PREVIEW / futures_5min / 2016-11-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-01.parquet
  size:    280 KB
  rows:    15,913

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
2016-11-01 00:00:00	ES	Futures	2316.21	2316.21	2315.66	2315.94	208.0
2016-11-01 00:05:00	ES	Futures	2315.94	2316.48	2315.94	2316.48	231.0
2016-11-01 00:10:00	ES	Futures	2316.48	2316.48	2315.66	2315.66	253.0
2016-11-01 00:15:00	ES	Futures	2315.66	2316.21	2315.66	2315.66	306.0
2016-11-01 00:20:00	ES	Futures	2315.94	2315.94	2314.85	2315.12	534.0
2016-11-01 00:25:00	ES	Futures	2315.12	2315.12	2314.58	2315.12	847.0
2016-11-01 00:30:00	ES	Futures	2314.85	2315.12	2314.58	2315.12	203.0
2016-11-01 00:35:00	ES	Futures	2314.85	2315.39	2314.85	2315.39	140.0
2016-11-01 00:40:00	ES	Futures	2315.39	2315.39	2314.85	2315.12	267.0
2016-11-01 00:45:00	ES	Futures	2315.39	2315.39	2315.12	2315.39	91.0
2016-11-01 00:50:00	ES	Futures	2315.39	2315.39	2315.12	2315.39	190.0
2016-11-01 00:55:00	ES	Futures	2315.39	2315.66	2315.12	2315.66	311.0
2016-11-01 01:00:00	ES	Futures	2315.94	2315.94	2314.85	2315.12	382.0
2016-11-01 01:05:00	ES	Futures	2314.85	2315.39	2314.85	2315.12	285.0
2016-11-01 01:10:00	ES	Futures	2315.12	2315.66	2315.12	2315.39	344.0
2016-11-01 01:15:00	ES	Futures	2315.39	2315.94	2315.39	2315.66	314.0
2016-11-01 01:20:00	ES	Futures	2315.94	2315.94	2315.12	2315.39	209.0
2016-11-01 01:25:00	ES	Futures	2315.66	2315.94	2315.66	2315.66	204.0
2016-11-01 01:30:00	ES	Futures	2315.66	2315.94	2315.39	2315.66	441.0
2016-11-01 01:35:00	ES	Futures	2315.94	2316.21	2315.66	2315.94	128.0
2016-11-01 01:40:00	ES	Futures	2315.94	2316.21	2315.66	2316.21	371.0
2016-11-01 01:45:00	ES	Futures	2316.21	2316.48	2315.94	2316.21	391.0
2016-11-01 01:50:00	ES	Futures	2315.94	2316.21	2315.94	2315.94	65.0
2016-11-01 01:55:00	ES	Futures	2316.21	2316.21	2315.94	2315.94	164.0
2016-11-01 02:00:00	ES	Futures	2315.94	2316.21	2315.66	2315.66	303.0
2016-11-01 02:05:00	ES	Futures	2315.66	2315.94	2315.39	2315.94	173.0
2016-11-01 02:10:00	ES	Futures	2315.66	2316.21	2315.66	2315.94	184.0
2016-11-01 02:15:00	ES	Futures	2315.94	2315.94	2315.66	2315.94	118.0
2016-11-01 02:20:00	ES	Futures	2315.94	2316.21	2315.66	2315.66	153.0
2016-11-01 02:25:00	ES	Futures	2315.66	2315.94	2315.39	2315.66	122.0
2016-11-01 02:30:00	ES	Futures	2315.39	2315.66	2315.39	2315.39	117.0
2016-11-01 02:35:00	ES	Futures	2315.66	2315.66	2315.12	2315.39	204.0
2016-11-01 02:40:00	ES	Futures	2315.66	2315.66	2315.39	2315.39	67.0
2016-11-01 02:45:00	ES	Futures	2315.39	2315.94	2315.39	2315.66	188.0
2016-11-01 02:50:00	ES	Futures	2315.94	2315.94	2315.39	2315.66	230.0
2016-11-01 02:55:00	ES	Futures	2315.66	2315.94	2315.66	2315.94	172.0
2016-11-01 03:00:00	ES	Futures	2315.94	2317.57	2315.66	2316.75	2532.0
2016-11-01 03:05:00	ES	Futures	2316.75	2317.57	2316.75	2317.3	909.0
2016-11-01 03:10:00	ES	Futures	2317.02	2317.57	2316.75	2317.02	842.0
2016-11-01 03:15:00	ES	Futures	2317.3	2317.3	2316.48	2316.48	444.0
2016-11-01 03:20:00	ES	Futures	2316.48	2316.75	2316.21	2316.48	454.0
2016-11-01 03:25:00	ES	Futures	2316.21	2316.48	2315.94	2315.94	534.0
2016-11-01 03:30:00	ES	Futures	2315.94	2317.02	2315.94	2316.21	1104.0
2016-11-01 03:35:00	ES	Futures	2315.94	2316.21	2315.66	2315.66	823.0
2016-11-01 03:40:00	ES	Futures	2315.66	2315.94	2315.39	2315.94	526.0
2016-11-01 03:45:00	ES	Futures	2315.66	2315.94	2314.85	2314.85	707.0
2016-11-01 03:50:00	ES	Futures	2314.85	2315.12	2314.58	2314.85	1533.0
2016-11-01 03:55:00	ES	Futures	2314.85	2315.39	2314.3	2315.12	995.0
2016-11-01 04:00:00	ES	Futures	2314.85	2315.94	2314.3	2314.85	3868.0
2016-11-01 04:05:00	ES	Futures	2314.85	2315.39	2314.03	2314.03	2480.0

> showing 50 of 15,913 rows — these rows as CSV

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