PREVIEW / futures_5min / 2016-02-09

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-09.parquet
  size:    284 KB
  rows:    15,689

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
2016-02-09 00:00:00	ES	Futures	1972.32	1972.32	1970.71	1971.52	762.0
2016-02-09 00:05:00	ES	Futures	1971.52	1972.59	1971.25	1971.79	603.0
2016-02-09 00:10:00	ES	Futures	1971.52	1972.06	1970.98	1971.52	603.0
2016-02-09 00:15:00	ES	Futures	1971.79	1972.32	1970.71	1970.71	642.0
2016-02-09 00:20:00	ES	Futures	1970.98	1970.98	1969.64	1970.44	1532.0
2016-02-09 00:25:00	ES	Futures	1970.44	1971.79	1970.44	1971.52	348.0
2016-02-09 00:30:00	ES	Futures	1971.52	1973.13	1971.52	1972.32	379.0
2016-02-09 00:35:00	ES	Futures	1972.32	1975.01	1972.32	1973.94	731.0
2016-02-09 00:40:00	ES	Futures	1973.94	1975.01	1973.4	1973.4	407.0
2016-02-09 00:45:00	ES	Futures	1973.13	1974.74	1972.32	1973.4	854.0
2016-02-09 00:50:00	ES	Futures	1973.67	1975.28	1973.67	1974.74	357.0
2016-02-09 00:55:00	ES	Futures	1974.74	1975.01	1973.67	1974.74	482.0
2016-02-09 01:00:00	ES	Futures	1974.74	1974.74	1972.86	1973.4	838.0
2016-02-09 01:05:00	ES	Futures	1973.13	1973.13	1971.79	1973.13	775.0
2016-02-09 01:10:00	ES	Futures	1973.13	1973.94	1972.06	1972.06	356.0
2016-02-09 01:15:00	ES	Futures	1972.06	1973.94	1972.06	1972.59	396.0
2016-02-09 01:20:00	ES	Futures	1972.32	1973.67	1972.32	1973.13	439.0
2016-02-09 01:25:00	ES	Futures	1973.13	1973.67	1972.32	1973.4	330.0
2016-02-09 01:30:00	ES	Futures	1973.67	1974.74	1973.4	1973.67	417.0
2016-02-09 01:35:00	ES	Futures	1973.94	1975.55	1973.94	1975.01	745.0
2016-02-09 01:40:00	ES	Futures	1975.01	1976.09	1974.74	1975.01	621.0
2016-02-09 01:45:00	ES	Futures	1974.74	1975.28	1974.47	1975.28	465.0
2016-02-09 01:50:00	ES	Futures	1975.28	1975.28	1974.74	1974.74	184.0
2016-02-09 01:55:00	ES	Futures	1974.74	1975.55	1974.74	1975.28	315.0
2016-02-09 02:00:00	ES	Futures	1975.28	1975.55	1972.59	1973.13	2383.0
2016-02-09 02:05:00	ES	Futures	1973.67	1973.67	1970.71	1971.52	3358.0
2016-02-09 02:10:00	ES	Futures	1971.52	1972.59	1970.71	1970.98	1090.0
2016-02-09 02:15:00	ES	Futures	1970.98	1973.13	1970.71	1972.59	1551.0
2016-02-09 02:20:00	ES	Futures	1972.32	1973.67	1970.98	1971.52	1322.0
2016-02-09 02:25:00	ES	Futures	1971.52	1972.86	1970.71	1972.32	669.0
2016-02-09 02:30:00	ES	Futures	1972.59	1973.4	1972.06	1973.4	1567.0
2016-02-09 02:35:00	ES	Futures	1973.4	1978.5	1973.4	1978.24	2872.0
2016-02-09 02:40:00	ES	Futures	1978.24	1980.39	1977.7	1980.12	2167.0
2016-02-09 02:45:00	ES	Futures	1979.85	1982.8	1979.58	1982.0	3497.0
2016-02-09 02:50:00	ES	Futures	1982.0	1983.88	1980.65	1983.88	2797.0
2016-02-09 02:55:00	ES	Futures	1983.88	1984.68	1982.27	1982.54	2312.0
2016-02-09 03:00:00	ES	Futures	1982.27	1986.83	1982.27	1986.57	4624.0
2016-02-09 03:05:00	ES	Futures	1986.57	1987.64	1985.49	1987.1	4914.0
2016-02-09 03:10:00	ES	Futures	1986.83	1992.48	1985.49	1989.79	10469.0
2016-02-09 03:15:00	ES	Futures	1989.79	1990.06	1983.61	1983.61	6377.0
2016-02-09 03:20:00	ES	Futures	1983.61	1983.88	1979.58	1980.92	6543.0
2016-02-09 03:25:00	ES	Futures	1980.92	1983.07	1979.31	1979.31	6134.0
2016-02-09 03:30:00	ES	Futures	1979.58	1982.27	1977.16	1982.27	6382.0
2016-02-09 03:35:00	ES	Futures	1982.54	1983.34	1978.24	1981.46	3805.0
2016-02-09 03:40:00	ES	Futures	1981.46	1983.07	1978.24	1980.39	5000.0
2016-02-09 03:45:00	ES	Futures	1980.12	1985.22	1980.12	1984.42	3063.0
2016-02-09 03:50:00	ES	Futures	1984.42	1986.57	1982.0	1984.15	3696.0
2016-02-09 03:55:00	ES	Futures	1984.15	1989.25	1983.34	1988.72	3112.0
2016-02-09 04:00:00	ES	Futures	1988.45	1989.79	1986.03	1989.25	4627.0
2016-02-09 04:05:00	ES	Futures	1989.52	1992.21	1987.64	1988.45	4124.0

> showing 50 of 15,689 rows — these rows as CSV

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