PREVIEW / futures_5min / 2016-12-28

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-28.parquet
  size:    235 KB
  rows:    15,031

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
2016-12-28 00:00:00	ES	Futures	2469.1	2469.65	2469.1	2469.65	129.0
2016-12-28 00:05:00	ES	Futures	2469.38	2469.65	2469.1	2469.1	267.0
2016-12-28 00:10:00	ES	Futures	2469.38	2469.65	2469.38	2469.65	36.0
2016-12-28 00:15:00	ES	Futures	2469.65	2469.92	2469.65	2469.65	103.0
2016-12-28 00:20:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	40.0
2016-12-28 00:25:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	32.0
2016-12-28 00:30:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	186.0
2016-12-28 00:35:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	51.0
2016-12-28 00:40:00	ES	Futures	2469.38	2469.65	2469.38	2469.65	18.0
2016-12-28 00:45:00	ES	Futures	2469.38	2469.65	2469.38	2469.65	26.0
2016-12-28 00:50:00	ES	Futures	2469.65	2469.65	2469.38	2469.65	116.0
2016-12-28 00:55:00	ES	Futures	2469.65	2469.92	2469.38	2469.65	81.0
2016-12-28 01:00:00	ES	Futures	2469.92	2469.92	2469.65	2469.92	228.0
2016-12-28 01:05:00	ES	Futures	2469.92	2469.92	2469.65	2469.92	20.0
2016-12-28 01:10:00	ES	Futures	2469.92	2470.2	2469.92	2469.92	60.0
2016-12-28 01:15:00	ES	Futures	2470.2	2470.2	2469.92	2470.2	60.0
2016-12-28 01:20:00	ES	Futures	2470.2	2471.01	2470.2	2471.01	573.0
2016-12-28 01:25:00	ES	Futures	2471.01	2471.01	2470.74	2470.74	38.0
2016-12-28 01:30:00	ES	Futures	2470.74	2471.01	2470.74	2470.74	175.0
2016-12-28 01:35:00	ES	Futures	2471.01	2471.01	2470.47	2470.74	231.0
2016-12-28 01:40:00	ES	Futures	2470.74	2471.01	2470.47	2471.01	97.0
2016-12-28 01:45:00	ES	Futures	2470.74	2471.01	2470.74	2471.01	155.0
2016-12-28 01:50:00	ES	Futures	2471.01	2471.29	2470.74	2471.29	279.0
2016-12-28 01:55:00	ES	Futures	2471.01	2471.29	2471.01	2471.29	398.0
2016-12-28 02:00:00	ES	Futures	2471.29	2471.56	2471.01	2471.29	380.0
2016-12-28 02:05:00	ES	Futures	2471.29	2471.56	2471.01	2471.29	228.0
2016-12-28 02:10:00	ES	Futures	2471.56	2471.83	2471.29	2471.29	598.0
2016-12-28 02:15:00	ES	Futures	2471.29	2471.83	2471.29	2471.56	141.0
2016-12-28 02:20:00	ES	Futures	2471.56	2471.83	2471.29	2471.83	173.0
2016-12-28 02:25:00	ES	Futures	2471.83	2472.38	2471.83	2472.38	456.0
2016-12-28 02:30:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	441.0
2016-12-28 02:35:00	ES	Futures	2472.1	2472.92	2472.1	2472.1	683.0
2016-12-28 02:40:00	ES	Futures	2472.1	2472.38	2471.83	2472.1	289.0
2016-12-28 02:45:00	ES	Futures	2472.1	2472.38	2471.83	2472.1	130.0
2016-12-28 02:50:00	ES	Futures	2472.1	2472.1	2471.83	2472.1	170.0
2016-12-28 02:55:00	ES	Futures	2472.1	2472.38	2471.56	2471.83	310.0
2016-12-28 03:00:00	ES	Futures	2471.83	2472.38	2470.74	2471.83	1436.0
2016-12-28 03:05:00	ES	Futures	2471.83	2472.65	2471.83	2472.38	1090.0
2016-12-28 03:10:00	ES	Futures	2472.38	2472.65	2471.83	2472.65	1351.0
2016-12-28 03:15:00	ES	Futures	2472.38	2472.65	2471.83	2472.1	1102.0
2016-12-28 03:20:00	ES	Futures	2472.1	2472.1	2471.83	2472.1	375.0
2016-12-28 03:25:00	ES	Futures	2471.83	2472.38	2471.83	2471.83	256.0
2016-12-28 03:30:00	ES	Futures	2471.83	2471.83	2470.74	2470.74	500.0
2016-12-28 03:35:00	ES	Futures	2471.01	2471.56	2470.47	2470.74	753.0
2016-12-28 03:40:00	ES	Futures	2471.01	2471.83	2470.74	2471.56	323.0
2016-12-28 03:45:00	ES	Futures	2471.29	2471.83	2471.29	2471.56	228.0
2016-12-28 03:50:00	ES	Futures	2471.56	2471.83	2471.29	2471.56	395.0
2016-12-28 03:55:00	ES	Futures	2471.56	2471.83	2471.01	2471.29	311.0
2016-12-28 04:00:00	ES	Futures	2471.56	2471.83	2470.74	2471.83	464.0
2016-12-28 04:05:00	ES	Futures	2471.83	2471.83	2471.29	2471.29	285.0

> showing 50 of 15,031 rows — these rows as CSV

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