PREVIEW / futures_5min / 2016-02-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-26.parquet
  size:    231 KB
  rows:    12,831

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
2016-02-26 00:00:00	ES	Futures	2097.54	2098.35	2097.27	2097.54	671.0
2016-02-26 00:05:00	ES	Futures	2097.54	2097.81	2097.27	2097.54	88.0
2016-02-26 00:10:00	ES	Futures	2097.54	2097.81	2097.54	2097.81	154.0
2016-02-26 00:15:00	ES	Futures	2097.54	2097.81	2097.01	2097.27	375.0
2016-02-26 00:20:00	ES	Futures	2097.27	2097.27	2095.93	2096.2	612.0
2016-02-26 00:25:00	ES	Futures	2096.47	2096.74	2095.93	2096.2	985.0
2016-02-26 00:30:00	ES	Futures	2096.2	2096.74	2095.93	2096.74	588.0
2016-02-26 00:35:00	ES	Futures	2096.47	2097.01	2096.47	2096.74	252.0
2016-02-26 00:40:00	ES	Futures	2097.01	2097.01	2096.2	2096.47	681.0
2016-02-26 00:45:00	ES	Futures	2096.47	2096.47	2095.93	2096.2	395.0
2016-02-26 00:50:00	ES	Futures	2096.2	2096.74	2095.93	2096.47	297.0
2016-02-26 00:55:00	ES	Futures	2096.47	2096.47	2095.12	2095.66	438.0
2016-02-26 01:00:00	ES	Futures	2095.66	2096.74	2095.39	2096.74	377.0
2016-02-26 01:05:00	ES	Futures	2096.74	2097.27	2096.74	2096.74	374.0
2016-02-26 01:10:00	ES	Futures	2096.74	2097.81	2096.74	2097.81	297.0
2016-02-26 01:15:00	ES	Futures	2097.81	2098.62	2097.54	2097.81	761.0
2016-02-26 01:20:00	ES	Futures	2097.81	2098.35	2097.27	2097.27	536.0
2016-02-26 01:25:00	ES	Futures	2097.27	2097.54	2097.01	2097.27	115.0
2016-02-26 01:30:00	ES	Futures	2097.27	2097.54	2097.01	2097.54	122.0
2016-02-26 01:35:00	ES	Futures	2097.54	2097.81	2097.01	2097.81	283.0
2016-02-26 01:40:00	ES	Futures	2097.81	2098.08	2097.54	2097.81	120.0
2016-02-26 01:45:00	ES	Futures	2097.81	2097.81	2097.01	2097.54	194.0
2016-02-26 01:50:00	ES	Futures	2097.54	2098.35	2097.54	2098.08	198.0
2016-02-26 01:55:00	ES	Futures	2097.81	2098.08	2097.81	2098.08	352.0
2016-02-26 02:00:00	ES	Futures	2098.08	2098.89	2097.01	2097.01	2369.0
2016-02-26 02:05:00	ES	Futures	2097.01	2097.27	2096.47	2097.01	615.0
2016-02-26 02:10:00	ES	Futures	2097.27	2099.69	2097.27	2099.42	1601.0
2016-02-26 02:15:00	ES	Futures	2099.42	2101.84	2099.42	2101.04	6199.0
2016-02-26 02:20:00	ES	Futures	2101.04	2101.57	2100.77	2101.3	1143.0
2016-02-26 02:25:00	ES	Futures	2101.04	2101.84	2100.77	2101.3	1203.0
2016-02-26 02:30:00	ES	Futures	2101.3	2102.11	2101.04	2101.84	1251.0
2016-02-26 02:35:00	ES	Futures	2102.11	2103.19	2101.3	2102.11	2677.0
2016-02-26 02:40:00	ES	Futures	2102.11	2102.65	2101.84	2101.84	1789.0
2016-02-26 02:45:00	ES	Futures	2102.11	2102.38	2101.3	2102.38	1400.0
2016-02-26 02:50:00	ES	Futures	2102.38	2104.53	2102.11	2103.99	3729.0
2016-02-26 02:55:00	ES	Futures	2103.99	2103.99	2103.19	2103.45	2523.0
2016-02-26 03:00:00	ES	Futures	2103.45	2106.14	2101.84	2106.14	6409.0
2016-02-26 03:05:00	ES	Futures	2105.87	2106.41	2104.26	2105.87	5915.0
2016-02-26 03:10:00	ES	Futures	2105.87	2106.68	2105.07	2105.6	6491.0
2016-02-26 03:15:00	ES	Futures	2105.6	2107.22	2105.6	2106.95	4002.0
2016-02-26 03:20:00	ES	Futures	2107.22	2107.48	2105.6	2106.14	3559.0
2016-02-26 03:25:00	ES	Futures	2106.14	2106.41	2105.07	2106.14	3271.0
2016-02-26 03:30:00	ES	Futures	2105.87	2106.95	2105.6	2106.41	3846.0
2016-02-26 03:35:00	ES	Futures	2106.68	2107.22	2105.87	2106.95	3362.0
2016-02-26 03:40:00	ES	Futures	2106.95	2109.63	2106.95	2108.29	8722.0
2016-02-26 03:45:00	ES	Futures	2108.02	2109.1	2107.48	2107.48	4411.0
2016-02-26 03:50:00	ES	Futures	2107.75	2108.02	2105.6	2106.68	3818.0
2016-02-26 03:55:00	ES	Futures	2106.95	2107.75	2106.68	2106.95	2305.0
2016-02-26 04:00:00	ES	Futures	2106.95	2108.02	2106.14	2107.75	2847.0
2016-02-26 04:05:00	ES	Futures	2108.02	2109.63	2107.75	2109.63	3477.0

> showing 50 of 12,831 rows — these rows as CSV

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