PREVIEW / futures_5min / 2016-12-22

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-22.parquet
  size:    212 KB
  rows:    14,742

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
2016-12-22 00:00:00	ES	Futures	2462.01	2462.01	2461.74	2461.74	223.0
2016-12-22 00:05:00	ES	Futures	2462.01	2462.01	2460.92	2461.19	650.0
2016-12-22 00:10:00	ES	Futures	2461.19	2461.74	2460.92	2461.74	238.0
2016-12-22 00:15:00	ES	Futures	2461.74	2461.74	2461.47	2461.74	130.0
2016-12-22 00:20:00	ES	Futures	2461.47	2462.01	2461.47	2462.01	149.0
2016-12-22 00:25:00	ES	Futures	2462.01	2462.01	2461.74	2461.74	37.0
2016-12-22 00:30:00	ES	Futures	2461.74	2462.01	2461.74	2462.01	92.0
2016-12-22 00:35:00	ES	Futures	2462.01	2462.29	2462.01	2462.01	68.0
2016-12-22 00:40:00	ES	Futures	2462.01	2462.01	2461.74	2461.74	111.0
2016-12-22 00:45:00	ES	Futures	2462.01	2462.01	2461.74	2462.01	85.0
2016-12-22 00:50:00	ES	Futures	2461.74	2462.29	2461.74	2462.29	100.0
2016-12-22 00:55:00	ES	Futures	2462.01	2463.38	2462.01	2463.38	984.0
2016-12-22 01:00:00	ES	Futures	2463.38	2463.38	2462.83	2463.1	575.0
2016-12-22 01:05:00	ES	Futures	2463.1	2463.1	2463.1	2463.1	37.0
2016-12-22 01:10:00	ES	Futures	2463.1	2463.1	2462.83	2462.83	152.0
2016-12-22 01:15:00	ES	Futures	2462.83	2462.83	2462.56	2462.56	216.0
2016-12-22 01:20:00	ES	Futures	2462.56	2462.83	2462.56	2462.83	99.0
2016-12-22 01:25:00	ES	Futures	2462.56	2462.83	2462.56	2462.83	82.0
2016-12-22 01:30:00	ES	Futures	2462.83	2463.1	2462.56	2462.83	123.0
2016-12-22 01:35:00	ES	Futures	2462.83	2463.1	2462.56	2462.56	167.0
2016-12-22 01:40:00	ES	Futures	2462.56	2462.83	2462.56	2462.83	396.0
2016-12-22 01:45:00	ES	Futures	2462.56	2462.83	2462.56	2462.83	84.0
2016-12-22 01:50:00	ES	Futures	2462.83	2462.83	2462.56	2462.56	64.0
2016-12-22 01:55:00	ES	Futures	2462.56	2462.56	2462.01	2462.29	162.0
2016-12-22 02:00:00	ES	Futures	2462.56	2463.1	2462.29	2463.1	466.0
2016-12-22 02:05:00	ES	Futures	2463.1	2463.38	2462.83	2463.1	306.0
2016-12-22 02:10:00	ES	Futures	2463.1	2463.38	2462.83	2462.83	84.0
2016-12-22 02:15:00	ES	Futures	2463.1	2463.1	2462.83	2463.1	125.0
2016-12-22 02:20:00	ES	Futures	2463.1	2463.38	2463.1	2463.1	111.0
2016-12-22 02:25:00	ES	Futures	2463.1	2463.38	2462.83	2463.1	95.0
2016-12-22 02:30:00	ES	Futures	2462.83	2463.1	2462.83	2462.83	102.0
2016-12-22 02:35:00	ES	Futures	2462.83	2463.1	2462.83	2463.1	155.0
2016-12-22 02:40:00	ES	Futures	2463.1	2463.38	2462.83	2463.38	406.0
2016-12-22 02:45:00	ES	Futures	2463.38	2463.38	2462.56	2462.83	551.0
2016-12-22 02:50:00	ES	Futures	2463.1	2463.65	2462.83	2463.65	441.0
2016-12-22 02:55:00	ES	Futures	2463.38	2463.92	2463.38	2463.65	641.0
2016-12-22 03:00:00	ES	Futures	2463.65	2464.19	2463.38	2464.19	1131.0
2016-12-22 03:05:00	ES	Futures	2464.19	2464.47	2463.38	2463.92	1548.0
2016-12-22 03:10:00	ES	Futures	2463.92	2464.47	2463.92	2464.47	872.0
2016-12-22 03:15:00	ES	Futures	2464.47	2464.74	2464.19	2464.19	645.0
2016-12-22 03:20:00	ES	Futures	2464.19	2464.19	2463.65	2463.92	701.0
2016-12-22 03:25:00	ES	Futures	2464.19	2464.19	2463.38	2463.65	452.0
2016-12-22 03:30:00	ES	Futures	2463.65	2463.92	2463.38	2463.65	381.0
2016-12-22 03:35:00	ES	Futures	2463.38	2463.65	2463.1	2463.38	529.0
2016-12-22 03:40:00	ES	Futures	2463.65	2463.92	2463.38	2463.65	311.0
2016-12-22 03:45:00	ES	Futures	2463.65	2463.92	2463.38	2463.92	408.0
2016-12-22 03:50:00	ES	Futures	2463.65	2464.47	2463.65	2464.19	844.0
2016-12-22 03:55:00	ES	Futures	2463.92	2464.19	2463.38	2463.38	346.0
2016-12-22 04:00:00	ES	Futures	2463.65	2464.19	2463.1	2464.19	709.0
2016-12-22 04:05:00	ES	Futures	2464.19	2464.47	2463.92	2464.19	528.0

> showing 50 of 14,742 rows — these rows as CSV

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