PREVIEW / futures_5min / 2016-11-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-15.parquet
  size:    269 KB
  rows:    15,868

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
2016-11-15 00:00:00	ES	Futures	2356.48	2357.29	2356.48	2357.02	268.0
2016-11-15 00:05:00	ES	Futures	2357.29	2357.29	2356.75	2357.02	144.0
2016-11-15 00:10:00	ES	Futures	2357.02	2357.29	2356.2	2356.48	300.0
2016-11-15 00:15:00	ES	Futures	2356.75	2357.02	2355.39	2356.75	546.0
2016-11-15 00:20:00	ES	Futures	2356.48	2357.56	2356.48	2357.56	330.0
2016-11-15 00:25:00	ES	Futures	2357.29	2357.56	2356.75	2356.75	382.0
2016-11-15 00:30:00	ES	Futures	2356.75	2357.29	2356.48	2357.02	297.0
2016-11-15 00:35:00	ES	Futures	2357.02	2357.29	2356.75	2357.02	369.0
2016-11-15 00:40:00	ES	Futures	2357.02	2357.29	2356.75	2356.75	172.0
2016-11-15 00:45:00	ES	Futures	2356.75	2357.02	2356.75	2357.02	298.0
2016-11-15 00:50:00	ES	Futures	2357.02	2357.02	2356.48	2357.02	417.0
2016-11-15 00:55:00	ES	Futures	2356.75	2357.29	2356.2	2357.29	587.0
2016-11-15 01:00:00	ES	Futures	2357.02	2357.29	2356.2	2356.2	484.0
2016-11-15 01:05:00	ES	Futures	2356.48	2356.48	2356.2	2356.2	191.0
2016-11-15 01:10:00	ES	Futures	2356.2	2356.48	2355.12	2355.93	468.0
2016-11-15 01:15:00	ES	Futures	2355.93	2356.2	2355.66	2356.2	288.0
2016-11-15 01:20:00	ES	Futures	2355.93	2356.2	2355.12	2355.93	362.0
2016-11-15 01:25:00	ES	Futures	2356.2	2356.2	2355.66	2355.93	155.0
2016-11-15 01:30:00	ES	Futures	2355.93	2355.93	2355.39	2355.66	327.0
2016-11-15 01:35:00	ES	Futures	2355.39	2355.93	2355.39	2355.66	153.0
2016-11-15 01:40:00	ES	Futures	2355.39	2355.93	2355.12	2355.93	257.0
2016-11-15 01:45:00	ES	Futures	2355.93	2355.93	2354.57	2354.84	663.0
2016-11-15 01:50:00	ES	Futures	2355.12	2355.39	2354.57	2355.39	411.0
2016-11-15 01:55:00	ES	Futures	2355.39	2355.66	2355.12	2355.39	191.0
2016-11-15 02:00:00	ES	Futures	2355.12	2355.39	2354.57	2355.39	720.0
2016-11-15 02:05:00	ES	Futures	2355.12	2355.93	2355.12	2355.66	387.0
2016-11-15 02:10:00	ES	Futures	2355.66	2355.66	2354.84	2355.39	1002.0
2016-11-15 02:15:00	ES	Futures	2355.66	2355.93	2355.12	2355.66	643.0
2016-11-15 02:20:00	ES	Futures	2355.66	2356.2	2355.66	2356.2	716.0
2016-11-15 02:25:00	ES	Futures	2355.93	2356.75	2355.66	2355.66	1021.0
2016-11-15 02:30:00	ES	Futures	2355.93	2356.48	2355.66	2355.93	665.0
2016-11-15 02:35:00	ES	Futures	2355.93	2356.75	2355.93	2356.48	720.0
2016-11-15 02:40:00	ES	Futures	2356.48	2357.29	2356.48	2357.02	844.0
2016-11-15 02:45:00	ES	Futures	2357.02	2357.29	2356.48	2357.02	391.0
2016-11-15 02:50:00	ES	Futures	2357.29	2357.56	2356.75	2357.29	437.0
2016-11-15 02:55:00	ES	Futures	2357.02	2357.56	2356.75	2356.75	571.0
2016-11-15 03:00:00	ES	Futures	2357.02	2358.92	2356.75	2357.84	4664.0
2016-11-15 03:05:00	ES	Futures	2357.84	2358.92	2357.56	2358.38	2430.0
2016-11-15 03:10:00	ES	Futures	2358.65	2359.47	2358.38	2359.2	2772.0
2016-11-15 03:15:00	ES	Futures	2359.2	2360.29	2359.2	2359.2	2265.0
2016-11-15 03:20:00	ES	Futures	2359.47	2359.74	2358.92	2359.74	1501.0
2016-11-15 03:25:00	ES	Futures	2359.74	2360.29	2359.47	2359.74	1346.0
2016-11-15 03:30:00	ES	Futures	2359.47	2360.01	2357.84	2358.38	3767.0
2016-11-15 03:35:00	ES	Futures	2358.38	2358.65	2356.48	2357.84	3366.0
2016-11-15 03:40:00	ES	Futures	2358.11	2359.2	2357.56	2359.2	2771.0
2016-11-15 03:45:00	ES	Futures	2358.92	2359.2	2358.38	2358.92	1505.0
2016-11-15 03:50:00	ES	Futures	2358.92	2360.56	2358.65	2360.01	2632.0
2016-11-15 03:55:00	ES	Futures	2360.01	2360.56	2358.65	2358.92	2223.0
2016-11-15 04:00:00	ES	Futures	2358.92	2360.56	2358.92	2360.56	1519.0
2016-11-15 04:05:00	ES	Futures	2360.56	2361.37	2360.01	2360.01	1735.0

> showing 50 of 15,868 rows — these rows as CSV

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