PREVIEW / futures_5min / 2016-11-07

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-07.parquet
  size:    238 KB
  rows:    15,633

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
2016-11-07 00:00:00	ES	Futures	2291.99	2292.27	2291.72	2291.99	667.0
2016-11-07 00:05:00	ES	Futures	2291.99	2292.27	2291.72	2291.72	220.0
2016-11-07 00:10:00	ES	Futures	2291.72	2292.54	2291.72	2292.54	187.0
2016-11-07 00:15:00	ES	Futures	2292.27	2292.81	2292.27	2292.27	548.0
2016-11-07 00:20:00	ES	Futures	2291.99	2292.27	2291.72	2291.72	738.0
2016-11-07 00:25:00	ES	Futures	2291.99	2291.99	2291.72	2291.99	281.0
2016-11-07 00:30:00	ES	Futures	2291.72	2291.99	2291.72	2291.72	447.0
2016-11-07 00:35:00	ES	Futures	2291.45	2291.72	2291.45	2291.72	192.0
2016-11-07 00:40:00	ES	Futures	2291.72	2291.99	2291.45	2291.99	195.0
2016-11-07 00:45:00	ES	Futures	2291.99	2291.99	2291.72	2291.99	66.0
2016-11-07 00:50:00	ES	Futures	2291.99	2291.99	2291.18	2291.18	344.0
2016-11-07 00:55:00	ES	Futures	2291.45	2291.72	2290.63	2291.72	473.0
2016-11-07 01:00:00	ES	Futures	2291.72	2291.99	2291.45	2291.99	730.0
2016-11-07 01:05:00	ES	Futures	2291.99	2292.27	2291.72	2291.72	434.0
2016-11-07 01:10:00	ES	Futures	2291.72	2292.54	2291.72	2292.27	448.0
2016-11-07 01:15:00	ES	Futures	2292.27	2292.54	2291.99	2291.99	341.0
2016-11-07 01:20:00	ES	Futures	2291.99	2292.27	2291.72	2291.99	685.0
2016-11-07 01:25:00	ES	Futures	2291.99	2292.27	2291.72	2291.99	135.0
2016-11-07 01:30:00	ES	Futures	2291.99	2291.99	2291.72	2291.99	262.0
2016-11-07 01:35:00	ES	Futures	2291.99	2291.99	2291.45	2291.72	330.0
2016-11-07 01:40:00	ES	Futures	2291.72	2291.99	2291.45	2291.72	113.0
2016-11-07 01:45:00	ES	Futures	2291.99	2293.08	2291.72	2292.54	820.0
2016-11-07 01:50:00	ES	Futures	2292.81	2293.35	2292.54	2293.08	1040.0
2016-11-07 01:55:00	ES	Futures	2293.35	2293.63	2293.08	2293.08	1283.0
2016-11-07 02:00:00	ES	Futures	2293.35	2293.63	2293.08	2293.63	2221.0
2016-11-07 02:05:00	ES	Futures	2293.35	2293.63	2292.54	2292.54	892.0
2016-11-07 02:10:00	ES	Futures	2292.81	2293.35	2292.54	2293.08	960.0
2016-11-07 02:15:00	ES	Futures	2293.08	2293.08	2292.27	2292.81	995.0
2016-11-07 02:20:00	ES	Futures	2293.08	2293.9	2292.81	2293.63	909.0
2016-11-07 02:25:00	ES	Futures	2293.63	2293.9	2293.08	2293.63	419.0
2016-11-07 02:30:00	ES	Futures	2293.35	2293.9	2293.35	2293.9	869.0
2016-11-07 02:35:00	ES	Futures	2293.63	2293.9	2293.63	2293.63	735.0
2016-11-07 02:40:00	ES	Futures	2293.9	2294.17	2293.63	2294.17	1001.0
2016-11-07 02:45:00	ES	Futures	2294.17	2294.44	2293.9	2294.44	1151.0
2016-11-07 02:50:00	ES	Futures	2294.44	2294.71	2293.9	2294.71	2218.0
2016-11-07 02:55:00	ES	Futures	2294.44	2294.71	2293.9	2294.44	1494.0
2016-11-07 03:00:00	ES	Futures	2294.17	2294.71	2293.63	2293.9	3575.0
2016-11-07 03:05:00	ES	Futures	2293.63	2294.44	2293.35	2294.17	3084.0
2016-11-07 03:10:00	ES	Futures	2294.44	2294.44	2291.72	2292.27	3196.0
2016-11-07 03:15:00	ES	Futures	2292.54	2294.71	2292.27	2294.44	2220.0
2016-11-07 03:20:00	ES	Futures	2294.71	2294.71	2293.9	2293.9	1246.0
2016-11-07 03:25:00	ES	Futures	2293.9	2294.44	2293.63	2294.17	1319.0
2016-11-07 03:30:00	ES	Futures	2294.17	2294.17	2293.63	2293.9	1066.0
2016-11-07 03:35:00	ES	Futures	2293.9	2294.17	2293.35	2293.63	1216.0
2016-11-07 03:40:00	ES	Futures	2293.63	2293.63	2292.81	2293.35	1617.0
2016-11-07 03:45:00	ES	Futures	2293.35	2294.17	2293.08	2293.63	1466.0
2016-11-07 03:50:00	ES	Futures	2293.63	2294.99	2293.63	2294.71	1613.0
2016-11-07 03:55:00	ES	Futures	2294.71	2294.99	2294.44	2294.99	1180.0
2016-11-07 04:00:00	ES	Futures	2294.71	2294.99	2294.17	2294.71	1365.0
2016-11-07 04:05:00	ES	Futures	2294.71	2294.99	2294.44	2294.71	1815.0

> showing 50 of 15,633 rows — these rows as CSV

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