PREVIEW / futures_5min / 2016-12-23

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-23.parquet
  size:    166 KB
  rows:    11,375

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
2016-12-23 00:00:00	ES	Futures	2465.01	2465.29	2465.01	2465.01	34.0
2016-12-23 00:05:00	ES	Futures	2465.01	2465.29	2465.01	2465.29	69.0
2016-12-23 00:10:00	ES	Futures	2465.29	2465.29	2465.01	2465.29	123.0
2016-12-23 00:15:00	ES	Futures	2465.01	2465.29	2465.01	2465.01	11.0
2016-12-23 00:20:00	ES	Futures	2465.01	2465.29	2465.01	2465.01	50.0
2016-12-23 00:25:00	ES	Futures	2465.01	2465.01	2464.74	2465.01	87.0
2016-12-23 00:30:00	ES	Futures	2464.74	2465.29	2464.74	2464.74	156.0
2016-12-23 00:35:00	ES	Futures	2464.74	2465.01	2464.74	2464.74	106.0
2016-12-23 00:40:00	ES	Futures	2464.74	2465.01	2464.74	2464.74	51.0
2016-12-23 00:45:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	7.0
2016-12-23 00:50:00	ES	Futures	2464.74	2465.01	2464.74	2464.74	26.0
2016-12-23 00:55:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	42.0
2016-12-23 01:00:00	ES	Futures	2465.01	2465.01	2464.74	2465.01	34.0
2016-12-23 01:05:00	ES	Futures	2465.01	2465.01	2464.47	2464.74	137.0
2016-12-23 01:10:00	ES	Futures	2464.74	2464.74	2464.47	2464.74	14.0
2016-12-23 01:15:00	ES	Futures	2464.74	2464.74	2464.47	2464.74	8.0
2016-12-23 01:20:00	ES	Futures	2464.74	2464.74	2464.19	2464.47	144.0
2016-12-23 01:25:00	ES	Futures	2464.47	2464.74	2464.19	2464.47	49.0
2016-12-23 01:30:00	ES	Futures	2464.19	2464.74	2464.19	2464.74	105.0
2016-12-23 01:35:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	48.0
2016-12-23 01:40:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	14.0
2016-12-23 01:45:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	13.0
2016-12-23 01:50:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	121.0
2016-12-23 01:55:00	ES	Futures	2465.01	2465.29	2465.01	2465.29	96.0
2016-12-23 02:00:00	ES	Futures	2465.01	2465.29	2464.74	2465.01	260.0
2016-12-23 02:05:00	ES	Futures	2465.01	2465.29	2464.74	2465.29	74.0
2016-12-23 02:10:00	ES	Futures	2465.01	2465.29	2465.01	2465.01	140.0
2016-12-23 02:15:00	ES	Futures	2465.29	2465.56	2465.01	2465.29	264.0
2016-12-23 02:20:00	ES	Futures	2465.29	2465.56	2465.29	2465.56	218.0
2016-12-23 02:25:00	ES	Futures	2465.29	2465.56	2465.29	2465.29	60.0
2016-12-23 02:30:00	ES	Futures	2465.56	2465.56	2465.29	2465.56	226.0
2016-12-23 02:35:00	ES	Futures	2465.56	2465.83	2465.56	2465.83	249.0
2016-12-23 02:40:00	ES	Futures	2465.83	2465.83	2465.56	2465.83	105.0
2016-12-23 02:45:00	ES	Futures	2465.83	2465.83	2465.56	2465.83	133.0
2016-12-23 02:50:00	ES	Futures	2465.83	2466.38	2465.56	2466.38	515.0
2016-12-23 02:55:00	ES	Futures	2466.38	2466.38	2465.56	2465.83	262.0
2016-12-23 03:00:00	ES	Futures	2465.83	2466.92	2465.56	2465.83	1609.0
2016-12-23 03:05:00	ES	Futures	2466.1	2466.1	2464.19	2465.29	1996.0
2016-12-23 03:10:00	ES	Futures	2465.29	2466.1	2465.29	2465.29	795.0
2016-12-23 03:15:00	ES	Futures	2465.29	2465.56	2464.47	2465.01	632.0
2016-12-23 03:20:00	ES	Futures	2465.01	2465.29	2465.01	2465.01	374.0
2016-12-23 03:25:00	ES	Futures	2465.01	2465.29	2465.01	2465.29	403.0
2016-12-23 03:30:00	ES	Futures	2465.29	2465.56	2465.01	2465.29	308.0
2016-12-23 03:35:00	ES	Futures	2465.29	2465.56	2465.01	2465.56	161.0
2016-12-23 03:40:00	ES	Futures	2465.29	2465.56	2464.19	2464.19	544.0
2016-12-23 03:45:00	ES	Futures	2464.47	2465.01	2464.19	2465.01	412.0
2016-12-23 03:50:00	ES	Futures	2465.01	2465.29	2464.74	2464.74	255.0
2016-12-23 03:55:00	ES	Futures	2464.74	2465.29	2464.74	2464.74	227.0
2016-12-23 04:00:00	ES	Futures	2464.74	2464.74	2464.19	2464.74	378.0
2016-12-23 04:05:00	ES	Futures	2464.74	2465.01	2464.47	2464.74	208.0

> showing 50 of 11,375 rows — these rows as CSV

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