PREVIEW / futures_5min / 2016-11-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-29.parquet
  size:    252 KB
  rows:    15,562

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
2016-11-29 00:00:00	ES	Futures	2393.75	2394.02	2393.75	2393.75	101.0
2016-11-29 00:05:00	ES	Futures	2393.75	2394.02	2393.48	2393.75	357.0
2016-11-29 00:10:00	ES	Futures	2393.48	2394.02	2393.48	2393.75	255.0
2016-11-29 00:15:00	ES	Futures	2393.75	2394.02	2393.48	2394.02	179.0
2016-11-29 00:20:00	ES	Futures	2394.02	2394.02	2393.75	2393.75	50.0
2016-11-29 00:25:00	ES	Futures	2393.75	2393.75	2393.75	2393.75	82.0
2016-11-29 00:30:00	ES	Futures	2393.75	2394.02	2393.48	2393.75	170.0
2016-11-29 00:35:00	ES	Futures	2393.75	2394.02	2393.48	2394.02	341.0
2016-11-29 00:40:00	ES	Futures	2394.3	2394.3	2394.02	2394.02	193.0
2016-11-29 00:45:00	ES	Futures	2394.3	2394.3	2394.02	2394.02	130.0
2016-11-29 00:50:00	ES	Futures	2394.02	2394.3	2394.02	2394.3	131.0
2016-11-29 00:55:00	ES	Futures	2394.3	2394.57	2393.48	2393.75	526.0
2016-11-29 01:00:00	ES	Futures	2393.75	2394.02	2393.48	2394.02	102.0
2016-11-29 01:05:00	ES	Futures	2394.02	2394.57	2393.75	2394.57	403.0
2016-11-29 01:10:00	ES	Futures	2394.3	2394.57	2394.3	2394.3	128.0
2016-11-29 01:15:00	ES	Futures	2394.3	2394.57	2394.02	2394.02	178.0
2016-11-29 01:20:00	ES	Futures	2394.02	2394.3	2394.02	2394.3	24.0
2016-11-29 01:25:00	ES	Futures	2394.3	2394.57	2394.02	2394.3	123.0
2016-11-29 01:30:00	ES	Futures	2394.3	2394.57	2394.02	2394.3	222.0
2016-11-29 01:35:00	ES	Futures	2394.02	2394.57	2394.02	2394.02	99.0
2016-11-29 01:40:00	ES	Futures	2394.02	2394.3	2394.02	2394.3	53.0
2016-11-29 01:45:00	ES	Futures	2394.02	2394.3	2394.02	2394.3	124.0
2016-11-29 01:50:00	ES	Futures	2394.3	2394.57	2394.02	2394.3	113.0
2016-11-29 01:55:00	ES	Futures	2394.02	2394.84	2394.02	2394.57	186.0
2016-11-29 02:00:00	ES	Futures	2394.84	2395.38	2394.57	2395.11	956.0
2016-11-29 02:05:00	ES	Futures	2395.11	2395.93	2395.11	2395.66	606.0
2016-11-29 02:10:00	ES	Futures	2395.66	2396.74	2395.66	2396.74	1259.0
2016-11-29 02:15:00	ES	Futures	2396.47	2397.56	2396.2	2397.29	1054.0
2016-11-29 02:20:00	ES	Futures	2397.29	2397.56	2397.02	2397.29	592.0
2016-11-29 02:25:00	ES	Futures	2397.29	2397.29	2396.2	2396.47	771.0
2016-11-29 02:30:00	ES	Futures	2396.47	2397.02	2396.2	2396.47	573.0
2016-11-29 02:35:00	ES	Futures	2396.47	2396.74	2396.2	2396.74	179.0
2016-11-29 02:40:00	ES	Futures	2396.74	2396.74	2396.2	2396.74	423.0
2016-11-29 02:45:00	ES	Futures	2396.74	2397.02	2396.47	2396.74	461.0
2016-11-29 02:50:00	ES	Futures	2396.47	2397.02	2396.2	2396.74	456.0
2016-11-29 02:55:00	ES	Futures	2396.74	2397.02	2396.47	2396.74	542.0
2016-11-29 03:00:00	ES	Futures	2396.74	2397.29	2395.38	2395.93	2893.0
2016-11-29 03:05:00	ES	Futures	2395.93	2396.2	2394.84	2395.93	1844.0
2016-11-29 03:10:00	ES	Futures	2395.93	2396.2	2395.11	2395.93	1568.0
2016-11-29 03:15:00	ES	Futures	2395.93	2397.56	2395.66	2396.74	2531.0
2016-11-29 03:20:00	ES	Futures	2396.74	2397.29	2396.47	2396.74	889.0
2016-11-29 03:25:00	ES	Futures	2396.74	2397.56	2396.47	2397.56	1229.0
2016-11-29 03:30:00	ES	Futures	2397.29	2397.83	2397.02	2397.02	1494.0
2016-11-29 03:35:00	ES	Futures	2397.02	2397.83	2396.47	2397.56	1334.0
2016-11-29 03:40:00	ES	Futures	2397.56	2398.38	2397.29	2398.38	2068.0
2016-11-29 03:45:00	ES	Futures	2398.1	2398.38	2397.56	2397.83	901.0
2016-11-29 03:50:00	ES	Futures	2397.83	2398.38	2397.83	2397.83	984.0
2016-11-29 03:55:00	ES	Futures	2397.83	2399.19	2397.56	2398.92	2367.0
2016-11-29 04:00:00	ES	Futures	2399.19	2399.19	2398.1	2398.65	946.0
2016-11-29 04:05:00	ES	Futures	2398.65	2398.65	2397.56	2397.83	838.0

> showing 50 of 15,562 rows — these rows as CSV

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