PREVIEW / futures_5min / 2016-11-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-27.parquet
  size:    63 KB
  rows:    2,835

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
2016-11-27 18:00:00	ES	Futures	2403.0	2403.55	2401.1	2401.37	6276.0
2016-11-27 18:05:00	ES	Futures	2401.37	2401.91	2401.37	2401.64	921.0
2016-11-27 18:10:00	ES	Futures	2401.91	2401.91	2401.37	2401.64	599.0
2016-11-27 18:15:00	ES	Futures	2401.64	2402.19	2401.37	2401.91	770.0
2016-11-27 18:20:00	ES	Futures	2401.91	2402.73	2401.64	2402.73	696.0
2016-11-27 18:25:00	ES	Futures	2402.73	2402.73	2402.19	2402.19	378.0
2016-11-27 18:30:00	ES	Futures	2402.46	2402.73	2402.19	2402.46	193.0
2016-11-27 18:35:00	ES	Futures	2402.73	2403.0	2402.73	2403.0	273.0
2016-11-27 18:40:00	ES	Futures	2402.73	2403.0	2402.46	2402.73	123.0
2016-11-27 18:45:00	ES	Futures	2403.0	2403.0	2401.64	2402.19	832.0
2016-11-27 18:50:00	ES	Futures	2402.19	2402.46	2402.19	2402.19	280.0
2016-11-27 18:55:00	ES	Futures	2402.46	2402.46	2401.91	2402.19	240.0
2016-11-27 19:00:00	ES	Futures	2402.19	2402.46	2401.91	2402.46	374.0
2016-11-27 19:05:00	ES	Futures	2402.46	2402.46	2402.19	2402.19	199.0
2016-11-27 19:10:00	ES	Futures	2402.19	2402.73	2402.19	2402.73	274.0
2016-11-27 19:15:00	ES	Futures	2402.46	2403.55	2402.46	2403.55	396.0
2016-11-27 19:20:00	ES	Futures	2403.55	2403.55	2401.91	2402.19	709.0
2016-11-27 19:25:00	ES	Futures	2402.46	2402.46	2401.64	2402.19	694.0
2016-11-27 19:30:00	ES	Futures	2402.19	2402.46	2401.64	2401.91	479.0
2016-11-27 19:35:00	ES	Futures	2401.91	2402.19	2401.37	2401.64	359.0
2016-11-27 19:40:00	ES	Futures	2401.91	2402.46	2401.37	2401.64	614.0
2016-11-27 19:45:00	ES	Futures	2401.64	2401.64	2401.1	2401.1	997.0
2016-11-27 19:50:00	ES	Futures	2401.37	2401.37	2400.28	2400.55	634.0
2016-11-27 19:55:00	ES	Futures	2400.28	2400.83	2399.74	2400.55	1078.0
2016-11-27 20:00:00	ES	Futures	2400.55	2400.83	2400.28	2400.28	551.0
2016-11-27 20:05:00	ES	Futures	2400.55	2400.83	2400.55	2400.83	182.0
2016-11-27 20:10:00	ES	Futures	2400.83	2400.83	2399.74	2400.01	1092.0
2016-11-27 20:15:00	ES	Futures	2400.01	2400.55	2399.74	2400.28	822.0
2016-11-27 20:20:00	ES	Futures	2400.55	2401.37	2400.28	2400.83	985.0
2016-11-27 20:25:00	ES	Futures	2400.83	2400.83	2399.46	2400.01	1500.0
2016-11-27 20:30:00	ES	Futures	2400.01	2401.37	2400.01	2401.1	429.0
2016-11-27 20:35:00	ES	Futures	2401.1	2401.91	2400.83	2401.1	926.0
2016-11-27 20:40:00	ES	Futures	2401.1	2401.37	2400.55	2400.55	359.0
2016-11-27 20:45:00	ES	Futures	2400.83	2401.1	2400.28	2400.28	606.0
2016-11-27 20:50:00	ES	Futures	2400.28	2400.55	2399.74	2400.01	804.0
2016-11-27 20:55:00	ES	Futures	2400.28	2400.28	2399.19	2400.28	910.0
2016-11-27 21:00:00	ES	Futures	2400.01	2400.83	2399.74	2400.55	1586.0
2016-11-27 21:05:00	ES	Futures	2400.83	2401.1	2400.01	2400.55	1906.0
2016-11-27 21:10:00	ES	Futures	2400.28	2401.37	2400.28	2401.1	469.0
2016-11-27 21:15:00	ES	Futures	2400.83	2401.37	2400.28	2400.28	714.0
2016-11-27 21:20:00	ES	Futures	2400.28	2400.55	2399.46	2399.74	1324.0
2016-11-27 21:25:00	ES	Futures	2400.01	2400.01	2399.74	2400.01	232.0
2016-11-27 21:30:00	ES	Futures	2399.74	2400.28	2399.19	2399.46	1573.0
2016-11-27 21:35:00	ES	Futures	2399.46	2400.28	2399.19	2400.01	1883.0
2016-11-27 21:40:00	ES	Futures	2400.28	2400.28	2400.01	2400.28	114.0
2016-11-27 21:45:00	ES	Futures	2400.28	2400.28	2399.74	2400.01	608.0
2016-11-27 21:50:00	ES	Futures	2400.28	2400.28	2399.74	2400.01	223.0
2016-11-27 21:55:00	ES	Futures	2400.01	2400.55	2399.74	2400.28	271.0
2016-11-27 22:00:00	ES	Futures	2400.28	2400.83	2400.01	2400.55	326.0
2016-11-27 22:05:00	ES	Futures	2400.83	2401.1	2400.55	2401.1	309.0

> showing 50 of 2,835 rows — these rows as CSV

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