PREVIEW / futures_5min / 2016-01-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-11.parquet
  size:    264 KB
  rows:    15,350

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
2016-01-11 00:00:00	ES	Futures	2055.62	2055.62	2054.01	2054.28	948.0
2016-01-11 00:05:00	ES	Futures	2054.01	2055.36	2054.01	2055.36	668.0
2016-01-11 00:10:00	ES	Futures	2055.09	2055.09	2054.01	2054.82	396.0
2016-01-11 00:15:00	ES	Futures	2055.09	2055.09	2052.13	2052.13	1244.0
2016-01-11 00:20:00	ES	Futures	2052.13	2053.47	2051.32	2051.32	930.0
2016-01-11 00:25:00	ES	Futures	2051.32	2052.94	2050.25	2052.67	1472.0
2016-01-11 00:30:00	ES	Futures	2052.67	2053.74	2052.4	2053.21	772.0
2016-01-11 00:35:00	ES	Futures	2053.47	2053.47	2050.79	2051.06	750.0
2016-01-11 00:40:00	ES	Futures	2051.06	2053.74	2050.25	2053.21	1115.0
2016-01-11 00:45:00	ES	Futures	2052.94	2054.28	2052.4	2052.4	897.0
2016-01-11 00:50:00	ES	Futures	2052.4	2053.47	2051.86	2052.4	351.0
2016-01-11 00:55:00	ES	Futures	2052.4	2052.94	2051.86	2052.67	321.0
2016-01-11 01:00:00	ES	Futures	2052.67	2052.94	2051.06	2051.06	567.0
2016-01-11 01:05:00	ES	Futures	2051.06	2054.01	2049.71	2053.21	1268.0
2016-01-11 01:10:00	ES	Futures	2052.94	2056.7	2052.4	2055.62	1265.0
2016-01-11 01:15:00	ES	Futures	2055.62	2056.97	2055.62	2055.89	886.0
2016-01-11 01:20:00	ES	Futures	2055.89	2056.7	2055.62	2055.62	628.0
2016-01-11 01:25:00	ES	Futures	2055.89	2056.7	2054.01	2055.09	1224.0
2016-01-11 01:30:00	ES	Futures	2054.82	2055.36	2053.47	2054.28	757.0
2016-01-11 01:35:00	ES	Futures	2054.28	2054.55	2050.79	2050.79	810.0
2016-01-11 01:40:00	ES	Futures	2050.79	2051.32	2045.68	2047.29	3099.0
2016-01-11 01:45:00	ES	Futures	2047.29	2048.91	2047.03	2048.1	1710.0
2016-01-11 01:50:00	ES	Futures	2048.1	2048.64	2047.03	2047.83	796.0
2016-01-11 01:55:00	ES	Futures	2047.83	2048.1	2044.61	2045.68	1427.0
2016-01-11 02:00:00	ES	Futures	2045.95	2049.71	2045.95	2049.71	2853.0
2016-01-11 02:05:00	ES	Futures	2049.71	2052.4	2049.18	2051.59	3115.0
2016-01-11 02:10:00	ES	Futures	2051.86	2051.86	2048.64	2048.91	2175.0
2016-01-11 02:15:00	ES	Futures	2048.91	2049.44	2045.95	2048.1	2164.0
2016-01-11 02:20:00	ES	Futures	2048.1	2051.86	2047.56	2051.59	3428.0
2016-01-11 02:25:00	ES	Futures	2051.32	2052.67	2048.64	2049.71	2837.0
2016-01-11 02:30:00	ES	Futures	2049.44	2051.32	2048.91	2051.32	1842.0
2016-01-11 02:35:00	ES	Futures	2051.06	2052.94	2050.79	2052.4	2010.0
2016-01-11 02:40:00	ES	Futures	2052.67	2056.97	2052.13	2054.55	4115.0
2016-01-11 02:45:00	ES	Futures	2054.55	2059.12	2054.55	2058.04	5034.0
2016-01-11 02:50:00	ES	Futures	2058.31	2059.39	2055.89	2055.89	2090.0
2016-01-11 02:55:00	ES	Futures	2055.62	2056.43	2053.74	2054.01	1580.0
2016-01-11 03:00:00	ES	Futures	2054.28	2060.46	2054.28	2060.19	6195.0
2016-01-11 03:05:00	ES	Futures	2059.92	2061.27	2057.51	2059.12	4209.0
2016-01-11 03:10:00	ES	Futures	2058.85	2060.73	2058.31	2060.46	1962.0
2016-01-11 03:15:00	ES	Futures	2060.19	2061.27	2057.24	2057.51	2905.0
2016-01-11 03:20:00	ES	Futures	2057.51	2062.34	2057.51	2062.34	3418.0
2016-01-11 03:25:00	ES	Futures	2062.34	2062.61	2059.39	2062.07	3458.0
2016-01-11 03:30:00	ES	Futures	2062.07	2064.76	2059.92	2064.76	7085.0
2016-01-11 03:35:00	ES	Futures	2064.49	2067.18	2063.95	2065.84	5419.0
2016-01-11 03:40:00	ES	Futures	2065.84	2066.64	2063.15	2063.69	3015.0
2016-01-11 03:45:00	ES	Futures	2063.42	2067.45	2062.34	2067.18	4462.0
2016-01-11 03:50:00	ES	Futures	2067.18	2072.55	2067.18	2071.21	8873.0
2016-01-11 03:55:00	ES	Futures	2070.94	2072.82	2069.87	2070.94	4442.0
2016-01-11 04:00:00	ES	Futures	2070.94	2071.48	2066.64	2066.64	4573.0
2016-01-11 04:05:00	ES	Futures	2066.91	2067.98	2065.3	2067.18	3426.0

> showing 50 of 15,350 rows — these rows as CSV

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