PREVIEW / futures_5min / 2016-01-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-27.parquet
  size:    264 KB
  rows:    15,522

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
2016-01-27 00:00:00	ES	Futures	2023.38	2023.38	2020.96	2020.96	1310.0
2016-01-27 00:05:00	ES	Futures	2020.96	2021.77	2019.62	2021.23	1551.0
2016-01-27 00:10:00	ES	Futures	2021.23	2023.65	2020.96	2023.38	1166.0
2016-01-27 00:15:00	ES	Futures	2023.38	2026.33	2023.11	2024.72	2317.0
2016-01-27 00:20:00	ES	Futures	2024.72	2026.87	2023.92	2026.87	1440.0
2016-01-27 00:25:00	ES	Futures	2026.87	2028.75	2025.53	2028.48	1377.0
2016-01-27 00:30:00	ES	Futures	2028.48	2029.02	2027.41	2027.68	1193.0
2016-01-27 00:35:00	ES	Futures	2027.68	2027.68	2026.6	2026.6	577.0
2016-01-27 00:40:00	ES	Futures	2026.6	2030.1	2026.33	2030.1	1288.0
2016-01-27 00:45:00	ES	Futures	2029.83	2029.83	2028.75	2029.02	586.0
2016-01-27 00:50:00	ES	Futures	2029.02	2029.02	2027.68	2027.68	498.0
2016-01-27 00:55:00	ES	Futures	2027.95	2029.02	2026.87	2027.41	681.0
2016-01-27 01:00:00	ES	Futures	2027.41	2028.48	2026.6	2028.22	545.0
2016-01-27 01:05:00	ES	Futures	2028.48	2029.02	2026.07	2026.33	882.0
2016-01-27 01:10:00	ES	Futures	2026.33	2027.95	2026.33	2027.41	551.0
2016-01-27 01:15:00	ES	Futures	2027.41	2029.83	2027.14	2029.02	761.0
2016-01-27 01:20:00	ES	Futures	2029.02	2029.83	2028.22	2029.56	559.0
2016-01-27 01:25:00	ES	Futures	2029.83	2031.17	2029.56	2030.63	1718.0
2016-01-27 01:30:00	ES	Futures	2030.63	2030.63	2029.02	2029.83	836.0
2016-01-27 01:35:00	ES	Futures	2030.1	2030.9	2028.48	2029.02	860.0
2016-01-27 01:40:00	ES	Futures	2028.75	2029.29	2028.22	2028.48	246.0
2016-01-27 01:45:00	ES	Futures	2028.75	2029.02	2028.48	2028.48	204.0
2016-01-27 01:50:00	ES	Futures	2028.48	2030.37	2028.48	2029.83	508.0
2016-01-27 01:55:00	ES	Futures	2029.83	2030.37	2029.29	2030.1	415.0
2016-01-27 02:00:00	ES	Futures	2029.83	2031.17	2029.56	2030.63	2278.0
2016-01-27 02:05:00	ES	Futures	2030.63	2031.44	2030.37	2031.17	1157.0
2016-01-27 02:10:00	ES	Futures	2031.44	2031.44	2028.75	2029.29	1355.0
2016-01-27 02:15:00	ES	Futures	2029.29	2030.37	2027.14	2027.41	1139.0
2016-01-27 02:20:00	ES	Futures	2027.68	2028.22	2026.87	2027.95	1169.0
2016-01-27 02:25:00	ES	Futures	2028.22	2029.02	2027.41	2028.22	571.0
2016-01-27 02:30:00	ES	Futures	2028.48	2028.75	2023.92	2024.45	3288.0
2016-01-27 02:35:00	ES	Futures	2024.45	2026.07	2024.45	2025.26	1523.0
2016-01-27 02:40:00	ES	Futures	2025.26	2026.07	2024.72	2025.53	781.0
2016-01-27 02:45:00	ES	Futures	2025.53	2026.07	2024.99	2026.07	618.0
2016-01-27 02:50:00	ES	Futures	2026.07	2029.02	2026.07	2027.41	1682.0
2016-01-27 02:55:00	ES	Futures	2027.14	2027.41	2025.8	2026.87	906.0
2016-01-27 03:00:00	ES	Futures	2027.14	2027.14	2023.11	2023.38	4884.0
2016-01-27 03:05:00	ES	Futures	2023.11	2023.92	2020.69	2023.11	4766.0
2016-01-27 03:10:00	ES	Futures	2022.84	2025.26	2022.04	2022.57	3786.0
2016-01-27 03:15:00	ES	Futures	2022.57	2023.38	2021.5	2022.3	3109.0
2016-01-27 03:20:00	ES	Futures	2022.3	2024.72	2020.42	2024.45	4353.0
2016-01-27 03:25:00	ES	Futures	2024.45	2026.07	2023.65	2026.07	2527.0
2016-01-27 03:30:00	ES	Futures	2025.8	2028.48	2025.8	2028.22	2974.0
2016-01-27 03:35:00	ES	Futures	2027.95	2029.02	2025.53	2028.75	1717.0
2016-01-27 03:40:00	ES	Futures	2028.75	2031.17	2028.48	2029.56	3247.0
2016-01-27 03:45:00	ES	Futures	2029.56	2030.37	2027.68	2028.22	1823.0
2016-01-27 03:50:00	ES	Futures	2028.48	2028.48	2023.92	2024.45	3528.0
2016-01-27 03:55:00	ES	Futures	2024.45	2025.8	2022.84	2024.45	2540.0
2016-01-27 04:00:00	ES	Futures	2024.45	2024.99	2022.84	2022.84	2113.0
2016-01-27 04:05:00	ES	Futures	2022.84	2024.72	2021.77	2024.19	2362.0

> showing 50 of 15,522 rows — these rows as CSV

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