PREVIEW / futures_5min / 2016-01-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-04.parquet
  size:    266 KB
  rows:    15,347

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
2016-01-04 00:00:00	ES	Futures	2169.29	2170.9	2168.75	2170.63	1409.0
2016-01-04 00:05:00	ES	Futures	2170.63	2171.44	2170.36	2170.9	1103.0
2016-01-04 00:10:00	ES	Futures	2170.9	2170.9	2169.56	2170.63	990.0
2016-01-04 00:15:00	ES	Futures	2170.9	2171.17	2170.36	2170.36	495.0
2016-01-04 00:20:00	ES	Futures	2170.63	2171.98	2170.36	2171.44	514.0
2016-01-04 00:25:00	ES	Futures	2171.71	2173.05	2171.44	2172.78	696.0
2016-01-04 00:30:00	ES	Futures	2172.78	2173.05	2170.36	2170.9	1411.0
2016-01-04 00:35:00	ES	Futures	2170.63	2171.17	2167.68	2167.94	1795.0
2016-01-04 00:40:00	ES	Futures	2168.21	2169.56	2167.94	2169.29	705.0
2016-01-04 00:45:00	ES	Futures	2169.29	2170.36	2169.29	2169.83	852.0
2016-01-04 00:50:00	ES	Futures	2169.83	2172.24	2169.29	2171.17	806.0
2016-01-04 00:55:00	ES	Futures	2171.44	2172.24	2170.9	2171.44	555.0
2016-01-04 01:00:00	ES	Futures	2171.71	2173.05	2170.9	2171.17	970.0
2016-01-04 01:05:00	ES	Futures	2170.9	2171.17	2169.29	2170.36	658.0
2016-01-04 01:10:00	ES	Futures	2170.36	2171.17	2167.94	2167.94	847.0
2016-01-04 01:15:00	ES	Futures	2168.21	2168.21	2166.06	2167.14	1907.0
2016-01-04 01:20:00	ES	Futures	2167.14	2167.41	2166.6	2167.14	463.0
2016-01-04 01:25:00	ES	Futures	2167.41	2169.02	2167.14	2169.02	763.0
2016-01-04 01:30:00	ES	Futures	2168.75	2169.56	2168.48	2169.56	742.0
2016-01-04 01:35:00	ES	Futures	2169.56	2169.56	2167.94	2167.94	609.0
2016-01-04 01:40:00	ES	Futures	2167.94	2168.75	2167.94	2168.48	245.0
2016-01-04 01:45:00	ES	Futures	2168.21	2168.75	2167.94	2168.21	137.0
2016-01-04 01:50:00	ES	Futures	2168.21	2170.36	2168.21	2169.56	635.0
2016-01-04 01:55:00	ES	Futures	2169.83	2170.09	2168.21	2168.48	630.0
2016-01-04 02:00:00	ES	Futures	2168.48	2169.02	2167.41	2167.68	1481.0
2016-01-04 02:05:00	ES	Futures	2167.68	2169.83	2165.79	2165.79	2313.0
2016-01-04 02:10:00	ES	Futures	2166.06	2166.33	2163.65	2163.91	2794.0
2016-01-04 02:15:00	ES	Futures	2164.18	2165.26	2163.65	2164.45	1505.0
2016-01-04 02:20:00	ES	Futures	2164.45	2166.33	2164.18	2165.79	1327.0
2016-01-04 02:25:00	ES	Futures	2165.53	2166.6	2165.53	2166.06	522.0
2016-01-04 02:30:00	ES	Futures	2166.06	2166.06	2163.65	2163.65	1530.0
2016-01-04 02:35:00	ES	Futures	2163.91	2163.91	2161.23	2161.23	2334.0
2016-01-04 02:40:00	ES	Futures	2161.23	2162.84	2160.69	2162.3	1503.0
2016-01-04 02:45:00	ES	Futures	2162.3	2162.3	2159.61	2160.69	1873.0
2016-01-04 02:50:00	ES	Futures	2160.69	2163.91	2160.69	2163.11	1628.0
2016-01-04 02:55:00	ES	Futures	2163.11	2164.18	2162.84	2163.65	1087.0
2016-01-04 03:00:00	ES	Futures	2163.65	2166.06	2160.15	2160.42	6344.0
2016-01-04 03:05:00	ES	Futures	2160.42	2160.42	2154.78	2156.39	7253.0
2016-01-04 03:10:00	ES	Futures	2156.12	2156.12	2153.97	2155.32	4807.0
2016-01-04 03:15:00	ES	Futures	2155.32	2155.32	2151.28	2151.82	7068.0
2016-01-04 03:20:00	ES	Futures	2152.09	2153.97	2150.75	2153.43	4523.0
2016-01-04 03:25:00	ES	Futures	2153.43	2154.78	2152.09	2153.97	2437.0
2016-01-04 03:30:00	ES	Futures	2153.7	2155.05	2151.02	2154.51	4210.0
2016-01-04 03:35:00	ES	Futures	2154.51	2157.73	2154.51	2157.2	4851.0
2016-01-04 03:40:00	ES	Futures	2157.46	2157.73	2156.12	2157.46	1802.0
2016-01-04 03:45:00	ES	Futures	2157.2	2157.73	2154.78	2156.66	2331.0
2016-01-04 03:50:00	ES	Futures	2156.66	2156.66	2153.43	2153.7	1658.0
2016-01-04 03:55:00	ES	Futures	2153.7	2156.66	2153.7	2156.66	2124.0
2016-01-04 04:00:00	ES	Futures	2156.66	2156.93	2155.32	2156.12	3418.0
2016-01-04 04:05:00	ES	Futures	2155.85	2155.85	2152.9	2154.24	1850.0

> showing 50 of 15,347 rows — these rows as CSV

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