PREVIEW / futures_5min / 2016-01-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-26.parquet
  size:    274 KB
  rows:    15,487

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
2016-01-26 00:00:00	ES	Futures	2005.38	2005.64	2004.57	2005.38	1077.0
2016-01-26 00:05:00	ES	Futures	2005.38	2005.64	2003.76	2005.64	2176.0
2016-01-26 00:10:00	ES	Futures	2005.64	2005.64	2004.3	2005.64	746.0
2016-01-26 00:15:00	ES	Futures	2005.64	2005.64	2002.69	2003.76	1707.0
2016-01-26 00:20:00	ES	Futures	2003.76	2004.3	2003.23	2003.23	619.0
2016-01-26 00:25:00	ES	Futures	2003.49	2007.26	2003.23	2006.45	2089.0
2016-01-26 00:30:00	ES	Futures	2006.72	2007.79	2005.64	2006.99	1506.0
2016-01-26 00:35:00	ES	Futures	2007.26	2007.26	2005.91	2006.72	478.0
2016-01-26 00:40:00	ES	Futures	2006.99	2006.99	2005.38	2005.64	327.0
2016-01-26 00:45:00	ES	Futures	2005.64	2005.91	2003.49	2003.76	2063.0
2016-01-26 00:50:00	ES	Futures	2003.49	2004.84	2003.23	2004.57	799.0
2016-01-26 00:55:00	ES	Futures	2004.57	2005.64	2004.3	2004.84	355.0
2016-01-26 01:00:00	ES	Futures	2004.84	2006.72	2004.84	2005.38	872.0
2016-01-26 01:05:00	ES	Futures	2005.38	2005.64	2003.76	2004.03	718.0
2016-01-26 01:10:00	ES	Futures	2004.03	2004.3	2002.96	2003.23	817.0
2016-01-26 01:15:00	ES	Futures	2003.49	2003.76	2002.96	2003.23	649.0
2016-01-26 01:20:00	ES	Futures	2003.49	2003.49	2002.96	2002.96	856.0
2016-01-26 01:25:00	ES	Futures	2002.96	2003.49	2002.69	2002.96	981.0
2016-01-26 01:30:00	ES	Futures	2003.23	2003.23	2001.61	2001.88	2440.0
2016-01-26 01:35:00	ES	Futures	2002.15	2002.15	2001.34	2001.34	1518.0
2016-01-26 01:40:00	ES	Futures	2001.34	2001.88	2001.08	2001.34	1672.0
2016-01-26 01:45:00	ES	Futures	2001.08	2001.88	2001.08	2001.88	879.0
2016-01-26 01:50:00	ES	Futures	2001.61	2002.15	2000.54	2000.81	2186.0
2016-01-26 01:55:00	ES	Futures	2001.08	2001.08	2000.27	2000.54	1178.0
2016-01-26 02:00:00	ES	Futures	2000.54	2001.61	2000.27	2001.34	3119.0
2016-01-26 02:05:00	ES	Futures	2001.08	2002.69	2000.81	2001.61	2798.0
2016-01-26 02:10:00	ES	Futures	2001.61	2002.15	2000.54	2002.15	2960.0
2016-01-26 02:15:00	ES	Futures	2001.88	2003.49	2001.61	2001.88	2275.0
2016-01-26 02:20:00	ES	Futures	2001.88	2002.69	2001.34	2001.61	1137.0
2016-01-26 02:25:00	ES	Futures	2001.61	2001.88	2000.54	2001.61	1209.0
2016-01-26 02:30:00	ES	Futures	2001.61	2001.61	1999.73	1999.73	2922.0
2016-01-26 02:35:00	ES	Futures	1999.73	1999.73	1997.85	1998.39	3594.0
2016-01-26 02:40:00	ES	Futures	1998.66	1999.2	1998.12	1998.66	1245.0
2016-01-26 02:45:00	ES	Futures	1998.93	1999.46	1998.12	1998.93	1291.0
2016-01-26 02:50:00	ES	Futures	1998.66	2000.0	1998.39	2000.0	1258.0
2016-01-26 02:55:00	ES	Futures	1999.73	2000.0	1994.36	1995.7	5334.0
2016-01-26 03:00:00	ES	Futures	1995.7	1998.12	1995.16	1996.51	4648.0
2016-01-26 03:05:00	ES	Futures	1996.51	1999.2	1995.43	1996.78	3970.0
2016-01-26 03:10:00	ES	Futures	1996.51	1998.12	1995.43	1996.51	3176.0
2016-01-26 03:15:00	ES	Futures	1996.51	1996.78	1992.21	1992.21	5028.0
2016-01-26 03:20:00	ES	Futures	1991.94	1992.75	1990.33	1991.4	5554.0
2016-01-26 03:25:00	ES	Futures	1991.4	1992.48	1990.33	1991.4	3577.0
2016-01-26 03:30:00	ES	Futures	1991.4	1994.63	1989.79	1994.63	4557.0
2016-01-26 03:35:00	ES	Futures	1994.36	1995.16	1993.01	1993.55	2979.0
2016-01-26 03:40:00	ES	Futures	1993.28	1993.55	1992.21	1993.01	2277.0
2016-01-26 03:45:00	ES	Futures	1993.01	1993.55	1991.94	1993.28	2077.0
2016-01-26 03:50:00	ES	Futures	1993.28	1996.51	1993.01	1995.7	2998.0
2016-01-26 03:55:00	ES	Futures	1995.7	1997.31	1994.63	1996.24	2909.0
2016-01-26 04:00:00	ES	Futures	1996.24	1997.58	1994.9	1995.43	2960.0
2016-01-26 04:05:00	ES	Futures	1995.16	1997.05	1994.36	1996.24	2175.0

> showing 50 of 15,487 rows — these rows as CSV

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