PREVIEW / futures_5min / 2016-01-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-18.parquet
  size:    175 KB
  rows:    11,325

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
2016-01-18 00:00:00	ES	Futures	2019.08	2019.89	2018.0	2019.35	738.0
2016-01-18 00:05:00	ES	Futures	2019.62	2019.62	2017.74	2018.54	711.0
2016-01-18 00:10:00	ES	Futures	2018.54	2020.15	2017.47	2019.62	679.0
2016-01-18 00:15:00	ES	Futures	2019.89	2022.3	2019.08	2019.62	1378.0
2016-01-18 00:20:00	ES	Futures	2019.89	2021.23	2018.54	2020.69	1183.0
2016-01-18 00:25:00	ES	Futures	2020.69	2022.57	2020.42	2022.3	1251.0
2016-01-18 00:30:00	ES	Futures	2022.57	2023.65	2022.04	2023.11	1370.0
2016-01-18 00:35:00	ES	Futures	2023.11	2023.65	2021.5	2021.77	684.0
2016-01-18 00:40:00	ES	Futures	2021.77	2022.57	2020.96	2021.5	554.0
2016-01-18 00:45:00	ES	Futures	2021.5	2021.77	2020.42	2020.96	482.0
2016-01-18 00:50:00	ES	Futures	2020.96	2020.96	2020.15	2020.42	476.0
2016-01-18 00:55:00	ES	Futures	2020.42	2020.96	2019.35	2020.15	867.0
2016-01-18 01:00:00	ES	Futures	2020.15	2021.77	2020.15	2020.42	420.0
2016-01-18 01:05:00	ES	Futures	2020.42	2020.69	2019.62	2020.69	328.0
2016-01-18 01:10:00	ES	Futures	2020.69	2020.69	2016.66	2017.2	1111.0
2016-01-18 01:15:00	ES	Futures	2016.93	2017.47	2015.86	2016.93	942.0
2016-01-18 01:20:00	ES	Futures	2016.93	2016.93	2014.51	2016.39	1062.0
2016-01-18 01:25:00	ES	Futures	2016.39	2017.74	2016.39	2017.74	474.0
2016-01-18 01:30:00	ES	Futures	2017.74	2017.74	2015.86	2016.39	491.0
2016-01-18 01:35:00	ES	Futures	2016.39	2019.08	2016.12	2017.47	708.0
2016-01-18 01:40:00	ES	Futures	2017.47	2019.35	2016.93	2017.74	538.0
2016-01-18 01:45:00	ES	Futures	2018.0	2019.35	2017.74	2018.54	210.0
2016-01-18 01:50:00	ES	Futures	2018.54	2018.54	2017.74	2017.74	181.0
2016-01-18 01:55:00	ES	Futures	2017.74	2019.62	2017.74	2019.35	497.0
2016-01-18 02:00:00	ES	Futures	2019.35	2023.65	2019.35	2022.3	2680.0
2016-01-18 02:05:00	ES	Futures	2022.3	2023.38	2020.15	2022.04	1425.0
2016-01-18 02:10:00	ES	Futures	2021.77	2023.11	2021.23	2022.57	1170.0
2016-01-18 02:15:00	ES	Futures	2022.57	2022.84	2021.23	2021.5	1033.0
2016-01-18 02:20:00	ES	Futures	2021.5	2021.77	2020.42	2020.69	651.0
2016-01-18 02:25:00	ES	Futures	2020.69	2022.04	2020.42	2021.23	442.0
2016-01-18 02:30:00	ES	Futures	2021.23	2022.04	2020.42	2021.77	788.0
2016-01-18 02:35:00	ES	Futures	2021.77	2022.04	2018.81	2018.81	1468.0
2016-01-18 02:40:00	ES	Futures	2018.81	2019.08	2015.59	2016.39	2085.0
2016-01-18 02:45:00	ES	Futures	2016.12	2017.74	2015.32	2016.93	1469.0
2016-01-18 02:50:00	ES	Futures	2016.93	2018.0	2015.32	2015.59	1014.0
2016-01-18 02:55:00	ES	Futures	2015.59	2016.66	2009.41	2011.02	3611.0
2016-01-18 03:00:00	ES	Futures	2011.02	2020.69	2010.75	2020.42	7303.0
2016-01-18 03:05:00	ES	Futures	2020.42	2024.19	2020.15	2021.5	9289.0
2016-01-18 03:10:00	ES	Futures	2021.23	2025.8	2020.96	2024.72	4946.0
2016-01-18 03:15:00	ES	Futures	2024.99	2028.48	2023.38	2027.41	5732.0
2016-01-18 03:20:00	ES	Futures	2027.68	2028.48	2025.8	2027.14	4554.0
2016-01-18 03:25:00	ES	Futures	2026.87	2031.44	2026.87	2031.17	5349.0
2016-01-18 03:30:00	ES	Futures	2030.9	2031.17	2027.14	2027.41	3538.0
2016-01-18 03:35:00	ES	Futures	2027.41	2027.68	2024.99	2025.8	2398.0
2016-01-18 03:40:00	ES	Futures	2025.8	2028.75	2025.8	2026.6	3147.0
2016-01-18 03:45:00	ES	Futures	2026.6	2026.6	2023.38	2023.65	2773.0
2016-01-18 03:50:00	ES	Futures	2023.92	2028.22	2022.84	2027.14	4521.0
2016-01-18 03:55:00	ES	Futures	2027.41	2028.48	2024.72	2027.68	3003.0
2016-01-18 04:00:00	ES	Futures	2027.68	2028.75	2023.11	2023.38	2928.0
2016-01-18 04:05:00	ES	Futures	2023.38	2024.72	2022.04	2022.57	2583.0

> showing 50 of 11,325 rows — these rows as CSV

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