PREVIEW / futures_5min / 2016-01-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-21.parquet
  size:    291 KB
  rows:    15,981

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
2016-01-21 00:00:00	ES	Futures	1997.05	1997.05	1991.67	1992.48	3140.0
2016-01-21 00:05:00	ES	Futures	1992.48	1994.36	1991.13	1994.36	2066.0
2016-01-21 00:10:00	ES	Futures	1994.36	1994.36	1990.6	1991.94	1778.0
2016-01-21 00:15:00	ES	Futures	1991.94	1995.97	1990.6	1995.43	3510.0
2016-01-21 00:20:00	ES	Futures	1995.43	1998.39	1993.01	1997.85	2612.0
2016-01-21 00:25:00	ES	Futures	1997.58	2000.0	1996.24	1997.85	2324.0
2016-01-21 00:30:00	ES	Futures	1997.85	2000.0	1994.36	1995.7	2506.0
2016-01-21 00:35:00	ES	Futures	1995.7	1995.7	1991.4	1993.01	1949.0
2016-01-21 00:40:00	ES	Futures	1993.01	1995.16	1991.94	1992.48	1518.0
2016-01-21 00:45:00	ES	Futures	1992.48	1993.82	1991.67	1991.94	1204.0
2016-01-21 00:50:00	ES	Futures	1991.94	1992.48	1988.18	1988.72	2228.0
2016-01-21 00:55:00	ES	Futures	1988.72	1989.25	1986.57	1988.98	3295.0
2016-01-21 01:00:00	ES	Futures	1988.98	1993.82	1987.1	1992.75	2600.0
2016-01-21 01:05:00	ES	Futures	1992.75	1993.01	1990.6	1991.4	1382.0
2016-01-21 01:10:00	ES	Futures	1991.67	1991.67	1987.91	1987.91	1524.0
2016-01-21 01:15:00	ES	Futures	1988.18	1988.98	1985.76	1985.76	3438.0
2016-01-21 01:20:00	ES	Futures	1986.03	1986.03	1980.92	1983.88	3797.0
2016-01-21 01:25:00	ES	Futures	1984.15	1984.15	1981.46	1983.61	1392.0
2016-01-21 01:30:00	ES	Futures	1983.34	1988.18	1983.07	1988.18	2324.0
2016-01-21 01:35:00	ES	Futures	1988.18	1988.18	1984.68	1985.76	1462.0
2016-01-21 01:40:00	ES	Futures	1985.76	1985.76	1982.0	1982.27	1563.0
2016-01-21 01:45:00	ES	Futures	1982.54	1984.15	1980.12	1983.61	2724.0
2016-01-21 01:50:00	ES	Futures	1983.61	1985.49	1982.27	1984.68	1074.0
2016-01-21 01:55:00	ES	Futures	1984.42	1985.49	1982.8	1984.95	1460.0
2016-01-21 02:00:00	ES	Futures	1984.68	1985.49	1980.65	1982.54	3394.0
2016-01-21 02:05:00	ES	Futures	1982.54	1984.68	1982.54	1984.15	3064.0
2016-01-21 02:10:00	ES	Futures	1983.88	1987.1	1982.54	1986.3	2936.0
2016-01-21 02:15:00	ES	Futures	1986.3	1986.83	1984.15	1984.42	1961.0
2016-01-21 02:20:00	ES	Futures	1984.15	1984.42	1980.92	1982.0	2840.0
2016-01-21 02:25:00	ES	Futures	1982.0	1983.61	1979.58	1979.58	1745.0
2016-01-21 02:30:00	ES	Futures	1979.58	1979.58	1974.47	1976.09	7228.0
2016-01-21 02:35:00	ES	Futures	1976.09	1977.16	1974.47	1975.01	2978.0
2016-01-21 02:40:00	ES	Futures	1974.74	1976.09	1973.67	1975.82	4801.0
2016-01-21 02:45:00	ES	Futures	1975.82	1979.85	1975.28	1979.04	3534.0
2016-01-21 02:50:00	ES	Futures	1979.04	1982.8	1977.7	1982.8	3232.0
2016-01-21 02:55:00	ES	Futures	1982.54	1982.8	1977.97	1981.73	3098.0
2016-01-21 03:00:00	ES	Futures	1981.73	1985.76	1981.19	1984.95	8463.0
2016-01-21 03:05:00	ES	Futures	1985.22	1989.25	1982.27	1987.91	9416.0
2016-01-21 03:10:00	ES	Futures	1987.91	1993.28	1986.57	1993.01	7997.0
2016-01-21 03:15:00	ES	Futures	1992.75	1997.05	1991.94	1993.82	7774.0
2016-01-21 03:20:00	ES	Futures	1993.82	1996.51	1990.87	1994.36	4718.0
2016-01-21 03:25:00	ES	Futures	1994.36	1994.36	1990.6	1993.28	3063.0
2016-01-21 03:30:00	ES	Futures	1993.28	1993.55	1988.98	1988.98	3135.0
2016-01-21 03:35:00	ES	Futures	1988.72	1990.33	1987.37	1987.91	2829.0
2016-01-21 03:40:00	ES	Futures	1987.91	1989.52	1985.49	1986.3	3247.0
2016-01-21 03:45:00	ES	Futures	1986.3	1986.3	1980.65	1982.27	5199.0
2016-01-21 03:50:00	ES	Futures	1982.0	1985.49	1980.12	1981.19	3429.0
2016-01-21 03:55:00	ES	Futures	1980.92	1983.07	1977.16	1978.5	5629.0
2016-01-21 04:00:00	ES	Futures	1978.5	1981.73	1976.09	1976.35	5299.0
2016-01-21 04:05:00	ES	Futures	1976.09	1977.97	1975.28	1977.16	4092.0

> showing 50 of 15,981 rows — these rows as CSV

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