PREVIEW / futures_5min / 2015-08-28

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-28.parquet
  size:    220 KB
  rows:    12,034

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
2015-08-28 00:00:00	ES	Futures	2107.89	2108.42	2107.36	2107.36	318.0
2015-08-28 00:05:00	ES	Futures	2107.36	2108.15	2107.36	2107.62	262.0
2015-08-28 00:10:00	ES	Futures	2107.89	2108.15	2107.36	2108.15	220.0
2015-08-28 00:15:00	ES	Futures	2107.89	2108.15	2107.62	2107.89	182.0
2015-08-28 00:20:00	ES	Futures	2107.89	2108.42	2107.09	2107.62	525.0
2015-08-28 00:25:00	ES	Futures	2107.36	2107.62	2107.36	2107.36	107.0
2015-08-28 00:30:00	ES	Futures	2107.36	2108.15	2107.36	2107.89	181.0
2015-08-28 00:35:00	ES	Futures	2107.62	2110.82	2107.62	2110.55	1615.0
2015-08-28 00:40:00	ES	Futures	2110.82	2111.88	2110.28	2111.62	1009.0
2015-08-28 00:45:00	ES	Futures	2111.35	2112.68	2110.28	2112.41	755.0
2015-08-28 00:50:00	ES	Futures	2112.15	2113.75	2111.08	2111.08	1003.0
2015-08-28 00:55:00	ES	Futures	2111.35	2111.88	2110.55	2110.82	402.0
2015-08-28 01:00:00	ES	Futures	2110.82	2111.88	2108.15	2108.15	2001.0
2015-08-28 01:05:00	ES	Futures	2108.42	2109.75	2107.09	2107.36	1266.0
2015-08-28 01:10:00	ES	Futures	2107.36	2108.42	2106.02	2106.82	1281.0
2015-08-28 01:15:00	ES	Futures	2106.82	2107.62	2106.02	2107.36	961.0
2015-08-28 01:20:00	ES	Futures	2107.36	2108.95	2107.09	2108.15	1158.0
2015-08-28 01:25:00	ES	Futures	2107.89	2109.49	2107.89	2109.22	740.0
2015-08-28 01:30:00	ES	Futures	2109.49	2111.88	2109.49	2111.08	1187.0
2015-08-28 01:35:00	ES	Futures	2111.08	2112.68	2110.55	2111.08	942.0
2015-08-28 01:40:00	ES	Futures	2110.82	2111.62	2110.28	2110.28	434.0
2015-08-28 01:45:00	ES	Futures	2110.28	2110.55	2108.15	2108.69	1159.0
2015-08-28 01:50:00	ES	Futures	2108.95	2111.08	2108.42	2108.95	482.0
2015-08-28 01:55:00	ES	Futures	2108.95	2110.55	2108.69	2109.49	567.0
2015-08-28 02:00:00	ES	Futures	2109.22	2110.82	2108.15	2110.55	1901.0
2015-08-28 02:05:00	ES	Futures	2110.55	2111.88	2109.22	2111.62	793.0
2015-08-28 02:10:00	ES	Futures	2111.88	2113.21	2110.28	2111.62	1523.0
2015-08-28 02:15:00	ES	Futures	2111.62	2111.62	2109.75	2110.82	816.0
2015-08-28 02:20:00	ES	Futures	2110.82	2111.35	2109.75	2110.82	615.0
2015-08-28 02:25:00	ES	Futures	2110.82	2112.41	2110.28	2112.15	846.0
2015-08-28 02:30:00	ES	Futures	2111.88	2111.88	2109.49	2110.28	917.0
2015-08-28 02:35:00	ES	Futures	2110.02	2110.02	2108.95	2109.49	1085.0
2015-08-28 02:40:00	ES	Futures	2109.49	2110.28	2109.22	2109.75	448.0
2015-08-28 02:45:00	ES	Futures	2109.75	2109.75	2107.89	2107.89	1671.0
2015-08-28 02:50:00	ES	Futures	2107.89	2108.15	2105.23	2107.89	4813.0
2015-08-28 02:55:00	ES	Futures	2107.62	2108.15	2105.76	2107.62	1836.0
2015-08-28 03:00:00	ES	Futures	2107.62	2109.75	2107.09	2109.49	4064.0
2015-08-28 03:05:00	ES	Futures	2109.75	2111.08	2106.82	2110.28	5477.0
2015-08-28 03:10:00	ES	Futures	2110.02	2110.28	2108.42	2109.49	3266.0
2015-08-28 03:15:00	ES	Futures	2109.22	2109.75	2107.89	2108.42	2922.0
2015-08-28 03:20:00	ES	Futures	2108.42	2112.41	2108.42	2110.02	3810.0
2015-08-28 03:25:00	ES	Futures	2110.02	2111.62	2107.62	2107.89	2835.0
2015-08-28 03:30:00	ES	Futures	2107.62	2108.95	2106.29	2107.09	2731.0
2015-08-28 03:35:00	ES	Futures	2107.09	2110.55	2106.56	2109.75	3082.0
2015-08-28 03:40:00	ES	Futures	2110.02	2110.02	2106.29	2106.56	2551.0
2015-08-28 03:45:00	ES	Futures	2106.56	2107.36	2105.76	2105.76	2093.0
2015-08-28 03:50:00	ES	Futures	2105.76	2105.76	2101.23	2102.3	8449.0
2015-08-28 03:55:00	ES	Futures	2102.3	2102.83	2100.7	2102.56	3712.0
2015-08-28 04:00:00	ES	Futures	2102.83	2102.83	2100.43	2101.5	2717.0
2015-08-28 04:05:00	ES	Futures	2101.5	2104.43	2101.5	2102.03	2893.0

> showing 50 of 12,034 rows — these rows as CSV

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