PREVIEW / futures_5min / 2016-02-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-16.parquet
  size:    254 KB
  rows:    15,091

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
2016-02-16 00:00:00	ES	Futures	2034.13	2034.13	2033.32	2033.32	581.0
2016-02-16 00:05:00	ES	Futures	2033.32	2034.4	2033.05	2033.86	732.0
2016-02-16 00:10:00	ES	Futures	2033.86	2034.4	2033.59	2033.86	510.0
2016-02-16 00:15:00	ES	Futures	2034.13	2034.4	2033.86	2034.4	223.0
2016-02-16 00:20:00	ES	Futures	2034.13	2034.4	2033.86	2033.86	535.0
2016-02-16 00:25:00	ES	Futures	2033.86	2034.4	2033.86	2033.86	378.0
2016-02-16 00:30:00	ES	Futures	2033.86	2034.13	2033.32	2033.86	472.0
2016-02-16 00:35:00	ES	Futures	2033.86	2033.86	2033.05	2033.32	618.0
2016-02-16 00:40:00	ES	Futures	2033.32	2033.86	2033.05	2033.59	307.0
2016-02-16 00:45:00	ES	Futures	2033.59	2033.59	2032.52	2032.52	376.0
2016-02-16 00:50:00	ES	Futures	2032.78	2032.78	2031.71	2032.25	652.0
2016-02-16 00:55:00	ES	Futures	2031.98	2032.25	2031.44	2031.71	475.0
2016-02-16 01:00:00	ES	Futures	2031.44	2031.98	2031.44	2031.98	460.0
2016-02-16 01:05:00	ES	Futures	2031.71	2032.25	2030.9	2031.44	518.0
2016-02-16 01:10:00	ES	Futures	2031.44	2032.25	2031.17	2031.98	433.0
2016-02-16 01:15:00	ES	Futures	2031.98	2031.98	2030.9	2031.17	438.0
2016-02-16 01:20:00	ES	Futures	2031.17	2031.71	2030.9	2030.9	208.0
2016-02-16 01:25:00	ES	Futures	2030.9	2031.98	2030.9	2031.98	181.0
2016-02-16 01:30:00	ES	Futures	2031.71	2032.25	2031.44	2032.25	276.0
2016-02-16 01:35:00	ES	Futures	2032.25	2032.25	2031.44	2031.44	419.0
2016-02-16 01:40:00	ES	Futures	2031.44	2031.71	2030.9	2030.9	117.0
2016-02-16 01:45:00	ES	Futures	2030.9	2031.17	2030.63	2030.63	518.0
2016-02-16 01:50:00	ES	Futures	2030.63	2031.44	2030.37	2030.9	335.0
2016-02-16 01:55:00	ES	Futures	2030.9	2031.71	2030.9	2031.44	361.0
2016-02-16 02:00:00	ES	Futures	2031.44	2031.44	2029.29	2029.83	1487.0
2016-02-16 02:05:00	ES	Futures	2029.56	2030.1	2028.75	2029.29	1751.0
2016-02-16 02:10:00	ES	Futures	2029.56	2029.56	2029.02	2029.29	828.0
2016-02-16 02:15:00	ES	Futures	2029.02	2030.37	2029.02	2029.83	768.0
2016-02-16 02:20:00	ES	Futures	2029.83	2031.17	2029.56	2030.37	950.0
2016-02-16 02:25:00	ES	Futures	2030.37	2031.44	2030.37	2031.44	746.0
2016-02-16 02:30:00	ES	Futures	2031.44	2032.52	2030.63	2032.25	1452.0
2016-02-16 02:35:00	ES	Futures	2031.98	2032.52	2031.44	2031.71	2138.0
2016-02-16 02:40:00	ES	Futures	2031.71	2031.98	2030.9	2031.17	1330.0
2016-02-16 02:45:00	ES	Futures	2031.44	2031.71	2030.37	2030.37	2531.0
2016-02-16 02:50:00	ES	Futures	2030.63	2031.17	2030.37	2031.17	1098.0
2016-02-16 02:55:00	ES	Futures	2030.9	2032.52	2030.9	2032.52	1343.0
2016-02-16 03:00:00	ES	Futures	2032.25	2032.52	2030.1	2030.63	3325.0
2016-02-16 03:05:00	ES	Futures	2030.37	2031.17	2029.02	2029.56	3121.0
2016-02-16 03:10:00	ES	Futures	2029.56	2030.37	2028.75	2029.29	3273.0
2016-02-16 03:15:00	ES	Futures	2029.29	2030.9	2027.68	2030.63	3818.0
2016-02-16 03:20:00	ES	Futures	2030.63	2031.44	2028.75	2029.56	3473.0
2016-02-16 03:25:00	ES	Futures	2029.56	2030.37	2028.22	2029.29	2323.0
2016-02-16 03:30:00	ES	Futures	2029.02	2029.83	2028.22	2028.22	1426.0
2016-02-16 03:35:00	ES	Futures	2028.22	2030.37	2027.68	2030.37	3445.0
2016-02-16 03:40:00	ES	Futures	2030.37	2031.17	2028.75	2029.29	2269.0
2016-02-16 03:45:00	ES	Futures	2029.56	2030.63	2028.48	2029.29	1496.0
2016-02-16 03:50:00	ES	Futures	2029.56	2030.1	2028.75	2029.02	1428.0
2016-02-16 03:55:00	ES	Futures	2029.02	2032.78	2028.22	2031.44	8012.0
2016-02-16 04:00:00	ES	Futures	2031.44	2031.44	2024.19	2024.45	9062.0
2016-02-16 04:05:00	ES	Futures	2024.45	2025.53	2022.3	2023.65	5791.0

> showing 50 of 15,091 rows — these rows as CSV

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