PREVIEW / futures_5min / 2016-11-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-21.parquet
  size:    254 KB
  rows:    15,414

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
2016-11-21 00:00:00	ES	Futures	2377.43	2377.7	2377.15	2377.15	108.0
2016-11-21 00:05:00	ES	Futures	2377.15	2377.43	2377.15	2377.15	94.0
2016-11-21 00:10:00	ES	Futures	2377.15	2377.15	2376.34	2376.88	454.0
2016-11-21 00:15:00	ES	Futures	2376.88	2377.7	2376.88	2377.15	341.0
2016-11-21 00:20:00	ES	Futures	2377.43	2377.7	2377.15	2377.7	102.0
2016-11-21 00:25:00	ES	Futures	2377.43	2377.7	2377.15	2377.7	428.0
2016-11-21 00:30:00	ES	Futures	2377.7	2377.97	2377.43	2377.7	252.0
2016-11-21 00:35:00	ES	Futures	2377.43	2377.7	2377.15	2377.43	148.0
2016-11-21 00:40:00	ES	Futures	2377.15	2377.43	2377.15	2377.15	104.0
2016-11-21 00:45:00	ES	Futures	2377.15	2377.43	2377.15	2377.43	134.0
2016-11-21 00:50:00	ES	Futures	2377.43	2377.7	2377.15	2377.15	179.0
2016-11-21 00:55:00	ES	Futures	2377.43	2377.43	2377.15	2377.15	169.0
2016-11-21 01:00:00	ES	Futures	2377.15	2377.43	2377.15	2377.15	177.0
2016-11-21 01:05:00	ES	Futures	2377.15	2377.15	2376.61	2376.61	135.0
2016-11-21 01:10:00	ES	Futures	2376.88	2376.88	2376.34	2376.34	273.0
2016-11-21 01:15:00	ES	Futures	2376.34	2376.61	2376.34	2376.61	160.0
2016-11-21 01:20:00	ES	Futures	2376.61	2376.88	2376.34	2376.61	84.0
2016-11-21 01:25:00	ES	Futures	2376.61	2376.88	2376.61	2376.88	19.0
2016-11-21 01:30:00	ES	Futures	2376.88	2377.15	2376.61	2376.61	172.0
2016-11-21 01:35:00	ES	Futures	2376.61	2376.88	2376.61	2376.61	24.0
2016-11-21 01:40:00	ES	Futures	2376.88	2376.88	2376.34	2376.61	85.0
2016-11-21 01:45:00	ES	Futures	2376.34	2376.61	2376.34	2376.61	17.0
2016-11-21 01:50:00	ES	Futures	2376.61	2376.61	2376.34	2376.61	41.0
2016-11-21 01:55:00	ES	Futures	2376.61	2377.15	2376.61	2376.88	160.0
2016-11-21 02:00:00	ES	Futures	2377.15	2377.7	2376.61	2377.15	772.0
2016-11-21 02:05:00	ES	Futures	2377.43	2377.43	2376.88	2376.88	348.0
2016-11-21 02:10:00	ES	Futures	2376.88	2376.88	2375.79	2376.34	536.0
2016-11-21 02:15:00	ES	Futures	2376.61	2377.15	2376.61	2376.61	304.0
2016-11-21 02:20:00	ES	Futures	2376.88	2377.7	2376.88	2377.15	460.0
2016-11-21 02:25:00	ES	Futures	2377.43	2377.43	2376.88	2377.15	277.0
2016-11-21 02:30:00	ES	Futures	2377.15	2378.24	2377.15	2377.97	795.0
2016-11-21 02:35:00	ES	Futures	2377.97	2378.79	2377.43	2377.43	832.0
2016-11-21 02:40:00	ES	Futures	2377.7	2377.97	2377.43	2377.7	296.0
2016-11-21 02:45:00	ES	Futures	2377.7	2377.97	2377.43	2377.7	337.0
2016-11-21 02:50:00	ES	Futures	2377.7	2377.97	2377.43	2377.7	546.0
2016-11-21 02:55:00	ES	Futures	2377.97	2378.24	2377.43	2377.43	577.0
2016-11-21 03:00:00	ES	Futures	2377.43	2377.97	2377.15	2377.7	1245.0
2016-11-21 03:05:00	ES	Futures	2377.97	2378.24	2376.07	2376.34	1521.0
2016-11-21 03:10:00	ES	Futures	2376.61	2376.88	2375.52	2376.34	2332.0
2016-11-21 03:15:00	ES	Futures	2376.34	2377.15	2375.79	2376.61	1686.0
2016-11-21 03:20:00	ES	Futures	2376.61	2377.15	2376.34	2376.61	991.0
2016-11-21 03:25:00	ES	Futures	2376.88	2377.97	2376.61	2377.7	616.0
2016-11-21 03:30:00	ES	Futures	2377.97	2377.97	2376.88	2376.88	1427.0
2016-11-21 03:35:00	ES	Futures	2377.15	2377.15	2376.07	2376.88	981.0
2016-11-21 03:40:00	ES	Futures	2376.88	2377.15	2375.52	2376.07	909.0
2016-11-21 03:45:00	ES	Futures	2376.07	2377.15	2376.07	2376.88	471.0
2016-11-21 03:50:00	ES	Futures	2376.61	2377.15	2376.61	2376.88	456.0
2016-11-21 03:55:00	ES	Futures	2376.88	2377.15	2376.34	2376.61	390.0
2016-11-21 04:00:00	ES	Futures	2376.34	2376.88	2376.07	2376.61	748.0
2016-11-21 04:05:00	ES	Futures	2376.34	2376.34	2373.89	2373.89	3198.0

> showing 50 of 15,414 rows — these rows as CSV

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