PREVIEW / futures_5min / 2016-02-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-02.parquet
  size:    272 KB
  rows:    15,652

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
2016-02-02 00:00:00	ES	Futures	2063.15	2063.69	2063.15	2063.69	473.0
2016-02-02 00:05:00	ES	Futures	2063.69	2063.69	2063.15	2063.69	761.0
2016-02-02 00:10:00	ES	Futures	2063.42	2064.76	2063.42	2063.95	619.0
2016-02-02 00:15:00	ES	Futures	2064.22	2064.22	2062.34	2062.61	425.0
2016-02-02 00:20:00	ES	Futures	2062.61	2063.15	2062.07	2062.61	386.0
2016-02-02 00:25:00	ES	Futures	2062.61	2063.15	2061.27	2062.88	1582.0
2016-02-02 00:30:00	ES	Futures	2062.34	2062.34	2061.27	2062.34	607.0
2016-02-02 00:35:00	ES	Futures	2062.34	2063.15	2062.07	2062.61	431.0
2016-02-02 00:40:00	ES	Futures	2062.61	2063.15	2062.34	2062.88	277.0
2016-02-02 00:45:00	ES	Futures	2062.88	2064.22	2062.61	2063.95	401.0
2016-02-02 00:50:00	ES	Futures	2063.69	2064.22	2063.42	2063.95	268.0
2016-02-02 00:55:00	ES	Futures	2064.22	2064.49	2063.15	2063.95	349.0
2016-02-02 01:00:00	ES	Futures	2064.22	2064.22	2062.88	2062.88	467.0
2016-02-02 01:05:00	ES	Futures	2062.88	2064.76	2062.88	2064.76	587.0
2016-02-02 01:10:00	ES	Futures	2064.76	2065.03	2063.95	2064.76	872.0
2016-02-02 01:15:00	ES	Futures	2064.76	2066.37	2064.49	2065.84	731.0
2016-02-02 01:20:00	ES	Futures	2066.1	2066.64	2065.57	2066.64	517.0
2016-02-02 01:25:00	ES	Futures	2066.64	2067.45	2066.1	2066.37	664.0
2016-02-02 01:30:00	ES	Futures	2066.37	2067.18	2066.37	2066.64	373.0
2016-02-02 01:35:00	ES	Futures	2066.91	2068.25	2066.64	2067.98	755.0
2016-02-02 01:40:00	ES	Futures	2067.98	2068.79	2067.98	2068.25	650.0
2016-02-02 01:45:00	ES	Futures	2068.52	2069.6	2068.52	2068.52	1027.0
2016-02-02 01:50:00	ES	Futures	2068.52	2068.79	2067.72	2067.98	430.0
2016-02-02 01:55:00	ES	Futures	2068.25	2068.79	2068.25	2068.52	263.0
2016-02-02 02:00:00	ES	Futures	2068.52	2069.06	2067.98	2068.79	1276.0
2016-02-02 02:05:00	ES	Futures	2068.79	2068.79	2066.1	2066.37	1442.0
2016-02-02 02:10:00	ES	Futures	2066.64	2067.98	2066.37	2066.91	1276.0
2016-02-02 02:15:00	ES	Futures	2066.91	2068.79	2066.64	2068.52	997.0
2016-02-02 02:20:00	ES	Futures	2068.52	2069.6	2068.25	2069.06	1457.0
2016-02-02 02:25:00	ES	Futures	2069.06	2069.87	2068.25	2068.52	1092.0
2016-02-02 02:30:00	ES	Futures	2068.25	2069.87	2067.98	2068.52	915.0
2016-02-02 02:35:00	ES	Futures	2068.52	2069.06	2067.72	2067.98	570.0
2016-02-02 02:40:00	ES	Futures	2067.98	2068.25	2067.18	2067.98	991.0
2016-02-02 02:45:00	ES	Futures	2067.72	2067.98	2066.37	2067.18	693.0
2016-02-02 02:50:00	ES	Futures	2067.18	2069.33	2066.37	2068.52	1109.0
2016-02-02 02:55:00	ES	Futures	2068.25	2068.52	2066.37	2067.98	2164.0
2016-02-02 03:00:00	ES	Futures	2067.72	2068.52	2065.84	2067.98	2180.0
2016-02-02 03:05:00	ES	Futures	2067.98	2068.79	2065.84	2066.37	2252.0
2016-02-02 03:10:00	ES	Futures	2066.37	2068.25	2065.84	2066.37	2188.0
2016-02-02 03:15:00	ES	Futures	2066.37	2068.52	2066.1	2066.91	2132.0
2016-02-02 03:20:00	ES	Futures	2066.91	2067.18	2063.15	2063.42	3230.0
2016-02-02 03:25:00	ES	Futures	2063.42	2064.76	2062.07	2062.07	3984.0
2016-02-02 03:30:00	ES	Futures	2061.8	2062.88	2061.0	2061.54	3009.0
2016-02-02 03:35:00	ES	Futures	2061.54	2062.61	2060.19	2061.8	4591.0
2016-02-02 03:40:00	ES	Futures	2061.54	2061.54	2059.39	2061.0	3218.0
2016-02-02 03:45:00	ES	Futures	2060.73	2062.34	2060.46	2061.8	2522.0
2016-02-02 03:50:00	ES	Futures	2061.8	2061.8	2059.92	2060.46	1881.0
2016-02-02 03:55:00	ES	Futures	2060.46	2061.0	2058.31	2058.58	3812.0
2016-02-02 04:00:00	ES	Futures	2058.58	2059.65	2057.77	2059.39	3721.0
2016-02-02 04:05:00	ES	Futures	2059.12	2061.54	2058.85	2060.73	2924.0

> showing 50 of 15,652 rows — these rows as CSV

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