PREVIEW / futures_5min / 2015-08-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-09.parquet
  size:    42 KB
  rows:    2,331

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
2015-08-09 18:00:00	ES	Futures	2206.67	2208.26	2206.4	2208.0	4270.0
2015-08-09 18:05:00	ES	Futures	2208.0	2209.06	2207.73	2208.8	467.0
2015-08-09 18:10:00	ES	Futures	2208.53	2209.86	2208.26	2208.53	671.0
2015-08-09 18:15:00	ES	Futures	2208.26	2209.33	2208.26	2209.06	783.0
2015-08-09 18:20:00	ES	Futures	2208.8	2209.06	2208.8	2208.8	58.0
2015-08-09 18:25:00	ES	Futures	2208.8	2208.8	2208.0	2208.26	154.0
2015-08-09 18:30:00	ES	Futures	2208.53	2209.06	2208.26	2208.26	201.0
2015-08-09 18:35:00	ES	Futures	2208.53	2208.53	2207.73	2208.0	161.0
2015-08-09 18:40:00	ES	Futures	2208.0	2208.26	2207.73	2207.73	56.0
2015-08-09 18:45:00	ES	Futures	2207.73	2208.0	2207.2	2207.46	316.0
2015-08-09 18:50:00	ES	Futures	2207.2	2207.46	2207.2	2207.46	57.0
2015-08-09 18:55:00	ES	Futures	2207.46	2208.0	2207.46	2208.0	98.0
2015-08-09 19:00:00	ES	Futures	2208.26	2208.26	2207.2	2207.46	151.0
2015-08-09 19:05:00	ES	Futures	2207.2	2207.46	2207.2	2207.46	112.0
2015-08-09 19:10:00	ES	Futures	2207.46	2207.46	2206.67	2206.93	337.0
2015-08-09 19:15:00	ES	Futures	2206.67	2206.93	2206.67	2206.93	139.0
2015-08-09 19:20:00	ES	Futures	2206.67	2207.46	2206.67	2206.93	280.0
2015-08-09 19:25:00	ES	Futures	2207.2	2207.2	2206.93	2206.93	30.0
2015-08-09 19:30:00	ES	Futures	2207.2	2207.2	2207.2	2207.2	23.0
2015-08-09 19:35:00	ES	Futures	2206.93	2207.46	2206.93	2207.46	36.0
2015-08-09 19:40:00	ES	Futures	2207.46	2207.46	2206.93	2206.93	40.0
2015-08-09 19:45:00	ES	Futures	2206.93	2207.73	2206.93	2207.73	110.0
2015-08-09 19:50:00	ES	Futures	2207.46	2208.0	2206.93	2208.0	272.0
2015-08-09 19:55:00	ES	Futures	2208.0	2208.8	2207.73	2208.53	304.0
2015-08-09 20:00:00	ES	Futures	2208.8	2209.33	2208.53	2209.06	879.0
2015-08-09 20:05:00	ES	Futures	2209.06	2209.33	2208.8	2209.06	313.0
2015-08-09 20:10:00	ES	Futures	2209.06	2209.06	2208.26	2208.53	461.0
2015-08-09 20:15:00	ES	Futures	2208.8	2208.8	2208.53	2208.53	136.0
2015-08-09 20:20:00	ES	Futures	2208.26	2212.79	2208.26	2211.99	3664.0
2015-08-09 20:25:00	ES	Futures	2211.99	2211.99	2210.66	2210.93	1130.0
2015-08-09 20:30:00	ES	Futures	2210.93	2211.19	2210.13	2210.66	517.0
2015-08-09 20:35:00	ES	Futures	2210.39	2212.52	2210.39	2212.52	968.0
2015-08-09 20:40:00	ES	Futures	2212.26	2212.52	2211.72	2211.99	320.0
2015-08-09 20:45:00	ES	Futures	2211.72	2211.99	2211.46	2211.46	344.0
2015-08-09 20:50:00	ES	Futures	2211.72	2211.99	2210.66	2211.19	587.0
2015-08-09 20:55:00	ES	Futures	2211.19	2211.99	2210.93	2211.99	347.0
2015-08-09 21:00:00	ES	Futures	2211.99	2212.26	2211.72	2212.26	203.0
2015-08-09 21:05:00	ES	Futures	2212.26	2212.52	2211.99	2211.99	319.0
2015-08-09 21:10:00	ES	Futures	2212.26	2212.26	2211.99	2212.26	73.0
2015-08-09 21:15:00	ES	Futures	2211.99	2212.26	2211.19	2211.72	842.0
2015-08-09 21:20:00	ES	Futures	2211.72	2212.26	2211.46	2211.72	635.0
2015-08-09 21:25:00	ES	Futures	2211.72	2211.99	2211.19	2211.19	385.0
2015-08-09 21:30:00	ES	Futures	2211.19	2212.26	2210.93	2211.99	515.0
2015-08-09 21:35:00	ES	Futures	2211.99	2212.26	2211.99	2212.26	239.0
2015-08-09 21:40:00	ES	Futures	2212.26	2212.79	2211.99	2212.79	432.0
2015-08-09 21:45:00	ES	Futures	2212.79	2213.32	2212.26	2212.79	716.0
2015-08-09 21:50:00	ES	Futures	2212.52	2212.52	2211.46	2211.72	318.0
2015-08-09 21:55:00	ES	Futures	2211.72	2211.99	2211.46	2211.72	96.0
2015-08-09 22:00:00	ES	Futures	2211.99	2211.99	2211.72	2211.72	64.0
2015-08-09 22:05:00	ES	Futures	2211.72	2211.99	2211.46	2211.72	167.0

> showing 50 of 2,331 rows — these rows as CSV

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