PREVIEW / futures_5min / 2016-01-13

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-13.parquet
  size:    278 KB
  rows:    15,693

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
2016-01-13 00:00:00	ES	Futures	2089.48	2089.48	2087.33	2087.33	1713.0
2016-01-13 00:05:00	ES	Futures	2087.33	2087.6	2083.84	2084.11	1561.0
2016-01-13 00:10:00	ES	Futures	2083.84	2085.18	2083.57	2084.64	863.0
2016-01-13 00:15:00	ES	Futures	2084.64	2086.26	2084.38	2085.99	1237.0
2016-01-13 00:20:00	ES	Futures	2085.99	2087.33	2084.38	2084.38	1041.0
2016-01-13 00:25:00	ES	Futures	2084.38	2086.53	2084.38	2086.26	975.0
2016-01-13 00:30:00	ES	Futures	2085.99	2085.99	2084.91	2085.45	499.0
2016-01-13 00:35:00	ES	Futures	2085.72	2087.6	2085.45	2087.06	699.0
2016-01-13 00:40:00	ES	Futures	2087.33	2087.87	2087.06	2087.33	518.0
2016-01-13 00:45:00	ES	Futures	2087.33	2088.68	2087.33	2088.41	580.0
2016-01-13 00:50:00	ES	Futures	2088.68	2088.68	2086.79	2087.06	626.0
2016-01-13 00:55:00	ES	Futures	2086.79	2087.6	2085.99	2087.33	1123.0
2016-01-13 01:00:00	ES	Futures	2087.33	2087.87	2085.99	2086.53	1069.0
2016-01-13 01:05:00	ES	Futures	2086.26	2088.14	2086.26	2086.79	484.0
2016-01-13 01:10:00	ES	Futures	2086.79	2088.41	2086.79	2087.6	782.0
2016-01-13 01:15:00	ES	Futures	2087.33	2088.14	2086.53	2086.53	507.0
2016-01-13 01:20:00	ES	Futures	2086.79	2087.6	2086.26	2087.06	581.0
2016-01-13 01:25:00	ES	Futures	2087.06	2087.6	2085.18	2085.45	890.0
2016-01-13 01:30:00	ES	Futures	2085.18	2085.72	2082.49	2084.38	3336.0
2016-01-13 01:35:00	ES	Futures	2084.11	2085.45	2083.57	2085.45	866.0
2016-01-13 01:40:00	ES	Futures	2085.18	2085.18	2083.57	2084.38	487.0
2016-01-13 01:45:00	ES	Futures	2084.64	2085.18	2082.76	2083.84	1589.0
2016-01-13 01:50:00	ES	Futures	2083.84	2084.91	2082.76	2083.57	1041.0
2016-01-13 01:55:00	ES	Futures	2083.3	2083.84	2083.03	2083.03	362.0
2016-01-13 02:00:00	ES	Futures	2083.3	2084.38	2082.23	2082.76	3270.0
2016-01-13 02:05:00	ES	Futures	2082.76	2083.03	2081.69	2082.49	1554.0
2016-01-13 02:10:00	ES	Futures	2082.49	2083.03	2081.69	2082.23	1116.0
2016-01-13 02:15:00	ES	Futures	2082.23	2082.23	2081.15	2081.15	1454.0
2016-01-13 02:20:00	ES	Futures	2081.15	2081.15	2077.93	2078.73	3316.0
2016-01-13 02:25:00	ES	Futures	2079.0	2079.81	2078.2	2078.46	988.0
2016-01-13 02:30:00	ES	Futures	2078.46	2079.27	2077.12	2077.39	1809.0
2016-01-13 02:35:00	ES	Futures	2077.66	2080.88	2076.58	2080.88	2045.0
2016-01-13 02:40:00	ES	Futures	2080.61	2081.15	2079.54	2080.08	1184.0
2016-01-13 02:45:00	ES	Futures	2079.81	2080.35	2078.2	2079.54	1275.0
2016-01-13 02:50:00	ES	Futures	2079.54	2084.38	2079.54	2083.84	2333.0
2016-01-13 02:55:00	ES	Futures	2084.11	2085.72	2083.3	2085.18	2312.0
2016-01-13 03:00:00	ES	Futures	2084.91	2087.6	2081.15	2086.26	7319.0
2016-01-13 03:05:00	ES	Futures	2085.99	2088.41	2085.99	2088.14	6017.0
2016-01-13 03:10:00	ES	Futures	2088.14	2090.02	2085.72	2089.75	4775.0
2016-01-13 03:15:00	ES	Futures	2089.75	2090.02	2087.6	2087.6	4378.0
2016-01-13 03:20:00	ES	Futures	2087.87	2088.68	2083.84	2084.64	4621.0
2016-01-13 03:25:00	ES	Futures	2084.64	2085.45	2082.76	2083.57	3822.0
2016-01-13 03:30:00	ES	Futures	2083.57	2086.26	2083.3	2085.99	3214.0
2016-01-13 03:35:00	ES	Futures	2086.26	2087.87	2085.99	2087.06	2400.0
2016-01-13 03:40:00	ES	Futures	2087.06	2088.94	2086.79	2088.94	1754.0
2016-01-13 03:45:00	ES	Futures	2088.94	2090.02	2087.87	2090.02	3405.0
2016-01-13 03:50:00	ES	Futures	2090.02	2092.17	2089.75	2090.56	6712.0
2016-01-13 03:55:00	ES	Futures	2090.82	2090.82	2087.6	2087.87	2848.0
2016-01-13 04:00:00	ES	Futures	2087.87	2089.48	2087.06	2087.87	4134.0
2016-01-13 04:05:00	ES	Futures	2087.6	2090.02	2087.6	2089.48	1664.0

> showing 50 of 15,693 rows — these rows as CSV

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