PREVIEW / futures_5min / 2016-01-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-20.parquet
  size:    291 KB
  rows:    16,256

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
2016-01-20 00:00:00	ES	Futures	1980.12	1980.39	1977.97	1979.58	5212.0
2016-01-20 00:05:00	ES	Futures	1979.58	1981.19	1977.7	1980.39	3659.0
2016-01-20 00:10:00	ES	Futures	1980.39	1982.54	1979.31	1982.27	1648.0
2016-01-20 00:15:00	ES	Futures	1982.27	1983.61	1981.73	1983.34	1462.0
2016-01-20 00:20:00	ES	Futures	1983.61	1983.88	1982.27	1983.34	1253.0
2016-01-20 00:25:00	ES	Futures	1983.34	1983.61	1981.46	1981.46	1296.0
2016-01-20 00:30:00	ES	Futures	1981.46	1982.8	1977.7	1977.97	2148.0
2016-01-20 00:35:00	ES	Futures	1978.24	1981.19	1977.7	1979.04	1875.0
2016-01-20 00:40:00	ES	Futures	1979.31	1980.65	1978.77	1980.12	895.0
2016-01-20 00:45:00	ES	Futures	1980.39	1981.73	1979.58	1980.39	1527.0
2016-01-20 00:50:00	ES	Futures	1980.65	1981.19	1979.31	1979.31	699.0
2016-01-20 00:55:00	ES	Futures	1979.58	1980.92	1979.31	1980.65	840.0
2016-01-20 01:00:00	ES	Futures	1980.39	1980.65	1977.7	1977.97	2107.0
2016-01-20 01:05:00	ES	Futures	1977.7	1979.58	1976.09	1976.62	3411.0
2016-01-20 01:10:00	ES	Futures	1976.35	1978.77	1976.35	1977.97	1149.0
2016-01-20 01:15:00	ES	Futures	1977.97	1978.77	1976.89	1977.43	1137.0
2016-01-20 01:20:00	ES	Futures	1977.43	1978.24	1976.89	1977.97	906.0
2016-01-20 01:25:00	ES	Futures	1977.97	1978.77	1976.89	1978.24	900.0
2016-01-20 01:30:00	ES	Futures	1978.24	1980.92	1977.97	1980.92	1255.0
2016-01-20 01:35:00	ES	Futures	1980.92	1982.27	1980.12	1982.0	1641.0
2016-01-20 01:40:00	ES	Futures	1982.0	1982.27	1980.92	1981.46	406.0
2016-01-20 01:45:00	ES	Futures	1981.73	1981.73	1979.58	1979.85	896.0
2016-01-20 01:50:00	ES	Futures	1980.12	1981.73	1980.12	1981.19	648.0
2016-01-20 01:55:00	ES	Futures	1981.19	1981.46	1978.77	1979.58	800.0
2016-01-20 02:00:00	ES	Futures	1979.31	1980.92	1975.55	1980.12	4428.0
2016-01-20 02:05:00	ES	Futures	1980.12	1981.19	1977.16	1977.16	2660.0
2016-01-20 02:10:00	ES	Futures	1977.16	1980.65	1976.62	1979.31	2434.0
2016-01-20 02:15:00	ES	Futures	1979.31	1981.73	1978.77	1981.73	1710.0
2016-01-20 02:20:00	ES	Futures	1981.73	1983.61	1981.19	1982.54	2840.0
2016-01-20 02:25:00	ES	Futures	1982.27	1983.34	1979.85	1979.85	1627.0
2016-01-20 02:30:00	ES	Futures	1979.85	1983.61	1977.16	1982.8	3036.0
2016-01-20 02:35:00	ES	Futures	1982.8	1983.88	1981.19	1983.07	2274.0
2016-01-20 02:40:00	ES	Futures	1983.07	1983.88	1981.46	1982.54	1508.0
2016-01-20 02:45:00	ES	Futures	1982.8	1984.68	1982.54	1982.54	2732.0
2016-01-20 02:50:00	ES	Futures	1982.54	1982.54	1976.89	1977.97	3564.0
2016-01-20 02:55:00	ES	Futures	1977.97	1980.39	1976.35	1979.85	3643.0
2016-01-20 03:00:00	ES	Futures	1980.12	1982.0	1977.43	1980.12	6231.0
2016-01-20 03:05:00	ES	Futures	1980.12	1982.27	1977.16	1977.7	4094.0
2016-01-20 03:10:00	ES	Futures	1977.7	1981.46	1977.43	1980.65	3355.0
2016-01-20 03:15:00	ES	Futures	1980.39	1980.65	1975.01	1975.82	4793.0
2016-01-20 03:20:00	ES	Futures	1975.82	1977.16	1972.86	1973.13	6396.0
2016-01-20 03:25:00	ES	Futures	1973.13	1975.01	1972.32	1972.59	8016.0
2016-01-20 03:30:00	ES	Futures	1972.59	1973.4	1968.56	1969.1	9313.0
2016-01-20 03:35:00	ES	Futures	1969.1	1973.4	1968.83	1973.13	5699.0
2016-01-20 03:40:00	ES	Futures	1973.13	1973.13	1970.71	1972.06	3908.0
2016-01-20 03:45:00	ES	Futures	1972.06	1972.32	1967.76	1968.56	5200.0
2016-01-20 03:50:00	ES	Futures	1968.56	1972.32	1968.02	1968.56	3419.0
2016-01-20 03:55:00	ES	Futures	1968.56	1971.25	1967.76	1969.91	4892.0
2016-01-20 04:00:00	ES	Futures	1970.17	1972.59	1968.56	1970.71	4814.0
2016-01-20 04:05:00	ES	Futures	1970.71	1970.98	1968.29	1968.56	3368.0

> showing 50 of 16,256 rows — these rows as CSV

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