PREVIEW / futures_5min / 2016-02-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-23.parquet
  size:    252 KB
  rows:    14,866

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
2016-02-23 00:00:00	ES	Futures	2072.55	2073.36	2072.55	2073.09	342.0
2016-02-23 00:05:00	ES	Futures	2072.82	2073.09	2071.75	2072.28	451.0
2016-02-23 00:10:00	ES	Futures	2072.28	2072.82	2071.75	2072.02	830.0
2016-02-23 00:15:00	ES	Futures	2072.02	2072.28	2071.75	2072.02	404.0
2016-02-23 00:20:00	ES	Futures	2072.28	2072.28	2071.48	2071.75	231.0
2016-02-23 00:25:00	ES	Futures	2071.75	2072.55	2071.75	2072.28	375.0
2016-02-23 00:30:00	ES	Futures	2072.28	2074.97	2072.28	2074.43	1649.0
2016-02-23 00:35:00	ES	Futures	2074.7	2075.24	2073.9	2073.9	818.0
2016-02-23 00:40:00	ES	Futures	2074.16	2074.7	2073.36	2074.43	831.0
2016-02-23 00:45:00	ES	Futures	2074.43	2074.7	2073.63	2074.43	340.0
2016-02-23 00:50:00	ES	Futures	2074.43	2074.97	2073.9	2073.9	347.0
2016-02-23 00:55:00	ES	Futures	2073.9	2074.16	2073.09	2073.9	498.0
2016-02-23 01:00:00	ES	Futures	2074.16	2074.16	2073.36	2073.9	256.0
2016-02-23 01:05:00	ES	Futures	2074.16	2074.97	2073.63	2073.63	383.0
2016-02-23 01:10:00	ES	Futures	2073.63	2074.7	2073.36	2074.16	525.0
2016-02-23 01:15:00	ES	Futures	2074.16	2074.97	2073.9	2074.16	345.0
2016-02-23 01:20:00	ES	Futures	2074.43	2074.43	2073.9	2073.9	92.0
2016-02-23 01:25:00	ES	Futures	2073.9	2074.16	2073.63	2073.63	531.0
2016-02-23 01:30:00	ES	Futures	2073.63	2074.43	2073.63	2074.43	161.0
2016-02-23 01:35:00	ES	Futures	2074.16	2074.43	2073.63	2073.63	145.0
2016-02-23 01:40:00	ES	Futures	2073.63	2073.9	2073.09	2073.9	380.0
2016-02-23 01:45:00	ES	Futures	2073.9	2074.43	2073.63	2073.63	291.0
2016-02-23 01:50:00	ES	Futures	2073.63	2074.43	2073.63	2074.16	151.0
2016-02-23 01:55:00	ES	Futures	2074.43	2074.7	2074.16	2074.16	235.0
2016-02-23 02:00:00	ES	Futures	2074.16	2074.97	2073.9	2074.97	1094.0
2016-02-23 02:05:00	ES	Futures	2074.97	2075.78	2074.7	2074.97	819.0
2016-02-23 02:10:00	ES	Futures	2074.97	2075.78	2074.97	2075.24	631.0
2016-02-23 02:15:00	ES	Futures	2075.24	2075.24	2073.36	2073.36	1376.0
2016-02-23 02:20:00	ES	Futures	2073.63	2074.16	2072.55	2073.36	1507.0
2016-02-23 02:25:00	ES	Futures	2073.36	2073.63	2072.82	2073.36	690.0
2016-02-23 02:30:00	ES	Futures	2073.36	2073.9	2073.09	2073.9	860.0
2016-02-23 02:35:00	ES	Futures	2073.9	2074.43	2073.09	2074.16	976.0
2016-02-23 02:40:00	ES	Futures	2074.16	2074.97	2073.63	2074.16	1389.0
2016-02-23 02:45:00	ES	Futures	2074.16	2074.97	2073.63	2073.9	863.0
2016-02-23 02:50:00	ES	Futures	2073.9	2074.97	2073.9	2074.43	924.0
2016-02-23 02:55:00	ES	Futures	2074.7	2075.51	2074.16	2074.43	1507.0
2016-02-23 03:00:00	ES	Futures	2074.43	2074.7	2072.82	2073.09	3914.0
2016-02-23 03:05:00	ES	Futures	2073.09	2073.09	2070.67	2071.48	6044.0
2016-02-23 03:10:00	ES	Futures	2071.48	2072.02	2069.33	2070.13	4662.0
2016-02-23 03:15:00	ES	Futures	2070.13	2070.4	2068.52	2069.33	4320.0
2016-02-23 03:20:00	ES	Futures	2069.06	2072.02	2068.79	2071.75	4186.0
2016-02-23 03:25:00	ES	Futures	2071.75	2072.55	2070.4	2072.02	4098.0
2016-02-23 03:30:00	ES	Futures	2072.28	2073.9	2072.02	2073.9	3997.0
2016-02-23 03:35:00	ES	Futures	2073.9	2074.16	2073.36	2073.36	1508.0
2016-02-23 03:40:00	ES	Futures	2073.36	2075.78	2073.36	2074.7	2808.0
2016-02-23 03:45:00	ES	Futures	2074.7	2075.24	2073.36	2075.24	1248.0
2016-02-23 03:50:00	ES	Futures	2074.97	2077.66	2074.7	2077.66	3250.0
2016-02-23 03:55:00	ES	Futures	2077.39	2078.2	2076.85	2077.39	2265.0
2016-02-23 04:00:00	ES	Futures	2077.39	2077.93	2075.24	2075.24	2496.0
2016-02-23 04:05:00	ES	Futures	2075.24	2078.46	2075.24	2077.93	3317.0

> showing 50 of 14,866 rows — these rows as CSV

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