PREVIEW / futures_5min / 2016-01-08

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-08.parquet
  size:    239 KB
  rows:    12,832

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
2016-01-08 00:00:00	ES	Futures	2097.81	2100.5	2097.81	2098.62	1236.0
2016-01-08 00:05:00	ES	Futures	2098.35	2099.15	2096.47	2096.47	584.0
2016-01-08 00:10:00	ES	Futures	2096.74	2097.01	2095.12	2096.2	908.0
2016-01-08 00:15:00	ES	Futures	2095.93	2097.81	2095.39	2095.93	960.0
2016-01-08 00:20:00	ES	Futures	2095.93	2096.2	2093.78	2094.05	1302.0
2016-01-08 00:25:00	ES	Futures	2094.32	2097.01	2093.51	2095.93	1293.0
2016-01-08 00:30:00	ES	Futures	2095.93	2096.47	2095.12	2095.12	714.0
2016-01-08 00:35:00	ES	Futures	2095.12	2095.39	2093.78	2094.05	510.0
2016-01-08 00:40:00	ES	Futures	2093.78	2096.74	2093.78	2096.2	773.0
2016-01-08 00:45:00	ES	Futures	2096.47	2096.74	2094.86	2094.86	391.0
2016-01-08 00:50:00	ES	Futures	2094.86	2096.2	2094.86	2095.39	400.0
2016-01-08 00:55:00	ES	Futures	2095.39	2096.47	2095.12	2095.93	425.0
2016-01-08 01:00:00	ES	Futures	2095.93	2096.2	2095.12	2095.39	393.0
2016-01-08 01:05:00	ES	Futures	2095.12	2096.74	2095.12	2095.93	241.0
2016-01-08 01:10:00	ES	Futures	2095.66	2095.93	2094.86	2095.12	264.0
2016-01-08 01:15:00	ES	Futures	2094.86	2095.39	2093.78	2094.32	746.0
2016-01-08 01:20:00	ES	Futures	2094.32	2095.66	2094.05	2094.59	496.0
2016-01-08 01:25:00	ES	Futures	2094.59	2095.39	2094.32	2094.86	396.0
2016-01-08 01:30:00	ES	Futures	2094.86	2096.47	2094.86	2096.47	637.0
2016-01-08 01:35:00	ES	Futures	2096.47	2098.62	2095.66	2098.62	872.0
2016-01-08 01:40:00	ES	Futures	2098.62	2100.5	2098.08	2098.89	1541.0
2016-01-08 01:45:00	ES	Futures	2098.62	2099.69	2098.08	2099.15	444.0
2016-01-08 01:50:00	ES	Futures	2098.89	2099.15	2097.27	2097.81	512.0
2016-01-08 01:55:00	ES	Futures	2097.81	2098.89	2097.54	2098.89	282.0
2016-01-08 02:00:00	ES	Futures	2098.89	2102.92	2098.89	2102.38	2816.0
2016-01-08 02:05:00	ES	Futures	2102.11	2103.99	2101.84	2103.19	2088.0
2016-01-08 02:10:00	ES	Futures	2103.45	2103.99	2102.65	2103.45	1242.0
2016-01-08 02:15:00	ES	Futures	2103.45	2105.07	2103.19	2105.07	1979.0
2016-01-08 02:20:00	ES	Futures	2105.07	2105.87	2104.53	2104.8	1849.0
2016-01-08 02:25:00	ES	Futures	2105.07	2105.34	2103.99	2104.26	1240.0
2016-01-08 02:30:00	ES	Futures	2104.26	2104.26	2102.38	2103.72	809.0
2016-01-08 02:35:00	ES	Futures	2103.45	2104.26	2103.19	2104.26	590.0
2016-01-08 02:40:00	ES	Futures	2104.26	2105.87	2103.45	2105.6	1875.0
2016-01-08 02:45:00	ES	Futures	2105.34	2105.87	2104.26	2104.53	1026.0
2016-01-08 02:50:00	ES	Futures	2104.26	2104.8	2101.3	2101.57	1405.0
2016-01-08 02:55:00	ES	Futures	2101.57	2101.84	2100.23	2101.57	1534.0
2016-01-08 03:00:00	ES	Futures	2101.3	2103.99	2099.42	2103.45	4574.0
2016-01-08 03:05:00	ES	Futures	2103.19	2103.45	2096.47	2098.08	4742.0
2016-01-08 03:10:00	ES	Futures	2097.81	2099.96	2097.54	2098.62	2442.0
2016-01-08 03:15:00	ES	Futures	2098.62	2102.65	2098.35	2102.65	2817.0
2016-01-08 03:20:00	ES	Futures	2102.65	2105.07	2101.84	2104.53	3549.0
2016-01-08 03:25:00	ES	Futures	2104.53	2105.6	2102.11	2105.07	3215.0
2016-01-08 03:30:00	ES	Futures	2105.07	2105.34	2102.11	2103.45	2588.0
2016-01-08 03:35:00	ES	Futures	2103.45	2104.8	2101.57	2104.8	2031.0
2016-01-08 03:40:00	ES	Futures	2104.8	2105.6	2103.19	2104.8	1923.0
2016-01-08 03:45:00	ES	Futures	2105.07	2105.87	2103.99	2105.07	2763.0
2016-01-08 03:50:00	ES	Futures	2104.8	2106.68	2104.8	2105.87	2507.0
2016-01-08 03:55:00	ES	Futures	2105.87	2106.14	2104.53	2105.6	1563.0
2016-01-08 04:00:00	ES	Futures	2105.34	2106.41	2105.07	2106.41	2266.0
2016-01-08 04:05:00	ES	Futures	2106.41	2106.41	2103.99	2104.53	1809.0

> showing 50 of 12,832 rows — these rows as CSV

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