PREVIEW / futures_5min / 2016-02-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-05.parquet
  size:    234 KB
  rows:    12,793

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
2016-02-05 00:00:00	ES	Futures	2047.29	2047.56	2046.49	2047.29	448.0
2016-02-05 00:05:00	ES	Futures	2047.56	2048.1	2046.22	2046.22	272.0
2016-02-05 00:10:00	ES	Futures	2046.22	2047.29	2046.22	2047.03	291.0
2016-02-05 00:15:00	ES	Futures	2047.03	2047.56	2046.22	2046.49	197.0
2016-02-05 00:20:00	ES	Futures	2046.49	2047.56	2045.95	2047.56	347.0
2016-02-05 00:25:00	ES	Futures	2047.56	2048.1	2046.76	2047.29	257.0
2016-02-05 00:30:00	ES	Futures	2047.03	2047.03	2045.95	2046.22	292.0
2016-02-05 00:35:00	ES	Futures	2046.22	2047.29	2046.22	2046.49	216.0
2016-02-05 00:40:00	ES	Futures	2046.76	2049.44	2046.76	2049.44	390.0
2016-02-05 00:45:00	ES	Futures	2049.44	2050.52	2049.18	2050.25	898.0
2016-02-05 00:50:00	ES	Futures	2050.25	2050.52	2048.1	2048.37	757.0
2016-02-05 00:55:00	ES	Futures	2048.37	2049.71	2047.83	2048.1	518.0
2016-02-05 01:00:00	ES	Futures	2048.1	2048.37	2046.76	2048.1	714.0
2016-02-05 01:05:00	ES	Futures	2048.1	2048.64	2045.41	2045.95	680.0
2016-02-05 01:10:00	ES	Futures	2045.95	2046.76	2045.68	2045.68	572.0
2016-02-05 01:15:00	ES	Futures	2045.68	2046.49	2045.41	2045.68	366.0
2016-02-05 01:20:00	ES	Futures	2045.95	2046.22	2045.14	2045.41	522.0
2016-02-05 01:25:00	ES	Futures	2045.68	2045.95	2045.14	2045.68	233.0
2016-02-05 01:30:00	ES	Futures	2045.68	2046.49	2044.88	2046.22	398.0
2016-02-05 01:35:00	ES	Futures	2046.22	2046.76	2045.95	2046.49	166.0
2016-02-05 01:40:00	ES	Futures	2046.22	2047.29	2045.68	2046.76	525.0
2016-02-05 01:45:00	ES	Futures	2046.49	2046.49	2045.41	2046.22	149.0
2016-02-05 01:50:00	ES	Futures	2046.22	2047.29	2045.95	2047.29	165.0
2016-02-05 01:55:00	ES	Futures	2047.29	2047.56	2047.03	2047.29	308.0
2016-02-05 02:00:00	ES	Futures	2047.29	2049.18	2047.03	2048.64	853.0
2016-02-05 02:05:00	ES	Futures	2048.91	2048.91	2046.76	2047.83	924.0
2016-02-05 02:10:00	ES	Futures	2048.1	2048.1	2046.22	2046.49	703.0
2016-02-05 02:15:00	ES	Futures	2046.49	2047.03	2045.95	2046.76	529.0
2016-02-05 02:20:00	ES	Futures	2046.76	2047.83	2046.76	2047.56	379.0
2016-02-05 02:25:00	ES	Futures	2047.29	2047.83	2046.76	2046.76	562.0
2016-02-05 02:30:00	ES	Futures	2046.76	2047.03	2045.41	2045.41	1019.0
2016-02-05 02:35:00	ES	Futures	2045.41	2046.22	2044.61	2044.88	1259.0
2016-02-05 02:40:00	ES	Futures	2044.88	2046.49	2044.88	2045.41	841.0
2016-02-05 02:45:00	ES	Futures	2045.41	2046.76	2045.14	2045.68	1017.0
2016-02-05 02:50:00	ES	Futures	2045.41	2046.49	2044.88	2045.95	768.0
2016-02-05 02:55:00	ES	Futures	2045.68	2048.1	2045.41	2048.1	1057.0
2016-02-05 03:00:00	ES	Futures	2048.37	2048.64	2044.61	2047.56	2970.0
2016-02-05 03:05:00	ES	Futures	2047.83	2052.94	2047.83	2051.06	5631.0
2016-02-05 03:10:00	ES	Futures	2051.06	2054.55	2050.79	2052.4	4188.0
2016-02-05 03:15:00	ES	Futures	2052.4	2052.67	2049.98	2050.25	3176.0
2016-02-05 03:20:00	ES	Futures	2049.71	2051.06	2048.37	2049.18	1937.0
2016-02-05 03:25:00	ES	Futures	2049.44	2049.71	2046.49	2048.64	3001.0
2016-02-05 03:30:00	ES	Futures	2048.37	2048.64	2045.95	2048.1	2028.0
2016-02-05 03:35:00	ES	Futures	2048.37	2049.44	2043.8	2044.88	2932.0
2016-02-05 03:40:00	ES	Futures	2044.88	2046.76	2043.53	2045.41	2773.0
2016-02-05 03:45:00	ES	Futures	2045.41	2049.44	2045.41	2048.64	1962.0
2016-02-05 03:50:00	ES	Futures	2048.64	2051.32	2048.1	2050.52	2505.0
2016-02-05 03:55:00	ES	Futures	2050.25	2050.52	2048.1	2049.18	1482.0
2016-02-05 04:00:00	ES	Futures	2048.91	2051.06	2048.64	2050.79	1909.0
2016-02-05 04:05:00	ES	Futures	2050.79	2051.59	2049.18	2050.79	1573.0

> showing 50 of 12,793 rows — these rows as CSV

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