PREVIEW / futures_5min / 2016-02-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-14.parquet
  size:    55 KB
  rows:    2,499

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
2016-02-14 18:00:00	ES	Futures	2004.84	2006.45	2004.57	2006.18	3660.0
2016-02-14 18:05:00	ES	Futures	2006.18	2008.87	2006.18	2007.79	2265.0
2016-02-14 18:10:00	ES	Futures	2007.79	2008.6	2006.45	2007.26	1073.0
2016-02-14 18:15:00	ES	Futures	2007.26	2007.26	2005.91	2006.18	586.0
2016-02-14 18:20:00	ES	Futures	2006.18	2006.99	2005.64	2006.45	563.0
2016-02-14 18:25:00	ES	Futures	2006.45	2006.99	2006.18	2006.45	704.0
2016-02-14 18:30:00	ES	Futures	2006.18	2008.06	2006.18	2008.06	664.0
2016-02-14 18:35:00	ES	Futures	2007.79	2009.67	2006.99	2008.33	1815.0
2016-02-14 18:40:00	ES	Futures	2008.33	2008.87	2008.06	2008.6	587.0
2016-02-14 18:45:00	ES	Futures	2008.6	2009.94	2008.06	2009.67	1410.0
2016-02-14 18:50:00	ES	Futures	2009.41	2010.75	2009.14	2010.75	1749.0
2016-02-14 18:55:00	ES	Futures	2010.48	2011.02	2009.14	2009.41	1893.0
2016-02-14 19:00:00	ES	Futures	2009.41	2009.94	2008.06	2008.6	2057.0
2016-02-14 19:05:00	ES	Futures	2008.33	2010.75	2008.33	2009.67	2105.0
2016-02-14 19:10:00	ES	Futures	2009.41	2010.75	2008.87	2010.21	1160.0
2016-02-14 19:15:00	ES	Futures	2009.94	2010.48	2008.87	2009.41	1445.0
2016-02-14 19:20:00	ES	Futures	2009.14	2009.41	2007.53	2008.6	1923.0
2016-02-14 19:25:00	ES	Futures	2008.33	2008.87	2007.79	2007.79	1205.0
2016-02-14 19:30:00	ES	Futures	2007.79	2009.41	2007.53	2009.14	859.0
2016-02-14 19:35:00	ES	Futures	2009.14	2009.94	2008.6	2009.67	694.0
2016-02-14 19:40:00	ES	Futures	2009.67	2010.21	2009.14	2009.41	1000.0
2016-02-14 19:45:00	ES	Futures	2009.67	2010.21	2008.87	2009.94	968.0
2016-02-14 19:50:00	ES	Futures	2009.67	2009.67	2008.33	2008.6	929.0
2016-02-14 19:55:00	ES	Futures	2008.33	2008.87	2007.53	2007.79	804.0
2016-02-14 20:00:00	ES	Futures	2007.53	2010.21	2007.53	2009.14	1687.0
2016-02-14 20:05:00	ES	Futures	2009.14	2009.67	2007.79	2009.41	1202.0
2016-02-14 20:10:00	ES	Futures	2009.14	2009.67	2008.33	2008.87	551.0
2016-02-14 20:15:00	ES	Futures	2008.6	2012.09	2008.33	2012.09	3369.0
2016-02-14 20:20:00	ES	Futures	2011.82	2013.97	2011.56	2013.44	3102.0
2016-02-14 20:25:00	ES	Futures	2013.17	2013.44	2011.02	2011.56	1939.0
2016-02-14 20:30:00	ES	Futures	2011.56	2013.44	2011.02	2011.56	2126.0
2016-02-14 20:35:00	ES	Futures	2011.56	2013.44	2011.56	2013.17	796.0
2016-02-14 20:40:00	ES	Futures	2013.44	2013.71	2012.9	2013.17	1017.0
2016-02-14 20:45:00	ES	Futures	2013.17	2013.17	2012.09	2012.9	1031.0
2016-02-14 20:50:00	ES	Futures	2012.63	2015.05	2012.36	2015.05	1889.0
2016-02-14 20:55:00	ES	Futures	2014.78	2015.05	2013.97	2013.97	1794.0
2016-02-14 21:00:00	ES	Futures	2013.97	2014.24	2011.02	2011.82	2196.0
2016-02-14 21:05:00	ES	Futures	2011.56	2012.63	2011.02	2011.82	1771.0
2016-02-14 21:10:00	ES	Futures	2011.82	2013.71	2011.56	2013.17	1451.0
2016-02-14 21:15:00	ES	Futures	2012.9	2014.24	2012.9	2013.17	1025.0
2016-02-14 21:20:00	ES	Futures	2013.17	2013.44	2012.09	2012.9	499.0
2016-02-14 21:25:00	ES	Futures	2012.63	2013.97	2012.63	2013.44	718.0
2016-02-14 21:30:00	ES	Futures	2013.44	2013.71	2012.09	2012.36	554.0
2016-02-14 21:35:00	ES	Futures	2012.09	2013.17	2012.09	2013.17	412.0
2016-02-14 21:40:00	ES	Futures	2012.9	2013.17	2011.82	2012.09	652.0
2016-02-14 21:45:00	ES	Futures	2011.82	2012.9	2011.82	2012.63	567.0
2016-02-14 21:50:00	ES	Futures	2012.36	2013.17	2012.09	2013.17	395.0
2016-02-14 21:55:00	ES	Futures	2012.9	2013.97	2012.9	2013.97	287.0
2016-02-14 22:00:00	ES	Futures	2013.97	2015.05	2013.97	2014.51	817.0
2016-02-14 22:05:00	ES	Futures	2014.24	2016.39	2014.24	2015.86	2093.0

> showing 50 of 2,499 rows — these rows as CSV

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