PREVIEW / futures_5min / 2016-02-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-25.parquet
  size:    258 KB
  rows:    15,323

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
2016-02-25 00:00:00	ES	Futures	2076.85	2077.66	2076.05	2076.58	530.0
2016-02-25 00:05:00	ES	Futures	2076.58	2076.85	2074.97	2075.51	400.0
2016-02-25 00:10:00	ES	Futures	2075.51	2075.51	2074.16	2074.43	975.0
2016-02-25 00:15:00	ES	Futures	2074.43	2077.39	2074.43	2077.12	784.0
2016-02-25 00:20:00	ES	Futures	2076.85	2077.12	2075.78	2076.58	397.0
2016-02-25 00:25:00	ES	Futures	2076.31	2076.31	2075.78	2075.78	356.0
2016-02-25 00:30:00	ES	Futures	2075.78	2075.78	2074.7	2074.97	356.0
2016-02-25 00:35:00	ES	Futures	2074.97	2075.78	2074.43	2075.51	789.0
2016-02-25 00:40:00	ES	Futures	2075.51	2076.05	2074.7	2075.24	483.0
2016-02-25 00:45:00	ES	Futures	2075.51	2076.05	2074.97	2075.78	233.0
2016-02-25 00:50:00	ES	Futures	2075.78	2077.12	2075.78	2076.58	599.0
2016-02-25 00:55:00	ES	Futures	2076.58	2076.85	2076.05	2076.58	205.0
2016-02-25 01:00:00	ES	Futures	2076.58	2076.58	2075.24	2075.78	556.0
2016-02-25 01:05:00	ES	Futures	2075.51	2076.58	2075.24	2075.51	381.0
2016-02-25 01:10:00	ES	Futures	2075.24	2075.24	2073.36	2073.63	1058.0
2016-02-25 01:15:00	ES	Futures	2073.9	2073.9	2071.75	2072.02	1080.0
2016-02-25 01:20:00	ES	Futures	2072.02	2072.55	2070.94	2070.94	896.0
2016-02-25 01:25:00	ES	Futures	2071.21	2071.21	2069.6	2069.6	1742.0
2016-02-25 01:30:00	ES	Futures	2069.6	2071.21	2069.33	2070.4	1149.0
2016-02-25 01:35:00	ES	Futures	2070.13	2070.4	2069.33	2069.33	711.0
2016-02-25 01:40:00	ES	Futures	2069.33	2070.13	2068.25	2068.25	1675.0
2016-02-25 01:45:00	ES	Futures	2068.52	2069.87	2068.25	2069.06	941.0
2016-02-25 01:50:00	ES	Futures	2069.06	2070.13	2069.06	2070.13	450.0
2016-02-25 01:55:00	ES	Futures	2070.13	2070.4	2069.06	2069.33	741.0
2016-02-25 02:00:00	ES	Futures	2069.33	2069.33	2066.64	2067.18	3725.0
2016-02-25 02:05:00	ES	Futures	2067.18	2067.72	2066.37	2066.91	2902.0
2016-02-25 02:10:00	ES	Futures	2066.91	2068.52	2066.91	2067.72	1560.0
2016-02-25 02:15:00	ES	Futures	2067.72	2067.72	2065.03	2065.84	2953.0
2016-02-25 02:20:00	ES	Futures	2065.84	2066.64	2064.76	2066.37	2392.0
2016-02-25 02:25:00	ES	Futures	2066.64	2066.91	2065.84	2066.37	1331.0
2016-02-25 02:30:00	ES	Futures	2066.37	2067.45	2066.1	2067.18	1705.0
2016-02-25 02:35:00	ES	Futures	2067.45	2067.45	2065.03	2065.57	1577.0
2016-02-25 02:40:00	ES	Futures	2065.57	2066.64	2065.3	2066.37	1900.0
2016-02-25 02:45:00	ES	Futures	2066.1	2067.18	2065.84	2067.18	2065.0
2016-02-25 02:50:00	ES	Futures	2067.18	2068.52	2066.37	2068.25	3862.0
2016-02-25 02:55:00	ES	Futures	2067.98	2069.6	2067.98	2069.33	2396.0
2016-02-25 03:00:00	ES	Futures	2069.33	2073.09	2069.33	2070.4	6427.0
2016-02-25 03:05:00	ES	Futures	2070.67	2072.55	2069.33	2071.48	5715.0
2016-02-25 03:10:00	ES	Futures	2071.21	2071.48	2067.45	2068.25	4628.0
2016-02-25 03:15:00	ES	Futures	2068.25	2068.79	2066.64	2066.91	3662.0
2016-02-25 03:20:00	ES	Futures	2066.91	2067.18	2064.76	2065.03	5678.0
2016-02-25 03:25:00	ES	Futures	2065.03	2068.25	2063.95	2067.45	5529.0
2016-02-25 03:30:00	ES	Futures	2067.72	2070.94	2066.64	2070.94	4446.0
2016-02-25 03:35:00	ES	Futures	2070.94	2071.48	2069.87	2071.21	4290.0
2016-02-25 03:40:00	ES	Futures	2071.21	2071.48	2067.72	2068.79	4339.0
2016-02-25 03:45:00	ES	Futures	2068.79	2069.06	2066.1	2066.64	2882.0
2016-02-25 03:50:00	ES	Futures	2066.64	2067.98	2066.1	2066.91	2855.0
2016-02-25 03:55:00	ES	Futures	2066.91	2067.18	2065.84	2066.1	1628.0
2016-02-25 04:00:00	ES	Futures	2065.84	2069.33	2065.84	2068.79	2734.0
2016-02-25 04:05:00	ES	Futures	2068.79	2070.4	2067.18	2069.6	4770.0

> showing 50 of 15,323 rows — these rows as CSV

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