PREVIEW / futures_5min / 2016-02-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-02-29.parquet
  size:    256 KB
  rows:    15,164

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
2016-02-29 00:00:00	ES	Futures	2081.96	2083.03	2081.69	2082.49	370.0
2016-02-29 00:05:00	ES	Futures	2082.49	2082.49	2080.61	2081.15	827.0
2016-02-29 00:10:00	ES	Futures	2081.15	2082.23	2081.15	2081.69	488.0
2016-02-29 00:15:00	ES	Futures	2081.42	2082.49	2081.15	2081.96	426.0
2016-02-29 00:20:00	ES	Futures	2082.23	2082.23	2081.42	2081.96	379.0
2016-02-29 00:25:00	ES	Futures	2082.23	2083.03	2081.96	2081.96	497.0
2016-02-29 00:30:00	ES	Futures	2081.96	2081.96	2080.08	2080.88	1214.0
2016-02-29 00:35:00	ES	Futures	2080.61	2080.88	2077.93	2079.27	1866.0
2016-02-29 00:40:00	ES	Futures	2079.27	2080.08	2078.73	2079.0	505.0
2016-02-29 00:45:00	ES	Futures	2079.0	2080.35	2079.0	2079.81	473.0
2016-02-29 00:50:00	ES	Futures	2079.81	2079.81	2078.46	2078.73	548.0
2016-02-29 00:55:00	ES	Futures	2078.73	2079.0	2077.12	2077.39	1009.0
2016-02-29 01:00:00	ES	Futures	2077.39	2077.93	2076.05	2077.12	2130.0
2016-02-29 01:05:00	ES	Futures	2077.12	2077.12	2073.63	2074.7	3019.0
2016-02-29 01:10:00	ES	Futures	2074.7	2074.97	2072.82	2073.09	1620.0
2016-02-29 01:15:00	ES	Futures	2073.09	2073.36	2072.02	2072.02	2028.0
2016-02-29 01:20:00	ES	Futures	2072.55	2073.63	2072.02	2072.82	1143.0
2016-02-29 01:25:00	ES	Futures	2073.09	2073.63	2073.09	2073.63	593.0
2016-02-29 01:30:00	ES	Futures	2073.36	2074.16	2072.82	2073.9	711.0
2016-02-29 01:35:00	ES	Futures	2074.16	2074.43	2073.9	2074.43	591.0
2016-02-29 01:40:00	ES	Futures	2074.16	2074.97	2074.16	2074.16	632.0
2016-02-29 01:45:00	ES	Futures	2074.7	2076.31	2074.43	2076.05	1095.0
2016-02-29 01:50:00	ES	Futures	2076.05	2076.31	2075.51	2076.05	246.0
2016-02-29 01:55:00	ES	Futures	2076.31	2077.12	2076.05	2077.12	577.0
2016-02-29 02:00:00	ES	Futures	2077.12	2078.46	2076.05	2076.31	2476.0
2016-02-29 02:05:00	ES	Futures	2076.31	2076.31	2074.43	2075.51	1300.0
2016-02-29 02:10:00	ES	Futures	2075.51	2077.39	2075.24	2075.24	1331.0
2016-02-29 02:15:00	ES	Futures	2075.24	2076.85	2074.43	2076.31	1456.0
2016-02-29 02:20:00	ES	Futures	2076.58	2078.46	2076.31	2077.12	1338.0
2016-02-29 02:25:00	ES	Futures	2076.85	2078.2	2076.85	2077.93	976.0
2016-02-29 02:30:00	ES	Futures	2077.93	2078.2	2075.51	2076.05	1193.0
2016-02-29 02:35:00	ES	Futures	2076.05	2078.2	2076.05	2077.66	1735.0
2016-02-29 02:40:00	ES	Futures	2077.66	2078.73	2076.85	2078.73	1163.0
2016-02-29 02:45:00	ES	Futures	2078.73	2079.54	2077.66	2078.73	1280.0
2016-02-29 02:50:00	ES	Futures	2078.73	2079.0	2075.51	2075.78	1752.0
2016-02-29 02:55:00	ES	Futures	2076.05	2077.12	2075.51	2076.05	1483.0
2016-02-29 03:00:00	ES	Futures	2076.05	2076.05	2072.28	2074.16	5110.0
2016-02-29 03:05:00	ES	Futures	2074.16	2076.31	2072.82	2075.51	2664.0
2016-02-29 03:10:00	ES	Futures	2075.51	2077.39	2075.24	2077.12	2429.0
2016-02-29 03:15:00	ES	Futures	2077.12	2078.73	2075.51	2076.58	2653.0
2016-02-29 03:20:00	ES	Futures	2076.31	2079.27	2076.31	2078.46	2877.0
2016-02-29 03:25:00	ES	Futures	2078.46	2079.27	2075.51	2076.05	4050.0
2016-02-29 03:30:00	ES	Futures	2076.05	2078.2	2074.43	2075.24	3140.0
2016-02-29 03:35:00	ES	Futures	2075.24	2078.73	2074.97	2078.46	2496.0
2016-02-29 03:40:00	ES	Futures	2078.2	2079.27	2075.78	2077.66	2669.0
2016-02-29 03:45:00	ES	Futures	2077.66	2078.2	2076.58	2078.2	2036.0
2016-02-29 03:50:00	ES	Futures	2078.2	2079.27	2073.63	2073.9	2721.0
2016-02-29 03:55:00	ES	Futures	2073.9	2074.43	2072.02	2072.55	5179.0
2016-02-29 04:00:00	ES	Futures	2072.82	2075.51	2072.28	2074.97	3268.0
2016-02-29 04:05:00	ES	Futures	2074.97	2076.85	2074.43	2076.31	2842.0

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