PREVIEW / futures_5min / 2016-01-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-24.parquet
  size:    54 KB
  rows:    2,676

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
2016-01-24 18:00:00	ES	Futures	2041.65	2046.76	2041.38	2045.68	4526.0
2016-01-24 18:05:00	ES	Futures	2045.68	2046.49	2043.53	2044.61	1625.0
2016-01-24 18:10:00	ES	Futures	2044.34	2044.88	2040.85	2042.73	2150.0
2016-01-24 18:15:00	ES	Futures	2042.73	2042.99	2041.11	2041.65	746.0
2016-01-24 18:20:00	ES	Futures	2041.38	2042.73	2041.11	2042.73	821.0
2016-01-24 18:25:00	ES	Futures	2042.46	2043.8	2041.92	2042.46	669.0
2016-01-24 18:30:00	ES	Futures	2042.46	2044.88	2042.46	2044.34	566.0
2016-01-24 18:35:00	ES	Futures	2044.61	2044.88	2042.46	2044.07	1114.0
2016-01-24 18:40:00	ES	Futures	2044.34	2044.34	2043.26	2044.07	737.0
2016-01-24 18:45:00	ES	Futures	2044.34	2045.14	2044.34	2044.61	592.0
2016-01-24 18:50:00	ES	Futures	2044.88	2045.14	2041.65	2041.92	957.0
2016-01-24 18:55:00	ES	Futures	2041.92	2042.46	2041.38	2042.19	569.0
2016-01-24 19:00:00	ES	Futures	2042.19	2042.46	2038.96	2040.58	3026.0
2016-01-24 19:05:00	ES	Futures	2040.58	2040.58	2038.96	2039.77	1573.0
2016-01-24 19:10:00	ES	Futures	2039.77	2040.58	2038.43	2039.77	1499.0
2016-01-24 19:15:00	ES	Futures	2039.77	2040.58	2038.43	2040.58	1052.0
2016-01-24 19:20:00	ES	Futures	2040.31	2040.58	2039.23	2040.04	625.0
2016-01-24 19:25:00	ES	Futures	2040.04	2040.31	2038.7	2039.77	592.0
2016-01-24 19:30:00	ES	Futures	2039.77	2039.77	2037.62	2038.16	1751.0
2016-01-24 19:35:00	ES	Futures	2037.89	2038.7	2037.62	2037.62	1049.0
2016-01-24 19:40:00	ES	Futures	2037.62	2039.5	2037.62	2038.43	1793.0
2016-01-24 19:45:00	ES	Futures	2038.7	2040.85	2037.89	2040.04	1217.0
2016-01-24 19:50:00	ES	Futures	2040.31	2040.58	2039.23	2040.58	952.0
2016-01-24 19:55:00	ES	Futures	2040.58	2040.58	2038.7	2039.77	839.0
2016-01-24 20:00:00	ES	Futures	2039.77	2039.77	2037.62	2037.89	1069.0
2016-01-24 20:05:00	ES	Futures	2038.16	2038.16	2037.08	2037.62	846.0
2016-01-24 20:10:00	ES	Futures	2037.35	2038.43	2037.35	2037.89	556.0
2016-01-24 20:15:00	ES	Futures	2037.89	2041.65	2037.35	2039.23	2138.0
2016-01-24 20:20:00	ES	Futures	2039.23	2040.31	2038.16	2038.7	1553.0
2016-01-24 20:25:00	ES	Futures	2038.43	2039.77	2038.43	2039.5	548.0
2016-01-24 20:30:00	ES	Futures	2039.5	2040.31	2037.62	2037.89	1379.0
2016-01-24 20:35:00	ES	Futures	2038.16	2038.16	2037.08	2037.62	769.0
2016-01-24 20:40:00	ES	Futures	2037.35	2037.89	2037.08	2037.35	534.0
2016-01-24 20:45:00	ES	Futures	2037.35	2037.62	2035.47	2036.55	2581.0
2016-01-24 20:50:00	ES	Futures	2036.55	2040.31	2036.55	2038.96	1894.0
2016-01-24 20:55:00	ES	Futures	2038.96	2041.38	2038.96	2040.58	999.0
2016-01-24 21:00:00	ES	Futures	2040.58	2041.11	2038.96	2040.31	864.0
2016-01-24 21:05:00	ES	Futures	2040.31	2040.85	2039.23	2040.85	639.0
2016-01-24 21:10:00	ES	Futures	2040.85	2043.26	2040.85	2042.73	1889.0
2016-01-24 21:15:00	ES	Futures	2042.46	2043.53	2041.38	2042.46	1447.0
2016-01-24 21:20:00	ES	Futures	2042.73	2042.73	2040.04	2041.92	1754.0
2016-01-24 21:25:00	ES	Futures	2041.92	2042.99	2041.38	2042.46	723.0
2016-01-24 21:30:00	ES	Futures	2042.73	2043.8	2042.19	2043.53	894.0
2016-01-24 21:35:00	ES	Futures	2043.26	2043.53	2041.92	2042.46	898.0
2016-01-24 21:40:00	ES	Futures	2042.46	2042.73	2041.65	2042.19	417.0
2016-01-24 21:45:00	ES	Futures	2041.92	2044.34	2041.92	2043.8	1478.0
2016-01-24 21:50:00	ES	Futures	2043.8	2044.07	2042.19	2042.46	642.0
2016-01-24 21:55:00	ES	Futures	2042.46	2042.99	2041.38	2041.92	1047.0
2016-01-24 22:00:00	ES	Futures	2041.65	2042.99	2041.65	2042.73	1081.0
2016-01-24 22:05:00	ES	Futures	2042.73	2044.07	2042.73	2044.07	775.0

> showing 50 of 2,676 rows — these rows as CSV

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