PREVIEW / futures_5min / 2016-02-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-21.parquet
  size:    54 KB
  rows:    2,591

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
2016-02-21 18:00:00	ES	Futures	2054.01	2054.01	2051.06	2051.59	4291.0
2016-02-21 18:05:00	ES	Futures	2051.59	2052.67	2051.32	2051.86	839.0
2016-02-21 18:10:00	ES	Futures	2052.13	2052.94	2052.13	2052.67	639.0
2016-02-21 18:15:00	ES	Futures	2052.67	2052.94	2052.4	2052.67	1290.0
2016-02-21 18:20:00	ES	Futures	2052.67	2052.94	2052.4	2052.94	336.0
2016-02-21 18:25:00	ES	Futures	2052.94	2053.47	2052.67	2053.21	931.0
2016-02-21 18:30:00	ES	Futures	2053.21	2053.21	2052.67	2052.94	222.0
2016-02-21 18:35:00	ES	Futures	2052.94	2052.94	2052.67	2052.67	532.0
2016-02-21 18:40:00	ES	Futures	2052.67	2052.94	2052.67	2052.94	258.0
2016-02-21 18:45:00	ES	Futures	2052.94	2052.94	2052.67	2052.94	194.0
2016-02-21 18:50:00	ES	Futures	2052.67	2052.94	2052.67	2052.67	117.0
2016-02-21 18:55:00	ES	Futures	2052.94	2052.94	2052.67	2052.94	332.0
2016-02-21 19:00:00	ES	Futures	2052.94	2053.74	2052.67	2053.47	798.0
2016-02-21 19:05:00	ES	Futures	2053.74	2055.09	2053.21	2055.09	1355.0
2016-02-21 19:10:00	ES	Futures	2054.82	2055.89	2054.82	2055.62	1148.0
2016-02-21 19:15:00	ES	Futures	2055.89	2056.7	2055.62	2056.43	1237.0
2016-02-21 19:20:00	ES	Futures	2056.43	2057.24	2056.16	2056.97	800.0
2016-02-21 19:25:00	ES	Futures	2056.97	2056.97	2055.36	2055.62	899.0
2016-02-21 19:30:00	ES	Futures	2055.62	2055.89	2054.55	2054.55	1140.0
2016-02-21 19:35:00	ES	Futures	2054.82	2055.89	2054.55	2054.82	652.0
2016-02-21 19:40:00	ES	Futures	2054.82	2054.82	2053.21	2054.01	1129.0
2016-02-21 19:45:00	ES	Futures	2053.74	2056.16	2053.47	2055.89	1066.0
2016-02-21 19:50:00	ES	Futures	2056.16	2057.77	2055.36	2057.24	1435.0
2016-02-21 19:55:00	ES	Futures	2057.24	2059.39	2056.97	2059.12	1833.0
2016-02-21 20:00:00	ES	Futures	2059.12	2060.19	2058.85	2059.39	2010.0
2016-02-21 20:05:00	ES	Futures	2059.39	2063.42	2059.39	2062.61	3199.0
2016-02-21 20:10:00	ES	Futures	2062.34	2064.22	2062.34	2064.22	1726.0
2016-02-21 20:15:00	ES	Futures	2063.95	2065.57	2063.95	2065.03	2490.0
2016-02-21 20:20:00	ES	Futures	2065.03	2065.57	2063.95	2063.95	1644.0
2016-02-21 20:25:00	ES	Futures	2064.22	2064.76	2063.95	2064.49	662.0
2016-02-21 20:30:00	ES	Futures	2064.49	2067.45	2063.95	2066.37	2665.0
2016-02-21 20:35:00	ES	Futures	2066.1	2066.64	2065.03	2065.57	1226.0
2016-02-21 20:40:00	ES	Futures	2065.3	2066.1	2065.03	2065.3	649.0
2016-02-21 20:45:00	ES	Futures	2065.3	2065.57	2063.95	2064.22	891.0
2016-02-21 20:50:00	ES	Futures	2064.22	2064.76	2063.15	2064.76	706.0
2016-02-21 20:55:00	ES	Futures	2064.76	2065.03	2063.69	2063.69	624.0
2016-02-21 21:00:00	ES	Futures	2063.95	2063.95	2063.42	2063.69	476.0
2016-02-21 21:05:00	ES	Futures	2063.69	2063.95	2063.15	2063.95	756.0
2016-02-21 21:10:00	ES	Futures	2063.95	2065.03	2063.95	2064.22	617.0
2016-02-21 21:15:00	ES	Futures	2064.22	2064.49	2062.88	2062.88	598.0
2016-02-21 21:20:00	ES	Futures	2062.88	2062.88	2061.8	2062.61	867.0
2016-02-21 21:25:00	ES	Futures	2062.61	2063.15	2062.07	2062.61	544.0
2016-02-21 21:30:00	ES	Futures	2062.61	2063.42	2061.8	2063.42	593.0
2016-02-21 21:35:00	ES	Futures	2063.69	2065.03	2063.42	2064.76	647.0
2016-02-21 21:40:00	ES	Futures	2064.76	2065.3	2064.76	2064.76	479.0
2016-02-21 21:45:00	ES	Futures	2065.03	2065.3	2063.69	2064.22	368.0
2016-02-21 21:50:00	ES	Futures	2063.95	2065.57	2063.95	2064.76	593.0
2016-02-21 21:55:00	ES	Futures	2064.49	2065.57	2064.22	2064.76	333.0
2016-02-21 22:00:00	ES	Futures	2065.03	2066.1	2065.03	2066.1	359.0
2016-02-21 22:05:00	ES	Futures	2066.1	2066.91	2065.57	2066.64	825.0

> showing 50 of 2,591 rows — these rows as CSV

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