PREVIEW / futures_5min / 2016-12-08

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-08.parquet
  size:    265 KB
  rows:    15,302

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
2016-12-08 00:00:00	ES	Futures	2435.92	2436.2	2435.65	2435.92	89.0
2016-12-08 00:05:00	ES	Futures	2436.2	2436.2	2435.65	2436.2	225.0
2016-12-08 00:10:00	ES	Futures	2436.2	2436.2	2435.65	2435.92	263.0
2016-12-08 00:15:00	ES	Futures	2436.2	2436.47	2435.92	2436.2	108.0
2016-12-08 00:20:00	ES	Futures	2436.2	2436.47	2436.2	2436.47	128.0
2016-12-08 00:25:00	ES	Futures	2436.47	2437.01	2436.2	2437.01	250.0
2016-12-08 00:30:00	ES	Futures	2436.74	2437.28	2436.74	2437.28	626.0
2016-12-08 00:35:00	ES	Futures	2437.56	2437.83	2437.28	2437.28	505.0
2016-12-08 00:40:00	ES	Futures	2437.56	2437.83	2437.28	2437.56	404.0
2016-12-08 00:45:00	ES	Futures	2437.83	2437.83	2437.28	2437.56	295.0
2016-12-08 00:50:00	ES	Futures	2437.56	2437.56	2436.74	2436.74	314.0
2016-12-08 00:55:00	ES	Futures	2437.01	2437.28	2436.74	2437.01	309.0
2016-12-08 01:00:00	ES	Futures	2437.01	2437.56	2436.74	2437.01	572.0
2016-12-08 01:05:00	ES	Futures	2437.01	2437.28	2436.74	2437.01	349.0
2016-12-08 01:10:00	ES	Futures	2437.28	2437.28	2437.01	2437.28	196.0
2016-12-08 01:15:00	ES	Futures	2437.28	2437.28	2437.01	2437.01	752.0
2016-12-08 01:20:00	ES	Futures	2437.01	2437.28	2437.01	2437.01	158.0
2016-12-08 01:25:00	ES	Futures	2437.01	2437.56	2437.01	2437.28	454.0
2016-12-08 01:30:00	ES	Futures	2437.28	2437.56	2437.01	2437.01	246.0
2016-12-08 01:35:00	ES	Futures	2437.28	2437.56	2437.01	2437.28	205.0
2016-12-08 01:40:00	ES	Futures	2437.56	2437.56	2437.01	2437.01	191.0
2016-12-08 01:45:00	ES	Futures	2437.28	2437.28	2436.74	2436.74	456.0
2016-12-08 01:50:00	ES	Futures	2437.01	2437.01	2435.92	2436.2	1001.0
2016-12-08 01:55:00	ES	Futures	2436.2	2436.47	2435.92	2435.92	421.0
2016-12-08 02:00:00	ES	Futures	2435.92	2436.2	2435.38	2435.65	1208.0
2016-12-08 02:05:00	ES	Futures	2435.65	2435.92	2434.83	2435.11	751.0
2016-12-08 02:10:00	ES	Futures	2435.38	2435.92	2435.11	2435.65	853.0
2016-12-08 02:15:00	ES	Futures	2435.92	2436.2	2435.65	2435.92	269.0
2016-12-08 02:20:00	ES	Futures	2435.92	2436.2	2435.65	2435.92	440.0
2016-12-08 02:25:00	ES	Futures	2436.2	2436.2	2435.38	2435.65	402.0
2016-12-08 02:30:00	ES	Futures	2435.65	2435.92	2434.56	2434.83	1449.0
2016-12-08 02:35:00	ES	Futures	2434.83	2434.83	2434.29	2434.56	1569.0
2016-12-08 02:40:00	ES	Futures	2434.56	2434.56	2433.75	2434.02	1591.0
2016-12-08 02:45:00	ES	Futures	2434.02	2434.83	2434.02	2434.56	694.0
2016-12-08 02:50:00	ES	Futures	2434.29	2434.83	2434.02	2434.29	700.0
2016-12-08 02:55:00	ES	Futures	2434.29	2434.56	2434.02	2434.29	574.0
2016-12-08 03:00:00	ES	Futures	2434.56	2435.92	2434.02	2435.65	2984.0
2016-12-08 03:05:00	ES	Futures	2435.65	2436.2	2434.56	2434.83	3262.0
2016-12-08 03:10:00	ES	Futures	2434.56	2435.38	2434.29	2434.83	1705.0
2016-12-08 03:15:00	ES	Futures	2435.11	2435.65	2434.83	2435.38	1441.0
2016-12-08 03:20:00	ES	Futures	2435.38	2436.2	2434.83	2435.65	1471.0
2016-12-08 03:25:00	ES	Futures	2435.92	2435.92	2435.11	2435.65	2021.0
2016-12-08 03:30:00	ES	Futures	2435.92	2436.2	2435.11	2435.38	1051.0
2016-12-08 03:35:00	ES	Futures	2435.38	2435.65	2435.11	2435.38	1628.0
2016-12-08 03:40:00	ES	Futures	2435.38	2435.38	2433.75	2434.56	2134.0
2016-12-08 03:45:00	ES	Futures	2434.83	2435.92	2434.02	2435.38	2336.0
2016-12-08 03:50:00	ES	Futures	2435.38	2435.65	2434.29	2434.83	1839.0
2016-12-08 03:55:00	ES	Futures	2434.83	2434.83	2432.93	2433.2	3038.0
2016-12-08 04:00:00	ES	Futures	2433.47	2433.75	2433.2	2433.47	1830.0
2016-12-08 04:05:00	ES	Futures	2433.47	2433.47	2432.66	2432.66	2610.0

> showing 50 of 15,302 rows — these rows as CSV

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