PREVIEW / futures_5min / 2016-11-24

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-24.parquet
  size:    160 KB
  rows:    10,625

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
2016-11-24 00:00:00	ES	Futures	2394.02	2394.02	2393.75	2393.75	157.0
2016-11-24 00:05:00	ES	Futures	2393.75	2393.75	2393.48	2393.75	121.0
2016-11-24 00:10:00	ES	Futures	2393.75	2394.3	2393.75	2394.3	117.0
2016-11-24 00:15:00	ES	Futures	2394.3	2394.57	2394.02	2394.3	131.0
2016-11-24 00:20:00	ES	Futures	2394.3	2394.3	2394.02	2394.02	139.0
2016-11-24 00:25:00	ES	Futures	2394.02	2394.02	2394.02	2394.02	25.0
2016-11-24 00:30:00	ES	Futures	2394.02	2394.02	2394.02	2394.02	30.0
2016-11-24 00:35:00	ES	Futures	2394.02	2394.02	2393.75	2394.02	178.0
2016-11-24 00:40:00	ES	Futures	2394.02	2394.3	2394.02	2394.3	169.0
2016-11-24 00:45:00	ES	Futures	2394.3	2394.3	2394.02	2394.02	150.0
2016-11-24 00:50:00	ES	Futures	2394.02	2394.02	2393.48	2393.48	63.0
2016-11-24 00:55:00	ES	Futures	2393.48	2393.75	2393.48	2393.75	96.0
2016-11-24 01:00:00	ES	Futures	2393.75	2393.75	2393.48	2393.48	16.0
2016-11-24 01:05:00	ES	Futures	2393.75	2394.3	2393.48	2393.48	242.0
2016-11-24 01:10:00	ES	Futures	2393.75	2393.75	2393.48	2393.75	27.0
2016-11-24 01:15:00	ES	Futures	2393.75	2393.75	2393.48	2393.48	48.0
2016-11-24 01:20:00	ES	Futures	2393.48	2393.48	2393.21	2393.21	122.0
2016-11-24 01:25:00	ES	Futures	2393.48	2393.48	2393.21	2393.21	15.0
2016-11-24 01:30:00	ES	Futures	2393.48	2394.02	2393.48	2394.02	148.0
2016-11-24 01:35:00	ES	Futures	2394.02	2394.02	2393.75	2393.75	43.0
2016-11-24 01:40:00	ES	Futures	2394.02	2394.02	2394.02	2394.02	48.0
2016-11-24 01:45:00	ES	Futures	2393.75	2394.02	2393.75	2393.75	19.0
2016-11-24 01:50:00	ES	Futures	2393.75	2394.02	2393.75	2394.02	101.0
2016-11-24 01:55:00	ES	Futures	2394.02	2394.57	2394.02	2394.57	359.0
2016-11-24 02:00:00	ES	Futures	2394.84	2394.84	2394.3	2394.57	404.0
2016-11-24 02:05:00	ES	Futures	2394.3	2394.84	2394.3	2394.84	315.0
2016-11-24 02:10:00	ES	Futures	2394.84	2394.84	2394.3	2394.57	132.0
2016-11-24 02:15:00	ES	Futures	2394.57	2394.84	2394.3	2394.84	115.0
2016-11-24 02:20:00	ES	Futures	2394.84	2394.84	2394.57	2394.84	171.0
2016-11-24 02:25:00	ES	Futures	2394.84	2395.38	2394.57	2395.38	261.0
2016-11-24 02:30:00	ES	Futures	2395.11	2395.66	2395.11	2395.66	502.0
2016-11-24 02:35:00	ES	Futures	2395.66	2395.93	2395.38	2395.66	384.0
2016-11-24 02:40:00	ES	Futures	2395.93	2395.93	2395.38	2395.66	445.0
2016-11-24 02:45:00	ES	Futures	2395.38	2395.93	2395.11	2395.66	439.0
2016-11-24 02:50:00	ES	Futures	2395.93	2396.2	2395.38	2395.66	555.0
2016-11-24 02:55:00	ES	Futures	2395.38	2395.66	2395.11	2395.11	899.0
2016-11-24 03:00:00	ES	Futures	2395.38	2396.2	2394.57	2396.2	1823.0
2016-11-24 03:05:00	ES	Futures	2396.2	2396.74	2395.11	2395.38	2158.0
2016-11-24 03:10:00	ES	Futures	2395.38	2395.38	2394.3	2395.11	1240.0
2016-11-24 03:15:00	ES	Futures	2394.84	2395.66	2394.57	2395.38	663.0
2016-11-24 03:20:00	ES	Futures	2395.38	2395.93	2395.11	2395.38	870.0
2016-11-24 03:25:00	ES	Futures	2395.11	2395.38	2394.57	2395.11	647.0
2016-11-24 03:30:00	ES	Futures	2395.11	2395.38	2393.21	2393.75	2025.0
2016-11-24 03:35:00	ES	Futures	2394.02	2394.3	2393.21	2393.48	2225.0
2016-11-24 03:40:00	ES	Futures	2393.75	2394.84	2393.48	2394.84	928.0
2016-11-24 03:45:00	ES	Futures	2394.84	2395.38	2394.57	2395.38	805.0
2016-11-24 03:50:00	ES	Futures	2395.38	2395.93	2394.84	2394.84	564.0
2016-11-24 03:55:00	ES	Futures	2395.11	2395.11	2394.57	2394.57	373.0
2016-11-24 04:00:00	ES	Futures	2394.57	2394.84	2394.3	2394.84	541.0
2016-11-24 04:05:00	ES	Futures	2394.57	2395.11	2394.3	2394.84	408.0

> showing 50 of 10,625 rows — these rows as CSV

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