PREVIEW / futures_5min / 2016-02-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-11.parquet
  size:    290 KB
  rows:    15,704

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
2016-02-11 00:00:00	ES	Futures	1974.74	1976.62	1974.74	1976.35	815.0
2016-02-11 00:05:00	ES	Futures	1976.62	1977.16	1975.82	1976.62	769.0
2016-02-11 00:10:00	ES	Futures	1976.35	1976.62	1975.55	1975.82	374.0
2016-02-11 00:15:00	ES	Futures	1975.82	1976.62	1975.82	1976.35	265.0
2016-02-11 00:20:00	ES	Futures	1976.09	1976.35	1975.28	1976.35	351.0
2016-02-11 00:25:00	ES	Futures	1976.09	1976.89	1975.55	1976.35	313.0
2016-02-11 00:30:00	ES	Futures	1976.35	1976.62	1974.21	1975.01	647.0
2016-02-11 00:35:00	ES	Futures	1975.01	1975.55	1974.21	1974.47	484.0
2016-02-11 00:40:00	ES	Futures	1974.74	1975.55	1974.47	1975.01	357.0
2016-02-11 00:45:00	ES	Futures	1975.01	1975.55	1974.47	1974.47	269.0
2016-02-11 00:50:00	ES	Futures	1974.47	1975.01	1974.21	1974.47	376.0
2016-02-11 00:55:00	ES	Futures	1974.21	1974.74	1973.4	1973.67	646.0
2016-02-11 01:00:00	ES	Futures	1973.67	1974.74	1973.67	1974.21	251.0
2016-02-11 01:05:00	ES	Futures	1974.21	1974.47	1972.86	1973.4	759.0
2016-02-11 01:10:00	ES	Futures	1973.13	1974.21	1972.86	1973.67	476.0
2016-02-11 01:15:00	ES	Futures	1973.67	1974.47	1973.13	1973.13	453.0
2016-02-11 01:20:00	ES	Futures	1972.86	1972.86	1970.44	1970.98	1703.0
2016-02-11 01:25:00	ES	Futures	1970.98	1971.79	1970.71	1971.25	631.0
2016-02-11 01:30:00	ES	Futures	1971.25	1972.32	1970.98	1971.52	414.0
2016-02-11 01:35:00	ES	Futures	1971.52	1972.32	1971.52	1972.06	402.0
2016-02-11 01:40:00	ES	Futures	1972.06	1972.86	1972.06	1972.06	293.0
2016-02-11 01:45:00	ES	Futures	1972.06	1973.13	1972.06	1972.32	228.0
2016-02-11 01:50:00	ES	Futures	1972.32	1973.13	1972.06	1973.13	240.0
2016-02-11 01:55:00	ES	Futures	1973.13	1974.74	1972.59	1974.47	907.0
2016-02-11 02:00:00	ES	Futures	1974.47	1977.16	1974.47	1976.62	2622.0
2016-02-11 02:05:00	ES	Futures	1976.62	1976.89	1973.67	1974.21	1955.0
2016-02-11 02:10:00	ES	Futures	1974.21	1974.74	1971.79	1973.67	2193.0
2016-02-11 02:15:00	ES	Futures	1973.67	1976.62	1972.86	1976.09	2412.0
2016-02-11 02:20:00	ES	Futures	1976.09	1976.89	1975.01	1976.09	2152.0
2016-02-11 02:25:00	ES	Futures	1976.35	1976.62	1973.94	1974.47	1345.0
2016-02-11 02:30:00	ES	Futures	1974.47	1976.35	1974.21	1974.47	1698.0
2016-02-11 02:35:00	ES	Futures	1974.47	1976.89	1974.47	1976.09	1313.0
2016-02-11 02:40:00	ES	Futures	1976.09	1976.35	1975.28	1975.82	1063.0
2016-02-11 02:45:00	ES	Futures	1976.09	1976.62	1975.01	1975.28	901.0
2016-02-11 02:50:00	ES	Futures	1975.28	1978.24	1975.01	1977.43	2951.0
2016-02-11 02:55:00	ES	Futures	1977.16	1978.24	1976.89	1977.16	1515.0
2016-02-11 03:00:00	ES	Futures	1977.16	1977.43	1972.86	1974.74	7395.0
2016-02-11 03:05:00	ES	Futures	1974.74	1975.01	1968.83	1969.91	7309.0
2016-02-11 03:10:00	ES	Futures	1970.17	1972.59	1969.37	1969.37	3980.0
2016-02-11 03:15:00	ES	Futures	1969.37	1971.52	1963.73	1963.99	14416.0
2016-02-11 03:20:00	ES	Futures	1963.99	1963.99	1958.62	1959.96	13534.0
2016-02-11 03:25:00	ES	Futures	1959.96	1962.92	1958.89	1961.84	8358.0
2016-02-11 03:30:00	ES	Futures	1961.84	1963.99	1957.55	1957.55	8413.0
2016-02-11 03:35:00	ES	Futures	1957.55	1958.35	1950.83	1951.36	15968.0
2016-02-11 03:40:00	ES	Futures	1951.36	1955.66	1948.68	1954.05	12555.0
2016-02-11 03:45:00	ES	Futures	1954.05	1955.93	1950.02	1951.36	9596.0
2016-02-11 03:50:00	ES	Futures	1951.36	1956.2	1949.22	1955.13	8518.0
2016-02-11 03:55:00	ES	Futures	1954.86	1958.35	1952.17	1952.98	8687.0
2016-02-11 04:00:00	ES	Futures	1952.98	1954.86	1950.56	1950.56	6851.0
2016-02-11 04:05:00	ES	Futures	1950.29	1952.71	1949.22	1950.83	6700.0

> showing 50 of 15,704 rows — these rows as CSV

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