PREVIEW / futures_5min / 2016-12-20

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-20.parquet
  size:    225 KB
  rows:    15,391

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
2016-12-20 00:00:00	ES	Futures	2467.47	2467.74	2467.47	2467.74	48.0
2016-12-20 00:05:00	ES	Futures	2467.47	2467.74	2467.47	2467.47	244.0
2016-12-20 00:10:00	ES	Futures	2467.47	2468.29	2467.2	2468.01	548.0
2016-12-20 00:15:00	ES	Futures	2468.01	2468.56	2468.01	2468.29	237.0
2016-12-20 00:20:00	ES	Futures	2468.56	2468.56	2468.01	2468.29	179.0
2016-12-20 00:25:00	ES	Futures	2468.29	2468.29	2468.01	2468.01	201.0
2016-12-20 00:30:00	ES	Futures	2468.01	2468.01	2467.74	2467.74	101.0
2016-12-20 00:35:00	ES	Futures	2467.74	2467.74	2467.47	2467.47	66.0
2016-12-20 00:40:00	ES	Futures	2467.74	2468.01	2467.47	2467.74	79.0
2016-12-20 00:45:00	ES	Futures	2467.74	2468.01	2467.74	2468.01	22.0
2016-12-20 00:50:00	ES	Futures	2467.74	2468.01	2467.47	2467.47	115.0
2016-12-20 00:55:00	ES	Futures	2467.74	2467.74	2467.47	2467.47	84.0
2016-12-20 01:00:00	ES	Futures	2467.47	2467.74	2467.2	2467.47	189.0
2016-12-20 01:05:00	ES	Futures	2467.47	2467.47	2467.2	2467.47	60.0
2016-12-20 01:10:00	ES	Futures	2467.2	2468.01	2467.2	2467.74	145.0
2016-12-20 01:15:00	ES	Futures	2467.74	2467.74	2467.2	2467.47	183.0
2016-12-20 01:20:00	ES	Futures	2467.47	2468.01	2467.47	2467.47	212.0
2016-12-20 01:25:00	ES	Futures	2467.47	2467.47	2467.2	2467.47	85.0
2016-12-20 01:30:00	ES	Futures	2467.2	2467.47	2467.2	2467.2	51.0
2016-12-20 01:35:00	ES	Futures	2467.2	2467.47	2466.92	2466.92	113.0
2016-12-20 01:40:00	ES	Futures	2467.2	2467.47	2466.92	2467.47	224.0
2016-12-20 01:45:00	ES	Futures	2467.47	2468.01	2467.47	2467.74	150.0
2016-12-20 01:50:00	ES	Futures	2467.74	2468.01	2467.74	2467.74	14.0
2016-12-20 01:55:00	ES	Futures	2467.74	2468.01	2467.47	2467.47	165.0
2016-12-20 02:00:00	ES	Futures	2467.74	2467.74	2467.2	2467.2	216.0
2016-12-20 02:05:00	ES	Futures	2467.2	2467.74	2467.2	2467.2	312.0
2016-12-20 02:10:00	ES	Futures	2467.2	2467.74	2467.2	2467.47	207.0
2016-12-20 02:15:00	ES	Futures	2467.47	2468.01	2467.47	2467.74	497.0
2016-12-20 02:20:00	ES	Futures	2467.74	2468.29	2467.74	2468.29	292.0
2016-12-20 02:25:00	ES	Futures	2468.29	2468.56	2467.74	2468.01	161.0
2016-12-20 02:30:00	ES	Futures	2468.01	2468.29	2467.74	2468.01	394.0
2016-12-20 02:35:00	ES	Futures	2468.01	2468.01	2467.2	2467.2	187.0
2016-12-20 02:40:00	ES	Futures	2467.2	2467.47	2467.2	2467.47	105.0
2016-12-20 02:45:00	ES	Futures	2467.47	2467.47	2466.92	2467.47	274.0
2016-12-20 02:50:00	ES	Futures	2467.2	2467.74	2467.2	2467.74	286.0
2016-12-20 02:55:00	ES	Futures	2467.47	2467.74	2467.2	2467.47	317.0
2016-12-20 03:00:00	ES	Futures	2467.47	2468.29	2466.65	2467.74	1679.0
2016-12-20 03:05:00	ES	Futures	2467.74	2469.65	2467.74	2468.83	2371.0
2016-12-20 03:10:00	ES	Futures	2469.1	2469.65	2468.83	2469.38	942.0
2016-12-20 03:15:00	ES	Futures	2469.65	2469.92	2468.83	2469.65	1314.0
2016-12-20 03:20:00	ES	Futures	2469.65	2469.65	2468.56	2469.38	922.0
2016-12-20 03:25:00	ES	Futures	2469.38	2469.92	2469.1	2469.38	687.0
2016-12-20 03:30:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	640.0
2016-12-20 03:35:00	ES	Futures	2469.65	2471.01	2469.38	2469.65	1787.0
2016-12-20 03:40:00	ES	Futures	2469.65	2469.92	2469.38	2469.65	534.0
2016-12-20 03:45:00	ES	Futures	2469.38	2469.65	2469.1	2469.65	512.0
2016-12-20 03:50:00	ES	Futures	2469.38	2469.65	2469.38	2469.38	517.0
2016-12-20 03:55:00	ES	Futures	2469.1	2469.65	2469.1	2469.1	443.0
2016-12-20 04:00:00	ES	Futures	2469.1	2469.65	2468.83	2469.38	304.0
2016-12-20 04:05:00	ES	Futures	2469.38	2469.38	2469.1	2469.38	384.0

> showing 50 of 15,391 rows — these rows as CSV

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