PREVIEW / futures_5min / 2016-12-01

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-01.parquet
  size:    276 KB
  rows:    15,708

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
2016-12-01 00:00:00	ES	Futures	2395.11	2395.11	2394.57	2394.84	735.0
2016-12-01 00:05:00	ES	Futures	2394.84	2395.38	2394.57	2394.84	520.0
2016-12-01 00:10:00	ES	Futures	2394.84	2394.84	2394.3	2394.84	604.0
2016-12-01 00:15:00	ES	Futures	2394.84	2395.38	2394.57	2394.84	325.0
2016-12-01 00:20:00	ES	Futures	2394.84	2395.38	2394.57	2394.57	540.0
2016-12-01 00:25:00	ES	Futures	2394.57	2394.57	2394.02	2394.02	326.0
2016-12-01 00:30:00	ES	Futures	2394.02	2394.3	2393.75	2393.75	463.0
2016-12-01 00:35:00	ES	Futures	2393.75	2394.3	2393.75	2393.75	185.0
2016-12-01 00:40:00	ES	Futures	2393.75	2394.02	2393.75	2393.75	184.0
2016-12-01 00:45:00	ES	Futures	2393.75	2394.3	2393.75	2393.75	164.0
2016-12-01 00:50:00	ES	Futures	2394.02	2394.3	2393.75	2394.02	132.0
2016-12-01 00:55:00	ES	Futures	2394.02	2394.3	2394.02	2394.3	171.0
2016-12-01 01:00:00	ES	Futures	2394.02	2394.3	2394.02	2394.02	286.0
2016-12-01 01:05:00	ES	Futures	2394.02	2394.3	2392.93	2393.21	896.0
2016-12-01 01:10:00	ES	Futures	2392.93	2393.21	2391.3	2391.3	2428.0
2016-12-01 01:15:00	ES	Futures	2391.3	2391.3	2389.4	2389.67	2653.0
2016-12-01 01:20:00	ES	Futures	2389.67	2389.94	2389.13	2389.4	1025.0
2016-12-01 01:25:00	ES	Futures	2389.4	2389.4	2388.04	2389.13	2363.0
2016-12-01 01:30:00	ES	Futures	2389.4	2389.67	2388.85	2389.67	906.0
2016-12-01 01:35:00	ES	Futures	2389.67	2389.94	2389.4	2389.67	433.0
2016-12-01 01:40:00	ES	Futures	2389.67	2389.67	2388.58	2388.85	421.0
2016-12-01 01:45:00	ES	Futures	2388.85	2389.13	2388.85	2388.85	368.0
2016-12-01 01:50:00	ES	Futures	2388.85	2389.13	2388.85	2389.13	275.0
2016-12-01 01:55:00	ES	Futures	2389.13	2389.4	2388.85	2389.13	311.0
2016-12-01 02:00:00	ES	Futures	2389.13	2390.21	2388.85	2390.21	971.0
2016-12-01 02:05:00	ES	Futures	2390.49	2390.49	2389.4	2389.67	903.0
2016-12-01 02:10:00	ES	Futures	2389.94	2390.49	2389.67	2389.94	268.0
2016-12-01 02:15:00	ES	Futures	2390.21	2390.76	2389.94	2390.76	543.0
2016-12-01 02:20:00	ES	Futures	2390.76	2391.3	2390.76	2391.3	524.0
2016-12-01 02:25:00	ES	Futures	2391.03	2391.85	2391.03	2391.57	1048.0
2016-12-01 02:30:00	ES	Futures	2391.57	2392.66	2391.3	2392.12	1902.0
2016-12-01 02:35:00	ES	Futures	2391.85	2392.12	2391.03	2391.03	678.0
2016-12-01 02:40:00	ES	Futures	2391.3	2391.85	2391.3	2391.57	507.0
2016-12-01 02:45:00	ES	Futures	2391.57	2391.57	2391.03	2391.57	662.0
2016-12-01 02:50:00	ES	Futures	2391.57	2392.12	2391.3	2392.12	794.0
2016-12-01 02:55:00	ES	Futures	2392.12	2392.93	2391.57	2391.57	896.0
2016-12-01 03:00:00	ES	Futures	2391.85	2392.66	2389.4	2390.21	3812.0
2016-12-01 03:05:00	ES	Futures	2390.49	2390.49	2389.4	2389.4	2426.0
2016-12-01 03:10:00	ES	Futures	2389.67	2390.49	2389.13	2389.67	1749.0
2016-12-01 03:15:00	ES	Futures	2389.67	2391.03	2389.4	2390.49	1821.0
2016-12-01 03:20:00	ES	Futures	2390.21	2390.76	2389.67	2390.21	1180.0
2016-12-01 03:25:00	ES	Futures	2390.21	2392.66	2389.67	2392.39	2103.0
2016-12-01 03:30:00	ES	Futures	2392.66	2392.93	2391.03	2391.3	1845.0
2016-12-01 03:35:00	ES	Futures	2391.57	2392.39	2391.3	2392.12	1293.0
2016-12-01 03:40:00	ES	Futures	2392.12	2392.12	2391.03	2391.57	1193.0
2016-12-01 03:45:00	ES	Futures	2391.57	2392.66	2391.3	2391.85	1296.0
2016-12-01 03:50:00	ES	Futures	2391.85	2392.12	2391.03	2391.57	1088.0
2016-12-01 03:55:00	ES	Futures	2391.57	2392.66	2391.57	2391.57	1721.0
2016-12-01 04:00:00	ES	Futures	2391.85	2391.85	2390.76	2391.03	1306.0
2016-12-01 04:05:00	ES	Futures	2391.03	2391.57	2390.49	2391.03	1018.0

> showing 50 of 15,708 rows — these rows as CSV

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