PREVIEW / futures_5min / 2016-02-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-24.parquet
  size:    273 KB
  rows:    15,381

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
2016-02-24 00:00:00	ES	Futures	2054.55	2055.89	2054.55	2054.82	805.0
2016-02-24 00:05:00	ES	Futures	2054.82	2055.36	2054.01	2055.09	761.0
2016-02-24 00:10:00	ES	Futures	2054.82	2056.16	2054.28	2055.89	814.0
2016-02-24 00:15:00	ES	Futures	2055.89	2056.16	2055.09	2055.36	300.0
2016-02-24 00:20:00	ES	Futures	2055.09	2055.36	2054.01	2055.36	678.0
2016-02-24 00:25:00	ES	Futures	2055.09	2056.43	2055.09	2055.62	845.0
2016-02-24 00:30:00	ES	Futures	2055.62	2056.43	2054.55	2056.16	735.0
2016-02-24 00:35:00	ES	Futures	2056.43	2056.43	2055.62	2056.43	422.0
2016-02-24 00:40:00	ES	Futures	2056.43	2057.51	2056.43	2057.51	695.0
2016-02-24 00:45:00	ES	Futures	2057.51	2057.51	2056.16	2056.16	786.0
2016-02-24 00:50:00	ES	Futures	2056.43	2056.43	2055.36	2055.62	398.0
2016-02-24 00:55:00	ES	Futures	2055.89	2056.7	2055.89	2056.7	256.0
2016-02-24 01:00:00	ES	Futures	2056.97	2056.97	2056.16	2056.7	383.0
2016-02-24 01:05:00	ES	Futures	2056.7	2057.24	2056.16	2056.16	290.0
2016-02-24 01:10:00	ES	Futures	2056.43	2056.7	2055.62	2055.62	377.0
2016-02-24 01:15:00	ES	Futures	2055.89	2057.24	2055.62	2057.24	472.0
2016-02-24 01:20:00	ES	Futures	2057.24	2057.77	2057.24	2057.51	470.0
2016-02-24 01:25:00	ES	Futures	2057.77	2059.39	2057.77	2059.12	1352.0
2016-02-24 01:30:00	ES	Futures	2059.12	2059.65	2058.85	2059.65	563.0
2016-02-24 01:35:00	ES	Futures	2059.39	2060.46	2058.85	2060.19	534.0
2016-02-24 01:40:00	ES	Futures	2060.46	2061.27	2059.92	2059.92	952.0
2016-02-24 01:45:00	ES	Futures	2060.19	2060.46	2059.65	2059.65	228.0
2016-02-24 01:50:00	ES	Futures	2059.65	2059.92	2059.39	2059.39	160.0
2016-02-24 01:55:00	ES	Futures	2059.39	2059.39	2058.58	2058.85	474.0
2016-02-24 02:00:00	ES	Futures	2059.12	2061.0	2058.85	2060.73	1291.0
2016-02-24 02:05:00	ES	Futures	2060.46	2061.8	2059.92	2061.54	1510.0
2016-02-24 02:10:00	ES	Futures	2061.54	2062.07	2060.46	2061.0	2050.0
2016-02-24 02:15:00	ES	Futures	2060.73	2062.07	2060.46	2061.54	1661.0
2016-02-24 02:20:00	ES	Futures	2061.54	2062.88	2061.0	2062.88	1977.0
2016-02-24 02:25:00	ES	Futures	2062.88	2063.95	2062.61	2063.15	3020.0
2016-02-24 02:30:00	ES	Futures	2062.88	2063.42	2061.8	2062.61	2120.0
2016-02-24 02:35:00	ES	Futures	2062.61	2063.42	2062.34	2062.61	1280.0
2016-02-24 02:40:00	ES	Futures	2062.61	2063.42	2062.07	2062.61	999.0
2016-02-24 02:45:00	ES	Futures	2062.61	2063.42	2062.34	2063.42	1477.0
2016-02-24 02:50:00	ES	Futures	2063.42	2063.42	2062.34	2062.34	1638.0
2016-02-24 02:55:00	ES	Futures	2062.34	2062.88	2061.8	2061.8	1637.0
2016-02-24 03:00:00	ES	Futures	2061.8	2062.07	2059.92	2061.54	4460.0
2016-02-24 03:05:00	ES	Futures	2061.54	2062.61	2058.31	2058.58	5346.0
2016-02-24 03:10:00	ES	Futures	2058.58	2059.65	2057.51	2058.85	3027.0
2016-02-24 03:15:00	ES	Futures	2058.85	2058.85	2056.43	2058.31	4514.0
2016-02-24 03:20:00	ES	Futures	2058.04	2059.12	2055.89	2058.31	3572.0
2016-02-24 03:25:00	ES	Futures	2058.58	2059.39	2056.7	2057.24	2926.0
2016-02-24 03:30:00	ES	Futures	2056.97	2057.24	2054.28	2054.28	4295.0
2016-02-24 03:35:00	ES	Futures	2054.55	2056.97	2053.74	2056.7	3229.0
2016-02-24 03:40:00	ES	Futures	2056.7	2058.31	2055.36	2058.04	4226.0
2016-02-24 03:45:00	ES	Futures	2058.04	2061.0	2058.04	2060.19	4889.0
2016-02-24 03:50:00	ES	Futures	2060.19	2060.73	2058.85	2059.65	2341.0
2016-02-24 03:55:00	ES	Futures	2059.65	2059.65	2057.77	2058.04	1785.0
2016-02-24 04:00:00	ES	Futures	2057.77	2058.31	2055.89	2056.7	5201.0
2016-02-24 04:05:00	ES	Futures	2056.7	2056.7	2054.28	2054.82	4780.0

> showing 50 of 15,381 rows — these rows as CSV

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