PREVIEW / futures_5min / 2016-01-31

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-01-31.parquet
  size:    57 KB
  rows:    2,791

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
2016-01-31 18:00:00	ES	Futures	2074.16	2077.12	2072.82	2075.24	5622.0
2016-01-31 18:05:00	ES	Futures	2075.24	2076.05	2074.7	2075.78	1122.0
2016-01-31 18:10:00	ES	Futures	2075.51	2077.12	2075.24	2075.51	1480.0
2016-01-31 18:15:00	ES	Futures	2075.51	2076.58	2075.24	2076.05	639.0
2016-01-31 18:20:00	ES	Futures	2076.31	2077.12	2076.05	2076.58	646.0
2016-01-31 18:25:00	ES	Futures	2076.58	2076.58	2075.51	2075.78	359.0
2016-01-31 18:30:00	ES	Futures	2075.78	2076.58	2075.51	2076.05	376.0
2016-01-31 18:35:00	ES	Futures	2076.05	2076.31	2075.24	2075.24	461.0
2016-01-31 18:40:00	ES	Futures	2075.51	2075.51	2072.55	2074.16	1862.0
2016-01-31 18:45:00	ES	Futures	2073.9	2074.43	2071.75	2073.09	1662.0
2016-01-31 18:50:00	ES	Futures	2073.09	2073.36	2072.28	2072.55	772.0
2016-01-31 18:55:00	ES	Futures	2072.82	2073.63	2072.02	2072.82	853.0
2016-01-31 19:00:00	ES	Futures	2072.82	2074.16	2072.55	2072.82	1663.0
2016-01-31 19:05:00	ES	Futures	2072.82	2073.63	2071.75	2071.75	1819.0
2016-01-31 19:10:00	ES	Futures	2072.02	2073.09	2071.75	2072.28	1441.0
2016-01-31 19:15:00	ES	Futures	2072.28	2073.09	2071.75	2072.02	1123.0
2016-01-31 19:20:00	ES	Futures	2072.02	2072.82	2071.48	2072.02	1400.0
2016-01-31 19:25:00	ES	Futures	2071.75	2072.02	2071.21	2071.21	992.0
2016-01-31 19:30:00	ES	Futures	2071.21	2072.28	2070.4	2071.48	2219.0
2016-01-31 19:35:00	ES	Futures	2071.48	2072.02	2070.4	2071.75	773.0
2016-01-31 19:40:00	ES	Futures	2071.75	2072.28	2070.67	2071.48	1101.0
2016-01-31 19:45:00	ES	Futures	2071.21	2072.02	2071.21	2072.02	637.0
2016-01-31 19:50:00	ES	Futures	2072.02	2072.02	2068.52	2069.87	3188.0
2016-01-31 19:55:00	ES	Futures	2069.87	2070.13	2068.79	2069.6	1637.0
2016-01-31 20:00:00	ES	Futures	2069.6	2070.13	2069.33	2069.87	1562.0
2016-01-31 20:05:00	ES	Futures	2069.6	2072.82	2069.33	2070.94	2087.0
2016-01-31 20:10:00	ES	Futures	2070.94	2071.75	2069.6	2070.67	1062.0
2016-01-31 20:15:00	ES	Futures	2070.94	2070.94	2068.52	2069.06	2206.0
2016-01-31 20:20:00	ES	Futures	2069.06	2069.06	2066.64	2067.72	3184.0
2016-01-31 20:25:00	ES	Futures	2067.45	2069.06	2067.45	2067.98	1205.0
2016-01-31 20:30:00	ES	Futures	2067.72	2069.06	2067.18	2068.79	1295.0
2016-01-31 20:35:00	ES	Futures	2068.79	2068.79	2067.18	2067.72	908.0
2016-01-31 20:40:00	ES	Futures	2067.72	2067.98	2066.37	2067.72	1625.0
2016-01-31 20:45:00	ES	Futures	2067.72	2071.75	2067.72	2071.48	3463.0
2016-01-31 20:50:00	ES	Futures	2071.48	2072.28	2069.87	2071.75	1826.0
2016-01-31 20:55:00	ES	Futures	2071.75	2072.02	2069.6	2069.6	1331.0
2016-01-31 21:00:00	ES	Futures	2069.6	2070.13	2069.06	2070.13	1495.0
2016-01-31 21:05:00	ES	Futures	2069.87	2070.4	2068.25	2069.33	1915.0
2016-01-31 21:10:00	ES	Futures	2069.33	2070.13	2067.98	2069.06	1803.0
2016-01-31 21:15:00	ES	Futures	2069.06	2070.4	2068.25	2070.4	955.0
2016-01-31 21:20:00	ES	Futures	2070.13	2071.21	2070.13	2070.4	1231.0
2016-01-31 21:25:00	ES	Futures	2070.4	2071.21	2069.6	2071.21	1182.0
2016-01-31 21:30:00	ES	Futures	2070.94	2072.02	2070.67	2071.75	1756.0
2016-01-31 21:35:00	ES	Futures	2071.75	2073.63	2071.48	2072.28	1411.0
2016-01-31 21:40:00	ES	Futures	2072.55	2073.36	2072.02	2072.28	742.0
2016-01-31 21:45:00	ES	Futures	2072.28	2073.36	2071.75	2073.09	895.0
2016-01-31 21:50:00	ES	Futures	2072.82	2072.82	2071.48	2072.02	1012.0
2016-01-31 21:55:00	ES	Futures	2072.02	2073.9	2072.02	2073.36	1102.0
2016-01-31 22:00:00	ES	Futures	2073.36	2073.36	2071.75	2072.28	946.0
2016-01-31 22:05:00	ES	Futures	2072.02	2072.28	2071.48	2071.48	1088.0

> showing 50 of 2,791 rows — these rows as CSV

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