PREVIEW / futures_5min / 2016-01-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-17.parquet
  size:    57 KB
  rows:    2,541

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
2016-01-17 18:00:00	ES	Futures	2009.67	2011.56	2005.91	2007.26	8528.0
2016-01-17 18:05:00	ES	Futures	2007.26	2007.79	2005.11	2005.64	2587.0
2016-01-17 18:10:00	ES	Futures	2005.38	2006.45	2000.54	2000.81	2884.0
2016-01-17 18:15:00	ES	Futures	2000.81	2002.96	1998.93	2002.69	2898.0
2016-01-17 18:20:00	ES	Futures	2002.42	2004.84	2002.15	2004.84	1799.0
2016-01-17 18:25:00	ES	Futures	2004.57	2005.11	2002.15	2004.84	2154.0
2016-01-17 18:30:00	ES	Futures	2004.84	2009.14	2004.57	2008.87	3274.0
2016-01-17 18:35:00	ES	Futures	2008.87	2009.14	2007.26	2008.6	1004.0
2016-01-17 18:40:00	ES	Futures	2008.6	2008.87	2005.91	2008.6	1277.0
2016-01-17 18:45:00	ES	Futures	2008.6	2009.94	2008.06	2009.67	1146.0
2016-01-17 18:50:00	ES	Futures	2009.67	2013.17	2009.41	2010.75	2457.0
2016-01-17 18:55:00	ES	Futures	2010.75	2011.29	2008.33	2009.14	1249.0
2016-01-17 19:00:00	ES	Futures	2008.87	2011.29	2008.33	2009.94	2461.0
2016-01-17 19:05:00	ES	Futures	2009.94	2010.21	2008.06	2008.06	2341.0
2016-01-17 19:10:00	ES	Futures	2008.33	2008.87	2006.18	2006.18	2139.0
2016-01-17 19:15:00	ES	Futures	2006.18	2007.53	2005.11	2005.64	1437.0
2016-01-17 19:20:00	ES	Futures	2005.38	2008.06	2005.11	2007.26	1216.0
2016-01-17 19:25:00	ES	Futures	2006.99	2008.33	2005.64	2007.79	1265.0
2016-01-17 19:30:00	ES	Futures	2007.79	2009.14	2006.18	2009.14	1271.0
2016-01-17 19:35:00	ES	Futures	2009.14	2009.41	2008.06	2008.6	1027.0
2016-01-17 19:40:00	ES	Futures	2008.33	2011.29	2007.26	2010.48	1790.0
2016-01-17 19:45:00	ES	Futures	2010.48	2010.48	2008.87	2009.41	1341.0
2016-01-17 19:50:00	ES	Futures	2009.41	2011.56	2009.14	2010.48	1095.0
2016-01-17 19:55:00	ES	Futures	2010.21	2012.09	2009.41	2010.21	1121.0
2016-01-17 20:00:00	ES	Futures	2010.21	2011.56	2008.6	2009.41	1582.0
2016-01-17 20:05:00	ES	Futures	2009.41	2012.63	2009.14	2012.36	1672.0
2016-01-17 20:10:00	ES	Futures	2012.36	2013.44	2011.29	2012.9	1629.0
2016-01-17 20:15:00	ES	Futures	2012.63	2016.93	2012.63	2016.66	3296.0
2016-01-17 20:20:00	ES	Futures	2016.66	2019.08	2015.59	2018.27	3380.0
2016-01-17 20:25:00	ES	Futures	2018.27	2018.27	2012.63	2013.17	3303.0
2016-01-17 20:30:00	ES	Futures	2013.44	2016.12	2011.56	2013.97	2602.0
2016-01-17 20:35:00	ES	Futures	2013.97	2016.93	2013.97	2014.24	2237.0
2016-01-17 20:40:00	ES	Futures	2014.51	2017.2	2014.51	2017.2	1608.0
2016-01-17 20:45:00	ES	Futures	2017.2	2019.08	2016.39	2017.74	2833.0
2016-01-17 20:50:00	ES	Futures	2017.74	2019.35	2017.2	2019.08	1386.0
2016-01-17 20:55:00	ES	Futures	2019.35	2019.62	2016.93	2018.27	1518.0
2016-01-17 21:00:00	ES	Futures	2018.27	2019.08	2016.93	2019.08	987.0
2016-01-17 21:05:00	ES	Futures	2018.81	2019.35	2016.66	2017.2	762.0
2016-01-17 21:10:00	ES	Futures	2017.2	2018.54	2016.39	2016.93	1054.0
2016-01-17 21:15:00	ES	Futures	2016.93	2018.27	2015.59	2015.59	908.0
2016-01-17 21:20:00	ES	Futures	2015.86	2016.39	2014.78	2015.05	1108.0
2016-01-17 21:25:00	ES	Futures	2015.32	2015.32	2013.44	2013.71	1149.0
2016-01-17 21:30:00	ES	Futures	2013.71	2014.51	2012.63	2013.17	759.0
2016-01-17 21:35:00	ES	Futures	2013.17	2013.17	2011.02	2012.09	1664.0
2016-01-17 21:40:00	ES	Futures	2012.09	2013.17	2011.29	2012.9	575.0
2016-01-17 21:45:00	ES	Futures	2012.9	2015.59	2012.63	2015.05	1157.0
2016-01-17 21:50:00	ES	Futures	2015.05	2015.86	2014.78	2015.86	570.0
2016-01-17 21:55:00	ES	Futures	2015.86	2017.47	2015.32	2017.2	964.0
2016-01-17 22:00:00	ES	Futures	2017.2	2017.74	2015.86	2016.93	976.0
2016-01-17 22:05:00	ES	Futures	2017.2	2017.74	2015.86	2015.86	702.0

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