PREVIEW / futures_5min / 2016-02-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-15.parquet
  size:    187 KB
  rows:    11,299

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
2016-02-15 00:00:00	ES	Futures	2015.32	2016.66	2015.05	2016.66	830.0
2016-02-15 00:05:00	ES	Futures	2016.39	2017.2	2016.12	2016.93	782.0
2016-02-15 00:10:00	ES	Futures	2016.66	2017.2	2016.12	2016.12	774.0
2016-02-15 00:15:00	ES	Futures	2016.12	2017.47	2016.12	2016.93	464.0
2016-02-15 00:20:00	ES	Futures	2016.93	2018.0	2015.86	2017.74	1684.0
2016-02-15 00:25:00	ES	Futures	2017.74	2019.35	2017.47	2018.27	2228.0
2016-02-15 00:30:00	ES	Futures	2018.27	2018.81	2018.0	2018.54	1023.0
2016-02-15 00:35:00	ES	Futures	2018.54	2020.15	2018.54	2019.89	1356.0
2016-02-15 00:40:00	ES	Futures	2019.89	2020.15	2019.35	2019.35	528.0
2016-02-15 00:45:00	ES	Futures	2019.62	2020.42	2019.35	2019.62	709.0
2016-02-15 00:50:00	ES	Futures	2019.89	2020.15	2019.35	2019.89	806.0
2016-02-15 00:55:00	ES	Futures	2019.89	2020.42	2018.81	2020.15	877.0
2016-02-15 01:00:00	ES	Futures	2019.89	2020.42	2018.54	2019.89	776.0
2016-02-15 01:05:00	ES	Futures	2019.89	2020.15	2017.2	2018.0	1520.0
2016-02-15 01:10:00	ES	Futures	2018.27	2018.54	2017.47	2017.47	902.0
2016-02-15 01:15:00	ES	Futures	2017.47	2018.27	2017.2	2017.47	531.0
2016-02-15 01:20:00	ES	Futures	2017.47	2017.74	2016.66	2016.93	516.0
2016-02-15 01:25:00	ES	Futures	2016.93	2018.0	2016.93	2017.74	346.0
2016-02-15 01:30:00	ES	Futures	2018.0	2019.35	2018.0	2018.81	608.0
2016-02-15 01:35:00	ES	Futures	2018.81	2019.08	2018.0	2019.08	409.0
2016-02-15 01:40:00	ES	Futures	2018.81	2019.08	2018.0	2018.0	332.0
2016-02-15 01:45:00	ES	Futures	2018.0	2018.27	2016.93	2017.47	621.0
2016-02-15 01:50:00	ES	Futures	2017.47	2018.0	2016.93	2017.2	307.0
2016-02-15 01:55:00	ES	Futures	2017.2	2017.47	2015.86	2017.47	774.0
2016-02-15 02:00:00	ES	Futures	2017.47	2019.08	2017.2	2017.2	3453.0
2016-02-15 02:05:00	ES	Futures	2017.47	2019.08	2017.2	2017.74	2362.0
2016-02-15 02:10:00	ES	Futures	2018.0	2020.69	2017.47	2019.62	3517.0
2016-02-15 02:15:00	ES	Futures	2019.89	2020.69	2018.0	2018.54	2068.0
2016-02-15 02:20:00	ES	Futures	2018.54	2019.08	2018.0	2018.81	1286.0
2016-02-15 02:25:00	ES	Futures	2018.81	2018.81	2017.2	2017.47	1766.0
2016-02-15 02:30:00	ES	Futures	2017.47	2018.27	2016.93	2018.0	2065.0
2016-02-15 02:35:00	ES	Futures	2017.74	2018.27	2016.66	2016.93	1830.0
2016-02-15 02:40:00	ES	Futures	2017.2	2018.27	2016.93	2017.74	1337.0
2016-02-15 02:45:00	ES	Futures	2017.47	2018.54	2017.2	2018.27	1781.0
2016-02-15 02:50:00	ES	Futures	2018.0	2018.54	2016.93	2018.27	1430.0
2016-02-15 02:55:00	ES	Futures	2018.27	2020.69	2018.0	2020.42	1426.0
2016-02-15 03:00:00	ES	Futures	2020.15	2020.42	2015.32	2015.59	5428.0
2016-02-15 03:05:00	ES	Futures	2015.86	2016.93	2014.78	2015.05	5000.0
2016-02-15 03:10:00	ES	Futures	2015.05	2016.66	2012.9	2013.71	4648.0
2016-02-15 03:15:00	ES	Futures	2013.71	2017.47	2013.71	2016.39	4802.0
2016-02-15 03:20:00	ES	Futures	2016.12	2020.15	2015.32	2020.15	4822.0
2016-02-15 03:25:00	ES	Futures	2020.42	2020.42	2018.54	2019.89	3065.0
2016-02-15 03:30:00	ES	Futures	2020.15	2021.5	2019.62	2020.69	4638.0
2016-02-15 03:35:00	ES	Futures	2020.69	2024.99	2020.69	2022.04	6292.0
2016-02-15 03:40:00	ES	Futures	2022.04	2023.11	2020.15	2022.04	3571.0
2016-02-15 03:45:00	ES	Futures	2021.77	2022.3	2019.35	2020.42	2912.0
2016-02-15 03:50:00	ES	Futures	2020.42	2022.3	2019.62	2022.04	1612.0
2016-02-15 03:55:00	ES	Futures	2021.77	2022.04	2019.62	2020.15	2582.0
2016-02-15 04:00:00	ES	Futures	2019.89	2020.69	2018.27	2019.62	2694.0
2016-02-15 04:05:00	ES	Futures	2019.62	2020.69	2018.54	2019.35	2405.0

> showing 50 of 11,299 rows — these rows as CSV

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