PREVIEW / futures_5min / 2016-12-21

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-21.parquet
  size:    215 KB
  rows:    15,133

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
2016-12-21 00:00:00	ES	Futures	2472.1	2472.65	2471.83	2472.38	165.0
2016-12-21 00:05:00	ES	Futures	2472.38	2472.65	2472.1	2472.1	107.0
2016-12-21 00:10:00	ES	Futures	2472.1	2472.38	2471.83	2472.1	201.0
2016-12-21 00:15:00	ES	Futures	2472.1	2472.65	2472.1	2472.65	100.0
2016-12-21 00:20:00	ES	Futures	2472.38	2472.65	2472.38	2472.38	223.0
2016-12-21 00:25:00	ES	Futures	2472.38	2472.65	2472.38	2472.65	78.0
2016-12-21 00:30:00	ES	Futures	2472.38	2472.38	2472.1	2472.38	55.0
2016-12-21 00:35:00	ES	Futures	2472.38	2472.38	2472.38	2472.38	56.0
2016-12-21 00:40:00	ES	Futures	2472.65	2472.65	2472.38	2472.38	68.0
2016-12-21 00:45:00	ES	Futures	2472.38	2472.38	2472.38	2472.38	96.0
2016-12-21 00:50:00	ES	Futures	2472.38	2472.38	2471.83	2472.1	170.0
2016-12-21 00:55:00	ES	Futures	2472.38	2472.65	2472.1	2472.38	159.0
2016-12-21 01:00:00	ES	Futures	2472.38	2472.65	2472.38	2472.38	94.0
2016-12-21 01:05:00	ES	Futures	2472.38	2472.65	2472.38	2472.38	94.0
2016-12-21 01:10:00	ES	Futures	2472.38	2472.38	2472.1	2472.38	103.0
2016-12-21 01:15:00	ES	Futures	2472.65	2472.65	2472.1	2472.1	77.0
2016-12-21 01:20:00	ES	Futures	2472.38	2472.38	2472.1	2472.1	84.0
2016-12-21 01:25:00	ES	Futures	2472.38	2472.65	2472.38	2472.38	95.0
2016-12-21 01:30:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	43.0
2016-12-21 01:35:00	ES	Futures	2472.1	2472.38	2472.1	2472.1	53.0
2016-12-21 01:40:00	ES	Futures	2472.1	2472.1	2472.1	2472.1	61.0
2016-12-21 01:45:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	187.0
2016-12-21 01:50:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	27.0
2016-12-21 01:55:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	87.0
2016-12-21 02:00:00	ES	Futures	2472.1	2472.65	2471.83	2472.65	278.0
2016-12-21 02:05:00	ES	Futures	2472.65	2472.65	2472.38	2472.65	52.0
2016-12-21 02:10:00	ES	Futures	2472.65	2472.65	2472.1	2472.65	132.0
2016-12-21 02:15:00	ES	Futures	2472.38	2472.92	2472.38	2472.65	174.0
2016-12-21 02:20:00	ES	Futures	2472.92	2473.47	2472.92	2473.47	274.0
2016-12-21 02:25:00	ES	Futures	2473.47	2473.47	2472.92	2473.2	173.0
2016-12-21 02:30:00	ES	Futures	2473.2	2473.2	2472.65	2473.2	338.0
2016-12-21 02:35:00	ES	Futures	2473.2	2473.2	2472.65	2472.92	203.0
2016-12-21 02:40:00	ES	Futures	2472.65	2472.92	2472.38	2472.38	199.0
2016-12-21 02:45:00	ES	Futures	2472.65	2472.65	2472.38	2472.65	252.0
2016-12-21 02:50:00	ES	Futures	2472.65	2472.92	2472.65	2472.92	97.0
2016-12-21 02:55:00	ES	Futures	2472.92	2473.2	2471.56	2471.83	869.0
2016-12-21 03:00:00	ES	Futures	2471.83	2473.2	2470.47	2473.2	3134.0
2016-12-21 03:05:00	ES	Futures	2473.47	2474.01	2472.92	2473.74	1447.0
2016-12-21 03:10:00	ES	Futures	2473.74	2474.01	2472.65	2472.92	934.0
2016-12-21 03:15:00	ES	Futures	2472.92	2473.74	2472.65	2473.74	772.0
2016-12-21 03:20:00	ES	Futures	2473.47	2473.74	2472.92	2472.92	305.0
2016-12-21 03:25:00	ES	Futures	2472.92	2474.01	2472.92	2473.47	534.0
2016-12-21 03:30:00	ES	Futures	2473.74	2474.01	2473.47	2474.01	444.0
2016-12-21 03:35:00	ES	Futures	2473.74	2473.74	2473.2	2473.47	502.0
2016-12-21 03:40:00	ES	Futures	2473.2	2473.47	2472.92	2473.2	257.0
2016-12-21 03:45:00	ES	Futures	2473.2	2474.01	2472.92	2473.47	476.0
2016-12-21 03:50:00	ES	Futures	2473.47	2473.47	2472.65	2472.92	386.0
2016-12-21 03:55:00	ES	Futures	2472.65	2472.92	2472.1	2472.38	544.0
2016-12-21 04:00:00	ES	Futures	2472.65	2472.65	2472.38	2472.65	422.0
2016-12-21 04:05:00	ES	Futures	2472.92	2473.2	2472.65	2473.2	460.0

> showing 50 of 15,133 rows — these rows as CSV

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