PREVIEW / futures_5min / 2016-02-22

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-22.parquet
  size:    241 KB
  rows:    14,565

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
2016-02-22 00:00:00	ES	Futures	2069.87	2070.13	2068.25	2069.06	571.0
2016-02-22 00:05:00	ES	Futures	2069.06	2069.6	2068.79	2069.06	196.0
2016-02-22 00:10:00	ES	Futures	2069.33	2069.33	2068.52	2068.52	504.0
2016-02-22 00:15:00	ES	Futures	2068.25	2069.06	2068.25	2069.06	265.0
2016-02-22 00:20:00	ES	Futures	2069.06	2069.6	2068.79	2069.6	665.0
2016-02-22 00:25:00	ES	Futures	2069.6	2070.4	2069.33	2069.6	550.0
2016-02-22 00:30:00	ES	Futures	2069.87	2069.87	2068.52	2068.79	634.0
2016-02-22 00:35:00	ES	Futures	2068.52	2069.06	2068.25	2068.79	455.0
2016-02-22 00:40:00	ES	Futures	2068.79	2068.79	2067.98	2068.52	332.0
2016-02-22 00:45:00	ES	Futures	2068.52	2069.6	2068.52	2069.06	500.0
2016-02-22 00:50:00	ES	Futures	2068.79	2069.6	2068.52	2069.6	281.0
2016-02-22 00:55:00	ES	Futures	2069.6	2069.6	2068.52	2068.79	444.0
2016-02-22 01:00:00	ES	Futures	2068.52	2068.79	2067.72	2068.52	491.0
2016-02-22 01:05:00	ES	Futures	2068.52	2069.06	2068.25	2068.52	120.0
2016-02-22 01:10:00	ES	Futures	2068.25	2069.33	2067.98	2069.06	572.0
2016-02-22 01:15:00	ES	Futures	2068.79	2069.06	2068.79	2069.06	106.0
2016-02-22 01:20:00	ES	Futures	2068.79	2069.33	2068.79	2069.06	386.0
2016-02-22 01:25:00	ES	Futures	2068.79	2069.33	2068.52	2068.52	106.0
2016-02-22 01:30:00	ES	Futures	2068.52	2068.79	2067.45	2067.72	541.0
2016-02-22 01:35:00	ES	Futures	2067.72	2069.06	2067.72	2068.79	247.0
2016-02-22 01:40:00	ES	Futures	2069.06	2069.06	2068.25	2068.79	93.0
2016-02-22 01:45:00	ES	Futures	2068.79	2068.79	2068.52	2068.79	127.0
2016-02-22 01:50:00	ES	Futures	2068.52	2068.79	2067.45	2067.98	478.0
2016-02-22 01:55:00	ES	Futures	2067.72	2067.98	2067.18	2067.45	391.0
2016-02-22 02:00:00	ES	Futures	2067.45	2069.33	2067.18	2069.06	2013.0
2016-02-22 02:05:00	ES	Futures	2069.06	2070.94	2068.25	2070.94	1561.0
2016-02-22 02:10:00	ES	Futures	2070.67	2072.28	2069.33	2070.67	2342.0
2016-02-22 02:15:00	ES	Futures	2070.67	2071.48	2069.06	2071.21	1244.0
2016-02-22 02:20:00	ES	Futures	2071.21	2072.02	2070.4	2071.21	1838.0
2016-02-22 02:25:00	ES	Futures	2071.21	2071.48	2070.13	2070.94	1473.0
2016-02-22 02:30:00	ES	Futures	2070.67	2073.09	2070.67	2072.55	3033.0
2016-02-22 02:35:00	ES	Futures	2072.55	2074.7	2072.28	2073.36	4014.0
2016-02-22 02:40:00	ES	Futures	2073.36	2074.7	2072.82	2074.16	1958.0
2016-02-22 02:45:00	ES	Futures	2074.43	2074.43	2072.82	2073.9	2521.0
2016-02-22 02:50:00	ES	Futures	2073.9	2075.51	2073.9	2075.51	2547.0
2016-02-22 02:55:00	ES	Futures	2075.24	2076.58	2074.7	2076.58	3972.0
2016-02-22 03:00:00	ES	Futures	2076.31	2077.93	2075.51	2077.12	5864.0
2016-02-22 03:05:00	ES	Futures	2077.12	2078.46	2076.85	2078.2	4429.0
2016-02-22 03:10:00	ES	Futures	2078.2	2079.54	2077.66	2077.93	5999.0
2016-02-22 03:15:00	ES	Futures	2077.93	2081.15	2077.93	2080.61	7507.0
2016-02-22 03:20:00	ES	Futures	2080.35	2081.15	2077.93	2078.46	6122.0
2016-02-22 03:25:00	ES	Futures	2078.46	2079.27	2077.12	2078.2	2954.0
2016-02-22 03:30:00	ES	Futures	2077.93	2079.54	2076.85	2078.2	3388.0
2016-02-22 03:35:00	ES	Futures	2078.2	2079.27	2076.31	2076.85	2306.0
2016-02-22 03:40:00	ES	Futures	2076.58	2077.66	2076.05	2077.39	2909.0
2016-02-22 03:45:00	ES	Futures	2077.12	2079.27	2076.85	2078.73	2281.0
2016-02-22 03:50:00	ES	Futures	2079.0	2079.0	2075.78	2076.31	2068.0
2016-02-22 03:55:00	ES	Futures	2076.31	2076.85	2075.24	2075.78	2239.0
2016-02-22 04:00:00	ES	Futures	2076.05	2076.58	2074.7	2074.97	2853.0
2016-02-22 04:05:00	ES	Futures	2075.24	2077.39	2074.97	2076.58	2528.0

> showing 50 of 14,565 rows — these rows as CSV

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