PREVIEW / futures_5min / 2016-12-05

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-05.parquet
  size:    264 KB
  rows:    14,943

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
2016-12-05 00:00:00	ES	Futures	2379.6	2379.87	2379.33	2379.33	456.0
2016-12-05 00:05:00	ES	Futures	2379.33	2379.6	2379.06	2379.33	315.0
2016-12-05 00:10:00	ES	Futures	2379.33	2379.33	2379.06	2379.06	127.0
2016-12-05 00:15:00	ES	Futures	2379.06	2379.06	2378.24	2378.79	717.0
2016-12-05 00:20:00	ES	Futures	2379.06	2379.33	2378.79	2379.06	205.0
2016-12-05 00:25:00	ES	Futures	2378.79	2379.06	2378.51	2378.79	285.0
2016-12-05 00:30:00	ES	Futures	2378.79	2378.79	2378.24	2378.51	185.0
2016-12-05 00:35:00	ES	Futures	2378.79	2378.79	2378.24	2378.24	146.0
2016-12-05 00:40:00	ES	Futures	2378.51	2378.79	2378.51	2378.51	159.0
2016-12-05 00:45:00	ES	Futures	2378.51	2378.79	2378.51	2378.79	93.0
2016-12-05 00:50:00	ES	Futures	2378.51	2378.79	2377.97	2377.97	292.0
2016-12-05 00:55:00	ES	Futures	2377.97	2378.24	2377.7	2378.24	313.0
2016-12-05 01:00:00	ES	Futures	2378.24	2378.51	2377.97	2378.24	130.0
2016-12-05 01:05:00	ES	Futures	2378.24	2378.24	2377.97	2378.24	290.0
2016-12-05 01:10:00	ES	Futures	2377.97	2378.24	2377.97	2378.24	105.0
2016-12-05 01:15:00	ES	Futures	2377.97	2377.97	2377.15	2377.15	541.0
2016-12-05 01:20:00	ES	Futures	2377.43	2377.43	2376.88	2377.15	145.0
2016-12-05 01:25:00	ES	Futures	2377.15	2377.43	2377.15	2377.15	78.0
2016-12-05 01:30:00	ES	Futures	2377.43	2377.7	2376.88	2377.43	999.0
2016-12-05 01:35:00	ES	Futures	2377.43	2377.97	2377.43	2377.43	418.0
2016-12-05 01:40:00	ES	Futures	2377.43	2378.24	2377.43	2378.24	173.0
2016-12-05 01:45:00	ES	Futures	2378.24	2378.24	2377.97	2377.97	190.0
2016-12-05 01:50:00	ES	Futures	2377.7	2378.51	2377.7	2377.97	425.0
2016-12-05 01:55:00	ES	Futures	2377.97	2378.24	2376.61	2376.88	2136.0
2016-12-05 02:00:00	ES	Futures	2376.61	2377.15	2375.52	2375.52	2527.0
2016-12-05 02:05:00	ES	Futures	2375.52	2377.97	2374.71	2377.7	3151.0
2016-12-05 02:10:00	ES	Futures	2377.7	2384.77	2377.43	2384.5	6518.0
2016-12-05 02:15:00	ES	Futures	2384.5	2385.04	2382.87	2383.68	3657.0
2016-12-05 02:20:00	ES	Futures	2383.68	2386.95	2383.68	2386.68	3530.0
2016-12-05 02:25:00	ES	Futures	2386.68	2389.67	2386.4	2388.04	4056.0
2016-12-05 02:30:00	ES	Futures	2388.04	2388.58	2385.59	2386.68	2141.0
2016-12-05 02:35:00	ES	Futures	2386.68	2387.22	2385.86	2385.86	1671.0
2016-12-05 02:40:00	ES	Futures	2386.13	2386.4	2385.04	2385.04	761.0
2016-12-05 02:45:00	ES	Futures	2385.32	2387.77	2384.77	2387.49	2813.0
2016-12-05 02:50:00	ES	Futures	2387.49	2388.58	2386.68	2387.22	1870.0
2016-12-05 02:55:00	ES	Futures	2387.22	2387.77	2385.59	2385.86	760.0
2016-12-05 03:00:00	ES	Futures	2385.86	2388.58	2385.04	2388.31	4107.0
2016-12-05 03:05:00	ES	Futures	2388.04	2392.66	2388.04	2391.57	10168.0
2016-12-05 03:10:00	ES	Futures	2391.57	2393.48	2391.3	2392.93	5734.0
2016-12-05 03:15:00	ES	Futures	2392.93	2393.75	2392.12	2393.21	3147.0
2016-12-05 03:20:00	ES	Futures	2393.21	2394.02	2391.57	2393.75	4470.0
2016-12-05 03:25:00	ES	Futures	2393.75	2396.74	2393.48	2395.38	7031.0
2016-12-05 03:30:00	ES	Futures	2395.38	2397.56	2395.11	2396.2	4736.0
2016-12-05 03:35:00	ES	Futures	2396.47	2400.01	2396.47	2399.19	7523.0
2016-12-05 03:40:00	ES	Futures	2398.92	2399.19	2396.47	2397.29	4049.0
2016-12-05 03:45:00	ES	Futures	2397.56	2398.92	2397.29	2397.56	2870.0
2016-12-05 03:50:00	ES	Futures	2397.56	2398.38	2397.56	2398.1	1617.0
2016-12-05 03:55:00	ES	Futures	2398.1	2400.55	2397.56	2399.46	3469.0
2016-12-05 04:00:00	ES	Futures	2399.46	2399.46	2397.83	2397.83	2590.0
2016-12-05 04:05:00	ES	Futures	2398.1	2398.38	2396.47	2397.29	2055.0

> showing 50 of 14,943 rows — these rows as CSV

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