PREVIEW / futures_5min / 2016-01-07

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-07.parquet
  size:    281 KB
  rows:    15,733

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
2016-01-07 00:00:00	ES	Futures	2108.83	2109.9	2108.29	2109.9	372.0
2016-01-07 00:05:00	ES	Futures	2109.9	2111.52	2109.9	2110.17	897.0
2016-01-07 00:10:00	ES	Futures	2110.17	2112.59	2110.17	2112.32	954.0
2016-01-07 00:15:00	ES	Futures	2112.32	2112.59	2110.71	2111.25	728.0
2016-01-07 00:20:00	ES	Futures	2111.25	2111.52	2110.71	2110.98	426.0
2016-01-07 00:25:00	ES	Futures	2110.71	2110.98	2110.44	2110.44	423.0
2016-01-07 00:30:00	ES	Futures	2110.71	2111.52	2109.9	2110.17	515.0
2016-01-07 00:35:00	ES	Futures	2110.44	2110.44	2107.22	2108.83	2054.0
2016-01-07 00:40:00	ES	Futures	2108.83	2109.37	2108.02	2108.02	893.0
2016-01-07 00:45:00	ES	Futures	2108.02	2108.29	2104.8	2105.34	5504.0
2016-01-07 00:50:00	ES	Futures	2105.34	2106.14	2103.99	2104.26	3194.0
2016-01-07 00:55:00	ES	Futures	2104.53	2106.41	2103.99	2106.14	934.0
2016-01-07 01:00:00	ES	Futures	2106.14	2106.14	2102.65	2103.45	3116.0
2016-01-07 01:05:00	ES	Futures	2103.45	2104.26	2103.19	2103.45	969.0
2016-01-07 01:10:00	ES	Futures	2103.45	2103.99	2101.57	2101.84	2158.0
2016-01-07 01:15:00	ES	Futures	2102.11	2102.38	2099.96	2102.11	3374.0
2016-01-07 01:20:00	ES	Futures	2102.11	2103.45	2101.84	2102.11	950.0
2016-01-07 01:25:00	ES	Futures	2102.11	2102.65	2101.3	2101.84	732.0
2016-01-07 01:30:00	ES	Futures	2101.84	2101.84	2100.5	2100.5	1251.0
2016-01-07 01:35:00	ES	Futures	2100.77	2100.77	2098.62	2099.42	2736.0
2016-01-07 01:40:00	ES	Futures	2099.42	2099.69	2097.81	2098.62	2052.0
2016-01-07 01:45:00	ES	Futures	2098.62	2100.23	2098.35	2099.96	1246.0
2016-01-07 01:50:00	ES	Futures	2099.96	2103.19	2099.42	2102.38	2275.0
2016-01-07 01:55:00	ES	Futures	2102.11	2103.45	2101.84	2103.19	1406.0
2016-01-07 02:00:00	ES	Futures	2103.45	2103.45	2098.35	2099.96	3854.0
2016-01-07 02:05:00	ES	Futures	2100.23	2103.19	2099.96	2101.3	3407.0
2016-01-07 02:10:00	ES	Futures	2101.04	2101.84	2098.62	2099.15	2709.0
2016-01-07 02:15:00	ES	Futures	2098.89	2101.57	2098.62	2101.04	2045.0
2016-01-07 02:20:00	ES	Futures	2101.04	2103.19	2099.96	2101.3	2244.0
2016-01-07 02:25:00	ES	Futures	2101.3	2104.8	2101.3	2103.99	3203.0
2016-01-07 02:30:00	ES	Futures	2104.26	2104.26	2101.04	2101.57	2001.0
2016-01-07 02:35:00	ES	Futures	2101.57	2102.11	2097.81	2098.35	5820.0
2016-01-07 02:40:00	ES	Futures	2098.62	2098.89	2092.97	2093.51	10150.0
2016-01-07 02:45:00	ES	Futures	2093.78	2096.74	2093.24	2096.47	4622.0
2016-01-07 02:50:00	ES	Futures	2096.47	2097.27	2095.66	2096.74	2144.0
2016-01-07 02:55:00	ES	Futures	2096.74	2100.77	2096.2	2099.42	2857.0
2016-01-07 03:00:00	ES	Futures	2099.15	2104.8	2097.54	2101.57	8484.0
2016-01-07 03:05:00	ES	Futures	2101.57	2103.99	2099.42	2099.96	5376.0
2016-01-07 03:10:00	ES	Futures	2099.96	2103.72	2099.69	2102.65	5552.0
2016-01-07 03:15:00	ES	Futures	2102.65	2103.19	2096.47	2098.35	5434.0
2016-01-07 03:20:00	ES	Futures	2098.08	2100.77	2097.27	2099.15	4341.0
2016-01-07 03:25:00	ES	Futures	2099.15	2099.69	2096.74	2099.15	3907.0
2016-01-07 03:30:00	ES	Futures	2099.42	2099.69	2092.97	2092.97	7190.0
2016-01-07 03:35:00	ES	Futures	2092.97	2092.97	2087.87	2091.63	13177.0
2016-01-07 03:40:00	ES	Futures	2091.09	2092.17	2087.06	2090.29	7162.0
2016-01-07 03:45:00	ES	Futures	2090.02	2091.9	2088.41	2088.68	5775.0
2016-01-07 03:50:00	ES	Futures	2088.68	2089.75	2086.26	2086.79	5319.0
2016-01-07 03:55:00	ES	Futures	2086.53	2086.53	2079.0	2080.88	21443.0
2016-01-07 04:00:00	ES	Futures	2081.15	2084.11	2079.0	2083.57	9289.0
2016-01-07 04:05:00	ES	Futures	2083.84	2084.38	2082.23	2082.23	6005.0

> showing 50 of 15,733 rows — these rows as CSV

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