PREVIEW / futures_5min / 2016-12-07

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-07.parquet
  size:    252 KB
  rows:    14,836

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
2016-12-07 00:00:00	ES	Futures	2405.18	2405.45	2405.18	2405.18	28.0
2016-12-07 00:05:00	ES	Futures	2405.45	2405.45	2405.18	2405.45	40.0
2016-12-07 00:10:00	ES	Futures	2405.45	2405.45	2405.18	2405.45	121.0
2016-12-07 00:15:00	ES	Futures	2405.45	2405.45	2405.18	2405.18	173.0
2016-12-07 00:20:00	ES	Futures	2405.45	2405.45	2404.91	2405.18	291.0
2016-12-07 00:25:00	ES	Futures	2405.18	2405.18	2404.91	2405.18	80.0
2016-12-07 00:30:00	ES	Futures	2404.91	2405.18	2404.91	2405.18	82.0
2016-12-07 00:35:00	ES	Futures	2405.18	2405.45	2404.91	2405.45	63.0
2016-12-07 00:40:00	ES	Futures	2405.45	2405.99	2405.45	2405.72	475.0
2016-12-07 00:45:00	ES	Futures	2405.72	2405.99	2405.72	2405.72	123.0
2016-12-07 00:50:00	ES	Futures	2405.99	2406.27	2405.72	2405.99	182.0
2016-12-07 00:55:00	ES	Futures	2406.27	2406.54	2406.27	2406.27	399.0
2016-12-07 01:00:00	ES	Futures	2406.27	2406.81	2405.99	2406.81	420.0
2016-12-07 01:05:00	ES	Futures	2406.54	2406.81	2406.27	2406.54	221.0
2016-12-07 01:10:00	ES	Futures	2406.54	2406.54	2406.27	2406.27	90.0
2016-12-07 01:15:00	ES	Futures	2406.27	2406.54	2406.27	2406.27	294.0
2016-12-07 01:20:00	ES	Futures	2406.27	2406.27	2405.99	2406.27	112.0
2016-12-07 01:25:00	ES	Futures	2406.27	2406.54	2405.99	2406.54	120.0
2016-12-07 01:30:00	ES	Futures	2406.27	2406.54	2405.99	2406.27	94.0
2016-12-07 01:35:00	ES	Futures	2406.27	2406.54	2405.99	2406.27	53.0
2016-12-07 01:40:00	ES	Futures	2406.27	2406.54	2406.27	2406.27	67.0
2016-12-07 01:45:00	ES	Futures	2406.54	2406.54	2406.27	2406.27	143.0
2016-12-07 01:50:00	ES	Futures	2406.54	2407.35	2406.54	2406.81	986.0
2016-12-07 01:55:00	ES	Futures	2406.81	2407.08	2406.54	2407.08	338.0
2016-12-07 02:00:00	ES	Futures	2407.08	2407.08	2405.99	2406.27	1008.0
2016-12-07 02:05:00	ES	Futures	2406.27	2406.54	2405.72	2405.99	621.0
2016-12-07 02:10:00	ES	Futures	2405.99	2406.54	2405.72	2406.27	204.0
2016-12-07 02:15:00	ES	Futures	2406.27	2406.81	2406.27	2406.54	818.0
2016-12-07 02:20:00	ES	Futures	2406.54	2407.35	2406.54	2407.08	492.0
2016-12-07 02:25:00	ES	Futures	2407.35	2407.35	2407.08	2407.08	719.0
2016-12-07 02:30:00	ES	Futures	2407.08	2407.63	2406.81	2407.63	1467.0
2016-12-07 02:35:00	ES	Futures	2407.63	2407.9	2407.63	2407.9	829.0
2016-12-07 02:40:00	ES	Futures	2407.9	2408.44	2407.63	2407.63	1068.0
2016-12-07 02:45:00	ES	Futures	2407.63	2408.44	2407.35	2408.44	573.0
2016-12-07 02:50:00	ES	Futures	2408.44	2408.44	2407.9	2408.17	1115.0
2016-12-07 02:55:00	ES	Futures	2408.44	2408.44	2407.9	2407.9	940.0
2016-12-07 03:00:00	ES	Futures	2407.9	2408.17	2407.35	2407.63	2651.0
2016-12-07 03:05:00	ES	Futures	2407.63	2408.17	2406.54	2406.81	2707.0
2016-12-07 03:10:00	ES	Futures	2407.08	2407.35	2405.99	2406.27	2054.0
2016-12-07 03:15:00	ES	Futures	2406.27	2406.27	2404.91	2405.72	3390.0
2016-12-07 03:20:00	ES	Futures	2405.72	2406.54	2405.45	2406.27	1680.0
2016-12-07 03:25:00	ES	Futures	2406.54	2406.54	2405.72	2405.72	2032.0
2016-12-07 03:30:00	ES	Futures	2405.99	2406.54	2405.72	2406.54	1126.0
2016-12-07 03:35:00	ES	Futures	2406.54	2407.35	2406.54	2407.08	1705.0
2016-12-07 03:40:00	ES	Futures	2407.08	2407.35	2406.27	2406.81	1423.0
2016-12-07 03:45:00	ES	Futures	2406.81	2407.08	2406.54	2406.81	1164.0
2016-12-07 03:50:00	ES	Futures	2406.81	2407.08	2405.99	2405.99	1637.0
2016-12-07 03:55:00	ES	Futures	2405.99	2407.08	2405.99	2406.81	1789.0
2016-12-07 04:00:00	ES	Futures	2406.81	2407.35	2406.54	2407.08	598.0
2016-12-07 04:05:00	ES	Futures	2406.81	2407.35	2406.81	2407.08	1385.0

> showing 50 of 14,836 rows — these rows as CSV

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