PREVIEW / futures_5min / 2016-02-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-12.parquet
  size:    235 KB
  rows:    12,658

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
2016-02-12 00:00:00	ES	Futures	1970.44	1972.06	1970.17	1971.52	1291.0
2016-02-12 00:05:00	ES	Futures	1971.52	1971.52	1968.56	1969.37	1090.0
2016-02-12 00:10:00	ES	Futures	1969.37	1970.98	1968.83	1969.37	791.0
2016-02-12 00:15:00	ES	Futures	1969.91	1969.91	1967.49	1968.29	814.0
2016-02-12 00:20:00	ES	Futures	1968.29	1968.56	1965.34	1965.88	1570.0
2016-02-12 00:25:00	ES	Futures	1965.88	1967.22	1965.61	1966.68	1075.0
2016-02-12 00:30:00	ES	Futures	1966.68	1968.29	1965.88	1965.88	1311.0
2016-02-12 00:35:00	ES	Futures	1965.88	1966.14	1964.53	1964.53	1102.0
2016-02-12 00:40:00	ES	Futures	1964.53	1965.07	1963.73	1963.99	1688.0
2016-02-12 00:45:00	ES	Futures	1963.99	1964.26	1963.19	1963.46	1801.0
2016-02-12 00:50:00	ES	Futures	1963.46	1963.99	1962.92	1963.19	1963.0
2016-02-12 00:55:00	ES	Futures	1963.19	1964.53	1962.92	1964.53	887.0
2016-02-12 01:00:00	ES	Futures	1964.53	1965.88	1963.46	1963.99	1620.0
2016-02-12 01:05:00	ES	Futures	1964.26	1964.26	1962.65	1963.19	1453.0
2016-02-12 01:10:00	ES	Futures	1963.19	1963.46	1962.65	1962.65	752.0
2016-02-12 01:15:00	ES	Futures	1962.38	1962.92	1962.38	1962.65	988.0
2016-02-12 01:20:00	ES	Futures	1962.65	1963.99	1962.11	1963.46	894.0
2016-02-12 01:25:00	ES	Futures	1963.19	1963.99	1962.92	1963.99	557.0
2016-02-12 01:30:00	ES	Futures	1963.73	1965.34	1963.19	1965.07	601.0
2016-02-12 01:35:00	ES	Futures	1965.07	1965.07	1964.26	1965.07	300.0
2016-02-12 01:40:00	ES	Futures	1965.07	1965.07	1964.53	1964.8	159.0
2016-02-12 01:45:00	ES	Futures	1964.53	1965.07	1963.99	1964.26	673.0
2016-02-12 01:50:00	ES	Futures	1964.26	1964.26	1963.19	1963.19	1658.0
2016-02-12 01:55:00	ES	Futures	1963.19	1963.73	1962.11	1962.92	729.0
2016-02-12 02:00:00	ES	Futures	1962.92	1963.73	1958.89	1963.46	4510.0
2016-02-12 02:05:00	ES	Futures	1963.19	1966.95	1961.58	1966.41	2771.0
2016-02-12 02:10:00	ES	Futures	1966.14	1968.29	1965.34	1967.76	1940.0
2016-02-12 02:15:00	ES	Futures	1967.76	1970.98	1967.49	1969.64	3079.0
2016-02-12 02:20:00	ES	Futures	1969.91	1969.91	1968.29	1968.29	1217.0
2016-02-12 02:25:00	ES	Futures	1968.29	1968.83	1967.22	1968.29	1489.0
2016-02-12 02:30:00	ES	Futures	1968.56	1969.1	1966.68	1967.76	1181.0
2016-02-12 02:35:00	ES	Futures	1967.76	1969.1	1967.49	1968.02	1070.0
2016-02-12 02:40:00	ES	Futures	1968.02	1968.29	1966.41	1967.49	1200.0
2016-02-12 02:45:00	ES	Futures	1967.49	1968.02	1964.8	1967.22	2318.0
2016-02-12 02:50:00	ES	Futures	1966.95	1968.56	1965.61	1968.02	1743.0
2016-02-12 02:55:00	ES	Futures	1968.29	1970.44	1967.76	1969.37	2187.0
2016-02-12 03:00:00	ES	Futures	1969.64	1973.94	1969.64	1971.79	8521.0
2016-02-12 03:05:00	ES	Futures	1971.79	1973.94	1969.91	1972.86	5361.0
2016-02-12 03:10:00	ES	Futures	1973.13	1976.89	1972.06	1975.55	8821.0
2016-02-12 03:15:00	ES	Futures	1975.55	1979.04	1975.55	1978.24	9181.0
2016-02-12 03:20:00	ES	Futures	1977.97	1978.24	1973.94	1974.74	5749.0
2016-02-12 03:25:00	ES	Futures	1974.47	1975.28	1972.32	1972.59	5848.0
2016-02-12 03:30:00	ES	Futures	1972.59	1973.4	1970.17	1970.71	4456.0
2016-02-12 03:35:00	ES	Futures	1970.71	1972.86	1969.64	1971.52	2825.0
2016-02-12 03:40:00	ES	Futures	1971.25	1972.32	1969.91	1970.44	3074.0
2016-02-12 03:45:00	ES	Futures	1970.44	1974.47	1970.44	1974.21	3444.0
2016-02-12 03:50:00	ES	Futures	1973.94	1977.43	1972.59	1977.43	6676.0
2016-02-12 03:55:00	ES	Futures	1977.43	1977.7	1974.47	1976.09	3401.0
2016-02-12 04:00:00	ES	Futures	1976.35	1976.35	1972.32	1973.67	3144.0
2016-02-12 04:05:00	ES	Futures	1973.67	1976.35	1972.86	1975.82	2171.0

> showing 50 of 12,658 rows — these rows as CSV

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