PREVIEW / futures_5min / 2016-01-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-15.parquet
  size:    252 KB
  rows:    13,194

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
2016-01-15 00:00:00	ES	Futures	2040.04	2041.92	2038.43	2041.65	1595.0
2016-01-15 00:05:00	ES	Futures	2041.65	2041.65	2038.43	2039.77	1309.0
2016-01-15 00:10:00	ES	Futures	2039.77	2040.31	2039.23	2040.04	842.0
2016-01-15 00:15:00	ES	Futures	2040.31	2040.85	2038.96	2039.77	1138.0
2016-01-15 00:20:00	ES	Futures	2040.04	2041.65	2039.5	2040.58	1055.0
2016-01-15 00:25:00	ES	Futures	2040.31	2041.11	2038.96	2040.58	1016.0
2016-01-15 00:30:00	ES	Futures	2040.58	2041.38	2039.23	2040.04	1448.0
2016-01-15 00:35:00	ES	Futures	2039.77	2043.8	2039.77	2042.99	1589.0
2016-01-15 00:40:00	ES	Futures	2042.99	2043.8	2041.92	2043.53	1178.0
2016-01-15 00:45:00	ES	Futures	2043.53	2044.07	2041.92	2042.46	1667.0
2016-01-15 00:50:00	ES	Futures	2042.46	2043.8	2042.46	2043.26	921.0
2016-01-15 00:55:00	ES	Futures	2042.99	2045.41	2042.99	2045.41	1464.0
2016-01-15 01:00:00	ES	Futures	2045.41	2046.22	2043.8	2045.95	1385.0
2016-01-15 01:05:00	ES	Futures	2045.95	2045.95	2043.26	2044.61	693.0
2016-01-15 01:10:00	ES	Futures	2044.61	2045.41	2042.73	2044.34	1027.0
2016-01-15 01:15:00	ES	Futures	2044.61	2044.88	2043.26	2044.07	563.0
2016-01-15 01:20:00	ES	Futures	2044.07	2044.34	2040.58	2040.85	1151.0
2016-01-15 01:25:00	ES	Futures	2040.85	2041.92	2039.23	2039.5	1239.0
2016-01-15 01:30:00	ES	Futures	2039.23	2040.31	2038.16	2039.77	2081.0
2016-01-15 01:35:00	ES	Futures	2039.77	2041.38	2039.77	2040.85	649.0
2016-01-15 01:40:00	ES	Futures	2040.58	2040.85	2039.5	2040.85	550.0
2016-01-15 01:45:00	ES	Futures	2040.85	2041.38	2038.96	2038.96	518.0
2016-01-15 01:50:00	ES	Futures	2038.96	2039.77	2038.16	2039.77	817.0
2016-01-15 01:55:00	ES	Futures	2039.5	2040.58	2038.96	2040.31	1106.0
2016-01-15 02:00:00	ES	Futures	2040.31	2040.31	2035.47	2038.43	5308.0
2016-01-15 02:05:00	ES	Futures	2038.43	2038.96	2035.74	2037.89	2249.0
2016-01-15 02:10:00	ES	Futures	2038.16	2040.04	2037.89	2039.5	1733.0
2016-01-15 02:15:00	ES	Futures	2039.5	2041.65	2038.16	2041.38	1427.0
2016-01-15 02:20:00	ES	Futures	2041.38	2042.46	2041.11	2042.46	1439.0
2016-01-15 02:25:00	ES	Futures	2042.46	2042.73	2040.04	2041.11	1458.0
2016-01-15 02:30:00	ES	Futures	2041.11	2042.46	2039.5	2041.92	1992.0
2016-01-15 02:35:00	ES	Futures	2041.92	2043.26	2041.65	2043.26	1175.0
2016-01-15 02:40:00	ES	Futures	2042.99	2044.34	2042.46	2042.46	1593.0
2016-01-15 02:45:00	ES	Futures	2042.46	2042.99	2040.31	2041.65	1117.0
2016-01-15 02:50:00	ES	Futures	2041.65	2043.53	2041.38	2041.92	568.0
2016-01-15 02:55:00	ES	Futures	2041.65	2042.99	2038.96	2040.04	1622.0
2016-01-15 03:00:00	ES	Futures	2040.31	2044.61	2037.62	2044.07	4968.0
2016-01-15 03:05:00	ES	Futures	2043.8	2045.41	2039.77	2040.31	3817.0
2016-01-15 03:10:00	ES	Futures	2040.04	2040.58	2036.01	2037.08	4336.0
2016-01-15 03:15:00	ES	Futures	2037.08	2038.43	2034.93	2036.28	4999.0
2016-01-15 03:20:00	ES	Futures	2036.55	2037.35	2033.59	2036.28	5048.0
2016-01-15 03:25:00	ES	Futures	2036.28	2037.62	2033.86	2035.74	3100.0
2016-01-15 03:30:00	ES	Futures	2035.47	2038.16	2033.86	2034.66	4627.0
2016-01-15 03:35:00	ES	Futures	2034.4	2040.58	2034.13	2040.04	4711.0
2016-01-15 03:40:00	ES	Futures	2040.31	2040.31	2037.62	2038.7	3464.0
2016-01-15 03:45:00	ES	Futures	2038.7	2039.77	2035.2	2035.2	3159.0
2016-01-15 03:50:00	ES	Futures	2035.2	2038.16	2034.93	2035.74	2483.0
2016-01-15 03:55:00	ES	Futures	2035.74	2035.74	2027.95	2029.56	9936.0
2016-01-15 04:00:00	ES	Futures	2029.29	2030.37	2026.87	2029.56	8162.0
2016-01-15 04:05:00	ES	Futures	2029.29	2029.29	2025.53	2027.95	9322.0

> showing 50 of 13,194 rows — these rows as CSV

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