PREVIEW / futures_5min / 2016-01-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-06.parquet
  size:    263 KB
  rows:    15,402

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
2016-01-06 00:00:00	ES	Futures	2143.76	2144.03	2142.42	2142.69	583.0
2016-01-06 00:05:00	ES	Futures	2142.95	2142.95	2142.42	2142.69	282.0
2016-01-06 00:10:00	ES	Futures	2142.42	2142.95	2141.34	2141.34	513.0
2016-01-06 00:15:00	ES	Futures	2141.61	2142.95	2141.34	2142.69	556.0
2016-01-06 00:20:00	ES	Futures	2142.69	2143.76	2142.15	2143.49	581.0
2016-01-06 00:25:00	ES	Futures	2143.76	2145.37	2143.22	2144.84	1579.0
2016-01-06 00:30:00	ES	Futures	2144.57	2145.64	2144.3	2145.64	758.0
2016-01-06 00:35:00	ES	Futures	2145.64	2146.45	2144.84	2145.64	1379.0
2016-01-06 00:40:00	ES	Futures	2145.64	2145.91	2144.57	2145.1	330.0
2016-01-06 00:45:00	ES	Futures	2145.37	2145.91	2144.84	2145.64	566.0
2016-01-06 00:50:00	ES	Futures	2145.91	2146.18	2144.84	2145.37	535.0
2016-01-06 00:55:00	ES	Futures	2145.37	2146.18	2145.1	2145.1	228.0
2016-01-06 01:00:00	ES	Futures	2145.37	2145.91	2144.03	2145.37	764.0
2016-01-06 01:05:00	ES	Futures	2145.37	2146.99	2145.1	2146.18	1027.0
2016-01-06 01:10:00	ES	Futures	2146.18	2146.18	2144.03	2144.84	838.0
2016-01-06 01:15:00	ES	Futures	2144.84	2145.1	2142.95	2143.76	660.0
2016-01-06 01:20:00	ES	Futures	2143.76	2145.1	2143.49	2145.1	590.0
2016-01-06 01:25:00	ES	Futures	2145.37	2145.91	2144.57	2145.1	790.0
2016-01-06 01:30:00	ES	Futures	2145.1	2145.64	2144.03	2144.57	347.0
2016-01-06 01:35:00	ES	Futures	2144.57	2144.57	2141.88	2142.95	1351.0
2016-01-06 01:40:00	ES	Futures	2143.22	2144.3	2142.95	2143.76	605.0
2016-01-06 01:45:00	ES	Futures	2143.49	2144.57	2141.88	2142.95	1307.0
2016-01-06 01:50:00	ES	Futures	2142.95	2144.03	2142.42	2142.95	771.0
2016-01-06 01:55:00	ES	Futures	2143.22	2143.76	2143.22	2143.22	422.0
2016-01-06 02:00:00	ES	Futures	2143.22	2144.84	2142.42	2142.42	1401.0
2016-01-06 02:05:00	ES	Futures	2142.42	2145.37	2142.15	2144.84	2959.0
2016-01-06 02:10:00	ES	Futures	2144.57	2145.1	2143.49	2144.84	1693.0
2016-01-06 02:15:00	ES	Futures	2144.57	2145.64	2144.57	2144.57	2038.0
2016-01-06 02:20:00	ES	Futures	2144.84	2145.1	2143.76	2144.57	793.0
2016-01-06 02:25:00	ES	Futures	2144.57	2145.64	2143.76	2145.64	739.0
2016-01-06 02:30:00	ES	Futures	2145.37	2146.45	2145.1	2145.91	1223.0
2016-01-06 02:35:00	ES	Futures	2145.64	2146.18	2144.57	2145.91	788.0
2016-01-06 02:40:00	ES	Futures	2146.18	2147.25	2145.37	2147.25	1823.0
2016-01-06 02:45:00	ES	Futures	2147.52	2147.52	2146.72	2146.72	1145.0
2016-01-06 02:50:00	ES	Futures	2146.72	2146.99	2144.57	2145.1	1612.0
2016-01-06 02:55:00	ES	Futures	2145.1	2145.91	2143.49	2144.03	2499.0
2016-01-06 03:00:00	ES	Futures	2143.76	2145.37	2142.69	2142.95	3187.0
2016-01-06 03:05:00	ES	Futures	2142.69	2142.95	2140.54	2142.15	3023.0
2016-01-06 03:10:00	ES	Futures	2142.15	2142.15	2138.39	2139.73	3266.0
2016-01-06 03:15:00	ES	Futures	2139.73	2140.8	2138.66	2138.66	3793.0
2016-01-06 03:20:00	ES	Futures	2138.66	2138.66	2135.97	2137.04	4172.0
2016-01-06 03:25:00	ES	Futures	2137.31	2137.31	2134.36	2135.43	6315.0
2016-01-06 03:30:00	ES	Futures	2135.43	2137.04	2134.89	2137.04	2996.0
2016-01-06 03:35:00	ES	Futures	2136.77	2137.31	2134.36	2137.04	2385.0
2016-01-06 03:40:00	ES	Futures	2136.77	2137.31	2135.7	2136.24	2738.0
2016-01-06 03:45:00	ES	Futures	2135.97	2136.77	2133.82	2134.09	3886.0
2016-01-06 03:50:00	ES	Futures	2134.09	2138.66	2133.82	2138.39	4679.0
2016-01-06 03:55:00	ES	Futures	2138.39	2140.54	2138.39	2138.66	2736.0
2016-01-06 04:00:00	ES	Futures	2138.66	2140.8	2137.85	2137.85	2791.0
2016-01-06 04:05:00	ES	Futures	2137.85	2138.39	2136.77	2137.85	2295.0

> showing 50 of 15,402 rows — these rows as CSV

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