PREVIEW / futures_5min / 2016-12-06

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-06.parquet
  size:    244 KB
  rows:    14,888

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
2016-12-06 00:00:00	ES	Futures	2397.29	2397.56	2397.02	2397.56	432.0
2016-12-06 00:05:00	ES	Futures	2397.56	2397.56	2397.02	2397.56	124.0
2016-12-06 00:10:00	ES	Futures	2397.56	2397.56	2397.29	2397.56	114.0
2016-12-06 00:15:00	ES	Futures	2397.56	2397.56	2397.29	2397.29	119.0
2016-12-06 00:20:00	ES	Futures	2397.29	2397.29	2397.02	2397.02	245.0
2016-12-06 00:25:00	ES	Futures	2397.02	2397.29	2396.74	2397.02	132.0
2016-12-06 00:30:00	ES	Futures	2397.02	2397.02	2396.74	2396.74	90.0
2016-12-06 00:35:00	ES	Futures	2397.02	2397.02	2396.74	2397.02	178.0
2016-12-06 00:40:00	ES	Futures	2396.74	2397.29	2396.74	2397.29	258.0
2016-12-06 00:45:00	ES	Futures	2397.29	2397.56	2397.29	2397.29	212.0
2016-12-06 00:50:00	ES	Futures	2397.29	2397.56	2397.02	2397.29	123.0
2016-12-06 00:55:00	ES	Futures	2397.56	2397.56	2397.02	2397.29	213.0
2016-12-06 01:00:00	ES	Futures	2397.29	2397.83	2397.29	2397.83	387.0
2016-12-06 01:05:00	ES	Futures	2397.83	2398.38	2397.56	2398.1	358.0
2016-12-06 01:10:00	ES	Futures	2398.1	2398.1	2397.83	2398.1	237.0
2016-12-06 01:15:00	ES	Futures	2398.1	2398.65	2398.1	2398.38	476.0
2016-12-06 01:20:00	ES	Futures	2398.38	2398.38	2398.1	2398.38	99.0
2016-12-06 01:25:00	ES	Futures	2398.38	2398.38	2398.1	2398.1	172.0
2016-12-06 01:30:00	ES	Futures	2398.1	2398.65	2398.1	2398.65	396.0
2016-12-06 01:35:00	ES	Futures	2398.38	2398.38	2398.1	2398.1	90.0
2016-12-06 01:40:00	ES	Futures	2398.38	2398.38	2397.83	2398.1	190.0
2016-12-06 01:45:00	ES	Futures	2397.83	2398.38	2397.83	2398.1	188.0
2016-12-06 01:50:00	ES	Futures	2398.1	2398.65	2397.83	2398.65	510.0
2016-12-06 01:55:00	ES	Futures	2398.65	2398.92	2398.65	2398.92	173.0
2016-12-06 02:00:00	ES	Futures	2398.92	2398.92	2398.1	2398.1	670.0
2016-12-06 02:05:00	ES	Futures	2398.1	2398.38	2397.83	2398.38	423.0
2016-12-06 02:10:00	ES	Futures	2398.1	2398.65	2398.1	2398.1	235.0
2016-12-06 02:15:00	ES	Futures	2398.1	2398.38	2397.29	2397.29	402.0
2016-12-06 02:20:00	ES	Futures	2397.29	2397.83	2397.29	2397.29	255.0
2016-12-06 02:25:00	ES	Futures	2397.29	2397.83	2397.29	2397.56	275.0
2016-12-06 02:30:00	ES	Futures	2397.56	2398.1	2397.56	2397.83	435.0
2016-12-06 02:35:00	ES	Futures	2397.56	2398.38	2397.29	2398.38	438.0
2016-12-06 02:40:00	ES	Futures	2398.38	2398.38	2397.83	2397.83	218.0
2016-12-06 02:45:00	ES	Futures	2398.1	2398.1	2397.83	2398.1	368.0
2016-12-06 02:50:00	ES	Futures	2397.83	2398.1	2397.29	2397.56	380.0
2016-12-06 02:55:00	ES	Futures	2397.56	2397.56	2397.02	2397.02	377.0
2016-12-06 03:00:00	ES	Futures	2397.29	2397.29	2395.93	2396.47	2669.0
2016-12-06 03:05:00	ES	Futures	2396.74	2396.74	2395.93	2395.93	1767.0
2016-12-06 03:10:00	ES	Futures	2396.2	2396.2	2394.84	2395.11	2546.0
2016-12-06 03:15:00	ES	Futures	2395.11	2396.2	2394.84	2395.11	2208.0
2016-12-06 03:20:00	ES	Futures	2395.38	2395.93	2395.11	2395.93	1502.0
2016-12-06 03:25:00	ES	Futures	2395.93	2396.2	2394.57	2394.84	2356.0
2016-12-06 03:30:00	ES	Futures	2395.11	2396.2	2394.57	2395.93	2065.0
2016-12-06 03:35:00	ES	Futures	2395.93	2396.74	2395.66	2396.47	988.0
2016-12-06 03:40:00	ES	Futures	2396.47	2397.02	2396.2	2396.2	1016.0
2016-12-06 03:45:00	ES	Futures	2396.47	2396.47	2395.93	2396.2	1621.0
2016-12-06 03:50:00	ES	Futures	2396.2	2398.1	2396.2	2397.56	1685.0
2016-12-06 03:55:00	ES	Futures	2397.83	2398.1	2397.29	2398.1	1909.0
2016-12-06 04:00:00	ES	Futures	2398.1	2398.92	2397.83	2398.65	2020.0
2016-12-06 04:05:00	ES	Futures	2398.65	2398.92	2397.83	2398.1	1264.0

> showing 50 of 14,888 rows — these rows as CSV

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