PREVIEW / futures_5min / 2016-01-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-05.parquet
  size:    249 KB
  rows:    15,067

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
2016-01-05 00:00:00	ES	Futures	2163.11	2164.18	2162.57	2163.11	549.0
2016-01-05 00:05:00	ES	Futures	2163.11	2163.38	2162.57	2162.57	233.0
2016-01-05 00:10:00	ES	Futures	2162.3	2163.38	2162.3	2162.57	571.0
2016-01-05 00:15:00	ES	Futures	2162.57	2162.84	2160.69	2160.69	1625.0
2016-01-05 00:20:00	ES	Futures	2160.69	2161.76	2160.69	2160.96	740.0
2016-01-05 00:25:00	ES	Futures	2160.69	2161.23	2160.15	2160.15	1033.0
2016-01-05 00:30:00	ES	Futures	2160.42	2160.42	2159.88	2160.15	1297.0
2016-01-05 00:35:00	ES	Futures	2160.15	2161.5	2160.15	2160.69	781.0
2016-01-05 00:40:00	ES	Futures	2160.69	2162.03	2160.69	2161.5	537.0
2016-01-05 00:45:00	ES	Futures	2161.5	2161.5	2160.42	2160.42	464.0
2016-01-05 00:50:00	ES	Futures	2160.42	2160.69	2159.88	2159.88	383.0
2016-01-05 00:55:00	ES	Futures	2159.88	2160.42	2159.88	2160.15	267.0
2016-01-05 01:00:00	ES	Futures	2160.15	2160.42	2159.61	2160.15	582.0
2016-01-05 01:05:00	ES	Futures	2159.88	2160.15	2159.61	2159.61	920.0
2016-01-05 01:10:00	ES	Futures	2159.61	2159.88	2156.39	2157.73	4189.0
2016-01-05 01:15:00	ES	Futures	2157.46	2158.81	2157.2	2158.27	791.0
2016-01-05 01:20:00	ES	Futures	2158.27	2159.88	2158.27	2159.08	862.0
2016-01-05 01:25:00	ES	Futures	2159.08	2161.76	2159.08	2161.5	967.0
2016-01-05 01:30:00	ES	Futures	2161.5	2162.03	2161.5	2161.76	336.0
2016-01-05 01:35:00	ES	Futures	2161.76	2164.45	2161.76	2164.18	1484.0
2016-01-05 01:40:00	ES	Futures	2163.91	2164.18	2162.84	2163.11	692.0
2016-01-05 01:45:00	ES	Futures	2163.11	2163.65	2162.57	2163.38	285.0
2016-01-05 01:50:00	ES	Futures	2163.65	2163.65	2162.3	2162.3	350.0
2016-01-05 01:55:00	ES	Futures	2162.3	2163.65	2162.3	2163.11	501.0
2016-01-05 02:00:00	ES	Futures	2163.11	2163.38	2161.76	2161.76	936.0
2016-01-05 02:05:00	ES	Futures	2161.76	2162.57	2161.76	2162.03	572.0
2016-01-05 02:10:00	ES	Futures	2161.76	2162.03	2160.69	2160.96	927.0
2016-01-05 02:15:00	ES	Futures	2161.23	2162.3	2160.42	2160.69	714.0
2016-01-05 02:20:00	ES	Futures	2160.96	2161.5	2160.69	2160.96	459.0
2016-01-05 02:25:00	ES	Futures	2160.96	2163.38	2160.96	2162.84	1068.0
2016-01-05 02:30:00	ES	Futures	2162.84	2163.65	2160.96	2162.03	1038.0
2016-01-05 02:35:00	ES	Futures	2162.03	2162.3	2160.42	2161.23	1096.0
2016-01-05 02:40:00	ES	Futures	2161.23	2162.03	2160.96	2161.76	671.0
2016-01-05 02:45:00	ES	Futures	2161.76	2162.3	2160.96	2162.03	708.0
2016-01-05 02:50:00	ES	Futures	2162.03	2162.57	2160.96	2160.96	660.0
2016-01-05 02:55:00	ES	Futures	2160.96	2162.57	2160.69	2162.03	1151.0
2016-01-05 03:00:00	ES	Futures	2162.03	2163.38	2160.42	2160.69	3464.0
2016-01-05 03:05:00	ES	Futures	2160.69	2162.57	2160.69	2161.23	1898.0
2016-01-05 03:10:00	ES	Futures	2161.5	2161.5	2157.73	2159.35	5066.0
2016-01-05 03:15:00	ES	Futures	2159.35	2160.15	2158.0	2158.81	2750.0
2016-01-05 03:20:00	ES	Futures	2158.81	2159.08	2156.39	2157.46	3074.0
2016-01-05 03:25:00	ES	Futures	2157.46	2157.46	2155.58	2155.85	2373.0
2016-01-05 03:30:00	ES	Futures	2155.85	2155.85	2154.24	2155.32	3055.0
2016-01-05 03:35:00	ES	Futures	2155.32	2155.85	2154.51	2155.05	1198.0
2016-01-05 03:40:00	ES	Futures	2155.05	2155.85	2153.7	2155.32	1927.0
2016-01-05 03:45:00	ES	Futures	2155.32	2155.32	2153.43	2154.24	1179.0
2016-01-05 03:50:00	ES	Futures	2154.24	2155.58	2153.7	2155.32	1340.0
2016-01-05 03:55:00	ES	Futures	2155.05	2155.32	2154.24	2155.05	981.0
2016-01-05 04:00:00	ES	Futures	2155.05	2155.05	2152.09	2152.09	2299.0
2016-01-05 04:05:00	ES	Futures	2152.09	2152.63	2151.02	2151.82	2680.0

> showing 50 of 15,067 rows — these rows as CSV

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