PREVIEW / futures_5min / 2016-12-30

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-12-30.parquet
  size:    195 KB
  rows:    12,137

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
2016-12-30 00:00:00	ES	Futures	2454.65	2454.92	2454.1	2454.92	637.0
2016-12-30 00:05:00	ES	Futures	2454.92	2456.83	2454.65	2456.56	2122.0
2016-12-30 00:10:00	ES	Futures	2456.56	2456.83	2456.28	2456.28	303.0
2016-12-30 00:15:00	ES	Futures	2456.28	2456.56	2456.28	2456.56	58.0
2016-12-30 00:20:00	ES	Futures	2456.28	2456.56	2456.28	2456.56	141.0
2016-12-30 00:25:00	ES	Futures	2456.56	2457.38	2456.28	2457.1	1493.0
2016-12-30 00:30:00	ES	Futures	2457.38	2457.92	2457.1	2457.38	1012.0
2016-12-30 00:35:00	ES	Futures	2457.1	2457.1	2456.56	2456.83	391.0
2016-12-30 00:40:00	ES	Futures	2456.56	2457.1	2456.28	2457.1	496.0
2016-12-30 00:45:00	ES	Futures	2457.1	2457.1	2456.56	2456.83	376.0
2016-12-30 00:50:00	ES	Futures	2457.1	2457.1	2456.28	2456.56	180.0
2016-12-30 00:55:00	ES	Futures	2456.56	2456.56	2456.28	2456.28	246.0
2016-12-30 01:00:00	ES	Futures	2456.28	2456.83	2456.28	2456.56	407.0
2016-12-30 01:05:00	ES	Futures	2456.56	2456.83	2456.28	2456.28	195.0
2016-12-30 01:10:00	ES	Futures	2456.28	2456.56	2456.01	2456.28	294.0
2016-12-30 01:15:00	ES	Futures	2456.28	2456.56	2456.28	2456.28	112.0
2016-12-30 01:20:00	ES	Futures	2456.28	2456.28	2456.01	2456.28	18.0
2016-12-30 01:25:00	ES	Futures	2456.01	2456.56	2456.01	2456.28	122.0
2016-12-30 01:30:00	ES	Futures	2456.28	2456.56	2456.01	2456.28	129.0
2016-12-30 01:35:00	ES	Futures	2456.28	2457.1	2456.28	2456.56	647.0
2016-12-30 01:40:00	ES	Futures	2456.56	2456.83	2456.56	2456.56	160.0
2016-12-30 01:45:00	ES	Futures	2456.56	2456.83	2456.56	2456.56	143.0
2016-12-30 01:50:00	ES	Futures	2456.56	2456.56	2456.01	2456.01	324.0
2016-12-30 01:55:00	ES	Futures	2456.01	2456.28	2455.74	2455.74	188.0
2016-12-30 02:00:00	ES	Futures	2456.01	2456.01	2455.19	2455.19	358.0
2016-12-30 02:05:00	ES	Futures	2455.19	2455.47	2454.92	2455.19	183.0
2016-12-30 02:10:00	ES	Futures	2455.19	2455.47	2454.92	2454.92	189.0
2016-12-30 02:15:00	ES	Futures	2454.92	2455.47	2454.92	2455.19	367.0
2016-12-30 02:20:00	ES	Futures	2455.19	2455.47	2455.19	2455.19	140.0
2016-12-30 02:25:00	ES	Futures	2455.19	2455.19	2454.92	2455.19	94.0
2016-12-30 02:30:00	ES	Futures	2455.19	2455.47	2454.65	2454.65	233.0
2016-12-30 02:35:00	ES	Futures	2454.65	2455.47	2454.65	2455.47	246.0
2016-12-30 02:40:00	ES	Futures	2455.47	2456.01	2455.47	2455.74	207.0
2016-12-30 02:45:00	ES	Futures	2455.74	2455.74	2455.19	2455.74	265.0
2016-12-30 02:50:00	ES	Futures	2455.47	2455.74	2454.92	2454.92	317.0
2016-12-30 02:55:00	ES	Futures	2454.92	2455.47	2454.65	2454.92	247.0
2016-12-30 03:00:00	ES	Futures	2454.65	2456.83	2454.65	2455.47	3173.0
2016-12-30 03:05:00	ES	Futures	2455.19	2455.47	2453.83	2453.83	1279.0
2016-12-30 03:10:00	ES	Futures	2453.83	2454.1	2453.56	2453.56	766.0
2016-12-30 03:15:00	ES	Futures	2453.56	2453.56	2453.01	2453.01	657.0
2016-12-30 03:20:00	ES	Futures	2453.28	2453.83	2453.28	2453.56	560.0
2016-12-30 03:25:00	ES	Futures	2453.83	2454.1	2453.28	2454.1	528.0
2016-12-30 03:30:00	ES	Futures	2454.37	2454.37	2453.28	2453.28	567.0
2016-12-30 03:35:00	ES	Futures	2453.28	2453.83	2453.28	2453.56	210.0
2016-12-30 03:40:00	ES	Futures	2453.56	2453.83	2453.56	2453.83	268.0
2016-12-30 03:45:00	ES	Futures	2453.56	2453.83	2453.28	2453.56	188.0
2016-12-30 03:50:00	ES	Futures	2453.83	2454.1	2453.56	2453.83	433.0
2016-12-30 03:55:00	ES	Futures	2453.56	2454.37	2453.56	2454.1	285.0
2016-12-30 04:00:00	ES	Futures	2454.37	2454.65	2453.83	2454.65	686.0
2016-12-30 04:05:00	ES	Futures	2454.37	2454.65	2454.37	2454.65	193.0

> showing 50 of 12,137 rows — these rows as CSV

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