PREVIEW / futures_5min / 2016-12-18

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-18.parquet
  size:    49 KB
  rows:    2,704

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
2016-12-18 18:00:00	ES	Futures	2461.47	2463.1	2461.19	2462.56	1584.0
2016-12-18 18:05:00	ES	Futures	2462.56	2465.01	2462.29	2464.74	1526.0
2016-12-18 18:10:00	ES	Futures	2465.01	2465.29	2464.47	2464.47	838.0
2016-12-18 18:15:00	ES	Futures	2464.47	2464.47	2464.19	2464.19	737.0
2016-12-18 18:20:00	ES	Futures	2464.19	2465.01	2463.92	2464.74	524.0
2016-12-18 18:25:00	ES	Futures	2465.01	2465.01	2464.74	2464.74	130.0
2016-12-18 18:30:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	140.0
2016-12-18 18:35:00	ES	Futures	2465.29	2465.29	2464.74	2464.74	270.0
2016-12-18 18:40:00	ES	Futures	2464.74	2465.01	2464.19	2464.19	450.0
2016-12-18 18:45:00	ES	Futures	2464.47	2465.01	2464.19	2464.74	307.0
2016-12-18 18:50:00	ES	Futures	2465.01	2465.01	2464.47	2464.74	298.0
2016-12-18 18:55:00	ES	Futures	2464.74	2464.74	2464.19	2464.47	113.0
2016-12-18 19:00:00	ES	Futures	2464.19	2464.74	2464.19	2464.47	322.0
2016-12-18 19:05:00	ES	Futures	2464.19	2465.01	2464.19	2464.74	404.0
2016-12-18 19:10:00	ES	Futures	2464.47	2464.74	2464.19	2464.19	661.0
2016-12-18 19:15:00	ES	Futures	2464.19	2464.47	2463.65	2463.65	656.0
2016-12-18 19:20:00	ES	Futures	2463.65	2464.19	2463.65	2463.92	224.0
2016-12-18 19:25:00	ES	Futures	2463.92	2464.47	2463.38	2464.47	583.0
2016-12-18 19:30:00	ES	Futures	2464.47	2464.47	2463.92	2464.19	129.0
2016-12-18 19:35:00	ES	Futures	2464.19	2464.47	2463.92	2464.19	107.0
2016-12-18 19:40:00	ES	Futures	2464.47	2464.74	2464.19	2464.74	111.0
2016-12-18 19:45:00	ES	Futures	2464.47	2464.74	2464.19	2464.47	134.0
2016-12-18 19:50:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	112.0
2016-12-18 19:55:00	ES	Futures	2464.74	2465.29	2464.74	2465.01	204.0
2016-12-18 20:00:00	ES	Futures	2465.01	2465.56	2464.74	2465.01	519.0
2016-12-18 20:05:00	ES	Futures	2465.01	2465.01	2464.47	2464.74	260.0
2016-12-18 20:10:00	ES	Futures	2465.01	2465.01	2464.47	2464.74	133.0
2016-12-18 20:15:00	ES	Futures	2464.74	2465.83	2464.47	2465.83	549.0
2016-12-18 20:20:00	ES	Futures	2465.83	2465.83	2464.74	2465.29	414.0
2016-12-18 20:25:00	ES	Futures	2465.29	2465.29	2464.74	2465.01	164.0
2016-12-18 20:30:00	ES	Futures	2465.01	2465.01	2464.47	2464.47	284.0
2016-12-18 20:35:00	ES	Futures	2464.47	2464.74	2463.92	2463.92	364.0
2016-12-18 20:40:00	ES	Futures	2463.92	2464.19	2463.65	2463.92	333.0
2016-12-18 20:45:00	ES	Futures	2463.92	2464.47	2463.92	2463.92	265.0
2016-12-18 20:50:00	ES	Futures	2463.92	2464.74	2463.92	2464.47	222.0
2016-12-18 20:55:00	ES	Futures	2464.47	2464.47	2464.19	2464.47	197.0
2016-12-18 21:00:00	ES	Futures	2464.19	2464.47	2463.65	2464.19	414.0
2016-12-18 21:05:00	ES	Futures	2464.19	2465.01	2463.92	2464.74	264.0
2016-12-18 21:10:00	ES	Futures	2464.74	2464.74	2464.19	2464.19	175.0
2016-12-18 21:15:00	ES	Futures	2464.19	2464.74	2464.19	2464.47	114.0
2016-12-18 21:20:00	ES	Futures	2464.47	2465.01	2464.47	2464.74	132.0
2016-12-18 21:25:00	ES	Futures	2464.74	2465.01	2464.47	2464.74	59.0
2016-12-18 21:30:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	38.0
2016-12-18 21:35:00	ES	Futures	2464.74	2465.01	2464.47	2465.01	295.0
2016-12-18 21:40:00	ES	Futures	2464.74	2464.74	2464.19	2464.47	114.0
2016-12-18 21:45:00	ES	Futures	2464.19	2464.47	2463.92	2463.92	145.0
2016-12-18 21:50:00	ES	Futures	2463.92	2464.47	2463.92	2464.19	115.0
2016-12-18 21:55:00	ES	Futures	2463.92	2464.19	2463.65	2463.92	115.0
2016-12-18 22:00:00	ES	Futures	2463.65	2463.92	2463.65	2463.65	212.0
2016-12-18 22:05:00	ES	Futures	2463.65	2464.19	2463.65	2463.65	168.0

> showing 50 of 2,704 rows — these rows as CSV

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