PREVIEW / futures_5min / 2016-01-10

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-10.parquet
  size:    58 KB
  rows:    2,645

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
2016-01-10 18:00:00	ES	Futures	2052.13	2055.36	2043.26	2044.88	16062.0
2016-01-10 18:05:00	ES	Futures	2045.14	2045.41	2042.73	2042.99	5049.0
2016-01-10 18:10:00	ES	Futures	2043.26	2046.22	2042.99	2044.34	5953.0
2016-01-10 18:15:00	ES	Futures	2044.34	2045.95	2042.73	2045.68	5486.0
2016-01-10 18:20:00	ES	Futures	2045.68	2049.44	2045.68	2046.76	3174.0
2016-01-10 18:25:00	ES	Futures	2046.76	2047.29	2045.41	2045.68	2023.0
2016-01-10 18:30:00	ES	Futures	2045.68	2047.56	2045.41	2047.29	1159.0
2016-01-10 18:35:00	ES	Futures	2047.56	2048.37	2046.49	2047.03	1478.0
2016-01-10 18:40:00	ES	Futures	2047.03	2047.56	2045.14	2045.41	1255.0
2016-01-10 18:45:00	ES	Futures	2045.41	2045.95	2044.34	2044.61	2054.0
2016-01-10 18:50:00	ES	Futures	2044.34	2044.61	2035.2	2036.81	7851.0
2016-01-10 18:55:00	ES	Futures	2036.81	2040.04	2036.28	2038.96	3654.0
2016-01-10 19:00:00	ES	Futures	2039.23	2042.46	2038.7	2040.58	3212.0
2016-01-10 19:05:00	ES	Futures	2040.58	2040.85	2037.35	2038.96	2272.0
2016-01-10 19:10:00	ES	Futures	2038.96	2040.04	2036.01	2038.16	3117.0
2016-01-10 19:15:00	ES	Futures	2038.16	2039.23	2036.55	2037.08	1825.0
2016-01-10 19:20:00	ES	Futures	2037.35	2037.89	2036.28	2037.62	1632.0
2016-01-10 19:25:00	ES	Futures	2037.62	2038.96	2037.08	2037.89	2531.0
2016-01-10 19:30:00	ES	Futures	2037.89	2038.7	2036.81	2038.7	2158.0
2016-01-10 19:35:00	ES	Futures	2038.43	2041.11	2038.43	2041.11	2161.0
2016-01-10 19:40:00	ES	Futures	2040.85	2044.88	2040.04	2044.34	2781.0
2016-01-10 19:45:00	ES	Futures	2044.61	2045.14	2042.46	2043.26	2457.0
2016-01-10 19:50:00	ES	Futures	2043.26	2044.07	2040.85	2042.19	2212.0
2016-01-10 19:55:00	ES	Futures	2042.19	2042.46	2040.31	2041.38	1116.0
2016-01-10 20:00:00	ES	Futures	2041.38	2045.41	2041.11	2043.8	2948.0
2016-01-10 20:05:00	ES	Futures	2043.8	2047.29	2043.8	2045.41	2973.0
2016-01-10 20:10:00	ES	Futures	2045.14	2045.41	2041.65	2044.34	1680.0
2016-01-10 20:15:00	ES	Futures	2044.61	2051.06	2044.61	2048.37	10486.0
2016-01-10 20:20:00	ES	Futures	2048.37	2048.91	2040.04	2042.99	5396.0
2016-01-10 20:25:00	ES	Futures	2043.26	2043.8	2040.85	2042.19	1760.0
2016-01-10 20:30:00	ES	Futures	2042.19	2044.61	2039.5	2040.04	3471.0
2016-01-10 20:35:00	ES	Futures	2040.31	2042.73	2040.04	2041.11	2235.0
2016-01-10 20:40:00	ES	Futures	2040.85	2042.19	2038.16	2040.04	3254.0
2016-01-10 20:45:00	ES	Futures	2040.31	2042.46	2039.77	2041.65	2470.0
2016-01-10 20:50:00	ES	Futures	2041.65	2044.07	2041.11	2042.46	3235.0
2016-01-10 20:55:00	ES	Futures	2042.73	2045.41	2041.11	2044.61	2811.0
2016-01-10 21:00:00	ES	Futures	2044.34	2046.49	2043.26	2045.68	1756.0
2016-01-10 21:05:00	ES	Futures	2045.41	2047.83	2044.88	2047.29	2112.0
2016-01-10 21:10:00	ES	Futures	2047.56	2048.91	2047.03	2047.83	1901.0
2016-01-10 21:15:00	ES	Futures	2048.1	2049.71	2046.22	2046.76	2455.0
2016-01-10 21:20:00	ES	Futures	2046.49	2047.83	2044.07	2047.03	2230.0
2016-01-10 21:25:00	ES	Futures	2047.03	2047.56	2045.41	2047.56	939.0
2016-01-10 21:30:00	ES	Futures	2047.29	2049.18	2045.95	2048.1	1421.0
2016-01-10 21:35:00	ES	Futures	2048.37	2049.44	2047.03	2047.29	1331.0
2016-01-10 21:40:00	ES	Futures	2047.56	2049.44	2046.76	2047.03	915.0
2016-01-10 21:45:00	ES	Futures	2047.03	2047.56	2045.95	2047.03	799.0
2016-01-10 21:50:00	ES	Futures	2047.03	2048.1	2046.22	2047.56	817.0
2016-01-10 21:55:00	ES	Futures	2047.83	2050.52	2047.56	2049.44	2171.0
2016-01-10 22:00:00	ES	Futures	2049.44	2049.71	2047.03	2047.03	997.0
2016-01-10 22:05:00	ES	Futures	2047.03	2047.56	2045.95	2047.03	766.0

> showing 50 of 2,645 rows — these rows as CSV

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