PREVIEW / futures_5min / 2016-11-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-20.parquet
  size:    54 KB
  rows:    2,744

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
2016-11-20 18:00:00	ES	Futures	2371.98	2374.16	2371.71	2373.07	2555.0
2016-11-20 18:05:00	ES	Futures	2372.8	2373.62	2372.8	2373.07	610.0
2016-11-20 18:10:00	ES	Futures	2373.35	2373.62	2373.07	2373.62	232.0
2016-11-20 18:15:00	ES	Futures	2373.62	2373.62	2373.35	2373.35	92.0
2016-11-20 18:20:00	ES	Futures	2373.62	2373.62	2373.35	2373.62	105.0
2016-11-20 18:25:00	ES	Futures	2373.62	2373.62	2373.07	2373.62	410.0
2016-11-20 18:30:00	ES	Futures	2373.62	2373.89	2373.35	2373.62	290.0
2016-11-20 18:35:00	ES	Futures	2373.35	2374.16	2373.35	2373.89	416.0
2016-11-20 18:40:00	ES	Futures	2373.89	2373.89	2373.62	2373.89	252.0
2016-11-20 18:45:00	ES	Futures	2373.89	2373.89	2373.89	2373.89	143.0
2016-11-20 18:50:00	ES	Futures	2373.89	2373.89	2373.62	2373.62	60.0
2016-11-20 18:55:00	ES	Futures	2373.62	2373.89	2373.35	2373.35	234.0
2016-11-20 19:00:00	ES	Futures	2373.62	2373.62	2372.8	2373.07	724.0
2016-11-20 19:05:00	ES	Futures	2372.8	2373.35	2372.53	2372.8	407.0
2016-11-20 19:10:00	ES	Futures	2372.53	2372.8	2370.9	2371.71	1332.0
2016-11-20 19:15:00	ES	Futures	2371.98	2372.8	2371.71	2372.53	493.0
2016-11-20 19:20:00	ES	Futures	2372.53	2372.8	2372.26	2372.8	250.0
2016-11-20 19:25:00	ES	Futures	2372.8	2373.07	2372.8	2372.8	435.0
2016-11-20 19:30:00	ES	Futures	2373.07	2373.35	2372.8	2373.07	354.0
2016-11-20 19:35:00	ES	Futures	2373.35	2374.43	2372.8	2373.07	915.0
2016-11-20 19:40:00	ES	Futures	2373.35	2373.35	2372.8	2373.07	263.0
2016-11-20 19:45:00	ES	Futures	2373.35	2373.62	2373.07	2373.62	201.0
2016-11-20 19:50:00	ES	Futures	2373.62	2374.98	2373.35	2374.71	685.0
2016-11-20 19:55:00	ES	Futures	2374.71	2375.25	2374.43	2374.71	734.0
2016-11-20 20:00:00	ES	Futures	2374.98	2375.25	2374.16	2374.16	404.0
2016-11-20 20:05:00	ES	Futures	2374.43	2374.71	2374.16	2374.16	231.0
2016-11-20 20:10:00	ES	Futures	2374.43	2374.43	2373.89	2374.16	215.0
2016-11-20 20:15:00	ES	Futures	2374.16	2375.25	2374.16	2374.16	735.0
2016-11-20 20:20:00	ES	Futures	2374.43	2374.43	2373.07	2373.62	677.0
2016-11-20 20:25:00	ES	Futures	2373.62	2373.89	2373.07	2373.35	439.0
2016-11-20 20:30:00	ES	Futures	2373.62	2374.16	2373.35	2373.62	305.0
2016-11-20 20:35:00	ES	Futures	2373.62	2374.16	2373.07	2373.89	469.0
2016-11-20 20:40:00	ES	Futures	2374.16	2374.43	2373.62	2373.89	542.0
2016-11-20 20:45:00	ES	Futures	2373.89	2374.98	2373.89	2374.43	564.0
2016-11-20 20:50:00	ES	Futures	2374.43	2374.71	2373.89	2374.16	377.0
2016-11-20 20:55:00	ES	Futures	2374.43	2374.98	2374.43	2374.98	320.0
2016-11-20 21:00:00	ES	Futures	2374.98	2375.25	2374.98	2375.25	377.0
2016-11-20 21:05:00	ES	Futures	2375.25	2375.52	2374.98	2375.52	437.0
2016-11-20 21:10:00	ES	Futures	2375.52	2375.79	2374.98	2374.98	477.0
2016-11-20 21:15:00	ES	Futures	2374.98	2375.52	2374.71	2375.25	250.0
2016-11-20 21:20:00	ES	Futures	2375.52	2375.79	2375.25	2375.52	329.0
2016-11-20 21:25:00	ES	Futures	2375.52	2375.79	2375.25	2375.52	295.0
2016-11-20 21:30:00	ES	Futures	2375.52	2375.52	2374.98	2374.98	350.0
2016-11-20 21:35:00	ES	Futures	2375.25	2376.61	2374.71	2376.61	1276.0
2016-11-20 21:40:00	ES	Futures	2376.61	2377.43	2376.34	2376.88	1270.0
2016-11-20 21:45:00	ES	Futures	2376.88	2377.15	2376.34	2376.34	241.0
2016-11-20 21:50:00	ES	Futures	2376.34	2376.61	2376.34	2376.61	97.0
2016-11-20 21:55:00	ES	Futures	2376.34	2376.88	2376.34	2376.34	281.0
2016-11-20 22:00:00	ES	Futures	2376.61	2376.88	2376.61	2376.88	105.0
2016-11-20 22:05:00	ES	Futures	2376.88	2377.43	2376.88	2377.15	743.0

> showing 50 of 2,744 rows — these rows as CSV

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