PREVIEW / futures_5min / 2016-02-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-18.parquet
  size:    259 KB
  rows:    14,890

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
2016-02-18 00:00:00	ES	Futures	2071.21	2071.48	2070.67	2070.94	241.0
2016-02-18 00:05:00	ES	Futures	2070.94	2072.02	2070.4	2071.75	658.0
2016-02-18 00:10:00	ES	Futures	2072.02	2072.55	2071.48	2072.28	773.0
2016-02-18 00:15:00	ES	Futures	2072.02	2072.82	2071.75	2072.82	473.0
2016-02-18 00:20:00	ES	Futures	2072.55	2076.05	2072.02	2074.16	4143.0
2016-02-18 00:25:00	ES	Futures	2074.43	2074.7	2073.63	2073.9	623.0
2016-02-18 00:30:00	ES	Futures	2073.9	2074.16	2072.02	2072.28	752.0
2016-02-18 00:35:00	ES	Futures	2072.02	2072.82	2072.02	2072.55	419.0
2016-02-18 00:40:00	ES	Futures	2072.55	2072.82	2070.94	2071.21	779.0
2016-02-18 00:45:00	ES	Futures	2071.21	2071.48	2070.13	2070.4	961.0
2016-02-18 00:50:00	ES	Futures	2070.4	2071.48	2070.13	2071.21	338.0
2016-02-18 00:55:00	ES	Futures	2070.94	2071.21	2070.13	2070.94	701.0
2016-02-18 01:00:00	ES	Futures	2070.67	2070.94	2069.6	2070.67	810.0
2016-02-18 01:05:00	ES	Futures	2070.4	2071.75	2070.13	2071.48	505.0
2016-02-18 01:10:00	ES	Futures	2071.21	2072.02	2071.21	2071.48	325.0
2016-02-18 01:15:00	ES	Futures	2071.48	2072.02	2070.13	2070.4	744.0
2016-02-18 01:20:00	ES	Futures	2070.4	2070.67	2070.4	2070.67	96.0
2016-02-18 01:25:00	ES	Futures	2070.4	2070.67	2070.13	2070.4	128.0
2016-02-18 01:30:00	ES	Futures	2070.13	2070.4	2068.79	2069.06	844.0
2016-02-18 01:35:00	ES	Futures	2069.06	2070.13	2069.06	2069.6	300.0
2016-02-18 01:40:00	ES	Futures	2069.6	2070.13	2069.6	2069.6	247.0
2016-02-18 01:45:00	ES	Futures	2069.6	2070.13	2069.06	2069.06	386.0
2016-02-18 01:50:00	ES	Futures	2069.33	2069.87	2069.33	2069.6	167.0
2016-02-18 01:55:00	ES	Futures	2069.33	2069.33	2068.79	2068.79	280.0
2016-02-18 02:00:00	ES	Futures	2068.79	2069.33	2067.98	2069.06	2059.0
2016-02-18 02:05:00	ES	Futures	2068.79	2068.79	2067.45	2067.98	1401.0
2016-02-18 02:10:00	ES	Futures	2067.98	2070.4	2067.98	2070.13	1379.0
2016-02-18 02:15:00	ES	Futures	2069.87	2070.4	2069.33	2070.4	1124.0
2016-02-18 02:20:00	ES	Futures	2070.4	2070.94	2069.33	2070.4	1621.0
2016-02-18 02:25:00	ES	Futures	2070.4	2070.4	2069.6	2069.87	600.0
2016-02-18 02:30:00	ES	Futures	2069.6	2070.13	2069.33	2069.33	908.0
2016-02-18 02:35:00	ES	Futures	2069.33	2071.48	2069.33	2071.21	1699.0
2016-02-18 02:40:00	ES	Futures	2071.21	2072.28	2070.4	2070.94	1914.0
2016-02-18 02:45:00	ES	Futures	2070.94	2073.36	2070.67	2071.21	2470.0
2016-02-18 02:50:00	ES	Futures	2071.48	2072.28	2070.4	2070.67	1023.0
2016-02-18 02:55:00	ES	Futures	2070.67	2072.82	2070.67	2072.55	1264.0
2016-02-18 03:00:00	ES	Futures	2072.55	2072.82	2068.25	2070.4	4703.0
2016-02-18 03:05:00	ES	Futures	2070.4	2070.67	2066.1	2066.37	6763.0
2016-02-18 03:10:00	ES	Futures	2066.1	2067.45	2065.3	2065.84	5810.0
2016-02-18 03:15:00	ES	Futures	2065.84	2066.91	2064.49	2066.1	4413.0
2016-02-18 03:20:00	ES	Futures	2066.1	2067.18	2063.42	2063.69	4559.0
2016-02-18 03:25:00	ES	Futures	2063.69	2065.03	2063.15	2063.69	3860.0
2016-02-18 03:30:00	ES	Futures	2063.95	2064.22	2061.8	2062.34	5548.0
2016-02-18 03:35:00	ES	Futures	2062.07	2062.88	2061.8	2062.07	2261.0
2016-02-18 03:40:00	ES	Futures	2062.07	2063.15	2061.27	2062.34	2307.0
2016-02-18 03:45:00	ES	Futures	2062.34	2062.34	2061.0	2061.27	2402.0
2016-02-18 03:50:00	ES	Futures	2061.27	2062.07	2060.19	2061.0	2883.0
2016-02-18 03:55:00	ES	Futures	2061.0	2062.61	2060.46	2061.8	2493.0
2016-02-18 04:00:00	ES	Futures	2062.07	2065.57	2061.54	2064.49	3894.0
2016-02-18 04:05:00	ES	Futures	2064.49	2065.84	2064.22	2065.57	2073.0

> showing 50 of 14,890 rows — these rows as CSV

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