PREVIEW / futures_5min / 2016-02-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-01.parquet
  size:    263 KB
  rows:    15,670

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
2016-02-01 00:00:00	ES	Futures	2069.87	2070.94	2069.33	2070.67	816.0
2016-02-01 00:05:00	ES	Futures	2070.94	2071.48	2070.4	2070.94	679.0
2016-02-01 00:10:00	ES	Futures	2070.67	2072.02	2070.67	2071.75	476.0
2016-02-01 00:15:00	ES	Futures	2071.48	2071.75	2070.4	2070.94	347.0
2016-02-01 00:20:00	ES	Futures	2070.67	2072.02	2070.67	2071.75	924.0
2016-02-01 00:25:00	ES	Futures	2071.75	2073.09	2071.48	2072.02	1053.0
2016-02-01 00:30:00	ES	Futures	2072.28	2073.09	2072.02	2072.82	538.0
2016-02-01 00:35:00	ES	Futures	2072.82	2074.16	2072.82	2073.9	992.0
2016-02-01 00:40:00	ES	Futures	2073.9	2074.43	2073.36	2073.9	710.0
2016-02-01 00:45:00	ES	Futures	2073.63	2074.16	2073.36	2073.36	525.0
2016-02-01 00:50:00	ES	Futures	2073.36	2073.36	2071.21	2072.28	745.0
2016-02-01 00:55:00	ES	Futures	2072.28	2072.82	2071.75	2072.28	604.0
2016-02-01 01:00:00	ES	Futures	2072.28	2072.28	2071.21	2071.75	372.0
2016-02-01 01:05:00	ES	Futures	2071.75	2073.9	2071.75	2073.63	725.0
2016-02-01 01:10:00	ES	Futures	2073.36	2073.9	2073.36	2073.9	444.0
2016-02-01 01:15:00	ES	Futures	2073.9	2073.9	2072.55	2073.09	849.0
2016-02-01 01:20:00	ES	Futures	2072.82	2073.09	2072.28	2072.82	513.0
2016-02-01 01:25:00	ES	Futures	2072.82	2073.36	2072.55	2072.82	186.0
2016-02-01 01:30:00	ES	Futures	2073.09	2073.36	2071.48	2071.75	633.0
2016-02-01 01:35:00	ES	Futures	2071.75	2072.02	2070.67	2070.67	441.0
2016-02-01 01:40:00	ES	Futures	2070.94	2072.55	2070.67	2071.48	417.0
2016-02-01 01:45:00	ES	Futures	2071.48	2072.02	2071.21	2071.75	203.0
2016-02-01 01:50:00	ES	Futures	2072.02	2073.09	2072.02	2072.55	522.0
2016-02-01 01:55:00	ES	Futures	2072.28	2073.9	2072.28	2073.36	514.0
2016-02-01 02:00:00	ES	Futures	2073.63	2073.9	2072.02	2072.82	1799.0
2016-02-01 02:05:00	ES	Futures	2072.55	2073.36	2070.13	2071.75	2243.0
2016-02-01 02:10:00	ES	Futures	2071.48	2071.75	2069.6	2069.6	1487.0
2016-02-01 02:15:00	ES	Futures	2069.6	2070.67	2068.79	2069.33	2049.0
2016-02-01 02:20:00	ES	Futures	2069.33	2071.48	2069.06	2070.67	808.0
2016-02-01 02:25:00	ES	Futures	2070.67	2071.21	2069.33	2070.13	1207.0
2016-02-01 02:30:00	ES	Futures	2070.13	2070.4	2069.06	2069.33	854.0
2016-02-01 02:35:00	ES	Futures	2069.33	2070.13	2068.52	2069.6	1521.0
2016-02-01 02:40:00	ES	Futures	2069.87	2070.67	2068.79	2069.6	1559.0
2016-02-01 02:45:00	ES	Futures	2069.33	2071.21	2069.33	2070.4	1162.0
2016-02-01 02:50:00	ES	Futures	2070.67	2072.55	2070.67	2071.75	1940.0
2016-02-01 02:55:00	ES	Futures	2071.75	2072.82	2071.21	2072.82	1200.0
2016-02-01 03:00:00	ES	Futures	2072.55	2072.82	2067.45	2067.45	4942.0
2016-02-01 03:05:00	ES	Futures	2067.45	2068.79	2066.64	2066.64	3904.0
2016-02-01 03:10:00	ES	Futures	2066.64	2069.6	2066.37	2068.52	3813.0
2016-02-01 03:15:00	ES	Futures	2068.52	2068.52	2065.84	2066.91	3478.0
2016-02-01 03:20:00	ES	Futures	2066.91	2067.98	2065.3	2067.98	3451.0
2016-02-01 03:25:00	ES	Futures	2067.98	2069.33	2066.64	2068.52	2978.0
2016-02-01 03:30:00	ES	Futures	2068.52	2070.13	2068.25	2068.52	1908.0
2016-02-01 03:35:00	ES	Futures	2068.25	2069.33	2066.1	2066.64	3407.0
2016-02-01 03:40:00	ES	Futures	2066.64	2067.45	2064.76	2066.64	3518.0
2016-02-01 03:45:00	ES	Futures	2066.37	2067.98	2065.84	2067.72	1993.0
2016-02-01 03:50:00	ES	Futures	2067.45	2070.67	2067.18	2070.13	2885.0
2016-02-01 03:55:00	ES	Futures	2070.4	2070.94	2069.87	2070.13	1570.0
2016-02-01 04:00:00	ES	Futures	2070.13	2070.4	2068.52	2069.06	1607.0
2016-02-01 04:05:00	ES	Futures	2068.79	2068.79	2066.64	2066.91	2870.0

> showing 50 of 15,670 rows — these rows as CSV

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