PREVIEW / futures_5min / 2016-11-08

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-08.parquet
  size:    295 KB
  rows:    16,328

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
2016-11-08 00:00:00	ES	Futures	2314.03	2314.3	2313.76	2314.3	330.0
2016-11-08 00:05:00	ES	Futures	2314.03	2316.48	2314.03	2316.48	2912.0
2016-11-08 00:10:00	ES	Futures	2316.21	2316.48	2315.66	2315.94	1072.0
2016-11-08 00:15:00	ES	Futures	2316.21	2316.21	2315.12	2315.39	532.0
2016-11-08 00:20:00	ES	Futures	2315.12	2316.75	2315.12	2316.21	939.0
2016-11-08 00:25:00	ES	Futures	2316.21	2316.75	2315.66	2315.94	619.0
2016-11-08 00:30:00	ES	Futures	2316.21	2316.21	2314.58	2314.85	744.0
2016-11-08 00:35:00	ES	Futures	2314.85	2315.39	2314.3	2315.12	345.0
2016-11-08 00:40:00	ES	Futures	2315.12	2315.39	2314.58	2315.39	184.0
2016-11-08 00:45:00	ES	Futures	2315.12	2315.39	2314.03	2314.03	328.0
2016-11-08 00:50:00	ES	Futures	2314.3	2314.85	2314.03	2314.03	408.0
2016-11-08 00:55:00	ES	Futures	2314.3	2314.85	2314.03	2314.85	264.0
2016-11-08 01:00:00	ES	Futures	2314.85	2315.66	2314.58	2315.39	610.0
2016-11-08 01:05:00	ES	Futures	2315.66	2315.66	2315.39	2315.39	356.0
2016-11-08 01:10:00	ES	Futures	2315.66	2316.21	2315.39	2315.94	498.0
2016-11-08 01:15:00	ES	Futures	2315.94	2316.21	2315.66	2316.21	145.0
2016-11-08 01:20:00	ES	Futures	2315.94	2316.21	2315.39	2315.39	169.0
2016-11-08 01:25:00	ES	Futures	2315.66	2315.94	2315.39	2315.94	199.0
2016-11-08 01:30:00	ES	Futures	2315.94	2315.94	2315.66	2315.94	162.0
2016-11-08 01:35:00	ES	Futures	2315.66	2315.94	2315.39	2315.66	127.0
2016-11-08 01:40:00	ES	Futures	2315.39	2315.39	2314.85	2314.85	138.0
2016-11-08 01:45:00	ES	Futures	2314.85	2315.66	2314.85	2315.39	129.0
2016-11-08 01:50:00	ES	Futures	2315.39	2315.66	2315.12	2315.66	121.0
2016-11-08 01:55:00	ES	Futures	2315.66	2315.66	2315.12	2315.39	181.0
2016-11-08 02:00:00	ES	Futures	2315.39	2315.66	2313.76	2314.03	1055.0
2016-11-08 02:05:00	ES	Futures	2313.76	2314.03	2313.49	2313.49	855.0
2016-11-08 02:10:00	ES	Futures	2313.76	2314.03	2313.49	2313.76	652.0
2016-11-08 02:15:00	ES	Futures	2314.03	2314.3	2313.76	2314.03	299.0
2016-11-08 02:20:00	ES	Futures	2314.3	2314.85	2313.76	2314.3	563.0
2016-11-08 02:25:00	ES	Futures	2314.03	2314.85	2313.49	2314.85	1318.0
2016-11-08 02:30:00	ES	Futures	2314.58	2314.58	2313.76	2314.03	721.0
2016-11-08 02:35:00	ES	Futures	2314.03	2314.3	2313.76	2313.76	247.0
2016-11-08 02:40:00	ES	Futures	2314.03	2314.3	2313.49	2313.76	967.0
2016-11-08 02:45:00	ES	Futures	2313.49	2314.3	2313.49	2314.03	556.0
2016-11-08 02:50:00	ES	Futures	2314.03	2314.58	2313.76	2314.58	598.0
2016-11-08 02:55:00	ES	Futures	2314.58	2315.66	2314.3	2315.39	1156.0
2016-11-08 03:00:00	ES	Futures	2315.39	2315.94	2314.03	2315.12	3092.0
2016-11-08 03:05:00	ES	Futures	2315.12	2315.94	2314.3	2315.12	2424.0
2016-11-08 03:10:00	ES	Futures	2315.39	2315.94	2315.12	2315.66	2413.0
2016-11-08 03:15:00	ES	Futures	2315.66	2317.3	2315.66	2317.02	3136.0
2016-11-08 03:20:00	ES	Futures	2316.75	2317.57	2315.66	2315.94	1979.0
2016-11-08 03:25:00	ES	Futures	2315.94	2316.75	2315.94	2316.48	1407.0
2016-11-08 03:30:00	ES	Futures	2316.48	2316.75	2315.94	2316.48	1714.0
2016-11-08 03:35:00	ES	Futures	2316.48	2316.75	2315.94	2315.94	1254.0
2016-11-08 03:40:00	ES	Futures	2315.94	2316.48	2315.66	2316.48	1085.0
2016-11-08 03:45:00	ES	Futures	2316.48	2317.3	2316.48	2317.02	1381.0
2016-11-08 03:50:00	ES	Futures	2317.02	2318.39	2316.75	2317.57	2203.0
2016-11-08 03:55:00	ES	Futures	2317.57	2317.84	2317.02	2317.02	1162.0
2016-11-08 04:00:00	ES	Futures	2317.02	2317.3	2316.48	2316.75	1041.0
2016-11-08 04:05:00	ES	Futures	2316.48	2317.02	2316.21	2316.21	1210.0

> showing 50 of 16,328 rows — these rows as CSV

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