PREVIEW / futures_5min / 2016-11-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-06.parquet
  size:    56 KB
  rows:    2,891

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
2016-11-06 18:00:00	ES	Futures	2291.99	2294.99	2290.91	2291.45	21428.0
2016-11-06 18:05:00	ES	Futures	2291.45	2292.54	2289.27	2289.54	5084.0
2016-11-06 18:10:00	ES	Futures	2289.54	2291.45	2289.54	2290.91	3135.0
2016-11-06 18:15:00	ES	Futures	2290.63	2291.18	2290.36	2290.63	1960.0
2016-11-06 18:20:00	ES	Futures	2290.63	2291.99	2290.09	2291.99	1914.0
2016-11-06 18:25:00	ES	Futures	2291.99	2296.62	2291.18	2296.35	6813.0
2016-11-06 18:30:00	ES	Futures	2296.35	2297.44	2294.99	2296.62	6500.0
2016-11-06 18:35:00	ES	Futures	2296.89	2296.89	2293.63	2294.44	2395.0
2016-11-06 18:40:00	ES	Futures	2294.71	2294.99	2293.9	2294.44	1166.0
2016-11-06 18:45:00	ES	Futures	2294.17	2295.8	2294.17	2294.17	1829.0
2016-11-06 18:50:00	ES	Futures	2294.17	2294.44	2292.54	2292.54	1626.0
2016-11-06 18:55:00	ES	Futures	2292.81	2292.81	2290.36	2291.72	2822.0
2016-11-06 19:00:00	ES	Futures	2291.72	2292.81	2291.18	2292.27	1855.0
2016-11-06 19:05:00	ES	Futures	2292.27	2292.54	2291.99	2292.27	756.0
2016-11-06 19:10:00	ES	Futures	2292.27	2293.35	2292.27	2292.54	1183.0
2016-11-06 19:15:00	ES	Futures	2292.27	2292.54	2291.45	2291.45	1432.0
2016-11-06 19:20:00	ES	Futures	2291.45	2291.72	2289.82	2289.82	1758.0
2016-11-06 19:25:00	ES	Futures	2290.09	2291.18	2289.82	2290.09	1251.0
2016-11-06 19:30:00	ES	Futures	2290.09	2290.63	2289.27	2289.54	1892.0
2016-11-06 19:35:00	ES	Futures	2289.54	2290.36	2289.27	2289.82	2168.0
2016-11-06 19:40:00	ES	Futures	2289.54	2289.82	2288.46	2289.54	1658.0
2016-11-06 19:45:00	ES	Futures	2289.54	2290.09	2289.54	2290.09	959.0
2016-11-06 19:50:00	ES	Futures	2289.82	2290.36	2288.73	2289.27	895.0
2016-11-06 19:55:00	ES	Futures	2289.27	2290.36	2289.27	2290.36	1183.0
2016-11-06 20:00:00	ES	Futures	2290.09	2290.63	2289.82	2290.09	1582.0
2016-11-06 20:05:00	ES	Futures	2290.36	2290.36	2289.82	2289.82	1057.0
2016-11-06 20:10:00	ES	Futures	2290.09	2290.91	2289.82	2290.63	1205.0
2016-11-06 20:15:00	ES	Futures	2290.63	2291.45	2290.36	2291.18	2501.0
2016-11-06 20:20:00	ES	Futures	2291.18	2291.45	2290.91	2291.18	892.0
2016-11-06 20:25:00	ES	Futures	2291.18	2291.18	2290.36	2291.18	611.0
2016-11-06 20:30:00	ES	Futures	2291.18	2291.45	2290.91	2291.18	655.0
2016-11-06 20:35:00	ES	Futures	2291.18	2291.18	2290.36	2290.91	622.0
2016-11-06 20:40:00	ES	Futures	2290.91	2291.45	2290.91	2291.18	559.0
2016-11-06 20:45:00	ES	Futures	2291.18	2291.72	2290.91	2291.72	1656.0
2016-11-06 20:50:00	ES	Futures	2291.72	2292.81	2291.45	2292.54	3320.0
2016-11-06 20:55:00	ES	Futures	2292.54	2292.81	2292.27	2292.81	1131.0
2016-11-06 21:00:00	ES	Futures	2292.81	2293.08	2292.54	2292.81	1830.0
2016-11-06 21:05:00	ES	Futures	2292.81	2293.08	2292.27	2292.27	744.0
2016-11-06 21:10:00	ES	Futures	2292.27	2292.81	2292.27	2292.54	367.0
2016-11-06 21:15:00	ES	Futures	2292.54	2292.81	2291.99	2292.54	1584.0
2016-11-06 21:20:00	ES	Futures	2292.27	2293.35	2292.27	2292.81	2268.0
2016-11-06 21:25:00	ES	Futures	2292.81	2293.08	2290.63	2291.18	2344.0
2016-11-06 21:30:00	ES	Futures	2291.18	2291.99	2290.63	2290.63	2220.0
2016-11-06 21:35:00	ES	Futures	2290.63	2291.45	2290.63	2290.63	621.0
2016-11-06 21:40:00	ES	Futures	2290.63	2290.91	2290.36	2290.63	839.0
2016-11-06 21:45:00	ES	Futures	2290.63	2291.99	2290.36	2291.45	1084.0
2016-11-06 21:50:00	ES	Futures	2291.18	2291.72	2290.63	2290.91	878.0
2016-11-06 21:55:00	ES	Futures	2290.91	2291.45	2290.63	2290.63	659.0
2016-11-06 22:00:00	ES	Futures	2290.63	2291.45	2290.63	2290.91	427.0
2016-11-06 22:05:00	ES	Futures	2290.91	2291.45	2290.63	2290.91	525.0

> showing 50 of 2,891 rows — these rows as CSV

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