PREVIEW / futures_5min / 2016-12-19

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-19.parquet
  size:    240 KB
  rows:    15,335

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
2016-12-19 00:00:00	ES	Futures	2464.47	2464.74	2464.19	2464.19	136.0
2016-12-19 00:05:00	ES	Futures	2464.19	2464.74	2464.19	2464.19	179.0
2016-12-19 00:10:00	ES	Futures	2464.19	2465.01	2464.19	2465.01	295.0
2016-12-19 00:15:00	ES	Futures	2465.01	2465.29	2464.74	2465.29	180.0
2016-12-19 00:20:00	ES	Futures	2465.29	2465.29	2465.01	2465.01	100.0
2016-12-19 00:25:00	ES	Futures	2465.01	2465.56	2465.01	2465.56	156.0
2016-12-19 00:30:00	ES	Futures	2465.29	2465.83	2465.29	2465.56	279.0
2016-12-19 00:35:00	ES	Futures	2465.83	2465.83	2465.56	2465.83	91.0
2016-12-19 00:40:00	ES	Futures	2465.56	2465.56	2465.29	2465.56	93.0
2016-12-19 00:45:00	ES	Futures	2465.56	2466.1	2465.29	2466.1	299.0
2016-12-19 00:50:00	ES	Futures	2466.1	2466.1	2465.83	2466.1	134.0
2016-12-19 00:55:00	ES	Futures	2466.1	2466.38	2465.83	2466.1	207.0
2016-12-19 01:00:00	ES	Futures	2465.83	2466.1	2465.56	2465.83	175.0
2016-12-19 01:05:00	ES	Futures	2465.83	2466.1	2465.56	2466.1	171.0
2016-12-19 01:10:00	ES	Futures	2465.83	2466.1	2465.83	2465.83	75.0
2016-12-19 01:15:00	ES	Futures	2465.83	2466.38	2465.83	2466.38	199.0
2016-12-19 01:20:00	ES	Futures	2466.38	2466.65	2466.1	2466.65	393.0
2016-12-19 01:25:00	ES	Futures	2466.65	2466.65	2466.38	2466.65	142.0
2016-12-19 01:30:00	ES	Futures	2466.65	2466.65	2465.83	2466.1	257.0
2016-12-19 01:35:00	ES	Futures	2466.1	2466.1	2465.56	2466.1	303.0
2016-12-19 01:40:00	ES	Futures	2466.1	2466.1	2465.56	2465.56	59.0
2016-12-19 01:45:00	ES	Futures	2465.83	2466.1	2465.56	2465.56	117.0
2016-12-19 01:50:00	ES	Futures	2465.83	2466.1	2465.56	2465.83	180.0
2016-12-19 01:55:00	ES	Futures	2465.83	2466.38	2465.83	2465.83	286.0
2016-12-19 02:00:00	ES	Futures	2465.83	2466.1	2465.01	2465.29	709.0
2016-12-19 02:05:00	ES	Futures	2465.56	2466.1	2465.29	2465.83	499.0
2016-12-19 02:10:00	ES	Futures	2465.83	2466.1	2465.29	2465.56	134.0
2016-12-19 02:15:00	ES	Futures	2465.29	2465.83	2465.29	2465.56	140.0
2016-12-19 02:20:00	ES	Futures	2465.56	2466.1	2465.56	2465.83	146.0
2016-12-19 02:25:00	ES	Futures	2465.83	2466.1	2465.83	2465.83	199.0
2016-12-19 02:30:00	ES	Futures	2465.83	2466.1	2465.29	2465.56	224.0
2016-12-19 02:35:00	ES	Futures	2465.56	2465.56	2465.29	2465.29	167.0
2016-12-19 02:40:00	ES	Futures	2465.56	2465.56	2465.01	2465.56	196.0
2016-12-19 02:45:00	ES	Futures	2465.56	2465.83	2465.29	2465.56	74.0
2016-12-19 02:50:00	ES	Futures	2465.83	2466.1	2465.56	2465.83	212.0
2016-12-19 02:55:00	ES	Futures	2465.83	2465.83	2464.47	2464.47	1261.0
2016-12-19 03:00:00	ES	Futures	2464.74	2465.01	2463.38	2463.92	1591.0
2016-12-19 03:05:00	ES	Futures	2463.92	2464.19	2463.38	2463.65	1111.0
2016-12-19 03:10:00	ES	Futures	2463.38	2464.47	2462.83	2463.92	1967.0
2016-12-19 03:15:00	ES	Futures	2463.92	2464.19	2463.1	2463.65	1144.0
2016-12-19 03:20:00	ES	Futures	2463.38	2463.92	2463.38	2463.65	685.0
2016-12-19 03:25:00	ES	Futures	2463.65	2464.47	2463.38	2464.47	680.0
2016-12-19 03:30:00	ES	Futures	2464.47	2464.47	2463.1	2463.38	1117.0
2016-12-19 03:35:00	ES	Futures	2463.38	2463.92	2463.1	2463.92	944.0
2016-12-19 03:40:00	ES	Futures	2463.92	2464.19	2463.65	2463.92	542.0
2016-12-19 03:45:00	ES	Futures	2463.92	2464.19	2463.65	2464.19	666.0
2016-12-19 03:50:00	ES	Futures	2464.19	2465.29	2463.92	2464.47	1015.0
2016-12-19 03:55:00	ES	Futures	2464.47	2464.74	2463.92	2464.47	361.0
2016-12-19 04:00:00	ES	Futures	2464.74	2464.74	2463.65	2463.92	720.0
2016-12-19 04:05:00	ES	Futures	2464.19	2464.19	2463.1	2463.38	569.0

> showing 50 of 15,335 rows — these rows as CSV

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