PREVIEW / futures_5min / 2016-11-11

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-11.parquet
  size:    249 KB
  rows:    13,198

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
2016-11-11 00:00:00	ES	Futures	2354.84	2355.93	2354.57	2355.93	652.0
2016-11-11 00:05:00	ES	Futures	2355.93	2356.2	2355.39	2355.93	416.0
2016-11-11 00:10:00	ES	Futures	2356.2	2357.02	2355.66	2356.2	1514.0
2016-11-11 00:15:00	ES	Futures	2356.2	2356.75	2355.93	2356.2	495.0
2016-11-11 00:20:00	ES	Futures	2356.2	2356.48	2355.66	2356.48	604.0
2016-11-11 00:25:00	ES	Futures	2356.48	2356.75	2355.93	2356.48	447.0
2016-11-11 00:30:00	ES	Futures	2356.2	2356.75	2356.2	2356.48	300.0
2016-11-11 00:35:00	ES	Futures	2356.48	2356.75	2355.93	2356.75	287.0
2016-11-11 00:40:00	ES	Futures	2356.48	2356.48	2356.2	2356.2	212.0
2016-11-11 00:45:00	ES	Futures	2356.2	2356.48	2355.66	2355.93	370.0
2016-11-11 00:50:00	ES	Futures	2355.66	2356.2	2354.84	2356.2	507.0
2016-11-11 00:55:00	ES	Futures	2355.93	2356.48	2355.66	2356.2	427.0
2016-11-11 01:00:00	ES	Futures	2356.2	2356.75	2355.93	2356.48	612.0
2016-11-11 01:05:00	ES	Futures	2356.75	2357.02	2356.2	2357.02	462.0
2016-11-11 01:10:00	ES	Futures	2357.02	2358.65	2356.75	2357.84	1647.0
2016-11-11 01:15:00	ES	Futures	2357.84	2358.38	2357.84	2358.11	388.0
2016-11-11 01:20:00	ES	Futures	2358.38	2358.65	2358.38	2358.38	293.0
2016-11-11 01:25:00	ES	Futures	2358.38	2361.1	2358.38	2360.01	1833.0
2016-11-11 01:30:00	ES	Futures	2360.01	2362.19	2359.74	2361.37	2054.0
2016-11-11 01:35:00	ES	Futures	2361.37	2361.65	2360.56	2360.56	574.0
2016-11-11 01:40:00	ES	Futures	2360.56	2360.83	2360.29	2360.29	572.0
2016-11-11 01:45:00	ES	Futures	2360.29	2361.1	2360.29	2360.83	397.0
2016-11-11 01:50:00	ES	Futures	2361.1	2361.37	2360.29	2360.29	529.0
2016-11-11 01:55:00	ES	Futures	2360.29	2360.56	2358.92	2359.2	1008.0
2016-11-11 02:00:00	ES	Futures	2359.2	2359.74	2358.65	2358.92	1175.0
2016-11-11 02:05:00	ES	Futures	2358.65	2358.92	2357.84	2358.38	1590.0
2016-11-11 02:10:00	ES	Futures	2358.11	2359.2	2357.84	2358.65	910.0
2016-11-11 02:15:00	ES	Futures	2358.38	2358.65	2357.84	2358.38	597.0
2016-11-11 02:20:00	ES	Futures	2358.38	2359.2	2358.11	2359.2	623.0
2016-11-11 02:25:00	ES	Futures	2359.2	2359.47	2358.38	2359.2	759.0
2016-11-11 02:30:00	ES	Futures	2359.2	2359.47	2358.92	2359.2	679.0
2016-11-11 02:35:00	ES	Futures	2359.2	2359.47	2358.38	2358.38	920.0
2016-11-11 02:40:00	ES	Futures	2358.65	2359.74	2357.84	2359.47	1457.0
2016-11-11 02:45:00	ES	Futures	2359.47	2359.47	2358.38	2359.2	1513.0
2016-11-11 02:50:00	ES	Futures	2358.92	2358.92	2357.84	2358.38	1361.0
2016-11-11 02:55:00	ES	Futures	2358.11	2358.92	2357.84	2358.92	751.0
2016-11-11 03:00:00	ES	Futures	2358.92	2361.65	2358.92	2360.01	5278.0
2016-11-11 03:05:00	ES	Futures	2360.01	2361.1	2358.11	2360.83	4389.0
2016-11-11 03:10:00	ES	Futures	2360.83	2360.83	2358.38	2359.2	3448.0
2016-11-11 03:15:00	ES	Futures	2359.47	2359.47	2357.02	2357.02	5449.0
2016-11-11 03:20:00	ES	Futures	2357.02	2357.84	2355.66	2356.48	5124.0
2016-11-11 03:25:00	ES	Futures	2356.48	2358.38	2356.48	2357.29	3059.0
2016-11-11 03:30:00	ES	Futures	2357.29	2357.56	2355.93	2356.48	3064.0
2016-11-11 03:35:00	ES	Futures	2356.48	2357.29	2356.2	2356.48	2740.0
2016-11-11 03:40:00	ES	Futures	2356.48	2358.11	2356.48	2357.29	2371.0
2016-11-11 03:45:00	ES	Futures	2357.29	2357.56	2356.48	2356.75	2223.0
2016-11-11 03:50:00	ES	Futures	2357.02	2357.84	2356.2	2356.2	2101.0
2016-11-11 03:55:00	ES	Futures	2356.48	2356.75	2354.03	2354.57	4099.0
2016-11-11 04:00:00	ES	Futures	2354.57	2356.75	2354.3	2355.39	3595.0
2016-11-11 04:05:00	ES	Futures	2355.39	2355.93	2353.21	2353.48	2933.0

> showing 50 of 13,198 rows — these rows as CSV

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