PREVIEW / futures_5min / 2016-11-09

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-09.parquet
  size:    344 KB
  rows:    16,688

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
2016-11-09 00:00:00	ES	Futures	2207.65	2208.74	2207.65	2207.65	6748.0
2016-11-09 00:05:00	ES	Futures	2207.65	2208.74	2207.65	2207.65	8753.0
2016-11-09 00:10:00	ES	Futures	2207.65	2211.73	2207.65	2211.73	16609.0
2016-11-09 00:15:00	ES	Futures	2211.73	2216.08	2210.37	2210.37	11708.0
2016-11-09 00:20:00	ES	Futures	2210.64	2218.53	2209.28	2217.99	10036.0
2016-11-09 00:25:00	ES	Futures	2218.26	2225.33	2216.9	2224.52	14032.0
2016-11-09 00:30:00	ES	Futures	2224.52	2228.05	2215.54	2217.99	15616.0
2016-11-09 00:35:00	ES	Futures	2217.99	2220.71	2213.09	2215.0	8830.0
2016-11-09 00:40:00	ES	Futures	2214.72	2219.89	2214.18	2217.72	6822.0
2016-11-09 00:45:00	ES	Futures	2217.72	2220.98	2217.17	2218.26	8190.0
2016-11-09 00:50:00	ES	Futures	2218.26	2218.26	2213.09	2216.36	6752.0
2016-11-09 00:55:00	ES	Futures	2216.36	2219.62	2215.0	2218.8	4981.0
2016-11-09 01:00:00	ES	Futures	2218.53	2223.43	2217.17	2222.61	8982.0
2016-11-09 01:05:00	ES	Futures	2222.61	2224.52	2215.81	2219.62	8160.0
2016-11-09 01:10:00	ES	Futures	2219.35	2230.78	2218.53	2230.78	12163.0
2016-11-09 01:15:00	ES	Futures	2230.78	2230.78	2224.52	2225.06	10295.0
2016-11-09 01:20:00	ES	Futures	2225.33	2229.69	2221.53	2222.34	8193.0
2016-11-09 01:25:00	ES	Futures	2222.34	2231.05	2222.34	2226.42	10093.0
2016-11-09 01:30:00	ES	Futures	2226.15	2229.69	2224.52	2225.88	5532.0
2016-11-09 01:35:00	ES	Futures	2226.15	2227.78	2219.08	2220.44	8865.0
2016-11-09 01:40:00	ES	Futures	2220.44	2228.6	2219.89	2226.42	7774.0
2016-11-09 01:45:00	ES	Futures	2226.42	2230.5	2223.97	2229.96	6646.0
2016-11-09 01:50:00	ES	Futures	2230.23	2230.5	2226.69	2229.69	6308.0
2016-11-09 01:55:00	ES	Futures	2229.96	2232.41	2227.24	2232.14	6125.0
2016-11-09 02:00:00	ES	Futures	2232.14	2236.76	2231.59	2231.86	17335.0
2016-11-09 02:05:00	ES	Futures	2232.14	2255.53	2231.59	2249.55	34623.0
2016-11-09 02:10:00	ES	Futures	2249.28	2252.0	2242.75	2245.47	19192.0
2016-11-09 02:15:00	ES	Futures	2245.47	2246.28	2241.11	2244.92	10161.0
2016-11-09 02:20:00	ES	Futures	2244.92	2247.1	2241.93	2244.11	6497.0
2016-11-09 02:25:00	ES	Futures	2244.11	2249.55	2243.02	2245.47	7992.0
2016-11-09 02:30:00	ES	Futures	2245.74	2248.19	2243.02	2244.38	5708.0
2016-11-09 02:35:00	ES	Futures	2244.38	2257.44	2244.11	2254.99	15870.0
2016-11-09 02:40:00	ES	Futures	2254.99	2254.99	2248.19	2253.63	13068.0
2016-11-09 02:45:00	ES	Futures	2253.63	2259.07	2252.0	2259.07	19236.0
2016-11-09 02:50:00	ES	Futures	2259.07	2262.06	2256.62	2261.25	21768.0
2016-11-09 02:55:00	ES	Futures	2261.25	2268.32	2259.62	2266.15	19673.0
2016-11-09 03:00:00	ES	Futures	2265.87	2266.15	2258.8	2260.98	17982.0
2016-11-09 03:05:00	ES	Futures	2260.98	2267.51	2260.43	2266.96	18984.0
2016-11-09 03:10:00	ES	Futures	2266.96	2284.92	2266.42	2283.29	34989.0
2016-11-09 03:15:00	ES	Futures	2283.01	2284.1	2281.65	2283.83	19604.0
2016-11-09 03:20:00	ES	Futures	2283.56	2284.1	2273.49	2275.67	21907.0
2016-11-09 03:25:00	ES	Futures	2275.4	2277.3	2267.78	2274.85	22045.0
2016-11-09 03:30:00	ES	Futures	2274.58	2275.12	2269.96	2271.32	8290.0
2016-11-09 03:35:00	ES	Futures	2271.32	2272.95	2266.96	2269.96	11884.0
2016-11-09 03:40:00	ES	Futures	2269.96	2281.11	2267.78	2279.48	11395.0
2016-11-09 03:45:00	ES	Futures	2279.48	2282.74	2276.76	2280.02	12715.0
2016-11-09 03:50:00	ES	Futures	2280.29	2283.29	2278.12	2282.74	9505.0
2016-11-09 03:55:00	ES	Futures	2282.74	2284.65	2278.93	2284.38	9014.0
2016-11-09 04:00:00	ES	Futures	2284.1	2293.08	2283.83	2292.81	19654.0
2016-11-09 04:05:00	ES	Futures	2292.81	2294.99	2287.64	2292.54	16519.0

> showing 50 of 16,688 rows — these rows as CSV

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