PREVIEW / futures_5min / 2016-12-09

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-09.parquet
  size:    217 KB
  rows:    12,641

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
2016-12-09 00:00:00	ES	Futures	2446.26	2446.26	2445.99	2445.99	37.0
2016-12-09 00:05:00	ES	Futures	2445.99	2445.99	2445.99	2445.99	31.0
2016-12-09 00:10:00	ES	Futures	2445.99	2446.53	2445.99	2446.26	97.0
2016-12-09 00:15:00	ES	Futures	2446.26	2446.53	2445.99	2446.53	44.0
2016-12-09 00:20:00	ES	Futures	2446.26	2446.53	2446.26	2446.26	41.0
2016-12-09 00:25:00	ES	Futures	2446.53	2446.81	2446.26	2446.81	231.0
2016-12-09 00:30:00	ES	Futures	2446.53	2446.81	2446.26	2446.53	290.0
2016-12-09 00:35:00	ES	Futures	2446.53	2446.53	2446.26	2446.26	34.0
2016-12-09 00:40:00	ES	Futures	2446.26	2446.26	2445.99	2445.99	35.0
2016-12-09 00:45:00	ES	Futures	2445.99	2446.26	2445.99	2445.99	25.0
2016-12-09 00:50:00	ES	Futures	2446.26	2446.81	2446.26	2446.81	67.0
2016-12-09 00:55:00	ES	Futures	2446.81	2446.81	2446.26	2446.81	189.0
2016-12-09 01:00:00	ES	Futures	2446.53	2446.81	2445.45	2445.45	192.0
2016-12-09 01:05:00	ES	Futures	2445.45	2445.72	2445.17	2445.45	349.0
2016-12-09 01:10:00	ES	Futures	2445.72	2445.99	2445.45	2445.72	219.0
2016-12-09 01:15:00	ES	Futures	2445.72	2446.53	2445.72	2446.53	107.0
2016-12-09 01:20:00	ES	Futures	2446.53	2446.53	2445.99	2446.26	155.0
2016-12-09 01:25:00	ES	Futures	2446.53	2446.53	2446.26	2446.26	107.0
2016-12-09 01:30:00	ES	Futures	2446.26	2446.26	2445.72	2445.72	194.0
2016-12-09 01:35:00	ES	Futures	2445.72	2445.72	2445.17	2445.17	178.0
2016-12-09 01:40:00	ES	Futures	2445.45	2445.72	2445.45	2445.45	98.0
2016-12-09 01:45:00	ES	Futures	2445.45	2445.45	2445.17	2445.45	71.0
2016-12-09 01:50:00	ES	Futures	2445.45	2445.72	2445.17	2445.17	232.0
2016-12-09 01:55:00	ES	Futures	2445.17	2445.45	2444.9	2444.9	147.0
2016-12-09 02:00:00	ES	Futures	2445.17	2445.45	2444.36	2444.9	409.0
2016-12-09 02:05:00	ES	Futures	2444.9	2445.17	2443.81	2444.09	584.0
2016-12-09 02:10:00	ES	Futures	2444.09	2444.36	2443.81	2444.09	253.0
2016-12-09 02:15:00	ES	Futures	2444.09	2444.36	2443.81	2443.81	149.0
2016-12-09 02:20:00	ES	Futures	2444.09	2444.09	2443.54	2443.81	1249.0
2016-12-09 02:25:00	ES	Futures	2443.81	2444.09	2443.54	2443.54	158.0
2016-12-09 02:30:00	ES	Futures	2443.54	2444.09	2443.54	2443.81	270.0
2016-12-09 02:35:00	ES	Futures	2444.09	2444.36	2443.81	2444.09	166.0
2016-12-09 02:40:00	ES	Futures	2444.36	2444.36	2443.81	2444.09	134.0
2016-12-09 02:45:00	ES	Futures	2444.09	2444.36	2443.81	2444.09	384.0
2016-12-09 02:50:00	ES	Futures	2444.09	2444.36	2443.54	2443.81	198.0
2016-12-09 02:55:00	ES	Futures	2444.09	2444.36	2443.81	2443.81	487.0
2016-12-09 03:00:00	ES	Futures	2444.09	2445.72	2443.54	2445.17	1515.0
2016-12-09 03:05:00	ES	Futures	2445.45	2445.45	2444.36	2444.63	1361.0
2016-12-09 03:10:00	ES	Futures	2444.9	2445.99	2444.9	2445.45	722.0
2016-12-09 03:15:00	ES	Futures	2445.72	2445.72	2443.27	2443.27	1559.0
2016-12-09 03:20:00	ES	Futures	2443.54	2444.36	2443.27	2444.36	810.0
2016-12-09 03:25:00	ES	Futures	2444.09	2445.17	2443.81	2444.63	819.0
2016-12-09 03:30:00	ES	Futures	2444.9	2445.45	2444.36	2444.9	564.0
2016-12-09 03:35:00	ES	Futures	2444.9	2445.72	2444.63	2444.63	346.0
2016-12-09 03:40:00	ES	Futures	2444.9	2444.9	2443.54	2443.81	697.0
2016-12-09 03:45:00	ES	Futures	2444.09	2444.63	2443.81	2444.36	424.0
2016-12-09 03:50:00	ES	Futures	2444.63	2444.9	2444.36	2444.36	442.0
2016-12-09 03:55:00	ES	Futures	2444.36	2444.63	2443.81	2443.81	503.0
2016-12-09 04:00:00	ES	Futures	2444.09	2444.36	2443.27	2444.36	622.0
2016-12-09 04:05:00	ES	Futures	2444.09	2444.36	2443.27	2443.54	418.0

> showing 50 of 12,641 rows — these rows as CSV

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