PREVIEW / futures_5min / 2016-11-17

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-17.parquet
  size:    276 KB
  rows:    15,686

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
2016-11-17 00:00:00	ES	Futures	2366.82	2366.82	2366.27	2366.54	133.0
2016-11-17 00:05:00	ES	Futures	2366.54	2367.9	2366.54	2367.9	478.0
2016-11-17 00:10:00	ES	Futures	2367.63	2368.18	2367.36	2367.63	562.0
2016-11-17 00:15:00	ES	Futures	2367.63	2367.63	2367.09	2367.36	224.0
2016-11-17 00:20:00	ES	Futures	2367.36	2367.9	2367.36	2367.36	511.0
2016-11-17 00:25:00	ES	Futures	2367.36	2367.36	2366.54	2366.82	210.0
2016-11-17 00:30:00	ES	Futures	2366.82	2367.63	2366.82	2367.09	501.0
2016-11-17 00:35:00	ES	Futures	2367.09	2367.36	2366.82	2367.36	103.0
2016-11-17 00:40:00	ES	Futures	2367.36	2367.36	2367.09	2367.36	89.0
2016-11-17 00:45:00	ES	Futures	2367.36	2367.63	2367.09	2367.36	73.0
2016-11-17 00:50:00	ES	Futures	2367.09	2367.36	2367.09	2367.36	64.0
2016-11-17 00:55:00	ES	Futures	2367.36	2367.63	2367.09	2367.63	95.0
2016-11-17 01:00:00	ES	Futures	2367.63	2367.9	2367.36	2367.9	215.0
2016-11-17 01:05:00	ES	Futures	2367.63	2367.9	2367.36	2367.36	127.0
2016-11-17 01:10:00	ES	Futures	2367.63	2368.45	2367.63	2367.9	433.0
2016-11-17 01:15:00	ES	Futures	2368.18	2368.99	2368.18	2368.72	450.0
2016-11-17 01:20:00	ES	Futures	2368.45	2369.26	2368.45	2368.72	666.0
2016-11-17 01:25:00	ES	Futures	2368.72	2369.26	2368.72	2368.99	542.0
2016-11-17 01:30:00	ES	Futures	2368.99	2368.99	2368.18	2368.45	221.0
2016-11-17 01:35:00	ES	Futures	2368.45	2368.72	2368.18	2368.45	132.0
2016-11-17 01:40:00	ES	Futures	2368.45	2368.45	2368.18	2368.18	133.0
2016-11-17 01:45:00	ES	Futures	2368.18	2368.18	2367.63	2367.63	309.0
2016-11-17 01:50:00	ES	Futures	2367.63	2367.9	2366.82	2366.82	372.0
2016-11-17 01:55:00	ES	Futures	2367.09	2367.63	2366.82	2367.09	317.0
2016-11-17 02:00:00	ES	Futures	2367.36	2367.9	2366.82	2367.09	640.0
2016-11-17 02:05:00	ES	Futures	2367.09	2367.63	2366.82	2367.09	437.0
2016-11-17 02:10:00	ES	Futures	2367.09	2367.36	2366.82	2367.09	286.0
2016-11-17 02:15:00	ES	Futures	2366.82	2367.09	2366.27	2366.27	478.0
2016-11-17 02:20:00	ES	Futures	2366.27	2366.82	2366.0	2366.82	607.0
2016-11-17 02:25:00	ES	Futures	2366.82	2367.09	2366.0	2366.54	406.0
2016-11-17 02:30:00	ES	Futures	2366.54	2366.82	2366.0	2366.0	542.0
2016-11-17 02:35:00	ES	Futures	2365.73	2366.0	2364.64	2366.0	1376.0
2016-11-17 02:40:00	ES	Futures	2366.0	2366.27	2365.73	2365.73	106.0
2016-11-17 02:45:00	ES	Futures	2366.0	2366.0	2364.64	2364.64	766.0
2016-11-17 02:50:00	ES	Futures	2364.91	2365.18	2364.37	2364.91	939.0
2016-11-17 02:55:00	ES	Futures	2364.91	2364.91	2364.09	2364.09	908.0
2016-11-17 03:00:00	ES	Futures	2364.09	2365.18	2363.82	2364.91	2788.0
2016-11-17 03:05:00	ES	Futures	2364.91	2365.45	2363.82	2364.09	1951.0
2016-11-17 03:10:00	ES	Futures	2364.09	2365.18	2363.82	2364.64	1858.0
2016-11-17 03:15:00	ES	Futures	2364.91	2365.18	2364.09	2364.91	1841.0
2016-11-17 03:20:00	ES	Futures	2364.91	2365.73	2364.64	2365.73	1537.0
2016-11-17 03:25:00	ES	Futures	2365.73	2366.0	2364.09	2364.37	1865.0
2016-11-17 03:30:00	ES	Futures	2364.64	2366.0	2364.37	2365.73	1569.0
2016-11-17 03:35:00	ES	Futures	2366.0	2367.09	2365.73	2367.09	1575.0
2016-11-17 03:40:00	ES	Futures	2367.09	2367.63	2366.27	2367.36	2758.0
2016-11-17 03:45:00	ES	Futures	2367.63	2368.18	2367.09	2367.36	1641.0
2016-11-17 03:50:00	ES	Futures	2367.36	2367.63	2366.27	2366.54	1149.0
2016-11-17 03:55:00	ES	Futures	2366.82	2367.9	2366.27	2367.9	1147.0
2016-11-17 04:00:00	ES	Futures	2367.63	2367.9	2366.82	2367.09	1134.0
2016-11-17 04:05:00	ES	Futures	2367.09	2367.36	2365.45	2367.09	2105.0

> showing 50 of 15,686 rows — these rows as CSV

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