PREVIEW / futures_5min / 2016-01-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-28.parquet
  size:    267 KB
  rows:    15,632

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
2016-01-28 00:00:00	ES	Futures	2022.57	2023.38	2021.77	2022.3	641.0
2016-01-28 00:05:00	ES	Futures	2022.04	2022.57	2021.77	2022.04	616.0
2016-01-28 00:10:00	ES	Futures	2022.04	2023.11	2020.96	2022.84	735.0
2016-01-28 00:15:00	ES	Futures	2022.84	2023.65	2022.3	2023.11	476.0
2016-01-28 00:20:00	ES	Futures	2023.11	2023.11	2020.96	2021.5	500.0
2016-01-28 00:25:00	ES	Futures	2021.5	2022.57	2021.23	2021.77	439.0
2016-01-28 00:30:00	ES	Futures	2021.77	2023.65	2021.77	2022.57	621.0
2016-01-28 00:35:00	ES	Futures	2022.57	2023.11	2022.04	2022.3	365.0
2016-01-28 00:40:00	ES	Futures	2022.04	2022.04	2019.62	2019.89	1142.0
2016-01-28 00:45:00	ES	Futures	2019.89	2019.89	2019.08	2019.62	660.0
2016-01-28 00:50:00	ES	Futures	2019.89	2020.15	2018.0	2019.08	718.0
2016-01-28 00:55:00	ES	Futures	2018.81	2019.62	2018.27	2018.81	795.0
2016-01-28 01:00:00	ES	Futures	2018.81	2019.89	2018.0	2019.62	925.0
2016-01-28 01:05:00	ES	Futures	2019.62	2021.5	2018.27	2020.69	659.0
2016-01-28 01:10:00	ES	Futures	2020.69	2022.3	2020.15	2021.23	1164.0
2016-01-28 01:15:00	ES	Futures	2020.96	2022.04	2020.69	2021.23	363.0
2016-01-28 01:20:00	ES	Futures	2021.23	2021.5	2020.15	2020.96	321.0
2016-01-28 01:25:00	ES	Futures	2020.69	2021.23	2016.66	2018.27	1244.0
2016-01-28 01:30:00	ES	Futures	2018.27	2019.08	2018.27	2018.27	798.0
2016-01-28 01:35:00	ES	Futures	2018.27	2018.54	2016.66	2017.2	1025.0
2016-01-28 01:40:00	ES	Futures	2017.47	2018.27	2016.93	2016.93	329.0
2016-01-28 01:45:00	ES	Futures	2016.93	2018.0	2016.66	2017.2	345.0
2016-01-28 01:50:00	ES	Futures	2017.2	2019.08	2017.2	2018.54	397.0
2016-01-28 01:55:00	ES	Futures	2018.54	2019.89	2018.54	2019.62	501.0
2016-01-28 02:00:00	ES	Futures	2019.62	2020.69	2018.81	2019.35	918.0
2016-01-28 02:05:00	ES	Futures	2019.62	2021.77	2019.62	2021.23	604.0
2016-01-28 02:10:00	ES	Futures	2021.23	2022.57	2020.69	2020.69	1074.0
2016-01-28 02:15:00	ES	Futures	2020.96	2021.23	2020.15	2020.96	642.0
2016-01-28 02:20:00	ES	Futures	2020.96	2024.45	2020.96	2023.92	2287.0
2016-01-28 02:25:00	ES	Futures	2023.92	2025.53	2023.65	2025.26	2486.0
2016-01-28 02:30:00	ES	Futures	2025.53	2027.14	2025.26	2025.53	2708.0
2016-01-28 02:35:00	ES	Futures	2025.8	2026.07	2024.72	2024.99	1256.0
2016-01-28 02:40:00	ES	Futures	2024.99	2027.41	2024.99	2026.07	1915.0
2016-01-28 02:45:00	ES	Futures	2026.33	2027.68	2024.99	2025.53	1509.0
2016-01-28 02:50:00	ES	Futures	2025.53	2028.22	2025.53	2027.95	1625.0
2016-01-28 02:55:00	ES	Futures	2027.95	2029.83	2027.41	2029.29	1891.0
2016-01-28 03:00:00	ES	Futures	2029.56	2030.1	2027.14	2029.02	3865.0
2016-01-28 03:05:00	ES	Futures	2029.02	2030.63	2027.68	2029.83	3738.0
2016-01-28 03:10:00	ES	Futures	2029.56	2032.52	2029.56	2031.71	4181.0
2016-01-28 03:15:00	ES	Futures	2031.71	2036.28	2031.17	2036.01	6142.0
2016-01-28 03:20:00	ES	Futures	2036.01	2037.62	2034.93	2035.2	6047.0
2016-01-28 03:25:00	ES	Futures	2035.47	2035.74	2032.78	2032.78	4609.0
2016-01-28 03:30:00	ES	Futures	2032.78	2034.93	2032.78	2033.32	2461.0
2016-01-28 03:35:00	ES	Futures	2033.32	2034.93	2030.63	2031.71	3892.0
2016-01-28 03:40:00	ES	Futures	2031.71	2034.4	2031.44	2034.13	2742.0
2016-01-28 03:45:00	ES	Futures	2033.86	2036.01	2033.32	2033.86	3052.0
2016-01-28 03:50:00	ES	Futures	2034.13	2035.47	2033.59	2034.13	1751.0
2016-01-28 03:55:00	ES	Futures	2034.13	2034.4	2031.71	2032.25	2675.0
2016-01-28 04:00:00	ES	Futures	2032.25	2034.13	2030.1	2030.37	3094.0
2016-01-28 04:05:00	ES	Futures	2030.37	2031.17	2029.56	2030.63	1677.0

> showing 50 of 15,632 rows — these rows as CSV

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