PREVIEW / futures_5min / 2016-02-03

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-03.parquet
  size:    297 KB
  rows:    15,889

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
2016-02-03 00:00:00	ES	Futures	2033.32	2033.86	2031.44	2031.71	1119.0
2016-02-03 00:05:00	ES	Futures	2031.71	2033.05	2031.44	2032.52	559.0
2016-02-03 00:10:00	ES	Futures	2032.52	2033.59	2032.25	2032.78	555.0
2016-02-03 00:15:00	ES	Futures	2032.78	2033.05	2031.17	2032.52	1514.0
2016-02-03 00:20:00	ES	Futures	2032.78	2033.32	2032.25	2032.52	694.0
2016-02-03 00:25:00	ES	Futures	2032.52	2033.05	2031.44	2033.05	888.0
2016-02-03 00:30:00	ES	Futures	2033.32	2034.66	2033.05	2033.32	1049.0
2016-02-03 00:35:00	ES	Futures	2033.32	2035.47	2033.05	2034.93	890.0
2016-02-03 00:40:00	ES	Futures	2034.93	2035.74	2034.4	2035.2	587.0
2016-02-03 00:45:00	ES	Futures	2035.47	2035.47	2033.32	2034.13	740.0
2016-02-03 00:50:00	ES	Futures	2034.13	2035.2	2033.86	2034.66	427.0
2016-02-03 00:55:00	ES	Futures	2034.4	2036.28	2034.13	2035.47	989.0
2016-02-03 01:00:00	ES	Futures	2035.47	2035.74	2033.86	2033.86	837.0
2016-02-03 01:05:00	ES	Futures	2033.59	2033.59	2031.71	2031.98	925.0
2016-02-03 01:10:00	ES	Futures	2031.98	2033.05	2031.98	2033.05	387.0
2016-02-03 01:15:00	ES	Futures	2033.32	2033.59	2033.05	2033.32	421.0
2016-02-03 01:20:00	ES	Futures	2033.32	2034.66	2033.32	2034.4	788.0
2016-02-03 01:25:00	ES	Futures	2034.4	2035.2	2034.4	2034.66	219.0
2016-02-03 01:30:00	ES	Futures	2034.66	2035.2	2034.4	2034.66	402.0
2016-02-03 01:35:00	ES	Futures	2034.66	2034.93	2034.4	2034.93	308.0
2016-02-03 01:40:00	ES	Futures	2035.2	2036.81	2034.66	2036.81	564.0
2016-02-03 01:45:00	ES	Futures	2036.81	2036.81	2035.47	2036.01	527.0
2016-02-03 01:50:00	ES	Futures	2036.01	2036.01	2034.13	2034.93	405.0
2016-02-03 01:55:00	ES	Futures	2035.2	2036.01	2034.66	2036.01	501.0
2016-02-03 02:00:00	ES	Futures	2036.01	2039.5	2036.01	2039.23	4132.0
2016-02-03 02:05:00	ES	Futures	2038.96	2039.77	2038.16	2039.5	2814.0
2016-02-03 02:10:00	ES	Futures	2039.5	2039.77	2038.43	2038.7	2122.0
2016-02-03 02:15:00	ES	Futures	2038.96	2039.77	2038.43	2038.96	1408.0
2016-02-03 02:20:00	ES	Futures	2039.23	2039.5	2038.43	2038.43	957.0
2016-02-03 02:25:00	ES	Futures	2038.43	2039.77	2037.89	2039.77	776.0
2016-02-03 02:30:00	ES	Futures	2039.77	2040.04	2038.16	2040.04	2079.0
2016-02-03 02:35:00	ES	Futures	2040.04	2040.85	2039.77	2040.04	3238.0
2016-02-03 02:40:00	ES	Futures	2040.04	2041.11	2039.5	2040.58	1888.0
2016-02-03 02:45:00	ES	Futures	2040.85	2041.65	2040.58	2041.65	1676.0
2016-02-03 02:50:00	ES	Futures	2041.38	2041.92	2040.58	2041.11	2120.0
2016-02-03 02:55:00	ES	Futures	2040.85	2044.07	2040.85	2043.53	3387.0
2016-02-03 03:00:00	ES	Futures	2043.53	2045.68	2043.26	2044.34	6687.0
2016-02-03 03:05:00	ES	Futures	2044.34	2044.88	2042.73	2043.53	3846.0
2016-02-03 03:10:00	ES	Futures	2043.8	2043.8	2040.58	2040.85	5157.0
2016-02-03 03:15:00	ES	Futures	2040.58	2042.19	2040.04	2041.65	3108.0
2016-02-03 03:20:00	ES	Futures	2041.38	2045.95	2040.31	2044.88	4848.0
2016-02-03 03:25:00	ES	Futures	2044.88	2047.03	2043.53	2045.95	3843.0
2016-02-03 03:30:00	ES	Futures	2045.95	2047.29	2044.61	2046.49	2897.0
2016-02-03 03:35:00	ES	Futures	2046.76	2048.1	2045.41	2046.76	4006.0
2016-02-03 03:40:00	ES	Futures	2047.03	2047.56	2044.07	2045.68	2702.0
2016-02-03 03:45:00	ES	Futures	2045.68	2048.1	2044.61	2047.83	3483.0
2016-02-03 03:50:00	ES	Futures	2047.56	2049.71	2047.03	2049.18	4958.0
2016-02-03 03:55:00	ES	Futures	2049.44	2049.71	2047.56	2048.37	2854.0
2016-02-03 04:00:00	ES	Futures	2048.1	2048.37	2046.22	2047.29	3244.0
2016-02-03 04:05:00	ES	Futures	2047.56	2049.71	2047.03	2049.44	2591.0

> showing 50 of 15,889 rows — these rows as CSV

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