PREVIEW / futures_5min / 2016-11-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-23.parquet
  size:    258 KB
  rows:    14,714

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
2016-11-23 00:00:00	ES	Futures	2394.84	2395.66	2394.84	2395.66	448.0
2016-11-23 00:05:00	ES	Futures	2395.66	2395.93	2395.66	2395.93	186.0
2016-11-23 00:10:00	ES	Futures	2395.93	2396.2	2395.66	2396.2	213.0
2016-11-23 00:15:00	ES	Futures	2396.2	2396.47	2395.93	2396.2	271.0
2016-11-23 00:20:00	ES	Futures	2396.2	2396.2	2395.93	2395.93	166.0
2016-11-23 00:25:00	ES	Futures	2395.93	2396.2	2395.11	2395.38	519.0
2016-11-23 00:30:00	ES	Futures	2395.66	2395.93	2395.66	2395.93	72.0
2016-11-23 00:35:00	ES	Futures	2395.93	2396.2	2395.93	2395.93	77.0
2016-11-23 00:40:00	ES	Futures	2396.2	2396.47	2395.93	2395.93	50.0
2016-11-23 00:45:00	ES	Futures	2396.2	2396.2	2395.93	2395.93	66.0
2016-11-23 00:50:00	ES	Futures	2395.93	2396.2	2395.66	2395.66	113.0
2016-11-23 00:55:00	ES	Futures	2395.66	2395.93	2395.66	2395.93	65.0
2016-11-23 01:00:00	ES	Futures	2395.66	2395.93	2395.38	2395.66	262.0
2016-11-23 01:05:00	ES	Futures	2395.38	2395.66	2395.11	2395.38	199.0
2016-11-23 01:10:00	ES	Futures	2395.66	2396.2	2395.66	2395.93	123.0
2016-11-23 01:15:00	ES	Futures	2396.2	2396.2	2395.66	2395.93	129.0
2016-11-23 01:20:00	ES	Futures	2395.66	2395.66	2395.38	2395.38	70.0
2016-11-23 01:25:00	ES	Futures	2395.66	2395.66	2395.38	2395.66	93.0
2016-11-23 01:30:00	ES	Futures	2395.66	2395.93	2395.38	2395.66	74.0
2016-11-23 01:35:00	ES	Futures	2395.66	2395.66	2395.11	2395.66	331.0
2016-11-23 01:40:00	ES	Futures	2395.66	2395.93	2395.38	2395.93	235.0
2016-11-23 01:45:00	ES	Futures	2395.93	2396.2	2395.66	2395.93	113.0
2016-11-23 01:50:00	ES	Futures	2395.93	2395.93	2395.66	2395.66	72.0
2016-11-23 01:55:00	ES	Futures	2395.66	2395.93	2395.66	2395.66	51.0
2016-11-23 02:00:00	ES	Futures	2395.93	2395.93	2394.84	2395.38	894.0
2016-11-23 02:05:00	ES	Futures	2395.66	2395.66	2394.84	2394.84	415.0
2016-11-23 02:10:00	ES	Futures	2395.11	2395.38	2394.84	2395.11	244.0
2016-11-23 02:15:00	ES	Futures	2395.11	2395.38	2394.57	2394.57	576.0
2016-11-23 02:20:00	ES	Futures	2394.57	2395.38	2394.57	2395.11	425.0
2016-11-23 02:25:00	ES	Futures	2395.11	2395.38	2395.11	2395.11	300.0
2016-11-23 02:30:00	ES	Futures	2395.38	2395.38	2394.84	2395.38	228.0
2016-11-23 02:35:00	ES	Futures	2395.38	2395.93	2395.38	2395.66	180.0
2016-11-23 02:40:00	ES	Futures	2395.66	2395.93	2395.38	2395.66	195.0
2016-11-23 02:45:00	ES	Futures	2395.66	2395.93	2395.66	2395.66	272.0
2016-11-23 02:50:00	ES	Futures	2395.66	2395.93	2395.38	2395.66	202.0
2016-11-23 02:55:00	ES	Futures	2395.93	2395.93	2395.38	2395.66	255.0
2016-11-23 03:00:00	ES	Futures	2395.38	2395.93	2394.57	2395.11	1843.0
2016-11-23 03:05:00	ES	Futures	2394.84	2395.66	2394.57	2395.11	2051.0
2016-11-23 03:10:00	ES	Futures	2394.84	2395.66	2394.84	2395.38	716.0
2016-11-23 03:15:00	ES	Futures	2395.38	2395.66	2394.57	2395.66	943.0
2016-11-23 03:20:00	ES	Futures	2395.93	2397.02	2395.66	2397.02	1863.0
2016-11-23 03:25:00	ES	Futures	2397.02	2397.29	2396.47	2396.74	1056.0
2016-11-23 03:30:00	ES	Futures	2396.74	2397.02	2396.47	2396.47	1359.0
2016-11-23 03:35:00	ES	Futures	2396.2	2397.02	2395.93	2396.47	1417.0
2016-11-23 03:40:00	ES	Futures	2396.2	2396.74	2395.66	2396.47	2199.0
2016-11-23 03:45:00	ES	Futures	2396.47	2396.74	2395.93	2396.2	621.0
2016-11-23 03:50:00	ES	Futures	2396.2	2396.74	2395.93	2396.2	609.0
2016-11-23 03:55:00	ES	Futures	2396.2	2396.47	2395.93	2396.2	532.0
2016-11-23 04:00:00	ES	Futures	2396.2	2396.47	2395.93	2395.93	914.0
2016-11-23 04:05:00	ES	Futures	2396.2	2396.74	2396.2	2396.74	996.0

> showing 50 of 14,714 rows — these rows as CSV

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