PREVIEW / futures_5min / 2016-12-02

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-02.parquet
  size:    221 KB
  rows:    12,695

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
2016-12-02 00:00:00	ES	Futures	2381.78	2381.78	2381.24	2381.24	342.0
2016-12-02 00:05:00	ES	Futures	2381.24	2381.51	2380.96	2380.96	262.0
2016-12-02 00:10:00	ES	Futures	2380.96	2381.24	2380.42	2381.24	1044.0
2016-12-02 00:15:00	ES	Futures	2380.96	2381.24	2380.69	2380.96	508.0
2016-12-02 00:20:00	ES	Futures	2381.24	2381.51	2380.96	2381.24	576.0
2016-12-02 00:25:00	ES	Futures	2381.51	2381.78	2381.24	2381.51	117.0
2016-12-02 00:30:00	ES	Futures	2381.78	2382.32	2381.51	2382.32	228.0
2016-12-02 00:35:00	ES	Futures	2382.05	2382.05	2381.78	2381.78	186.0
2016-12-02 00:40:00	ES	Futures	2382.05	2382.32	2382.05	2382.32	146.0
2016-12-02 00:45:00	ES	Futures	2382.05	2382.32	2382.05	2382.05	197.0
2016-12-02 00:50:00	ES	Futures	2382.05	2382.32	2381.78	2382.32	66.0
2016-12-02 00:55:00	ES	Futures	2382.32	2382.87	2382.05	2382.87	312.0
2016-12-02 01:00:00	ES	Futures	2382.87	2382.87	2381.78	2382.05	628.0
2016-12-02 01:05:00	ES	Futures	2382.05	2382.32	2381.78	2381.78	204.0
2016-12-02 01:10:00	ES	Futures	2382.05	2382.6	2381.78	2382.32	461.0
2016-12-02 01:15:00	ES	Futures	2382.32	2382.32	2381.51	2381.51	506.0
2016-12-02 01:20:00	ES	Futures	2381.78	2381.78	2381.51	2381.51	387.0
2016-12-02 01:25:00	ES	Futures	2381.51	2382.05	2381.51	2382.05	258.0
2016-12-02 01:30:00	ES	Futures	2381.78	2382.05	2381.78	2382.05	11.0
2016-12-02 01:35:00	ES	Futures	2381.78	2382.6	2381.78	2382.05	150.0
2016-12-02 01:40:00	ES	Futures	2382.05	2382.6	2382.05	2382.6	94.0
2016-12-02 01:45:00	ES	Futures	2382.6	2382.6	2382.05	2382.32	40.0
2016-12-02 01:50:00	ES	Futures	2382.32	2382.87	2382.05	2382.6	258.0
2016-12-02 01:55:00	ES	Futures	2382.6	2382.87	2382.6	2382.6	119.0
2016-12-02 02:00:00	ES	Futures	2382.6	2382.6	2382.05	2382.6	461.0
2016-12-02 02:05:00	ES	Futures	2382.32	2382.87	2382.32	2382.32	385.0
2016-12-02 02:10:00	ES	Futures	2382.6	2382.87	2382.05	2382.32	508.0
2016-12-02 02:15:00	ES	Futures	2382.32	2382.87	2382.32	2382.32	482.0
2016-12-02 02:20:00	ES	Futures	2382.6	2382.87	2382.32	2382.87	410.0
2016-12-02 02:25:00	ES	Futures	2382.6	2382.87	2381.78	2381.78	595.0
2016-12-02 02:30:00	ES	Futures	2381.78	2382.05	2381.51	2382.05	614.0
2016-12-02 02:35:00	ES	Futures	2382.05	2383.14	2382.05	2383.14	558.0
2016-12-02 02:40:00	ES	Futures	2382.87	2383.14	2382.32	2382.6	335.0
2016-12-02 02:45:00	ES	Futures	2382.6	2382.87	2382.32	2382.6	239.0
2016-12-02 02:50:00	ES	Futures	2382.32	2382.87	2382.32	2382.6	294.0
2016-12-02 02:55:00	ES	Futures	2382.6	2383.41	2382.6	2383.41	1225.0
2016-12-02 03:00:00	ES	Futures	2383.41	2383.41	2381.51	2382.05	3041.0
2016-12-02 03:05:00	ES	Futures	2382.05	2382.6	2381.24	2382.05	2849.0
2016-12-02 03:10:00	ES	Futures	2382.05	2382.87	2381.78	2382.05	1459.0
2016-12-02 03:15:00	ES	Futures	2382.32	2382.6	2381.24	2381.51	1708.0
2016-12-02 03:20:00	ES	Futures	2381.51	2382.05	2380.96	2381.24	1971.0
2016-12-02 03:25:00	ES	Futures	2381.24	2381.51	2380.42	2381.24	1746.0
2016-12-02 03:30:00	ES	Futures	2380.96	2382.05	2379.87	2380.15	2767.0
2016-12-02 03:35:00	ES	Futures	2380.15	2380.96	2379.87	2380.69	1713.0
2016-12-02 03:40:00	ES	Futures	2380.69	2380.96	2379.6	2380.15	2403.0
2016-12-02 03:45:00	ES	Futures	2380.15	2380.69	2379.6	2380.42	1597.0
2016-12-02 03:50:00	ES	Futures	2380.42	2380.96	2380.15	2380.15	1468.0
2016-12-02 03:55:00	ES	Futures	2380.15	2380.42	2379.6	2379.6	1864.0
2016-12-02 04:00:00	ES	Futures	2379.87	2380.15	2378.79	2379.06	2763.0
2016-12-02 04:05:00	ES	Futures	2379.33	2379.6	2378.24	2379.33	3738.0

> showing 50 of 12,695 rows — these rows as CSV

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