PREVIEW / futures_5min / 2016-02-10

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-10.parquet
  size:    277 KB
  rows:    15,302

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
2016-02-10 00:00:00	ES	Futures	1978.77	1979.31	1977.97	1979.04	522.0
2016-02-10 00:05:00	ES	Futures	1979.04	1979.58	1978.77	1979.31	600.0
2016-02-10 00:10:00	ES	Futures	1979.04	1981.46	1979.04	1981.19	1465.0
2016-02-10 00:15:00	ES	Futures	1981.46	1981.73	1979.58	1979.85	710.0
2016-02-10 00:20:00	ES	Futures	1979.85	1979.85	1977.97	1978.24	530.0
2016-02-10 00:25:00	ES	Futures	1978.24	1979.85	1977.97	1979.85	503.0
2016-02-10 00:30:00	ES	Futures	1979.58	1979.58	1977.43	1978.5	1266.0
2016-02-10 00:35:00	ES	Futures	1977.97	1978.77	1977.7	1978.24	756.0
2016-02-10 00:40:00	ES	Futures	1977.97	1979.31	1977.43	1977.7	582.0
2016-02-10 00:45:00	ES	Futures	1977.7	1979.58	1977.7	1978.5	900.0
2016-02-10 00:50:00	ES	Futures	1978.24	1979.04	1977.43	1978.24	645.0
2016-02-10 00:55:00	ES	Futures	1978.24	1979.04	1977.16	1977.97	1158.0
2016-02-10 01:00:00	ES	Futures	1978.24	1982.27	1978.24	1981.46	2850.0
2016-02-10 01:05:00	ES	Futures	1981.73	1981.73	1980.65	1981.46	927.0
2016-02-10 01:10:00	ES	Futures	1981.19	1981.46	1977.7	1977.97	1501.0
2016-02-10 01:15:00	ES	Futures	1978.24	1979.58	1977.7	1979.31	838.0
2016-02-10 01:20:00	ES	Futures	1979.31	1980.39	1979.04	1979.85	320.0
2016-02-10 01:25:00	ES	Futures	1979.85	1980.65	1979.58	1980.12	170.0
2016-02-10 01:30:00	ES	Futures	1980.12	1981.73	1980.12	1981.19	264.0
2016-02-10 01:35:00	ES	Futures	1980.92	1981.19	1980.39	1980.65	174.0
2016-02-10 01:40:00	ES	Futures	1980.92	1982.0	1980.92	1981.19	558.0
2016-02-10 01:45:00	ES	Futures	1981.46	1982.27	1981.19	1981.19	286.0
2016-02-10 01:50:00	ES	Futures	1981.19	1982.0	1981.19	1981.46	311.0
2016-02-10 01:55:00	ES	Futures	1981.46	1982.0	1981.19	1981.46	196.0
2016-02-10 02:00:00	ES	Futures	1981.19	1987.1	1981.19	1984.68	5150.0
2016-02-10 02:05:00	ES	Futures	1984.68	1988.45	1984.68	1988.18	3171.0
2016-02-10 02:10:00	ES	Futures	1987.91	1989.52	1987.1	1989.25	2644.0
2016-02-10 02:15:00	ES	Futures	1989.25	1991.4	1989.25	1990.06	3333.0
2016-02-10 02:20:00	ES	Futures	1990.33	1991.67	1989.52	1990.6	1691.0
2016-02-10 02:25:00	ES	Futures	1990.6	1992.21	1990.33	1991.94	1293.0
2016-02-10 02:30:00	ES	Futures	1991.94	1991.94	1987.91	1989.25	2609.0
2016-02-10 02:35:00	ES	Futures	1989.25	1991.67	1988.72	1990.6	1352.0
2016-02-10 02:40:00	ES	Futures	1990.6	1991.94	1989.52	1991.4	1458.0
2016-02-10 02:45:00	ES	Futures	1991.13	1991.67	1990.06	1991.13	2073.0
2016-02-10 02:50:00	ES	Futures	1991.4	1992.75	1991.13	1991.67	1673.0
2016-02-10 02:55:00	ES	Futures	1991.94	1991.94	1989.52	1989.79	1312.0
2016-02-10 03:00:00	ES	Futures	1989.79	1991.94	1988.45	1991.13	4731.0
2016-02-10 03:05:00	ES	Futures	1991.13	1992.21	1989.52	1990.6	5344.0
2016-02-10 03:10:00	ES	Futures	1990.6	1990.87	1987.37	1990.6	4099.0
2016-02-10 03:15:00	ES	Futures	1990.6	1990.6	1983.88	1984.68	5528.0
2016-02-10 03:20:00	ES	Futures	1984.68	1987.91	1983.34	1985.76	4143.0
2016-02-10 03:25:00	ES	Futures	1985.76	1988.98	1984.95	1988.45	3498.0
2016-02-10 03:30:00	ES	Futures	1988.18	1991.67	1987.64	1991.4	4513.0
2016-02-10 03:35:00	ES	Futures	1991.13	1994.63	1991.13	1993.82	5355.0
2016-02-10 03:40:00	ES	Futures	1993.55	1995.16	1992.21	1992.48	4177.0
2016-02-10 03:45:00	ES	Futures	1992.48	1998.39	1991.94	1997.85	7265.0
2016-02-10 03:50:00	ES	Futures	1997.85	2000.27	1997.85	1998.93	5402.0
2016-02-10 03:55:00	ES	Futures	1998.66	2002.15	1998.66	2000.81	3899.0
2016-02-10 04:00:00	ES	Futures	2000.81	2002.69	1999.46	2002.69	3695.0
2016-02-10 04:05:00	ES	Futures	2002.42	2003.49	2000.81	2001.08	4970.0

> showing 50 of 15,302 rows — these rows as CSV

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