PREVIEW / futures_5min / 2016-01-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-14.parquet
  size:    273 KB
  rows:    15,746

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
2016-01-14 00:00:00	ES	Futures	2023.65	2024.99	2023.38	2024.19	732.0
2016-01-14 00:05:00	ES	Futures	2023.92	2025.8	2023.65	2024.72	910.0
2016-01-14 00:10:00	ES	Futures	2024.72	2026.07	2024.19	2025.26	977.0
2016-01-14 00:15:00	ES	Futures	2025.26	2026.6	2024.99	2026.33	1000.0
2016-01-14 00:20:00	ES	Futures	2026.6	2027.68	2026.07	2026.87	1684.0
2016-01-14 00:25:00	ES	Futures	2026.87	2028.75	2026.6	2028.48	1034.0
2016-01-14 00:30:00	ES	Futures	2028.48	2029.02	2028.22	2028.48	1663.0
2016-01-14 00:35:00	ES	Futures	2028.48	2029.29	2027.95	2027.95	1403.0
2016-01-14 00:40:00	ES	Futures	2027.95	2028.75	2026.6	2026.6	1007.0
2016-01-14 00:45:00	ES	Futures	2026.87	2029.29	2026.87	2028.75	1188.0
2016-01-14 00:50:00	ES	Futures	2028.48	2030.1	2028.48	2029.29	1181.0
2016-01-14 00:55:00	ES	Futures	2029.29	2030.9	2029.29	2030.63	1151.0
2016-01-14 01:00:00	ES	Futures	2030.9	2034.66	2030.37	2034.4	3720.0
2016-01-14 01:05:00	ES	Futures	2034.4	2034.66	2032.25	2032.78	2032.0
2016-01-14 01:10:00	ES	Futures	2032.78	2033.32	2031.71	2033.05	1950.0
2016-01-14 01:15:00	ES	Futures	2032.78	2034.13	2032.78	2033.59	591.0
2016-01-14 01:20:00	ES	Futures	2033.59	2033.59	2031.44	2031.44	465.0
2016-01-14 01:25:00	ES	Futures	2031.44	2033.05	2031.17	2032.78	728.0
2016-01-14 01:30:00	ES	Futures	2033.05	2033.05	2032.52	2032.78	163.0
2016-01-14 01:35:00	ES	Futures	2032.52	2035.47	2032.25	2034.4	2182.0
2016-01-14 01:40:00	ES	Futures	2034.13	2035.2	2034.13	2034.4	469.0
2016-01-14 01:45:00	ES	Futures	2034.4	2034.66	2033.59	2034.13	495.0
2016-01-14 01:50:00	ES	Futures	2034.13	2034.66	2033.59	2034.4	408.0
2016-01-14 01:55:00	ES	Futures	2034.4	2034.93	2033.86	2034.66	651.0
2016-01-14 02:00:00	ES	Futures	2034.93	2035.2	2033.86	2034.13	1626.0
2016-01-14 02:05:00	ES	Futures	2034.13	2034.4	2031.44	2031.98	1898.0
2016-01-14 02:10:00	ES	Futures	2031.98	2035.2	2031.98	2034.66	1134.0
2016-01-14 02:15:00	ES	Futures	2034.93	2036.55	2033.86	2036.28	1890.0
2016-01-14 02:20:00	ES	Futures	2036.01	2038.43	2036.01	2036.81	3256.0
2016-01-14 02:25:00	ES	Futures	2036.81	2037.08	2033.59	2034.13	1929.0
2016-01-14 02:30:00	ES	Futures	2034.13	2036.81	2033.05	2036.01	2425.0
2016-01-14 02:35:00	ES	Futures	2036.28	2036.28	2033.86	2034.4	1748.0
2016-01-14 02:40:00	ES	Futures	2034.4	2038.43	2034.13	2038.16	2698.0
2016-01-14 02:45:00	ES	Futures	2037.89	2038.7	2036.55	2038.43	2625.0
2016-01-14 02:50:00	ES	Futures	2038.7	2039.77	2037.08	2039.23	1747.0
2016-01-14 02:55:00	ES	Futures	2039.23	2039.77	2037.62	2038.96	1689.0
2016-01-14 03:00:00	ES	Futures	2038.7	2039.23	2035.2	2036.55	4690.0
2016-01-14 03:05:00	ES	Futures	2036.81	2037.89	2035.2	2037.62	3958.0
2016-01-14 03:10:00	ES	Futures	2037.62	2038.43	2035.47	2035.74	3302.0
2016-01-14 03:15:00	ES	Futures	2036.01	2036.28	2031.98	2032.52	4101.0
2016-01-14 03:20:00	ES	Futures	2032.52	2034.13	2030.63	2033.59	3757.0
2016-01-14 03:25:00	ES	Futures	2033.59	2035.74	2031.98	2032.78	3745.0
2016-01-14 03:30:00	ES	Futures	2032.78	2035.74	2032.52	2035.2	1900.0
2016-01-14 03:35:00	ES	Futures	2035.47	2036.81	2034.13	2036.81	1815.0
2016-01-14 03:40:00	ES	Futures	2036.81	2037.62	2033.05	2033.59	2178.0
2016-01-14 03:45:00	ES	Futures	2033.59	2033.59	2030.37	2030.63	4196.0
2016-01-14 03:50:00	ES	Futures	2030.9	2031.17	2025.26	2025.8	7579.0
2016-01-14 03:55:00	ES	Futures	2025.8	2027.95	2024.99	2027.14	5718.0
2016-01-14 04:00:00	ES	Futures	2026.87	2027.14	2022.3	2023.38	7635.0
2016-01-14 04:05:00	ES	Futures	2023.38	2024.45	2019.35	2020.42	6517.0

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