PREVIEW / futures_5min / 2016-01-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-25.parquet
  size:    251 KB
  rows:    15,296

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
2016-01-25 00:00:00	ES	Futures	2043.8	2044.34	2043.53	2044.34	471.0
2016-01-25 00:05:00	ES	Futures	2044.34	2045.14	2043.26	2044.88	807.0
2016-01-25 00:10:00	ES	Futures	2044.88	2044.88	2042.99	2042.99	460.0
2016-01-25 00:15:00	ES	Futures	2043.26	2043.8	2042.46	2042.73	412.0
2016-01-25 00:20:00	ES	Futures	2042.46	2042.73	2041.65	2042.19	458.0
2016-01-25 00:25:00	ES	Futures	2042.19	2043.26	2042.19	2042.73	308.0
2016-01-25 00:30:00	ES	Futures	2042.46	2042.46	2040.31	2040.58	966.0
2016-01-25 00:35:00	ES	Futures	2040.58	2041.11	2040.04	2040.31	637.0
2016-01-25 00:40:00	ES	Futures	2040.31	2040.85	2039.5	2040.85	630.0
2016-01-25 00:45:00	ES	Futures	2040.58	2041.92	2040.31	2041.38	388.0
2016-01-25 00:50:00	ES	Futures	2041.38	2041.92	2040.58	2040.85	369.0
2016-01-25 00:55:00	ES	Futures	2041.11	2041.92	2041.11	2041.65	341.0
2016-01-25 01:00:00	ES	Futures	2041.38	2042.19	2040.85	2040.85	441.0
2016-01-25 01:05:00	ES	Futures	2040.85	2042.19	2040.58	2041.65	359.0
2016-01-25 01:10:00	ES	Futures	2041.65	2043.53	2041.65	2043.53	1242.0
2016-01-25 01:15:00	ES	Futures	2043.53	2043.53	2042.19	2042.46	698.0
2016-01-25 01:20:00	ES	Futures	2042.46	2042.73	2042.19	2042.46	253.0
2016-01-25 01:25:00	ES	Futures	2042.46	2042.99	2042.19	2042.99	272.0
2016-01-25 01:30:00	ES	Futures	2042.99	2043.53	2042.73	2043.26	342.0
2016-01-25 01:35:00	ES	Futures	2042.99	2043.53	2042.73	2042.73	156.0
2016-01-25 01:40:00	ES	Futures	2042.73	2042.99	2042.19	2042.19	678.0
2016-01-25 01:45:00	ES	Futures	2042.46	2042.99	2041.92	2042.73	292.0
2016-01-25 01:50:00	ES	Futures	2042.73	2042.99	2042.46	2042.99	223.0
2016-01-25 01:55:00	ES	Futures	2042.99	2042.99	2041.92	2042.46	423.0
2016-01-25 02:00:00	ES	Futures	2042.46	2043.26	2041.38	2042.99	1073.0
2016-01-25 02:05:00	ES	Futures	2042.99	2043.26	2042.46	2042.73	848.0
2016-01-25 02:10:00	ES	Futures	2042.99	2043.26	2041.38	2041.38	1018.0
2016-01-25 02:15:00	ES	Futures	2041.38	2041.65	2039.77	2040.31	1797.0
2016-01-25 02:20:00	ES	Futures	2040.31	2041.92	2040.04	2041.38	1141.0
2016-01-25 02:25:00	ES	Futures	2041.65	2041.92	2038.43	2039.5	1978.0
2016-01-25 02:30:00	ES	Futures	2039.77	2039.77	2037.35	2038.16	2753.0
2016-01-25 02:35:00	ES	Futures	2038.43	2039.5	2037.62	2038.43	1424.0
2016-01-25 02:40:00	ES	Futures	2038.7	2038.96	2037.62	2038.16	1185.0
2016-01-25 02:45:00	ES	Futures	2037.89	2040.58	2037.62	2039.5	2314.0
2016-01-25 02:50:00	ES	Futures	2039.5	2041.65	2038.96	2040.58	1300.0
2016-01-25 02:55:00	ES	Futures	2040.58	2041.11	2040.04	2040.85	1573.0
2016-01-25 03:00:00	ES	Futures	2040.85	2040.85	2036.01	2037.08	3525.0
2016-01-25 03:05:00	ES	Futures	2037.08	2037.89	2034.93	2035.47	4402.0
2016-01-25 03:10:00	ES	Futures	2035.47	2035.47	2032.78	2033.59	5906.0
2016-01-25 03:15:00	ES	Futures	2033.86	2035.2	2033.05	2034.93	4240.0
2016-01-25 03:20:00	ES	Futures	2034.66	2034.93	2031.17	2031.44	4224.0
2016-01-25 03:25:00	ES	Futures	2031.17	2033.59	2030.9	2032.52	3004.0
2016-01-25 03:30:00	ES	Futures	2032.52	2034.13	2030.9	2034.13	2561.0
2016-01-25 03:35:00	ES	Futures	2034.13	2034.4	2030.63	2031.17	2323.0
2016-01-25 03:40:00	ES	Futures	2030.9	2033.59	2030.1	2032.52	2081.0
2016-01-25 03:45:00	ES	Futures	2032.52	2032.52	2029.29	2030.37	2973.0
2016-01-25 03:50:00	ES	Futures	2030.1	2031.98	2029.83	2031.17	1998.0
2016-01-25 03:55:00	ES	Futures	2031.17	2033.86	2030.9	2033.05	1419.0
2016-01-25 04:00:00	ES	Futures	2032.78	2033.32	2028.75	2029.83	4621.0
2016-01-25 04:05:00	ES	Futures	2030.1	2033.86	2029.83	2033.59	3326.0

> showing 50 of 15,296 rows — these rows as CSV

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