PREVIEW / futures_5min / 2016-11-13

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-13.parquet
  size:    63 KB
  rows:    2,870

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
2016-11-13 18:00:00	ES	Futures	2355.66	2356.2	2354.57	2355.66	4035.0
2016-11-13 18:05:00	ES	Futures	2355.66	2355.93	2354.3	2354.3	1298.0
2016-11-13 18:10:00	ES	Futures	2354.3	2356.2	2354.3	2355.66	1385.0
2016-11-13 18:15:00	ES	Futures	2355.39	2356.2	2355.12	2355.93	826.0
2016-11-13 18:20:00	ES	Futures	2355.66	2359.74	2355.66	2358.38	3227.0
2016-11-13 18:25:00	ES	Futures	2358.65	2360.01	2358.38	2358.92	1169.0
2016-11-13 18:30:00	ES	Futures	2358.65	2359.2	2358.38	2358.92	561.0
2016-11-13 18:35:00	ES	Futures	2359.2	2359.2	2358.11	2358.11	449.0
2016-11-13 18:40:00	ES	Futures	2358.11	2359.2	2358.11	2358.92	450.0
2016-11-13 18:45:00	ES	Futures	2358.65	2359.47	2358.65	2358.65	560.0
2016-11-13 18:50:00	ES	Futures	2358.65	2359.2	2358.38	2358.92	247.0
2016-11-13 18:55:00	ES	Futures	2358.65	2359.47	2358.11	2359.2	620.0
2016-11-13 19:00:00	ES	Futures	2359.2	2359.2	2358.38	2358.92	775.0
2016-11-13 19:05:00	ES	Futures	2358.65	2359.47	2358.65	2358.92	1223.0
2016-11-13 19:10:00	ES	Futures	2358.92	2361.1	2358.92	2360.56	2327.0
2016-11-13 19:15:00	ES	Futures	2360.56	2361.1	2360.29	2360.29	1332.0
2016-11-13 19:20:00	ES	Futures	2360.56	2360.56	2360.29	2360.56	403.0
2016-11-13 19:25:00	ES	Futures	2360.29	2361.65	2360.29	2361.37	1419.0
2016-11-13 19:30:00	ES	Futures	2361.37	2362.73	2361.37	2362.19	2392.0
2016-11-13 19:35:00	ES	Futures	2361.92	2363.01	2361.65	2361.92	2988.0
2016-11-13 19:40:00	ES	Futures	2362.19	2362.46	2361.92	2361.92	786.0
2016-11-13 19:45:00	ES	Futures	2361.92	2362.19	2361.37	2361.92	759.0
2016-11-13 19:50:00	ES	Futures	2361.92	2363.01	2361.65	2362.19	790.0
2016-11-13 19:55:00	ES	Futures	2362.46	2363.01	2362.19	2363.01	418.0
2016-11-13 20:00:00	ES	Futures	2362.73	2363.55	2361.92	2362.46	1644.0
2016-11-13 20:05:00	ES	Futures	2362.46	2363.01	2362.19	2362.73	600.0
2016-11-13 20:10:00	ES	Futures	2362.73	2363.55	2362.73	2363.55	808.0
2016-11-13 20:15:00	ES	Futures	2363.55	2365.18	2363.28	2364.64	3713.0
2016-11-13 20:20:00	ES	Futures	2364.64	2365.73	2364.37	2365.18	1688.0
2016-11-13 20:25:00	ES	Futures	2364.91	2365.45	2363.01	2363.28	1950.0
2016-11-13 20:30:00	ES	Futures	2363.28	2363.82	2360.01	2361.65	5521.0
2016-11-13 20:35:00	ES	Futures	2361.37	2361.37	2360.29	2361.1	1687.0
2016-11-13 20:40:00	ES	Futures	2360.83	2361.65	2359.2	2359.47	1649.0
2016-11-13 20:45:00	ES	Futures	2359.47	2361.37	2359.2	2361.1	969.0
2016-11-13 20:50:00	ES	Futures	2360.83	2361.65	2360.01	2360.56	1180.0
2016-11-13 20:55:00	ES	Futures	2360.56	2360.83	2357.29	2357.56	2814.0
2016-11-13 21:00:00	ES	Futures	2357.29	2359.2	2357.02	2358.38	1609.0
2016-11-13 21:05:00	ES	Futures	2358.11	2359.74	2357.84	2358.92	1346.0
2016-11-13 21:10:00	ES	Futures	2358.65	2359.2	2357.84	2358.92	851.0
2016-11-13 21:15:00	ES	Futures	2358.92	2360.29	2358.65	2359.74	735.0
2016-11-13 21:20:00	ES	Futures	2359.74	2360.29	2358.65	2358.92	440.0
2016-11-13 21:25:00	ES	Futures	2358.92	2360.29	2358.92	2360.01	378.0
2016-11-13 21:30:00	ES	Futures	2360.29	2361.37	2360.29	2360.83	790.0
2016-11-13 21:35:00	ES	Futures	2361.1	2361.37	2360.83	2360.83	270.0
2016-11-13 21:40:00	ES	Futures	2360.56	2361.1	2360.29	2361.1	501.0
2016-11-13 21:45:00	ES	Futures	2360.83	2362.19	2360.83	2361.37	925.0
2016-11-13 21:50:00	ES	Futures	2361.65	2361.92	2361.37	2361.37	258.0
2016-11-13 21:55:00	ES	Futures	2361.1	2361.92	2360.83	2361.92	285.0
2016-11-13 22:00:00	ES	Futures	2361.65	2362.19	2361.37	2362.19	241.0
2016-11-13 22:05:00	ES	Futures	2361.92	2362.73	2361.92	2362.46	977.0

> showing 50 of 2,870 rows — these rows as CSV

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