PREVIEW / futures_5min / 2016-11-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-18.parquet
  size:    226 KB
  rows:    12,953

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
2016-11-18 00:00:00	ES	Futures	2374.16	2374.43	2373.89	2374.43	141.0
2016-11-18 00:05:00	ES	Futures	2374.16	2374.71	2374.16	2374.43	63.0
2016-11-18 00:10:00	ES	Futures	2374.71	2374.71	2374.16	2374.43	280.0
2016-11-18 00:15:00	ES	Futures	2374.43	2374.98	2374.43	2374.98	162.0
2016-11-18 00:20:00	ES	Futures	2374.71	2375.25	2374.71	2374.98	150.0
2016-11-18 00:25:00	ES	Futures	2374.71	2375.25	2374.71	2375.25	207.0
2016-11-18 00:30:00	ES	Futures	2374.98	2375.52	2374.98	2375.25	301.0
2016-11-18 00:35:00	ES	Futures	2374.98	2375.25	2374.71	2374.71	163.0
2016-11-18 00:40:00	ES	Futures	2374.98	2375.25	2374.71	2375.25	242.0
2016-11-18 00:45:00	ES	Futures	2374.98	2375.25	2374.98	2375.25	75.0
2016-11-18 00:50:00	ES	Futures	2375.25	2375.52	2375.25	2375.52	157.0
2016-11-18 00:55:00	ES	Futures	2375.52	2375.52	2374.98	2374.98	276.0
2016-11-18 01:00:00	ES	Futures	2374.98	2374.98	2374.43	2374.43	259.0
2016-11-18 01:05:00	ES	Futures	2374.43	2374.71	2374.16	2374.43	283.0
2016-11-18 01:10:00	ES	Futures	2374.71	2374.71	2374.43	2374.43	65.0
2016-11-18 01:15:00	ES	Futures	2374.43	2374.71	2374.43	2374.71	90.0
2016-11-18 01:20:00	ES	Futures	2374.71	2375.25	2374.71	2374.98	130.0
2016-11-18 01:25:00	ES	Futures	2375.25	2375.52	2374.98	2375.25	115.0
2016-11-18 01:30:00	ES	Futures	2375.25	2375.52	2374.98	2375.25	144.0
2016-11-18 01:35:00	ES	Futures	2374.98	2375.52	2374.98	2375.52	87.0
2016-11-18 01:40:00	ES	Futures	2375.52	2375.79	2375.25	2375.79	327.0
2016-11-18 01:45:00	ES	Futures	2375.79	2375.79	2375.52	2375.52	29.0
2016-11-18 01:50:00	ES	Futures	2375.52	2376.07	2375.52	2376.07	137.0
2016-11-18 01:55:00	ES	Futures	2375.79	2376.07	2375.52	2375.52	202.0
2016-11-18 02:00:00	ES	Futures	2375.79	2376.07	2374.98	2375.25	888.0
2016-11-18 02:05:00	ES	Futures	2375.25	2376.07	2374.98	2375.79	744.0
2016-11-18 02:10:00	ES	Futures	2375.79	2376.88	2375.79	2376.34	742.0
2016-11-18 02:15:00	ES	Futures	2376.61	2376.61	2376.07	2376.34	304.0
2016-11-18 02:20:00	ES	Futures	2376.34	2376.88	2376.34	2376.88	320.0
2016-11-18 02:25:00	ES	Futures	2376.61	2377.15	2376.34	2376.61	449.0
2016-11-18 02:30:00	ES	Futures	2376.34	2376.88	2376.34	2376.34	820.0
2016-11-18 02:35:00	ES	Futures	2376.34	2376.34	2376.07	2376.34	523.0
2016-11-18 02:40:00	ES	Futures	2376.34	2376.61	2376.07	2376.34	345.0
2016-11-18 02:45:00	ES	Futures	2376.07	2376.88	2376.07	2376.61	421.0
2016-11-18 02:50:00	ES	Futures	2376.61	2377.15	2376.34	2376.61	218.0
2016-11-18 02:55:00	ES	Futures	2376.34	2376.88	2376.07	2376.34	483.0
2016-11-18 03:00:00	ES	Futures	2376.34	2377.15	2374.71	2374.98	3514.0
2016-11-18 03:05:00	ES	Futures	2374.98	2374.98	2373.35	2374.16	2529.0
2016-11-18 03:10:00	ES	Futures	2374.16	2374.71	2373.07	2373.62	2223.0
2016-11-18 03:15:00	ES	Futures	2373.62	2375.79	2373.35	2375.25	2256.0
2016-11-18 03:20:00	ES	Futures	2375.25	2375.52	2373.07	2373.62	2133.0
2016-11-18 03:25:00	ES	Futures	2373.62	2374.43	2373.35	2374.16	1816.0
2016-11-18 03:30:00	ES	Futures	2373.89	2374.43	2373.89	2374.16	766.0
2016-11-18 03:35:00	ES	Futures	2374.16	2374.71	2373.89	2374.16	1148.0
2016-11-18 03:40:00	ES	Futures	2374.16	2374.43	2370.62	2371.44	6244.0
2016-11-18 03:45:00	ES	Futures	2371.44	2371.71	2370.62	2371.17	3350.0
2016-11-18 03:50:00	ES	Futures	2371.17	2372.26	2370.9	2372.26	2540.0
2016-11-18 03:55:00	ES	Futures	2371.98	2371.98	2370.9	2371.44	2060.0
2016-11-18 04:00:00	ES	Futures	2371.44	2371.44	2370.35	2370.9	2843.0
2016-11-18 04:05:00	ES	Futures	2370.62	2371.17	2369.81	2370.08	2329.0

> showing 50 of 12,953 rows — these rows as CSV

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