PREVIEW / futures_5min / 2016-12-15

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-15.parquet
  size:    271 KB
  rows:    15,672

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
2016-12-15 00:00:00	ES	Futures	2461.19	2461.47	2460.65	2460.92	262.0
2016-12-15 00:05:00	ES	Futures	2460.92	2461.74	2460.92	2461.74	209.0
2016-12-15 00:10:00	ES	Futures	2461.74	2461.74	2461.19	2461.19	145.0
2016-12-15 00:15:00	ES	Futures	2461.47	2461.47	2461.19	2461.47	110.0
2016-12-15 00:20:00	ES	Futures	2461.47	2461.47	2460.38	2460.38	341.0
2016-12-15 00:25:00	ES	Futures	2460.38	2460.65	2459.83	2460.65	570.0
2016-12-15 00:30:00	ES	Futures	2460.65	2460.65	2460.1	2460.38	330.0
2016-12-15 00:35:00	ES	Futures	2460.1	2460.38	2459.83	2460.1	237.0
2016-12-15 00:40:00	ES	Futures	2459.83	2460.1	2459.83	2459.83	171.0
2016-12-15 00:45:00	ES	Futures	2460.1	2460.38	2459.83	2459.83	323.0
2016-12-15 00:50:00	ES	Futures	2459.83	2460.1	2459.56	2459.83	344.0
2016-12-15 00:55:00	ES	Futures	2459.56	2459.83	2459.28	2459.56	482.0
2016-12-15 01:00:00	ES	Futures	2459.56	2459.83	2459.28	2459.56	345.0
2016-12-15 01:05:00	ES	Futures	2459.56	2460.1	2459.28	2460.1	655.0
2016-12-15 01:10:00	ES	Futures	2460.1	2460.65	2459.56	2460.38	562.0
2016-12-15 01:15:00	ES	Futures	2460.65	2460.65	2460.1	2460.38	428.0
2016-12-15 01:20:00	ES	Futures	2460.38	2460.65	2460.1	2460.65	287.0
2016-12-15 01:25:00	ES	Futures	2460.38	2460.38	2459.28	2459.56	697.0
2016-12-15 01:30:00	ES	Futures	2459.56	2459.56	2458.19	2459.01	1079.0
2016-12-15 01:35:00	ES	Futures	2459.01	2459.01	2458.19	2458.19	520.0
2016-12-15 01:40:00	ES	Futures	2458.19	2458.47	2458.19	2458.47	133.0
2016-12-15 01:45:00	ES	Futures	2458.47	2458.74	2458.19	2458.47	199.0
2016-12-15 01:50:00	ES	Futures	2458.47	2459.01	2458.47	2458.74	135.0
2016-12-15 01:55:00	ES	Futures	2458.74	2459.01	2458.47	2459.01	153.0
2016-12-15 02:00:00	ES	Futures	2459.01	2460.92	2458.74	2460.92	1137.0
2016-12-15 02:05:00	ES	Futures	2460.92	2461.19	2460.38	2460.65	404.0
2016-12-15 02:10:00	ES	Futures	2460.65	2460.92	2460.1	2460.38	248.0
2016-12-15 02:15:00	ES	Futures	2460.38	2461.19	2460.1	2460.65	322.0
2016-12-15 02:20:00	ES	Futures	2460.65	2460.65	2460.1	2460.38	426.0
2016-12-15 02:25:00	ES	Futures	2460.38	2460.38	2459.56	2459.56	320.0
2016-12-15 02:30:00	ES	Futures	2459.83	2459.83	2458.47	2458.74	1297.0
2016-12-15 02:35:00	ES	Futures	2458.74	2459.28	2458.47	2458.74	1490.0
2016-12-15 02:40:00	ES	Futures	2458.74	2459.28	2458.74	2459.01	247.0
2016-12-15 02:45:00	ES	Futures	2459.01	2459.01	2456.56	2457.92	2255.0
2016-12-15 02:50:00	ES	Futures	2457.92	2459.01	2457.38	2459.01	1076.0
2016-12-15 02:55:00	ES	Futures	2458.74	2460.92	2458.74	2460.38	1607.0
2016-12-15 03:00:00	ES	Futures	2460.38	2460.65	2458.19	2459.83	2672.0
2016-12-15 03:05:00	ES	Futures	2459.56	2460.92	2459.28	2460.92	1882.0
2016-12-15 03:10:00	ES	Futures	2460.65	2461.19	2460.1	2460.92	1597.0
2016-12-15 03:15:00	ES	Futures	2460.92	2461.74	2460.1	2461.47	2061.0
2016-12-15 03:20:00	ES	Futures	2461.74	2462.29	2460.1	2461.74	4381.0
2016-12-15 03:25:00	ES	Futures	2462.01	2462.01	2458.47	2458.74	2390.0
2016-12-15 03:30:00	ES	Futures	2458.47	2459.01	2457.38	2457.92	2543.0
2016-12-15 03:35:00	ES	Futures	2457.92	2458.19	2456.83	2456.83	1498.0
2016-12-15 03:40:00	ES	Futures	2456.83	2457.1	2455.47	2456.83	2085.0
2016-12-15 03:45:00	ES	Futures	2456.83	2458.19	2456.56	2457.1	1908.0
2016-12-15 03:50:00	ES	Futures	2457.38	2458.19	2456.83	2457.38	1257.0
2016-12-15 03:55:00	ES	Futures	2457.38	2458.74	2457.38	2457.65	1460.0
2016-12-15 04:00:00	ES	Futures	2457.92	2458.47	2457.1	2457.1	1885.0
2016-12-15 04:05:00	ES	Futures	2457.38	2457.65	2456.83	2457.1	864.0

> showing 50 of 15,672 rows — these rows as CSV

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