PREVIEW / futures_5min / 2016-12-12

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-12.parquet
  size:    237 KB
  rows:    14,061

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
2016-12-12 00:00:00	ES	Futures	2460.95	2461.23	2460.68	2460.68	171.0
2016-12-12 00:05:00	ES	Futures	2460.95	2461.23	2460.14	2460.41	84.0
2016-12-12 00:10:00	ES	Futures	2460.14	2460.41	2459.59	2460.14	161.0
2016-12-12 00:15:00	ES	Futures	2460.14	2460.14	2459.05	2459.32	263.0
2016-12-12 00:20:00	ES	Futures	2459.59	2459.87	2459.32	2459.87	114.0
2016-12-12 00:25:00	ES	Futures	2460.14	2460.95	2459.87	2460.68	115.0
2016-12-12 00:30:00	ES	Futures	2460.68	2460.68	2460.41	2460.68	46.0
2016-12-12 00:35:00	ES	Futures	2460.68	2460.95	2460.14	2460.41	49.0
2016-12-12 00:40:00	ES	Futures	2460.41	2460.41	2459.32	2459.87	221.0
2016-12-12 00:45:00	ES	Futures	2459.87	2459.87	2459.32	2459.87	156.0
2016-12-12 00:50:00	ES	Futures	2459.87	2460.14	2459.59	2459.87	222.0
2016-12-12 00:55:00	ES	Futures	2459.59	2459.59	2459.05	2459.32	52.0
2016-12-12 01:00:00	ES	Futures	2459.05	2459.59	2459.05	2459.59	205.0
2016-12-12 01:05:00	ES	Futures	2459.59	2459.87	2459.59	2459.87	94.0
2016-12-12 01:10:00	ES	Futures	2459.87	2460.41	2459.87	2460.41	103.0
2016-12-12 01:15:00	ES	Futures	2460.14	2460.41	2459.32	2459.32	375.0
2016-12-12 01:20:00	ES	Futures	2459.59	2459.87	2459.32	2459.32	103.0
2016-12-12 01:25:00	ES	Futures	2459.32	2459.87	2459.05	2459.87	102.0
2016-12-12 01:30:00	ES	Futures	2459.59	2459.59	2459.59	2459.59	28.0
2016-12-12 01:35:00	ES	Futures	2459.32	2459.87	2459.32	2459.87	97.0
2016-12-12 01:40:00	ES	Futures	2459.87	2460.14	2459.87	2459.87	38.0
2016-12-12 01:45:00	ES	Futures	2460.14	2460.14	2459.87	2459.87	116.0
2016-12-12 01:50:00	ES	Futures	2459.59	2459.87	2459.05	2459.05	285.0
2016-12-12 01:55:00	ES	Futures	2459.05	2459.87	2459.05	2459.05	590.0
2016-12-12 02:00:00	ES	Futures	2459.05	2459.32	2457.42	2457.42	1255.0
2016-12-12 02:05:00	ES	Futures	2457.42	2457.42	2456.06	2456.33	670.0
2016-12-12 02:10:00	ES	Futures	2456.33	2456.87	2455.79	2456.06	418.0
2016-12-12 02:15:00	ES	Futures	2456.33	2456.87	2456.33	2456.6	182.0
2016-12-12 02:20:00	ES	Futures	2456.87	2457.15	2456.33	2456.87	99.0
2016-12-12 02:25:00	ES	Futures	2457.15	2457.42	2456.87	2456.87	148.0
2016-12-12 02:30:00	ES	Futures	2457.15	2457.42	2456.6	2457.15	463.0
2016-12-12 02:35:00	ES	Futures	2457.15	2458.78	2456.87	2458.78	684.0
2016-12-12 02:40:00	ES	Futures	2458.78	2459.05	2458.23	2458.51	200.0
2016-12-12 02:45:00	ES	Futures	2458.78	2458.78	2457.42	2457.42	571.0
2016-12-12 02:50:00	ES	Futures	2457.42	2458.23	2457.15	2457.96	113.0
2016-12-12 02:55:00	ES	Futures	2457.96	2458.23	2457.15	2457.15	276.0
2016-12-12 03:00:00	ES	Futures	2457.42	2460.14	2457.15	2460.14	1359.0
2016-12-12 03:05:00	ES	Futures	2460.14	2460.95	2459.59	2459.87	963.0
2016-12-12 03:10:00	ES	Futures	2460.14	2461.23	2459.87	2460.14	633.0
2016-12-12 03:15:00	ES	Futures	2460.14	2460.14	2457.96	2458.51	1047.0
2016-12-12 03:20:00	ES	Futures	2458.23	2459.05	2457.15	2457.96	919.0
2016-12-12 03:25:00	ES	Futures	2457.96	2457.96	2457.15	2457.96	550.0
2016-12-12 03:30:00	ES	Futures	2457.96	2459.05	2457.96	2459.05	533.0
2016-12-12 03:35:00	ES	Futures	2459.05	2459.05	2457.96	2458.51	421.0
2016-12-12 03:40:00	ES	Futures	2458.23	2459.59	2458.23	2459.59	414.0
2016-12-12 03:45:00	ES	Futures	2459.32	2460.41	2459.05	2459.59	363.0
2016-12-12 03:50:00	ES	Futures	2459.32	2459.59	2458.23	2458.51	1152.0
2016-12-12 03:55:00	ES	Futures	2458.51	2458.51	2457.96	2458.23	340.0
2016-12-12 04:00:00	ES	Futures	2458.23	2458.51	2457.42	2457.42	378.0
2016-12-12 04:05:00	ES	Futures	2457.42	2457.69	2456.87	2457.15	658.0

> showing 50 of 14,061 rows — these rows as CSV

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