PREVIEW / futures_5min / 2016-01-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-29.parquet
  size:    244 KB
  rows:    13,201

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
2016-01-29 00:00:00	ES	Futures	2029.56	2031.17	2029.29	2029.83	1734.0
2016-01-29 00:05:00	ES	Futures	2029.83	2033.86	2029.56	2033.59	2364.0
2016-01-29 00:10:00	ES	Futures	2033.59	2035.74	2033.59	2035.47	1602.0
2016-01-29 00:15:00	ES	Futures	2035.74	2037.35	2034.66	2035.47	3020.0
2016-01-29 00:20:00	ES	Futures	2035.74	2037.89	2035.47	2036.55	2328.0
2016-01-29 00:25:00	ES	Futures	2036.28	2039.5	2036.28	2038.7	2320.0
2016-01-29 00:30:00	ES	Futures	2038.96	2040.85	2037.62	2040.31	2085.0
2016-01-29 00:35:00	ES	Futures	2040.58	2041.38	2037.89	2039.23	2434.0
2016-01-29 00:40:00	ES	Futures	2039.23	2040.85	2038.43	2040.58	1484.0
2016-01-29 00:45:00	ES	Futures	2040.85	2041.38	2038.7	2038.96	1521.0
2016-01-29 00:50:00	ES	Futures	2038.96	2039.23	2036.28	2036.28	2602.0
2016-01-29 00:55:00	ES	Futures	2036.28	2037.89	2034.93	2035.47	3975.0
2016-01-29 01:00:00	ES	Futures	2035.74	2036.55	2033.05	2033.86	3511.0
2016-01-29 01:05:00	ES	Futures	2033.86	2036.28	2033.59	2035.47	2833.0
2016-01-29 01:10:00	ES	Futures	2035.47	2038.43	2035.2	2037.89	2490.0
2016-01-29 01:15:00	ES	Futures	2037.89	2040.31	2036.28	2039.77	2770.0
2016-01-29 01:20:00	ES	Futures	2039.77	2040.85	2039.23	2039.77	1123.0
2016-01-29 01:25:00	ES	Futures	2039.77	2040.85	2038.43	2040.04	971.0
2016-01-29 01:30:00	ES	Futures	2039.77	2040.58	2038.96	2040.04	1321.0
2016-01-29 01:35:00	ES	Futures	2040.04	2040.04	2038.96	2038.96	774.0
2016-01-29 01:40:00	ES	Futures	2038.7	2040.85	2038.7	2039.77	1000.0
2016-01-29 01:45:00	ES	Futures	2039.77	2041.38	2039.5	2040.04	788.0
2016-01-29 01:50:00	ES	Futures	2040.31	2040.31	2038.96	2039.77	589.0
2016-01-29 01:55:00	ES	Futures	2040.04	2041.11	2038.96	2041.11	1083.0
2016-01-29 02:00:00	ES	Futures	2041.11	2042.19	2040.58	2041.11	3645.0
2016-01-29 02:05:00	ES	Futures	2041.38	2041.38	2039.5	2040.85	1521.0
2016-01-29 02:10:00	ES	Futures	2041.38	2042.19	2041.11	2041.65	1098.0
2016-01-29 02:15:00	ES	Futures	2041.65	2042.19	2039.5	2040.58	1719.0
2016-01-29 02:20:00	ES	Futures	2040.58	2041.11	2037.89	2038.7	2120.0
2016-01-29 02:25:00	ES	Futures	2038.7	2040.85	2038.16	2040.31	2151.0
2016-01-29 02:30:00	ES	Futures	2040.31	2041.65	2038.16	2041.38	2761.0
2016-01-29 02:35:00	ES	Futures	2041.38	2041.38	2037.62	2038.7	2250.0
2016-01-29 02:40:00	ES	Futures	2038.7	2041.11	2038.43	2040.58	1327.0
2016-01-29 02:45:00	ES	Futures	2040.85	2042.19	2040.58	2041.92	3182.0
2016-01-29 02:50:00	ES	Futures	2041.92	2042.19	2040.31	2040.85	1300.0
2016-01-29 02:55:00	ES	Futures	2040.85	2043.26	2040.58	2042.99	2121.0
2016-01-29 03:00:00	ES	Futures	2042.73	2043.53	2039.77	2042.99	4506.0
2016-01-29 03:05:00	ES	Futures	2043.26	2044.88	2042.46	2044.34	3941.0
2016-01-29 03:10:00	ES	Futures	2044.61	2045.14	2041.11	2041.65	4755.0
2016-01-29 03:15:00	ES	Futures	2041.38	2043.53	2039.5	2041.38	4233.0
2016-01-29 03:20:00	ES	Futures	2041.38	2041.65	2038.43	2038.7	2674.0
2016-01-29 03:25:00	ES	Futures	2038.43	2038.43	2035.2	2036.55	5170.0
2016-01-29 03:30:00	ES	Futures	2036.55	2038.43	2035.74	2038.16	2568.0
2016-01-29 03:35:00	ES	Futures	2038.16	2039.5	2036.55	2038.43	2253.0
2016-01-29 03:40:00	ES	Futures	2038.43	2038.43	2034.13	2034.93	2754.0
2016-01-29 03:45:00	ES	Futures	2034.66	2037.35	2033.59	2037.35	3092.0
2016-01-29 03:50:00	ES	Futures	2037.35	2038.43	2035.74	2036.55	2386.0
2016-01-29 03:55:00	ES	Futures	2036.55	2039.5	2036.01	2039.23	1949.0
2016-01-29 04:00:00	ES	Futures	2039.23	2042.73	2038.96	2042.19	3381.0
2016-01-29 04:05:00	ES	Futures	2042.19	2043.8	2041.92	2043.53	3222.0

> showing 50 of 13,201 rows — these rows as CSV

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