PREVIEW / futures_5min / 2016-12-29

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-29.parquet
  size:    222 KB
  rows:    15,099

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
2016-12-29 00:00:00	ES	Futures	2451.65	2451.92	2451.37	2451.37	214.0
2016-12-29 00:05:00	ES	Futures	2451.37	2451.65	2451.37	2451.37	78.0
2016-12-29 00:10:00	ES	Futures	2451.37	2451.65	2451.1	2451.1	72.0
2016-12-29 00:15:00	ES	Futures	2451.1	2451.37	2451.1	2451.1	432.0
2016-12-29 00:20:00	ES	Futures	2451.1	2451.1	2450.83	2450.83	111.0
2016-12-29 00:25:00	ES	Futures	2450.83	2450.83	2450.56	2450.56	101.0
2016-12-29 00:30:00	ES	Futures	2450.56	2450.83	2450.56	2450.83	155.0
2016-12-29 00:35:00	ES	Futures	2450.83	2451.1	2450.56	2451.1	88.0
2016-12-29 00:40:00	ES	Futures	2451.1	2451.1	2450.83	2451.1	65.0
2016-12-29 00:45:00	ES	Futures	2451.1	2451.1	2450.83	2450.83	87.0
2016-12-29 00:50:00	ES	Futures	2450.83	2450.83	2450.56	2450.83	48.0
2016-12-29 00:55:00	ES	Futures	2450.83	2450.83	2450.01	2450.01	249.0
2016-12-29 01:00:00	ES	Futures	2450.01	2450.56	2450.01	2450.56	201.0
2016-12-29 01:05:00	ES	Futures	2450.56	2450.56	2450.01	2450.28	130.0
2016-12-29 01:10:00	ES	Futures	2450.01	2450.28	2449.47	2449.47	325.0
2016-12-29 01:15:00	ES	Futures	2449.47	2449.74	2449.47	2449.47	303.0
2016-12-29 01:20:00	ES	Futures	2449.47	2449.74	2449.47	2449.47	261.0
2016-12-29 01:25:00	ES	Futures	2449.47	2449.74	2449.47	2449.74	141.0
2016-12-29 01:30:00	ES	Futures	2449.74	2450.56	2449.74	2450.28	835.0
2016-12-29 01:35:00	ES	Futures	2450.01	2451.1	2450.01	2450.83	435.0
2016-12-29 01:40:00	ES	Futures	2451.1	2451.37	2450.28	2450.28	328.0
2016-12-29 01:45:00	ES	Futures	2450.28	2450.83	2450.28	2450.28	165.0
2016-12-29 01:50:00	ES	Futures	2450.56	2451.1	2450.56	2450.83	216.0
2016-12-29 01:55:00	ES	Futures	2450.83	2451.1	2450.56	2450.83	216.0
2016-12-29 02:00:00	ES	Futures	2450.83	2451.37	2450.28	2450.56	788.0
2016-12-29 02:05:00	ES	Futures	2450.28	2450.56	2449.74	2450.28	479.0
2016-12-29 02:10:00	ES	Futures	2450.28	2450.28	2448.92	2449.19	645.0
2016-12-29 02:15:00	ES	Futures	2448.92	2449.47	2448.92	2449.19	365.0
2016-12-29 02:20:00	ES	Futures	2449.47	2449.47	2448.65	2448.92	624.0
2016-12-29 02:25:00	ES	Futures	2448.92	2449.19	2448.65	2449.19	255.0
2016-12-29 02:30:00	ES	Futures	2448.92	2450.01	2448.65	2450.01	515.0
2016-12-29 02:35:00	ES	Futures	2449.74	2450.28	2449.74	2449.74	484.0
2016-12-29 02:40:00	ES	Futures	2450.01	2450.01	2449.47	2450.01	92.0
2016-12-29 02:45:00	ES	Futures	2450.01	2450.01	2448.65	2448.92	967.0
2016-12-29 02:50:00	ES	Futures	2448.92	2449.19	2448.37	2448.37	1149.0
2016-12-29 02:55:00	ES	Futures	2448.37	2448.92	2446.46	2447.28	2741.0
2016-12-29 03:00:00	ES	Futures	2447.28	2449.19	2447.28	2448.92	1973.0
2016-12-29 03:05:00	ES	Futures	2449.19	2449.74	2448.1	2448.65	1531.0
2016-12-29 03:10:00	ES	Futures	2448.92	2449.74	2448.65	2449.19	1202.0
2016-12-29 03:15:00	ES	Futures	2449.19	2449.47	2448.1	2449.19	1221.0
2016-12-29 03:20:00	ES	Futures	2449.19	2449.74	2448.65	2449.74	543.0
2016-12-29 03:25:00	ES	Futures	2449.47	2449.74	2448.65	2448.65	895.0
2016-12-29 03:30:00	ES	Futures	2448.65	2449.47	2448.65	2448.92	822.0
2016-12-29 03:35:00	ES	Futures	2449.19	2449.19	2448.65	2448.65	427.0
2016-12-29 03:40:00	ES	Futures	2448.92	2448.92	2448.65	2448.65	263.0
2016-12-29 03:45:00	ES	Futures	2448.92	2449.19	2448.65	2448.65	517.0
2016-12-29 03:50:00	ES	Futures	2448.37	2448.92	2448.1	2448.92	526.0
2016-12-29 03:55:00	ES	Futures	2448.92	2449.47	2448.92	2449.19	557.0
2016-12-29 04:00:00	ES	Futures	2449.47	2450.01	2448.92	2449.74	1206.0
2016-12-29 04:05:00	ES	Futures	2449.74	2449.74	2448.65	2449.19	694.0

> showing 50 of 15,099 rows — these rows as CSV

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