PREVIEW / futures_5min / 2016-02-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-19.parquet
  size:    215 KB
  rows:    12,362

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
2016-02-19 00:00:00	ES	Futures	2058.85	2059.92	2058.31	2059.39	950.0
2016-02-19 00:05:00	ES	Futures	2059.65	2061.0	2059.39	2060.46	941.0
2016-02-19 00:10:00	ES	Futures	2060.73	2061.54	2060.46	2061.0	400.0
2016-02-19 00:15:00	ES	Futures	2061.0	2062.88	2061.0	2062.34	1275.0
2016-02-19 00:20:00	ES	Futures	2062.34	2062.61	2061.8	2062.61	355.0
2016-02-19 00:25:00	ES	Futures	2062.61	2063.42	2062.61	2062.61	708.0
2016-02-19 00:30:00	ES	Futures	2062.61	2063.42	2062.61	2063.15	704.0
2016-02-19 00:35:00	ES	Futures	2063.15	2063.95	2062.61	2063.95	1067.0
2016-02-19 00:40:00	ES	Futures	2063.69	2063.95	2062.61	2062.61	457.0
2016-02-19 00:45:00	ES	Futures	2062.61	2063.15	2062.34	2063.15	320.0
2016-02-19 00:50:00	ES	Futures	2063.15	2063.69	2062.61	2062.88	381.0
2016-02-19 00:55:00	ES	Futures	2062.88	2063.15	2062.07	2062.88	492.0
2016-02-19 01:00:00	ES	Futures	2062.88	2063.15	2062.34	2062.61	353.0
2016-02-19 01:05:00	ES	Futures	2062.34	2062.61	2062.07	2062.61	321.0
2016-02-19 01:10:00	ES	Futures	2062.34	2063.69	2062.07	2063.42	1084.0
2016-02-19 01:15:00	ES	Futures	2063.15	2064.49	2063.15	2063.95	1016.0
2016-02-19 01:20:00	ES	Futures	2063.95	2064.49	2063.69	2063.69	417.0
2016-02-19 01:25:00	ES	Futures	2063.69	2063.95	2063.42	2063.95	190.0
2016-02-19 01:30:00	ES	Futures	2063.69	2063.95	2063.42	2063.69	194.0
2016-02-19 01:35:00	ES	Futures	2063.95	2064.49	2063.69	2063.95	336.0
2016-02-19 01:40:00	ES	Futures	2063.69	2064.49	2063.69	2064.22	179.0
2016-02-19 01:45:00	ES	Futures	2064.22	2064.49	2063.95	2064.49	256.0
2016-02-19 01:50:00	ES	Futures	2064.76	2066.64	2064.76	2066.1	2322.0
2016-02-19 01:55:00	ES	Futures	2066.1	2066.1	2063.95	2064.49	702.0
2016-02-19 02:00:00	ES	Futures	2064.49	2065.3	2063.95	2063.95	1126.0
2016-02-19 02:05:00	ES	Futures	2063.95	2064.76	2063.69	2064.22	684.0
2016-02-19 02:10:00	ES	Futures	2064.22	2064.22	2062.88	2063.15	949.0
2016-02-19 02:15:00	ES	Futures	2063.42	2063.69	2062.34	2062.61	681.0
2016-02-19 02:20:00	ES	Futures	2062.34	2063.69	2062.07	2062.34	1089.0
2016-02-19 02:25:00	ES	Futures	2062.34	2062.34	2061.27	2061.8	1019.0
2016-02-19 02:30:00	ES	Futures	2061.8	2062.34	2061.0	2061.27	1511.0
2016-02-19 02:35:00	ES	Futures	2061.0	2062.07	2060.73	2061.8	1049.0
2016-02-19 02:40:00	ES	Futures	2061.54	2063.15	2061.27	2062.88	1421.0
2016-02-19 02:45:00	ES	Futures	2062.88	2063.42	2062.07	2063.15	799.0
2016-02-19 02:50:00	ES	Futures	2062.88	2063.15	2061.8	2062.34	1188.0
2016-02-19 02:55:00	ES	Futures	2062.07	2062.07	2060.46	2060.73	2521.0
2016-02-19 03:00:00	ES	Futures	2060.46	2062.07	2059.65	2061.27	3802.0
2016-02-19 03:05:00	ES	Futures	2061.0	2066.37	2060.73	2065.84	7380.0
2016-02-19 03:10:00	ES	Futures	2065.57	2066.64	2063.69	2064.22	5093.0
2016-02-19 03:15:00	ES	Futures	2064.22	2064.76	2059.92	2060.73	5683.0
2016-02-19 03:20:00	ES	Futures	2060.73	2062.34	2058.85	2058.85	3569.0
2016-02-19 03:25:00	ES	Futures	2059.12	2060.73	2058.31	2060.46	5196.0
2016-02-19 03:30:00	ES	Futures	2060.46	2062.34	2060.19	2060.73	2457.0
2016-02-19 03:35:00	ES	Futures	2060.73	2064.49	2060.46	2062.61	4505.0
2016-02-19 03:40:00	ES	Futures	2062.61	2065.03	2061.8	2064.49	4234.0
2016-02-19 03:45:00	ES	Futures	2064.49	2065.3	2062.61	2062.88	2649.0
2016-02-19 03:50:00	ES	Futures	2062.88	2066.64	2062.88	2065.84	3205.0
2016-02-19 03:55:00	ES	Futures	2066.1	2066.64	2064.76	2066.1	2852.0
2016-02-19 04:00:00	ES	Futures	2065.84	2066.37	2063.42	2063.69	2128.0
2016-02-19 04:05:00	ES	Futures	2063.95	2065.03	2062.34	2064.49	1800.0

> showing 50 of 12,362 rows — these rows as CSV

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