PREVIEW / futures_5min / 2016-11-30

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-11-30.parquet
  size:    274 KB
  rows:    15,653

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
2016-11-30 00:00:00	ES	Futures	2397.29	2397.83	2397.29	2397.29	251.0
2016-11-30 00:05:00	ES	Futures	2397.29	2397.83	2397.29	2397.83	226.0
2016-11-30 00:10:00	ES	Futures	2397.83	2397.83	2397.29	2397.56	97.0
2016-11-30 00:15:00	ES	Futures	2397.56	2397.83	2397.29	2397.56	116.0
2016-11-30 00:20:00	ES	Futures	2397.29	2397.56	2397.29	2397.29	188.0
2016-11-30 00:25:00	ES	Futures	2397.29	2397.56	2396.74	2397.29	489.0
2016-11-30 00:30:00	ES	Futures	2397.56	2397.56	2397.02	2397.56	413.0
2016-11-30 00:35:00	ES	Futures	2397.56	2397.83	2397.29	2397.29	159.0
2016-11-30 00:40:00	ES	Futures	2397.56	2397.56	2397.29	2397.29	236.0
2016-11-30 00:45:00	ES	Futures	2397.29	2397.56	2397.02	2397.29	153.0
2016-11-30 00:50:00	ES	Futures	2397.29	2397.56	2397.29	2397.29	75.0
2016-11-30 00:55:00	ES	Futures	2397.29	2397.29	2395.66	2396.2	1154.0
2016-11-30 01:00:00	ES	Futures	2396.2	2397.56	2395.93	2397.29	410.0
2016-11-30 01:05:00	ES	Futures	2397.56	2398.1	2397.29	2398.1	632.0
2016-11-30 01:10:00	ES	Futures	2397.83	2398.65	2397.83	2398.65	565.0
2016-11-30 01:15:00	ES	Futures	2398.38	2399.19	2398.38	2399.19	746.0
2016-11-30 01:20:00	ES	Futures	2398.92	2399.46	2398.92	2399.19	348.0
2016-11-30 01:25:00	ES	Futures	2398.92	2399.19	2398.38	2398.65	248.0
2016-11-30 01:30:00	ES	Futures	2398.92	2398.92	2398.38	2398.92	177.0
2016-11-30 01:35:00	ES	Futures	2398.65	2398.92	2398.38	2398.65	257.0
2016-11-30 01:40:00	ES	Futures	2398.92	2398.92	2398.38	2398.65	95.0
2016-11-30 01:45:00	ES	Futures	2398.38	2398.92	2398.38	2398.65	208.0
2016-11-30 01:50:00	ES	Futures	2398.65	2398.92	2398.38	2398.38	135.0
2016-11-30 01:55:00	ES	Futures	2398.65	2399.19	2398.65	2399.19	265.0
2016-11-30 02:00:00	ES	Futures	2399.19	2400.01	2398.92	2400.01	1352.0
2016-11-30 02:05:00	ES	Futures	2400.01	2400.55	2399.74	2400.01	1263.0
2016-11-30 02:10:00	ES	Futures	2399.74	2400.01	2399.46	2399.74	205.0
2016-11-30 02:15:00	ES	Futures	2399.46	2400.01	2399.46	2399.46	375.0
2016-11-30 02:20:00	ES	Futures	2399.74	2399.74	2399.19	2399.46	140.0
2016-11-30 02:25:00	ES	Futures	2399.19	2399.74	2399.19	2399.46	242.0
2016-11-30 02:30:00	ES	Futures	2399.74	2399.74	2399.19	2399.19	327.0
2016-11-30 02:35:00	ES	Futures	2399.19	2400.28	2399.19	2399.46	469.0
2016-11-30 02:40:00	ES	Futures	2399.74	2400.28	2399.74	2399.74	253.0
2016-11-30 02:45:00	ES	Futures	2399.74	2400.01	2399.46	2399.74	399.0
2016-11-30 02:50:00	ES	Futures	2399.74	2400.28	2399.19	2400.28	813.0
2016-11-30 02:55:00	ES	Futures	2400.01	2400.55	2399.46	2400.01	879.0
2016-11-30 03:00:00	ES	Futures	2399.74	2400.55	2398.65	2400.55	1700.0
2016-11-30 03:05:00	ES	Futures	2400.83	2401.64	2400.28	2400.28	3003.0
2016-11-30 03:10:00	ES	Futures	2400.55	2401.37	2400.55	2400.55	1464.0
2016-11-30 03:15:00	ES	Futures	2400.55	2401.64	2400.01	2401.64	1578.0
2016-11-30 03:20:00	ES	Futures	2401.64	2401.91	2400.83	2401.37	1676.0
2016-11-30 03:25:00	ES	Futures	2401.37	2401.91	2400.83	2401.1	1240.0
2016-11-30 03:30:00	ES	Futures	2401.1	2401.37	2400.28	2401.1	1278.0
2016-11-30 03:35:00	ES	Futures	2401.37	2403.0	2400.83	2401.37	4055.0
2016-11-30 03:40:00	ES	Futures	2401.37	2402.73	2401.1	2402.19	2172.0
2016-11-30 03:45:00	ES	Futures	2402.19	2403.82	2401.91	2403.55	3762.0
2016-11-30 03:50:00	ES	Futures	2403.27	2403.82	2402.46	2402.73	1704.0
2016-11-30 03:55:00	ES	Futures	2402.73	2403.27	2402.46	2402.73	1138.0
2016-11-30 04:00:00	ES	Futures	2402.73	2403.0	2401.91	2403.0	2021.0
2016-11-30 04:05:00	ES	Futures	2403.0	2403.82	2402.19	2402.46	1992.0

> showing 50 of 15,653 rows — these rows as CSV

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