PREVIEW / futures_5min / 2016-12-04

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-04.parquet
  size:    58 KB
  rows:    2,652

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
2016-12-04 18:00:00	ES	Futures	2376.88	2376.88	2373.35	2374.98	8202.0
2016-12-04 18:05:00	ES	Futures	2375.25	2377.7	2374.98	2376.34	2823.0
2016-12-04 18:10:00	ES	Futures	2376.34	2376.34	2374.43	2374.98	2117.0
2016-12-04 18:15:00	ES	Futures	2374.71	2374.71	2373.62	2373.89	1072.0
2016-12-04 18:20:00	ES	Futures	2373.89	2374.16	2372.8	2373.62	2067.0
2016-12-04 18:25:00	ES	Futures	2373.62	2374.71	2371.44	2374.16	3793.0
2016-12-04 18:30:00	ES	Futures	2374.16	2376.88	2373.89	2375.79	2412.0
2016-12-04 18:35:00	ES	Futures	2375.79	2376.34	2374.16	2374.98	1098.0
2016-12-04 18:40:00	ES	Futures	2374.98	2376.88	2374.43	2376.61	1554.0
2016-12-04 18:45:00	ES	Futures	2376.88	2378.51	2376.61	2377.15	2178.0
2016-12-04 18:50:00	ES	Futures	2377.15	2377.97	2376.88	2377.43	784.0
2016-12-04 18:55:00	ES	Futures	2377.43	2377.7	2376.07	2376.07	1276.0
2016-12-04 19:00:00	ES	Futures	2376.34	2376.34	2375.52	2376.34	768.0
2016-12-04 19:05:00	ES	Futures	2376.34	2377.43	2376.07	2377.15	741.0
2016-12-04 19:10:00	ES	Futures	2377.43	2378.51	2377.15	2377.7	1030.0
2016-12-04 19:15:00	ES	Futures	2377.43	2377.7	2376.34	2376.34	733.0
2016-12-04 19:20:00	ES	Futures	2376.34	2376.34	2375.25	2375.25	816.0
2016-12-04 19:25:00	ES	Futures	2375.52	2376.34	2375.25	2376.07	695.0
2016-12-04 19:30:00	ES	Futures	2376.07	2376.61	2376.07	2376.61	340.0
2016-12-04 19:35:00	ES	Futures	2376.61	2376.61	2375.79	2376.07	465.0
2016-12-04 19:40:00	ES	Futures	2376.07	2376.88	2375.79	2376.61	724.0
2016-12-04 19:45:00	ES	Futures	2376.88	2376.88	2376.34	2376.88	470.0
2016-12-04 19:50:00	ES	Futures	2376.88	2377.97	2376.88	2377.97	899.0
2016-12-04 19:55:00	ES	Futures	2377.7	2377.97	2376.88	2377.43	711.0
2016-12-04 20:00:00	ES	Futures	2377.43	2378.24	2376.88	2378.24	1105.0
2016-12-04 20:05:00	ES	Futures	2377.97	2380.15	2377.97	2379.6	3309.0
2016-12-04 20:10:00	ES	Futures	2379.33	2379.87	2378.79	2379.06	830.0
2016-12-04 20:15:00	ES	Futures	2379.33	2379.33	2378.24	2378.51	881.0
2016-12-04 20:20:00	ES	Futures	2378.51	2378.51	2377.7	2377.97	1017.0
2016-12-04 20:25:00	ES	Futures	2377.97	2378.51	2377.7	2378.24	1194.0
2016-12-04 20:30:00	ES	Futures	2378.24	2380.15	2377.97	2379.33	1739.0
2016-12-04 20:35:00	ES	Futures	2379.06	2379.33	2378.51	2379.06	531.0
2016-12-04 20:40:00	ES	Futures	2379.33	2379.6	2378.79	2379.6	468.0
2016-12-04 20:45:00	ES	Futures	2379.87	2380.69	2379.6	2380.42	1125.0
2016-12-04 20:50:00	ES	Futures	2380.42	2381.78	2380.42	2381.24	1732.0
2016-12-04 20:55:00	ES	Futures	2381.24	2381.51	2380.69	2380.96	914.0
2016-12-04 21:00:00	ES	Futures	2380.96	2381.78	2380.69	2381.51	570.0
2016-12-04 21:05:00	ES	Futures	2381.51	2382.32	2381.51	2381.51	737.0
2016-12-04 21:10:00	ES	Futures	2381.78	2381.78	2381.51	2381.51	199.0
2016-12-04 21:15:00	ES	Futures	2381.78	2382.32	2381.24	2381.51	582.0
2016-12-04 21:20:00	ES	Futures	2381.24	2381.78	2381.24	2381.51	565.0
2016-12-04 21:25:00	ES	Futures	2381.24	2381.78	2380.69	2380.69	557.0
2016-12-04 21:30:00	ES	Futures	2380.42	2381.24	2380.15	2381.24	546.0
2016-12-04 21:35:00	ES	Futures	2381.24	2381.51	2379.87	2380.15	852.0
2016-12-04 21:40:00	ES	Futures	2380.15	2380.42	2379.87	2380.42	615.0
2016-12-04 21:45:00	ES	Futures	2380.15	2380.69	2379.33	2379.33	935.0
2016-12-04 21:50:00	ES	Futures	2379.06	2380.15	2379.06	2379.6	708.0
2016-12-04 21:55:00	ES	Futures	2379.6	2379.87	2379.06	2379.6	612.0
2016-12-04 22:00:00	ES	Futures	2379.6	2379.87	2379.06	2379.6	524.0
2016-12-04 22:05:00	ES	Futures	2379.6	2379.87	2379.06	2379.33	361.0

> showing 50 of 2,652 rows — these rows as CSV

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