PREVIEW / futures_5min / 2016-01-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-12.parquet
  size:    277 KB
  rows:    15,485

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
2016-01-12 00:00:00	ES	Futures	2050.25	2051.06	2048.1	2048.37	1126.0
2016-01-12 00:05:00	ES	Futures	2048.37	2051.32	2048.37	2050.25	949.0
2016-01-12 00:10:00	ES	Futures	2050.52	2051.59	2049.98	2050.79	561.0
2016-01-12 00:15:00	ES	Futures	2050.79	2050.79	2048.91	2048.91	584.0
2016-01-12 00:20:00	ES	Futures	2049.18	2049.71	2047.83	2048.91	1188.0
2016-01-12 00:25:00	ES	Futures	2048.91	2049.44	2045.68	2048.64	2601.0
2016-01-12 00:30:00	ES	Futures	2048.64	2049.44	2048.1	2048.64	743.0
2016-01-12 00:35:00	ES	Futures	2048.64	2049.98	2047.29	2047.29	938.0
2016-01-12 00:40:00	ES	Futures	2047.03	2048.1	2046.49	2047.83	605.0
2016-01-12 00:45:00	ES	Futures	2047.83	2049.71	2047.56	2049.44	875.0
2016-01-12 00:50:00	ES	Futures	2049.44	2050.25	2048.91	2048.91	675.0
2016-01-12 00:55:00	ES	Futures	2049.18	2049.44	2047.29	2048.37	1050.0
2016-01-12 01:00:00	ES	Futures	2048.37	2048.37	2044.88	2046.49	1589.0
2016-01-12 01:05:00	ES	Futures	2046.49	2046.76	2045.14	2045.41	781.0
2016-01-12 01:10:00	ES	Futures	2045.41	2045.41	2041.65	2042.73	3000.0
2016-01-12 01:15:00	ES	Futures	2042.99	2044.07	2042.46	2043.8	715.0
2016-01-12 01:20:00	ES	Futures	2043.53	2045.41	2043.26	2045.14	420.0
2016-01-12 01:25:00	ES	Futures	2045.14	2045.41	2043.26	2043.53	725.0
2016-01-12 01:30:00	ES	Futures	2043.8	2044.61	2042.73	2044.07	677.0
2016-01-12 01:35:00	ES	Futures	2044.34	2045.41	2044.07	2045.14	445.0
2016-01-12 01:40:00	ES	Futures	2045.41	2045.41	2041.38	2041.92	1646.0
2016-01-12 01:45:00	ES	Futures	2041.92	2044.34	2041.11	2043.53	1314.0
2016-01-12 01:50:00	ES	Futures	2043.53	2046.22	2043.26	2046.22	1097.0
2016-01-12 01:55:00	ES	Futures	2046.22	2046.76	2044.88	2046.76	616.0
2016-01-12 02:00:00	ES	Futures	2046.49	2050.79	2044.88	2049.44	2959.0
2016-01-12 02:05:00	ES	Futures	2049.44	2049.71	2047.03	2047.29	1444.0
2016-01-12 02:10:00	ES	Futures	2047.03	2047.29	2043.26	2044.88	2086.0
2016-01-12 02:15:00	ES	Futures	2045.14	2046.22	2044.07	2044.88	808.0
2016-01-12 02:20:00	ES	Futures	2044.88	2049.44	2044.61	2048.37	1428.0
2016-01-12 02:25:00	ES	Futures	2048.64	2049.71	2046.76	2047.03	895.0
2016-01-12 02:30:00	ES	Futures	2047.29	2047.29	2045.68	2046.76	924.0
2016-01-12 02:35:00	ES	Futures	2046.76	2048.64	2046.49	2048.37	1265.0
2016-01-12 02:40:00	ES	Futures	2048.1	2048.91	2047.56	2048.64	887.0
2016-01-12 02:45:00	ES	Futures	2048.37	2050.52	2047.56	2050.25	2062.0
2016-01-12 02:50:00	ES	Futures	2050.25	2052.4	2049.98	2052.4	1821.0
2016-01-12 02:55:00	ES	Futures	2052.4	2053.21	2049.71	2050.79	1953.0
2016-01-12 03:00:00	ES	Futures	2050.79	2051.32	2045.68	2051.06	4293.0
2016-01-12 03:05:00	ES	Futures	2050.79	2050.79	2047.03	2047.29	3927.0
2016-01-12 03:10:00	ES	Futures	2047.56	2051.86	2046.49	2051.59	4655.0
2016-01-12 03:15:00	ES	Futures	2051.59	2052.4	2050.25	2052.13	2330.0
2016-01-12 03:20:00	ES	Futures	2052.13	2055.09	2052.13	2054.28	5088.0
2016-01-12 03:25:00	ES	Futures	2054.55	2055.09	2052.67	2053.74	3150.0
2016-01-12 03:30:00	ES	Futures	2053.74	2055.09	2051.59	2054.82	3073.0
2016-01-12 03:35:00	ES	Futures	2054.82	2055.09	2053.74	2053.74	3844.0
2016-01-12 03:40:00	ES	Futures	2054.01	2054.82	2052.94	2053.21	1262.0
2016-01-12 03:45:00	ES	Futures	2053.21	2053.21	2049.71	2049.98	2870.0
2016-01-12 03:50:00	ES	Futures	2049.71	2052.94	2049.71	2052.4	2164.0
2016-01-12 03:55:00	ES	Futures	2052.4	2053.47	2051.32	2052.67	1247.0
2016-01-12 04:00:00	ES	Futures	2052.4	2052.4	2050.25	2051.86	1353.0
2016-01-12 04:05:00	ES	Futures	2051.59	2054.01	2051.59	2052.94	1194.0

> showing 50 of 15,485 rows — these rows as CSV

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