PREVIEW / futures_5min / 2016-12-26

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-26.parquet
  size:    42 KB
  rows:    2,383

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
2016-12-26 18:00:00	ES	Futures	2464.47	2465.83	2464.47	2465.56	677.0
2016-12-26 18:05:00	ES	Futures	2465.56	2465.83	2465.29	2465.29	268.0
2016-12-26 18:10:00	ES	Futures	2465.29	2465.56	2464.74	2464.74	268.0
2016-12-26 18:15:00	ES	Futures	2464.74	2464.74	2464.47	2464.47	147.0
2016-12-26 18:20:00	ES	Futures	2464.74	2465.01	2464.47	2465.01	162.0
2016-12-26 18:25:00	ES	Futures	2465.29	2465.29	2465.01	2465.29	17.0
2016-12-26 18:30:00	ES	Futures	2465.01	2465.01	2463.65	2464.74	484.0
2016-12-26 18:35:00	ES	Futures	2464.74	2464.74	2464.47	2464.47	149.0
2016-12-26 18:40:00	ES	Futures	2464.47	2465.01	2464.47	2464.74	133.0
2016-12-26 18:45:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	82.0
2016-12-26 18:50:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	79.0
2016-12-26 18:55:00	ES	Futures	2464.74	2465.29	2464.74	2464.74	70.0
2016-12-26 19:00:00	ES	Futures	2465.01	2465.01	2464.47	2464.47	129.0
2016-12-26 19:05:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	153.0
2016-12-26 19:10:00	ES	Futures	2464.74	2464.74	2464.19	2464.74	104.0
2016-12-26 19:15:00	ES	Futures	2464.74	2464.74	2463.92	2464.19	487.0
2016-12-26 19:20:00	ES	Futures	2464.47	2464.47	2464.19	2464.19	116.0
2016-12-26 19:25:00	ES	Futures	2464.19	2464.19	2464.19	2464.19	14.0
2016-12-26 19:30:00	ES	Futures	2464.19	2464.19	2463.92	2463.92	65.0
2016-12-26 19:35:00	ES	Futures	2463.92	2463.92	2463.65	2463.92	137.0
2016-12-26 19:40:00	ES	Futures	2463.92	2463.92	2463.65	2463.65	73.0
2016-12-26 19:45:00	ES	Futures	2463.65	2463.65	2463.38	2463.65	138.0
2016-12-26 19:50:00	ES	Futures	2463.92	2463.92	2463.65	2463.65	40.0
2016-12-26 19:55:00	ES	Futures	2463.92	2464.47	2463.65	2464.47	103.0
2016-12-26 20:00:00	ES	Futures	2464.19	2464.74	2464.19	2464.19	165.0
2016-12-26 20:05:00	ES	Futures	2464.19	2464.19	2463.92	2464.19	175.0
2016-12-26 20:10:00	ES	Futures	2464.19	2464.19	2463.92	2463.92	70.0
2016-12-26 20:15:00	ES	Futures	2464.19	2464.47	2464.19	2464.19	94.0
2016-12-26 20:20:00	ES	Futures	2464.47	2464.47	2463.92	2464.19	36.0
2016-12-26 20:25:00	ES	Futures	2464.19	2464.47	2463.92	2464.47	61.0
2016-12-26 20:30:00	ES	Futures	2464.47	2464.47	2464.47	2464.47	121.0
2016-12-26 20:35:00	ES	Futures	2464.47	2464.47	2464.19	2464.47	64.0
2016-12-26 20:40:00	ES	Futures	2464.47	2464.47	2464.47	2464.47	99.0
2016-12-26 20:45:00	ES	Futures	2464.47	2464.74	2464.47	2464.47	46.0
2016-12-26 20:50:00	ES	Futures	2464.74	2464.74	2464.47	2464.47	71.0
2016-12-26 20:55:00	ES	Futures	2464.74	2464.74	2464.74	2464.74	12.0
2016-12-26 21:00:00	ES	Futures	2464.47	2464.74	2464.47	2464.47	22.0
2016-12-26 21:05:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	23.0
2016-12-26 21:10:00	ES	Futures	2464.74	2464.74	2464.47	2464.74	30.0
2016-12-26 21:15:00	ES	Futures	2464.74	2464.74	2464.74	2464.74	26.0
2016-12-26 21:20:00	ES	Futures	2464.47	2464.74	2464.47	2464.47	73.0
2016-12-26 21:25:00	ES	Futures	2464.47	2464.47	2464.47	2464.47	6.0
2016-12-26 21:30:00	ES	Futures	2464.47	2464.74	2464.47	2464.74	64.0
2016-12-26 21:35:00	ES	Futures	2464.74	2465.01	2464.74	2465.01	53.0
2016-12-26 21:40:00	ES	Futures	2465.01	2465.01	2464.74	2464.74	80.0
2016-12-26 21:45:00	ES	Futures	2464.74	2464.74	2464.74	2464.74	11.0
2016-12-26 21:50:00	ES	Futures	2464.74	2464.74	2464.47	2464.74	14.0
2016-12-26 21:55:00	ES	Futures	2464.74	2464.74	2464.74	2464.74	1.0
2016-12-26 22:00:00	ES	Futures	2464.74	2464.74	2464.74	2464.74	34.0
2016-12-26 22:05:00	ES	Futures	2465.01	2465.01	2464.74	2464.74	4.0

> showing 50 of 2,383 rows — these rows as CSV

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