PREVIEW / futures_5min / 2016-12-13

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-13.parquet
  size:    232 KB
  rows:    14,497

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
2016-12-13 00:00:00	ES	Futures	2454.7	2454.7	2454.42	2454.7	10.0
2016-12-13 00:05:00	ES	Futures	2454.7	2455.24	2454.7	2455.24	65.0
2016-12-13 00:10:00	ES	Futures	2454.97	2455.24	2454.7	2454.97	44.0
2016-12-13 00:15:00	ES	Futures	2454.97	2455.79	2454.7	2455.79	68.0
2016-12-13 00:20:00	ES	Futures	2455.79	2456.33	2455.51	2456.06	109.0
2016-12-13 00:25:00	ES	Futures	2456.06	2456.33	2456.06	2456.33	45.0
2016-12-13 00:30:00	ES	Futures	2456.33	2456.6	2456.06	2456.33	34.0
2016-12-13 00:35:00	ES	Futures	2456.06	2456.33	2455.79	2455.79	62.0
2016-12-13 00:40:00	ES	Futures	2456.06	2457.42	2456.06	2457.15	374.0
2016-12-13 00:45:00	ES	Futures	2457.15	2457.42	2456.87	2457.15	413.0
2016-12-13 00:50:00	ES	Futures	2457.15	2457.42	2456.87	2457.42	24.0
2016-12-13 00:55:00	ES	Futures	2457.42	2458.23	2457.42	2458.23	259.0
2016-12-13 01:00:00	ES	Futures	2457.96	2458.23	2457.42	2457.96	246.0
2016-12-13 01:05:00	ES	Futures	2458.23	2458.51	2458.23	2458.51	262.0
2016-12-13 01:10:00	ES	Futures	2458.51	2459.05	2458.23	2458.23	279.0
2016-12-13 01:15:00	ES	Futures	2458.23	2458.51	2457.96	2457.96	91.0
2016-12-13 01:20:00	ES	Futures	2458.23	2458.51	2457.96	2458.23	77.0
2016-12-13 01:25:00	ES	Futures	2457.96	2458.23	2457.96	2457.96	42.0
2016-12-13 01:30:00	ES	Futures	2457.96	2457.96	2457.69	2457.69	13.0
2016-12-13 01:35:00	ES	Futures	2457.69	2457.96	2457.69	2457.69	28.0
2016-12-13 01:40:00	ES	Futures	2457.69	2457.96	2457.42	2457.42	59.0
2016-12-13 01:45:00	ES	Futures	2457.69	2457.69	2457.15	2457.42	70.0
2016-12-13 01:50:00	ES	Futures	2457.42	2457.69	2457.42	2457.42	16.0
2016-12-13 01:55:00	ES	Futures	2457.42	2457.69	2457.15	2457.15	45.0
2016-12-13 02:00:00	ES	Futures	2457.15	2457.96	2457.15	2457.15	657.0
2016-12-13 02:05:00	ES	Futures	2457.42	2457.42	2457.15	2457.42	226.0
2016-12-13 02:10:00	ES	Futures	2457.42	2458.23	2457.42	2457.96	70.0
2016-12-13 02:15:00	ES	Futures	2457.96	2458.23	2456.87	2456.87	859.0
2016-12-13 02:20:00	ES	Futures	2456.87	2457.15	2456.6	2456.87	31.0
2016-12-13 02:25:00	ES	Futures	2456.6	2457.42	2456.6	2457.15	81.0
2016-12-13 02:30:00	ES	Futures	2457.15	2457.42	2457.15	2457.15	52.0
2016-12-13 02:35:00	ES	Futures	2456.87	2457.15	2456.87	2456.87	46.0
2016-12-13 02:40:00	ES	Futures	2457.15	2457.42	2456.6	2457.15	86.0
2016-12-13 02:45:00	ES	Futures	2457.15	2457.42	2457.15	2457.42	23.0
2016-12-13 02:50:00	ES	Futures	2457.15	2457.69	2457.15	2457.69	197.0
2016-12-13 02:55:00	ES	Futures	2457.69	2457.69	2457.15	2457.15	66.0
2016-12-13 03:00:00	ES	Futures	2457.42	2458.51	2456.87	2458.23	539.0
2016-12-13 03:05:00	ES	Futures	2458.23	2459.32	2457.96	2459.05	557.0
2016-12-13 03:10:00	ES	Futures	2459.32	2459.87	2459.05	2459.32	597.0
2016-12-13 03:15:00	ES	Futures	2459.32	2459.87	2459.32	2459.87	858.0
2016-12-13 03:20:00	ES	Futures	2459.59	2460.41	2459.32	2460.41	366.0
2016-12-13 03:25:00	ES	Futures	2460.41	2460.41	2459.05	2459.59	233.0
2016-12-13 03:30:00	ES	Futures	2459.87	2461.23	2459.87	2461.23	745.0
2016-12-13 03:35:00	ES	Futures	2460.95	2461.23	2460.41	2460.68	324.0
2016-12-13 03:40:00	ES	Futures	2460.41	2460.68	2460.14	2460.41	101.0
2016-12-13 03:45:00	ES	Futures	2460.41	2460.41	2459.87	2460.41	139.0
2016-12-13 03:50:00	ES	Futures	2460.41	2461.23	2460.41	2460.41	146.0
2016-12-13 03:55:00	ES	Futures	2460.68	2461.5	2460.41	2461.23	195.0
2016-12-13 04:00:00	ES	Futures	2461.23	2461.23	2460.68	2460.95	148.0
2016-12-13 04:05:00	ES	Futures	2460.95	2460.95	2460.41	2460.68	107.0

> showing 50 of 14,497 rows — these rows as CSV

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