PREVIEW / futures_5min / 2015-08-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-27.parquet
  size:    261 KB
  rows:    14,466

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
2015-08-27 00:00:00	ES	Futures	2068.22	2068.48	2067.42	2067.42	365.0
2015-08-27 00:05:00	ES	Futures	2067.15	2067.68	2066.62	2066.62	524.0
2015-08-27 00:10:00	ES	Futures	2066.62	2066.62	2064.76	2065.02	1021.0
2015-08-27 00:15:00	ES	Futures	2065.02	2065.55	2064.49	2064.49	585.0
2015-08-27 00:20:00	ES	Futures	2064.76	2066.89	2064.49	2066.89	558.0
2015-08-27 00:25:00	ES	Futures	2066.62	2066.89	2065.82	2066.35	333.0
2015-08-27 00:30:00	ES	Futures	2066.62	2067.42	2066.09	2066.62	351.0
2015-08-27 00:35:00	ES	Futures	2066.62	2066.62	2065.02	2065.29	462.0
2015-08-27 00:40:00	ES	Futures	2065.29	2066.09	2065.02	2065.29	284.0
2015-08-27 00:45:00	ES	Futures	2065.02	2065.55	2064.76	2065.55	259.0
2015-08-27 00:50:00	ES	Futures	2065.55	2065.55	2064.22	2064.49	452.0
2015-08-27 00:55:00	ES	Futures	2064.22	2065.29	2064.22	2064.49	405.0
2015-08-27 01:00:00	ES	Futures	2064.49	2065.29	2063.69	2063.69	1079.0
2015-08-27 01:05:00	ES	Futures	2063.69	2064.49	2063.16	2064.49	732.0
2015-08-27 01:10:00	ES	Futures	2064.76	2065.02	2063.69	2064.49	529.0
2015-08-27 01:15:00	ES	Futures	2064.49	2066.89	2064.49	2065.82	661.0
2015-08-27 01:20:00	ES	Futures	2066.09	2067.68	2066.09	2066.89	709.0
2015-08-27 01:25:00	ES	Futures	2066.62	2066.89	2065.29	2065.55	460.0
2015-08-27 01:30:00	ES	Futures	2065.82	2067.42	2065.82	2066.89	879.0
2015-08-27 01:35:00	ES	Futures	2067.15	2067.15	2065.55	2065.55	434.0
2015-08-27 01:40:00	ES	Futures	2065.82	2066.09	2064.22	2065.02	1062.0
2015-08-27 01:45:00	ES	Futures	2065.02	2066.35	2065.02	2065.82	744.0
2015-08-27 01:50:00	ES	Futures	2065.82	2066.62	2064.49	2064.76	1164.0
2015-08-27 01:55:00	ES	Futures	2065.02	2065.82	2064.22	2064.22	670.0
2015-08-27 02:00:00	ES	Futures	2064.22	2065.29	2061.03	2061.29	3298.0
2015-08-27 02:05:00	ES	Futures	2061.29	2063.16	2060.23	2061.83	2223.0
2015-08-27 02:10:00	ES	Futures	2061.83	2063.16	2060.76	2061.56	1678.0
2015-08-27 02:15:00	ES	Futures	2061.56	2063.69	2060.76	2063.42	1425.0
2015-08-27 02:20:00	ES	Futures	2063.42	2067.68	2063.16	2066.09	2761.0
2015-08-27 02:25:00	ES	Futures	2066.09	2067.42	2065.02	2067.42	1844.0
2015-08-27 02:30:00	ES	Futures	2067.42	2068.75	2066.62	2068.22	1672.0
2015-08-27 02:35:00	ES	Futures	2068.48	2071.68	2068.22	2071.68	2228.0
2015-08-27 02:40:00	ES	Futures	2071.68	2074.61	2071.68	2074.34	2790.0
2015-08-27 02:45:00	ES	Futures	2074.07	2074.61	2072.21	2072.74	2007.0
2015-08-27 02:50:00	ES	Futures	2072.74	2075.67	2072.21	2072.48	2246.0
2015-08-27 02:55:00	ES	Futures	2072.74	2073.54	2071.41	2073.28	1566.0
2015-08-27 03:00:00	ES	Futures	2073.28	2074.61	2070.88	2071.94	5580.0
2015-08-27 03:05:00	ES	Futures	2072.21	2073.01	2069.55	2069.55	4579.0
2015-08-27 03:10:00	ES	Futures	2069.28	2073.54	2069.02	2073.01	3173.0
2015-08-27 03:15:00	ES	Futures	2073.01	2074.87	2072.48	2074.07	4045.0
2015-08-27 03:20:00	ES	Futures	2074.07	2075.14	2072.48	2074.61	4105.0
2015-08-27 03:25:00	ES	Futures	2074.61	2086.06	2074.61	2082.33	17781.0
2015-08-27 03:30:00	ES	Futures	2082.33	2082.33	2079.4	2080.2	4561.0
2015-08-27 03:35:00	ES	Futures	2080.2	2082.86	2078.33	2082.33	4981.0
2015-08-27 03:40:00	ES	Futures	2082.33	2084.99	2081.8	2083.39	5601.0
2015-08-27 03:45:00	ES	Futures	2083.13	2085.79	2082.86	2083.93	3790.0
2015-08-27 03:50:00	ES	Futures	2084.19	2086.85	2083.66	2086.59	4184.0
2015-08-27 03:55:00	ES	Futures	2086.85	2087.12	2082.33	2083.93	4420.0
2015-08-27 04:00:00	ES	Futures	2083.93	2083.93	2081.0	2081.53	3701.0
2015-08-27 04:05:00	ES	Futures	2081.8	2083.39	2081.8	2082.59	2364.0

> showing 50 of 14,466 rows — these rows as CSV

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