PREVIEW / futures_5min / 2016-11-16

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-16.parquet
  size:    264 KB
  rows:    15,695

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
2016-11-16 00:00:00	ES	Futures	2374.43	2374.43	2373.89	2373.89	611.0
2016-11-16 00:05:00	ES	Futures	2373.89	2374.43	2373.89	2374.16	84.0
2016-11-16 00:10:00	ES	Futures	2374.16	2374.43	2373.89	2374.16	188.0
2016-11-16 00:15:00	ES	Futures	2374.16	2374.43	2373.89	2374.43	318.0
2016-11-16 00:20:00	ES	Futures	2374.43	2375.25	2374.16	2374.71	696.0
2016-11-16 00:25:00	ES	Futures	2374.71	2374.98	2373.62	2373.62	482.0
2016-11-16 00:30:00	ES	Futures	2373.62	2374.43	2373.62	2374.16	198.0
2016-11-16 00:35:00	ES	Futures	2374.16	2374.43	2374.16	2374.16	106.0
2016-11-16 00:40:00	ES	Futures	2374.16	2374.16	2373.07	2373.07	894.0
2016-11-16 00:45:00	ES	Futures	2373.07	2373.07	2372.26	2372.53	954.0
2016-11-16 00:50:00	ES	Futures	2372.8	2373.07	2372.53	2372.8	243.0
2016-11-16 00:55:00	ES	Futures	2372.8	2373.07	2371.98	2372.26	573.0
2016-11-16 01:00:00	ES	Futures	2372.26	2372.8	2371.71	2372.26	755.0
2016-11-16 01:05:00	ES	Futures	2372.26	2373.07	2372.26	2373.07	460.0
2016-11-16 01:10:00	ES	Futures	2372.8	2373.62	2372.53	2373.35	385.0
2016-11-16 01:15:00	ES	Futures	2373.35	2373.62	2373.35	2373.62	271.0
2016-11-16 01:20:00	ES	Futures	2373.35	2373.62	2373.35	2373.35	184.0
2016-11-16 01:25:00	ES	Futures	2373.62	2373.89	2373.35	2373.89	143.0
2016-11-16 01:30:00	ES	Futures	2373.62	2373.89	2373.35	2373.62	75.0
2016-11-16 01:35:00	ES	Futures	2373.62	2373.89	2373.07	2373.35	193.0
2016-11-16 01:40:00	ES	Futures	2373.35	2373.62	2372.26	2372.26	405.0
2016-11-16 01:45:00	ES	Futures	2372.53	2373.07	2372.26	2373.07	83.0
2016-11-16 01:50:00	ES	Futures	2372.8	2373.35	2372.8	2373.07	275.0
2016-11-16 01:55:00	ES	Futures	2373.35	2373.62	2373.07	2373.62	241.0
2016-11-16 02:00:00	ES	Futures	2373.62	2373.62	2371.98	2372.26	974.0
2016-11-16 02:05:00	ES	Futures	2371.98	2372.26	2371.71	2372.26	804.0
2016-11-16 02:10:00	ES	Futures	2372.53	2373.07	2371.98	2372.8	599.0
2016-11-16 02:15:00	ES	Futures	2372.8	2373.35	2372.53	2373.35	404.0
2016-11-16 02:20:00	ES	Futures	2373.07	2373.07	2371.71	2371.98	1039.0
2016-11-16 02:25:00	ES	Futures	2371.71	2371.98	2370.9	2371.17	1118.0
2016-11-16 02:30:00	ES	Futures	2371.17	2371.44	2370.62	2370.62	1467.0
2016-11-16 02:35:00	ES	Futures	2370.62	2370.9	2369.81	2370.62	1594.0
2016-11-16 02:40:00	ES	Futures	2370.62	2370.62	2369.54	2370.35	1857.0
2016-11-16 02:45:00	ES	Futures	2370.35	2370.9	2369.54	2369.81	1044.0
2016-11-16 02:50:00	ES	Futures	2369.81	2370.08	2368.72	2368.99	2613.0
2016-11-16 02:55:00	ES	Futures	2369.26	2370.35	2368.72	2369.26	1656.0
2016-11-16 03:00:00	ES	Futures	2369.54	2370.62	2368.99	2370.08	4286.0
2016-11-16 03:05:00	ES	Futures	2370.08	2371.71	2369.54	2370.35	3888.0
2016-11-16 03:10:00	ES	Futures	2370.08	2371.44	2369.54	2370.9	2341.0
2016-11-16 03:15:00	ES	Futures	2370.9	2370.9	2367.63	2368.72	4048.0
2016-11-16 03:20:00	ES	Futures	2368.72	2369.54	2367.63	2368.18	2962.0
2016-11-16 03:25:00	ES	Futures	2368.18	2369.54	2368.18	2369.54	1119.0
2016-11-16 03:30:00	ES	Futures	2369.26	2369.81	2368.72	2369.54	1022.0
2016-11-16 03:35:00	ES	Futures	2369.54	2369.81	2368.99	2369.81	546.0
2016-11-16 03:40:00	ES	Futures	2369.81	2370.9	2369.54	2370.08	1611.0
2016-11-16 03:45:00	ES	Futures	2369.81	2370.08	2368.99	2368.99	1278.0
2016-11-16 03:50:00	ES	Futures	2368.72	2370.35	2368.45	2370.35	1406.0
2016-11-16 03:55:00	ES	Futures	2370.35	2370.35	2368.99	2368.99	2061.0
2016-11-16 04:00:00	ES	Futures	2368.99	2369.54	2368.45	2369.26	1016.0
2016-11-16 04:05:00	ES	Futures	2368.99	2369.54	2368.99	2369.26	1111.0

> showing 50 of 15,695 rows — these rows as CSV

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