PREVIEW / futures_5min / 2016-11-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-28.parquet
  size:    250 KB
  rows:    15,471

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
2016-11-28 00:00:00	ES	Futures	2402.19	2402.46	2402.19	2402.19	268.0
2016-11-28 00:05:00	ES	Futures	2402.19	2402.46	2401.64	2402.46	380.0
2016-11-28 00:10:00	ES	Futures	2402.46	2402.46	2401.64	2401.91	496.0
2016-11-28 00:15:00	ES	Futures	2401.64	2401.91	2401.37	2401.91	341.0
2016-11-28 00:20:00	ES	Futures	2401.91	2402.46	2401.91	2401.91	157.0
2016-11-28 00:25:00	ES	Futures	2401.91	2402.19	2401.1	2401.64	551.0
2016-11-28 00:30:00	ES	Futures	2401.91	2402.19	2401.91	2401.91	314.0
2016-11-28 00:35:00	ES	Futures	2401.91	2402.19	2401.64	2401.91	93.0
2016-11-28 00:40:00	ES	Futures	2401.91	2402.19	2401.91	2401.91	105.0
2016-11-28 00:45:00	ES	Futures	2401.91	2402.46	2401.91	2402.46	331.0
2016-11-28 00:50:00	ES	Futures	2402.46	2402.73	2402.46	2402.46	174.0
2016-11-28 00:55:00	ES	Futures	2402.46	2403.0	2402.46	2402.73	414.0
2016-11-28 01:00:00	ES	Futures	2402.46	2403.27	2402.19	2403.0	915.0
2016-11-28 01:05:00	ES	Futures	2403.0	2403.0	2402.73	2402.73	87.0
2016-11-28 01:10:00	ES	Futures	2403.0	2403.0	2402.46	2402.46	152.0
2016-11-28 01:15:00	ES	Futures	2402.73	2403.0	2402.46	2403.0	264.0
2016-11-28 01:20:00	ES	Futures	2402.73	2403.0	2402.46	2402.73	193.0
2016-11-28 01:25:00	ES	Futures	2402.46	2402.73	2402.46	2402.46	30.0
2016-11-28 01:30:00	ES	Futures	2402.46	2402.73	2402.46	2402.46	57.0
2016-11-28 01:35:00	ES	Futures	2402.46	2402.73	2402.46	2402.46	35.0
2016-11-28 01:40:00	ES	Futures	2402.46	2402.46	2402.46	2402.46	17.0
2016-11-28 01:45:00	ES	Futures	2402.46	2403.0	2402.46	2403.0	138.0
2016-11-28 01:50:00	ES	Futures	2402.73	2403.0	2402.73	2402.73	83.0
2016-11-28 01:55:00	ES	Futures	2402.73	2402.73	2401.37	2401.91	686.0
2016-11-28 02:00:00	ES	Futures	2401.64	2402.19	2401.37	2401.64	961.0
2016-11-28 02:05:00	ES	Futures	2401.64	2402.19	2401.37	2401.91	507.0
2016-11-28 02:10:00	ES	Futures	2401.64	2402.46	2401.64	2401.91	252.0
2016-11-28 02:15:00	ES	Futures	2401.91	2402.19	2401.64	2401.91	343.0
2016-11-28 02:20:00	ES	Futures	2401.91	2402.19	2401.91	2401.91	86.0
2016-11-28 02:25:00	ES	Futures	2401.91	2401.91	2401.37	2401.37	276.0
2016-11-28 02:30:00	ES	Futures	2401.37	2401.64	2400.83	2400.83	960.0
2016-11-28 02:35:00	ES	Futures	2401.1	2401.37	2400.83	2401.37	261.0
2016-11-28 02:40:00	ES	Futures	2401.37	2401.37	2400.28	2400.28	955.0
2016-11-28 02:45:00	ES	Futures	2400.28	2400.28	2399.46	2399.74	1112.0
2016-11-28 02:50:00	ES	Futures	2399.74	2399.74	2399.46	2399.46	283.0
2016-11-28 02:55:00	ES	Futures	2399.74	2399.74	2399.19	2399.19	1067.0
2016-11-28 03:00:00	ES	Futures	2399.46	2399.46	2397.83	2398.1	4024.0
2016-11-28 03:05:00	ES	Futures	2398.38	2398.38	2396.47	2397.29	4372.0
2016-11-28 03:10:00	ES	Futures	2397.29	2397.29	2395.66	2395.93	4198.0
2016-11-28 03:15:00	ES	Futures	2395.93	2395.93	2395.11	2395.38	3563.0
2016-11-28 03:20:00	ES	Futures	2395.38	2397.29	2395.11	2397.29	3190.0
2016-11-28 03:25:00	ES	Futures	2397.29	2397.56	2395.11	2395.38	1923.0
2016-11-28 03:30:00	ES	Futures	2395.66	2395.66	2393.75	2394.3	3054.0
2016-11-28 03:35:00	ES	Futures	2394.3	2396.2	2394.3	2395.93	4148.0
2016-11-28 03:40:00	ES	Futures	2395.93	2396.74	2395.66	2395.93	2079.0
2016-11-28 03:45:00	ES	Futures	2396.2	2396.2	2394.84	2396.2	2634.0
2016-11-28 03:50:00	ES	Futures	2395.93	2396.47	2395.11	2395.38	1067.0
2016-11-28 03:55:00	ES	Futures	2395.38	2396.47	2395.38	2396.2	839.0
2016-11-28 04:00:00	ES	Futures	2396.47	2397.02	2396.2	2397.02	936.0
2016-11-28 04:05:00	ES	Futures	2396.74	2397.56	2396.74	2397.56	1312.0

> showing 50 of 15,471 rows — these rows as CSV

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