PREVIEW / futures_5min / 2016-11-25

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-25.parquet
  size:    165 KB
  rows:    9,948

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
2016-11-25 00:00:00	ES	Futures	2397.83	2398.38	2397.83	2398.1	279.0
2016-11-25 00:05:00	ES	Futures	2398.38	2398.38	2398.1	2398.38	188.0
2016-11-25 00:10:00	ES	Futures	2398.38	2398.65	2398.1	2398.38	192.0
2016-11-25 00:15:00	ES	Futures	2398.65	2398.92	2398.38	2398.92	115.0
2016-11-25 00:20:00	ES	Futures	2398.65	2398.92	2398.1	2398.38	196.0
2016-11-25 00:25:00	ES	Futures	2398.38	2398.65	2397.56	2397.83	593.0
2016-11-25 00:30:00	ES	Futures	2397.83	2397.83	2397.29	2397.56	280.0
2016-11-25 00:35:00	ES	Futures	2397.56	2397.56	2397.29	2397.29	409.0
2016-11-25 00:40:00	ES	Futures	2397.29	2397.56	2397.29	2397.56	315.0
2016-11-25 00:45:00	ES	Futures	2397.56	2397.83	2397.56	2397.83	79.0
2016-11-25 00:50:00	ES	Futures	2397.83	2398.38	2397.56	2398.1	272.0
2016-11-25 00:55:00	ES	Futures	2398.1	2398.65	2398.1	2398.38	229.0
2016-11-25 01:00:00	ES	Futures	2398.38	2399.19	2398.38	2398.92	340.0
2016-11-25 01:05:00	ES	Futures	2398.92	2398.92	2398.38	2398.65	351.0
2016-11-25 01:10:00	ES	Futures	2398.65	2399.46	2398.65	2399.19	321.0
2016-11-25 01:15:00	ES	Futures	2398.92	2398.92	2398.38	2398.65	478.0
2016-11-25 01:20:00	ES	Futures	2398.38	2398.38	2397.83	2398.1	385.0
2016-11-25 01:25:00	ES	Futures	2398.1	2398.38	2398.1	2398.38	55.0
2016-11-25 01:30:00	ES	Futures	2398.38	2398.38	2397.56	2397.56	382.0
2016-11-25 01:35:00	ES	Futures	2398.1	2398.38	2397.83	2398.1	426.0
2016-11-25 01:40:00	ES	Futures	2397.83	2398.38	2397.56	2398.1	595.0
2016-11-25 01:45:00	ES	Futures	2397.83	2398.38	2397.83	2398.38	132.0
2016-11-25 01:50:00	ES	Futures	2398.38	2398.92	2398.38	2398.65	129.0
2016-11-25 01:55:00	ES	Futures	2398.65	2398.92	2398.38	2398.92	209.0
2016-11-25 02:00:00	ES	Futures	2399.19	2399.46	2399.19	2399.46	367.0
2016-11-25 02:05:00	ES	Futures	2399.19	2400.01	2399.19	2399.74	381.0
2016-11-25 02:10:00	ES	Futures	2399.74	2399.74	2399.19	2399.46	491.0
2016-11-25 02:15:00	ES	Futures	2399.74	2399.74	2398.92	2399.19	459.0
2016-11-25 02:20:00	ES	Futures	2399.19	2399.19	2398.65	2398.65	373.0
2016-11-25 02:25:00	ES	Futures	2398.92	2398.92	2398.38	2398.38	312.0
2016-11-25 02:30:00	ES	Futures	2398.38	2398.38	2397.83	2398.1	613.0
2016-11-25 02:35:00	ES	Futures	2398.1	2398.65	2398.1	2398.38	221.0
2016-11-25 02:40:00	ES	Futures	2398.38	2398.38	2397.83	2398.1	326.0
2016-11-25 02:45:00	ES	Futures	2398.38	2398.38	2397.56	2397.83	284.0
2016-11-25 02:50:00	ES	Futures	2397.56	2398.38	2397.56	2398.38	402.0
2016-11-25 02:55:00	ES	Futures	2398.38	2398.92	2398.38	2398.92	294.0
2016-11-25 03:00:00	ES	Futures	2398.92	2400.01	2398.65	2399.46	1967.0
2016-11-25 03:05:00	ES	Futures	2399.46	2400.55	2399.19	2400.01	1503.0
2016-11-25 03:10:00	ES	Futures	2400.01	2400.28	2399.74	2400.28	733.0
2016-11-25 03:15:00	ES	Futures	2400.28	2400.55	2398.65	2398.92	1292.0
2016-11-25 03:20:00	ES	Futures	2398.65	2399.19	2398.1	2398.65	1083.0
2016-11-25 03:25:00	ES	Futures	2398.38	2398.92	2397.56	2398.65	1755.0
2016-11-25 03:30:00	ES	Futures	2398.65	2399.46	2398.38	2398.92	793.0
2016-11-25 03:35:00	ES	Futures	2399.19	2399.19	2398.1	2398.38	757.0
2016-11-25 03:40:00	ES	Futures	2398.38	2398.65	2397.83	2398.1	496.0
2016-11-25 03:45:00	ES	Futures	2398.1	2398.65	2398.1	2398.38	303.0
2016-11-25 03:50:00	ES	Futures	2398.38	2398.65	2397.83	2398.1	401.0
2016-11-25 03:55:00	ES	Futures	2398.1	2398.1	2397.29	2397.56	1107.0
2016-11-25 04:00:00	ES	Futures	2397.83	2397.83	2397.02	2397.29	827.0
2016-11-25 04:05:00	ES	Futures	2397.29	2398.1	2397.29	2397.83	456.0

> showing 50 of 9,948 rows — these rows as CSV

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