PREVIEW / futures_5min / 2015-08-30

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-30.parquet
  size:    51 KB
  rows:    2,277

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
2015-08-30 18:00:00	ES	Futures	2115.34	2116.94	2107.36	2107.36	3518.0
2015-08-30 18:05:00	ES	Futures	2108.15	2108.69	2104.69	2105.76	2879.0
2015-08-30 18:10:00	ES	Futures	2105.76	2105.76	2099.1	2100.97	4654.0
2015-08-30 18:15:00	ES	Futures	2100.97	2101.23	2097.77	2100.43	3099.0
2015-08-30 18:20:00	ES	Futures	2100.7	2100.97	2099.1	2100.17	1740.0
2015-08-30 18:25:00	ES	Futures	2100.43	2100.43	2095.11	2096.17	3236.0
2015-08-30 18:30:00	ES	Futures	2096.17	2096.44	2086.59	2092.18	8502.0
2015-08-30 18:35:00	ES	Futures	2092.18	2094.58	2087.39	2087.65	3576.0
2015-08-30 18:40:00	ES	Futures	2087.92	2092.18	2086.59	2091.91	2165.0
2015-08-30 18:45:00	ES	Futures	2091.91	2095.91	2091.65	2092.98	2044.0
2015-08-30 18:50:00	ES	Futures	2092.98	2095.37	2090.85	2091.65	1742.0
2015-08-30 18:55:00	ES	Futures	2091.65	2094.31	2089.52	2090.32	1812.0
2015-08-30 19:00:00	ES	Futures	2090.32	2092.18	2088.19	2091.91	1929.0
2015-08-30 19:05:00	ES	Futures	2091.91	2094.04	2090.32	2093.78	1978.0
2015-08-30 19:10:00	ES	Futures	2093.78	2094.04	2092.45	2092.45	701.0
2015-08-30 19:15:00	ES	Futures	2092.71	2094.04	2090.05	2090.58	1124.0
2015-08-30 19:20:00	ES	Futures	2090.58	2093.78	2088.72	2092.98	2017.0
2015-08-30 19:25:00	ES	Futures	2093.24	2095.11	2092.98	2094.31	807.0
2015-08-30 19:30:00	ES	Futures	2094.04	2095.64	2092.98	2093.24	831.0
2015-08-30 19:35:00	ES	Futures	2093.51	2094.31	2092.98	2093.78	545.0
2015-08-30 19:40:00	ES	Futures	2094.04	2096.71	2093.78	2093.78	1144.0
2015-08-30 19:45:00	ES	Futures	2094.04	2097.77	2093.78	2096.71	1551.0
2015-08-30 19:50:00	ES	Futures	2096.71	2096.97	2094.04	2095.37	659.0
2015-08-30 19:55:00	ES	Futures	2095.37	2096.44	2094.58	2095.64	595.0
2015-08-30 20:00:00	ES	Futures	2095.64	2096.71	2094.31	2096.17	1415.0
2015-08-30 20:05:00	ES	Futures	2096.17	2096.97	2095.64	2096.71	774.0
2015-08-30 20:10:00	ES	Futures	2096.97	2096.97	2094.04	2096.17	1291.0
2015-08-30 20:15:00	ES	Futures	2096.44	2096.97	2091.11	2092.18	2325.0
2015-08-30 20:20:00	ES	Futures	2092.45	2094.04	2091.11	2092.18	964.0
2015-08-30 20:25:00	ES	Futures	2092.18	2093.51	2091.65	2092.98	722.0
2015-08-30 20:30:00	ES	Futures	2092.71	2093.51	2090.32	2092.98	1492.0
2015-08-30 20:35:00	ES	Futures	2092.71	2094.58	2092.45	2092.71	659.0
2015-08-30 20:40:00	ES	Futures	2092.71	2095.11	2092.18	2093.24	1071.0
2015-08-30 20:45:00	ES	Futures	2092.98	2093.24	2091.91	2092.45	454.0
2015-08-30 20:50:00	ES	Futures	2092.45	2093.78	2091.38	2092.18	678.0
2015-08-30 20:55:00	ES	Futures	2091.91	2093.24	2090.58	2092.71	937.0
2015-08-30 21:00:00	ES	Futures	2092.71	2094.31	2092.45	2093.51	797.0
2015-08-30 21:05:00	ES	Futures	2093.78	2098.57	2093.78	2096.71	3081.0
2015-08-30 21:10:00	ES	Futures	2096.71	2099.1	2096.71	2097.5	2154.0
2015-08-30 21:15:00	ES	Futures	2097.77	2101.23	2097.5	2100.7	1962.0
2015-08-30 21:20:00	ES	Futures	2100.7	2101.23	2099.1	2099.37	1766.0
2015-08-30 21:25:00	ES	Futures	2099.63	2100.97	2099.1	2099.9	1097.0
2015-08-30 21:30:00	ES	Futures	2099.63	2099.9	2096.17	2096.97	2429.0
2015-08-30 21:35:00	ES	Futures	2096.97	2098.57	2095.64	2097.77	1232.0
2015-08-30 21:40:00	ES	Futures	2098.04	2101.76	2097.77	2099.9	1674.0
2015-08-30 21:45:00	ES	Futures	2099.63	2100.97	2096.97	2097.24	1221.0
2015-08-30 21:50:00	ES	Futures	2097.24	2099.9	2096.71	2098.04	1159.0
2015-08-30 21:55:00	ES	Futures	2098.04	2099.63	2097.24	2098.84	758.0
2015-08-30 22:00:00	ES	Futures	2099.1	2100.17	2098.57	2098.57	586.0
2015-08-30 22:05:00	ES	Futures	2098.57	2099.37	2098.3	2098.57	1081.0

> showing 50 of 2,277 rows — these rows as CSV

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