PREVIEW / futures_5min / 2015-08-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-23.parquet
  size:    66 KB
  rows:    2,635

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
2015-08-23 18:00:00	ES	Futures	2092.18	2092.45	2085.26	2085.26	16974.0
2015-08-23 18:05:00	ES	Futures	2085.26	2089.25	2085.26	2088.72	5799.0
2015-08-23 18:10:00	ES	Futures	2088.98	2088.98	2085.79	2086.06	3110.0
2015-08-23 18:15:00	ES	Futures	2086.06	2086.06	2081.8	2084.19	6192.0
2015-08-23 18:20:00	ES	Futures	2084.46	2088.19	2083.66	2086.85	3706.0
2015-08-23 18:25:00	ES	Futures	2087.12	2088.45	2086.32	2087.39	2102.0
2015-08-23 18:30:00	ES	Futures	2087.39	2087.92	2083.93	2084.46	2710.0
2015-08-23 18:35:00	ES	Futures	2084.46	2086.06	2082.86	2083.13	1708.0
2015-08-23 18:40:00	ES	Futures	2083.13	2084.19	2077.27	2082.33	9679.0
2015-08-23 18:45:00	ES	Futures	2082.33	2083.39	2081.53	2083.39	1850.0
2015-08-23 18:50:00	ES	Futures	2083.13	2086.59	2081.8	2084.99	3002.0
2015-08-23 18:55:00	ES	Futures	2085.26	2086.59	2084.19	2085.52	2303.0
2015-08-23 19:00:00	ES	Futures	2085.52	2085.79	2082.06	2082.06	1930.0
2015-08-23 19:05:00	ES	Futures	2082.33	2082.59	2079.4	2081.53	2500.0
2015-08-23 19:10:00	ES	Futures	2081.53	2081.8	2078.6	2079.13	2226.0
2015-08-23 19:15:00	ES	Futures	2079.13	2081.0	2077.27	2080.73	4243.0
2015-08-23 19:20:00	ES	Futures	2080.2	2081.53	2079.4	2080.73	2397.0
2015-08-23 19:25:00	ES	Futures	2080.73	2081.53	2079.67	2079.93	1780.0
2015-08-23 19:30:00	ES	Futures	2079.93	2083.13	2078.07	2083.13	3753.0
2015-08-23 19:35:00	ES	Futures	2083.39	2085.52	2082.33	2085.26	3996.0
2015-08-23 19:40:00	ES	Futures	2085.26	2087.92	2084.99	2087.65	4315.0
2015-08-23 19:45:00	ES	Futures	2087.92	2088.98	2085.52	2085.52	3186.0
2015-08-23 19:50:00	ES	Futures	2085.79	2088.19	2085.52	2087.92	1750.0
2015-08-23 19:55:00	ES	Futures	2088.19	2088.19	2084.99	2085.79	1357.0
2015-08-23 20:00:00	ES	Futures	2086.06	2088.45	2086.06	2087.12	2698.0
2015-08-23 20:05:00	ES	Futures	2087.12	2088.98	2085.52	2085.79	2577.0
2015-08-23 20:10:00	ES	Futures	2085.79	2086.06	2084.46	2084.99	2033.0
2015-08-23 20:15:00	ES	Futures	2084.72	2085.79	2084.72	2085.79	1515.0
2015-08-23 20:20:00	ES	Futures	2085.79	2086.06	2084.46	2084.72	1258.0
2015-08-23 20:25:00	ES	Futures	2084.46	2085.26	2084.19	2084.46	1288.0
2015-08-23 20:30:00	ES	Futures	2084.46	2088.19	2084.19	2088.19	1876.0
2015-08-23 20:35:00	ES	Futures	2088.19	2089.52	2087.12	2089.25	2430.0
2015-08-23 20:40:00	ES	Futures	2089.52	2090.05	2087.12	2087.12	1856.0
2015-08-23 20:45:00	ES	Futures	2087.39	2087.92	2087.12	2087.92	617.0
2015-08-23 20:50:00	ES	Futures	2087.92	2088.19	2087.12	2087.12	722.0
2015-08-23 20:55:00	ES	Futures	2087.12	2087.39	2085.79	2087.12	1051.0
2015-08-23 21:00:00	ES	Futures	2087.12	2089.52	2086.32	2089.25	1525.0
2015-08-23 21:05:00	ES	Futures	2089.25	2089.25	2086.32	2086.85	991.0
2015-08-23 21:10:00	ES	Futures	2086.59	2087.65	2086.32	2087.12	811.0
2015-08-23 21:15:00	ES	Futures	2087.12	2087.65	2086.32	2087.12	1144.0
2015-08-23 21:20:00	ES	Futures	2087.39	2087.39	2084.46	2085.79	1733.0
2015-08-23 21:25:00	ES	Futures	2085.79	2086.59	2084.46	2084.99	1079.0
2015-08-23 21:30:00	ES	Futures	2085.26	2089.78	2084.99	2086.32	3206.0
2015-08-23 21:35:00	ES	Futures	2086.32	2086.32	2079.13	2079.93	5816.0
2015-08-23 21:40:00	ES	Futures	2079.93	2083.93	2079.67	2080.2	3231.0
2015-08-23 21:45:00	ES	Futures	2080.2	2081.8	2077.27	2081.0	3985.0
2015-08-23 21:50:00	ES	Futures	2081.0	2084.99	2078.6	2081.53	4010.0
2015-08-23 21:55:00	ES	Futures	2081.53	2083.66	2081.0	2081.8	1542.0
2015-08-23 22:00:00	ES	Futures	2081.8	2082.59	2078.6	2080.46	2683.0
2015-08-23 22:05:00	ES	Futures	2080.46	2080.73	2077.27	2077.54	2430.0

> showing 50 of 2,635 rows — these rows as CSV

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