PREVIEW / futures_5min / 2016-12-14

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-14.parquet
  size:    260 KB
  rows:    15,340

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
2016-12-14 00:00:00	ES	Futures	2474.01	2474.29	2473.74	2473.74	155.0
2016-12-14 00:05:00	ES	Futures	2473.74	2474.29	2473.74	2473.74	154.0
2016-12-14 00:10:00	ES	Futures	2474.01	2474.01	2473.74	2473.74	91.0
2016-12-14 00:15:00	ES	Futures	2474.01	2474.01	2473.74	2474.01	387.0
2016-12-14 00:20:00	ES	Futures	2474.01	2474.29	2473.74	2474.29	174.0
2016-12-14 00:25:00	ES	Futures	2474.29	2474.29	2473.74	2474.01	171.0
2016-12-14 00:30:00	ES	Futures	2474.01	2474.01	2473.47	2473.47	134.0
2016-12-14 00:35:00	ES	Futures	2473.74	2473.74	2473.2	2473.47	113.0
2016-12-14 00:40:00	ES	Futures	2473.74	2473.74	2472.92	2472.92	258.0
2016-12-14 00:45:00	ES	Futures	2473.2	2473.2	2472.92	2472.92	147.0
2016-12-14 00:50:00	ES	Futures	2472.92	2473.2	2472.92	2472.92	57.0
2016-12-14 00:55:00	ES	Futures	2472.92	2473.2	2472.92	2472.92	227.0
2016-12-14 01:00:00	ES	Futures	2473.2	2473.2	2472.92	2473.2	70.0
2016-12-14 01:05:00	ES	Futures	2472.92	2473.2	2472.92	2473.2	205.0
2016-12-14 01:10:00	ES	Futures	2473.2	2473.47	2472.92	2473.2	215.0
2016-12-14 01:15:00	ES	Futures	2473.2	2473.47	2472.92	2473.2	343.0
2016-12-14 01:20:00	ES	Futures	2473.2	2473.47	2472.92	2472.92	506.0
2016-12-14 01:25:00	ES	Futures	2472.65	2473.2	2472.65	2472.92	209.0
2016-12-14 01:30:00	ES	Futures	2472.92	2473.2	2472.92	2473.2	202.0
2016-12-14 01:35:00	ES	Futures	2473.2	2473.2	2472.92	2473.2	34.0
2016-12-14 01:40:00	ES	Futures	2473.2	2473.2	2472.92	2472.92	10.0
2016-12-14 01:45:00	ES	Futures	2472.92	2473.2	2472.65	2472.92	313.0
2016-12-14 01:50:00	ES	Futures	2472.92	2473.2	2472.92	2473.2	16.0
2016-12-14 01:55:00	ES	Futures	2472.92	2473.2	2472.92	2472.92	30.0
2016-12-14 02:00:00	ES	Futures	2473.2	2473.2	2472.38	2473.2	457.0
2016-12-14 02:05:00	ES	Futures	2472.92	2473.2	2472.65	2472.65	195.0
2016-12-14 02:10:00	ES	Futures	2472.65	2472.92	2471.83	2471.83	499.0
2016-12-14 02:15:00	ES	Futures	2472.1	2472.1	2471.83	2471.83	847.0
2016-12-14 02:20:00	ES	Futures	2471.83	2472.1	2471.56	2471.56	443.0
2016-12-14 02:25:00	ES	Futures	2471.56	2472.1	2471.56	2471.83	412.0
2016-12-14 02:30:00	ES	Futures	2472.1	2472.1	2471.56	2471.83	419.0
2016-12-14 02:35:00	ES	Futures	2471.83	2472.1	2471.29	2471.29	626.0
2016-12-14 02:40:00	ES	Futures	2471.56	2471.56	2471.29	2471.29	178.0
2016-12-14 02:45:00	ES	Futures	2471.29	2471.83	2471.29	2471.83	548.0
2016-12-14 02:50:00	ES	Futures	2471.83	2472.1	2471.56	2471.56	157.0
2016-12-14 02:55:00	ES	Futures	2471.56	2472.1	2471.56	2471.83	278.0
2016-12-14 03:00:00	ES	Futures	2471.83	2473.2	2471.29	2472.92	2512.0
2016-12-14 03:05:00	ES	Futures	2472.92	2473.74	2472.1	2473.2	2205.0
2016-12-14 03:10:00	ES	Futures	2473.2	2473.2	2471.29	2471.56	1754.0
2016-12-14 03:15:00	ES	Futures	2471.56	2472.38	2471.29	2472.1	1267.0
2016-12-14 03:20:00	ES	Futures	2472.1	2473.2	2472.1	2472.92	1151.0
2016-12-14 03:25:00	ES	Futures	2472.92	2474.01	2472.92	2473.74	1472.0
2016-12-14 03:30:00	ES	Futures	2474.01	2474.01	2472.92	2473.2	1233.0
2016-12-14 03:35:00	ES	Futures	2472.92	2473.47	2472.65	2473.2	926.0
2016-12-14 03:40:00	ES	Futures	2472.92	2473.2	2472.38	2472.38	720.0
2016-12-14 03:45:00	ES	Futures	2472.65	2473.74	2472.38	2473.47	630.0
2016-12-14 03:50:00	ES	Futures	2473.47	2474.83	2473.47	2474.56	1287.0
2016-12-14 03:55:00	ES	Futures	2474.29	2474.56	2473.74	2473.74	422.0
2016-12-14 04:00:00	ES	Futures	2474.01	2474.56	2473.74	2474.01	648.0
2016-12-14 04:05:00	ES	Futures	2473.74	2474.01	2473.2	2474.01	662.0

> showing 50 of 15,340 rows — these rows as CSV

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