216.81	2216.0	2216.27	550.0
2016-03-31 02:50:00	ES	Futures	2216.54	2216.81	2216.0	2216.27	856.0
2016-03-31 02:55:00	ES	Futures	2216.27	2216.54	2215.73	2216.0	627.0
2016-03-31 03:00:00	ES	Futures	2216.0	2216.27	2213.84	2214.92	4267.0
2016-03-31 03:05:00	ES	Futures	2214.92	2216.27	2213.84	2215.73	4573.0
2016-03-31 03:10:00	ES	Futures	2216.0	2217.89	2216.0	2216.81	3788.0
2016-03-31 03:15:00	ES	Futures	2216.81	2217.62	2216.27	2216.54	1863.0
2016-03-31 03:20:00	ES	Futures	2216.27	2216.27	2214.38	2214.92	2893.0
2016-03-31 03:25:00	ES	Futures	2214.92	2216.0	2213.84	2214.38	2327.0
2016-03-31 03:30:00	ES	Futures	2214.38	2214.65	2213.3	2214.38	3865.0
2016-03-31 03:35:00	ES	Futures	2214.11	2215.46	2213.3	2213.57	4009.0
2016-03-31 03:40:00	ES	Futures	2213.57	2214.65	2212.22	2214.38	4253.0
2016-03-31 03:45:00	ES	Futures	2214.38	2214.65	2212.49	2214.38	3031.0
2016-03-31 03:50:00	ES	Futures	2214.11	2214.38	2212.76	2213.3	1399.0
2016-03-31 03:55:00	ES	Futures	2213.3	2214.38	2212.76	2212.76	3533.0
2016-03-31 04:00:00	ES	Futures	2212.76	2212.76	2210.87	2212.22	6019.0
2016-03-31 04:05:00	ES	Futures	2212.22	2212.76	2211.68	2212.49	1649.0

> showing 50 of 15,415 rows — these rows as CSV

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