PREVIEW / futures_5min / 2015-08-31

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-31.parquet
  size:    231 KB
  rows:    13,121

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
2015-08-31 00:00:00	ES	Futures	2091.91	2092.18	2091.38	2092.18	349.0
2015-08-31 00:05:00	ES	Futures	2092.18	2092.18	2090.85	2091.11	499.0
2015-08-31 00:10:00	ES	Futures	2091.11	2091.91	2091.11	2091.91	275.0
2015-08-31 00:15:00	ES	Futures	2091.65	2092.71	2091.38	2092.45	438.0
2015-08-31 00:20:00	ES	Futures	2092.45	2092.71	2088.72	2088.72	1695.0
2015-08-31 00:25:00	ES	Futures	2088.98	2090.05	2088.72	2090.05	744.0
2015-08-31 00:30:00	ES	Futures	2090.05	2091.11	2089.78	2090.58	588.0
2015-08-31 00:35:00	ES	Futures	2090.58	2090.58	2089.52	2090.32	315.0
2015-08-31 00:40:00	ES	Futures	2090.32	2092.71	2090.05	2092.45	1029.0
2015-08-31 00:45:00	ES	Futures	2092.71	2094.04	2091.38	2092.98	1105.0
2015-08-31 00:50:00	ES	Futures	2093.24	2093.78	2092.45	2092.71	750.0
2015-08-31 00:55:00	ES	Futures	2092.98	2093.78	2092.45	2093.78	335.0
2015-08-31 01:00:00	ES	Futures	2093.78	2094.04	2092.71	2094.04	633.0
2015-08-31 01:05:00	ES	Futures	2093.78	2094.31	2092.71	2092.71	351.0
2015-08-31 01:10:00	ES	Futures	2092.71	2092.98	2091.38	2091.91	426.0
2015-08-31 01:15:00	ES	Futures	2091.91	2093.24	2091.65	2092.71	223.0
2015-08-31 01:20:00	ES	Futures	2092.71	2094.31	2092.45	2094.04	357.0
2015-08-31 01:25:00	ES	Futures	2093.78	2096.97	2093.78	2096.44	1236.0
2015-08-31 01:30:00	ES	Futures	2096.44	2099.63	2096.17	2099.37	1781.0
2015-08-31 01:35:00	ES	Futures	2099.37	2100.43	2098.3	2098.57	1374.0
2015-08-31 01:40:00	ES	Futures	2098.3	2098.84	2096.71	2098.57	748.0
2015-08-31 01:45:00	ES	Futures	2098.57	2099.9	2098.04	2098.84	856.0
2015-08-31 01:50:00	ES	Futures	2098.84	2100.17	2098.04	2098.84	673.0
2015-08-31 01:55:00	ES	Futures	2099.1	2100.7	2098.84	2099.37	1029.0
2015-08-31 02:00:00	ES	Futures	2099.37	2100.17	2097.5	2099.37	1372.0
2015-08-31 02:05:00	ES	Futures	2099.37	2101.23	2098.57	2100.7	1662.0
2015-08-31 02:10:00	ES	Futures	2100.7	2101.5	2100.43	2100.97	944.0
2015-08-31 02:15:00	ES	Futures	2100.97	2101.76	2099.1	2099.1	1569.0
2015-08-31 02:20:00	ES	Futures	2099.1	2099.9	2096.97	2097.77	1981.0
2015-08-31 02:25:00	ES	Futures	2097.5	2099.37	2096.97	2099.1	856.0
2015-08-31 02:30:00	ES	Futures	2099.1	2100.43	2099.1	2099.63	713.0
2015-08-31 02:35:00	ES	Futures	2099.37	2099.9	2098.04	2098.57	617.0
2015-08-31 02:40:00	ES	Futures	2098.3	2098.84	2096.97	2098.04	1005.0
2015-08-31 02:45:00	ES	Futures	2098.04	2099.37	2098.04	2098.57	1082.0
2015-08-31 02:50:00	ES	Futures	2098.57	2098.84	2097.5	2097.77	344.0
2015-08-31 02:55:00	ES	Futures	2097.77	2099.9	2097.77	2099.9	835.0
2015-08-31 03:00:00	ES	Futures	2099.63	2103.63	2098.84	2102.83	3811.0
2015-08-31 03:05:00	ES	Futures	2102.56	2105.76	2101.76	2105.49	3405.0
2015-08-31 03:10:00	ES	Futures	2105.23	2105.23	2101.76	2102.03	1908.0
2015-08-31 03:15:00	ES	Futures	2102.03	2102.3	2100.17	2101.5	1640.0
2015-08-31 03:20:00	ES	Futures	2101.23	2102.3	2099.9	2100.17	1221.0
2015-08-31 03:25:00	ES	Futures	2100.17	2102.03	2099.9	2100.97	832.0
2015-08-31 03:30:00	ES	Futures	2100.97	2102.56	2100.43	2100.43	1033.0
2015-08-31 03:35:00	ES	Futures	2100.43	2100.97	2096.44	2097.24	2430.0
2015-08-31 03:40:00	ES	Futures	2097.24	2099.37	2096.97	2098.84	1116.0
2015-08-31 03:45:00	ES	Futures	2098.84	2099.37	2097.5	2097.77	1156.0
2015-08-31 03:50:00	ES	Futures	2097.77	2098.04	2095.91	2096.97	1974.0
2015-08-31 03:55:00	ES	Futures	2096.97	2098.57	2096.44	2097.77	940.0
2015-08-31 04:00:00	ES	Futures	2097.5	2098.57	2096.17	2096.71	1381.0
2015-08-31 04:05:00	ES	Futures	2096.97	2097.24	2095.91	2095.91	1413.0

> showing 50 of 13,121 rows — these rows as CSV

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