PREVIEW / futures_5min / 2015-09-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-01.parquet
  size:    259 KB
  rows:    14,548

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
2015-09-01 00:00:00	ES	Futures	2062.89	2063.69	2062.89	2063.16	384.0
2015-09-01 00:05:00	ES	Futures	2062.89	2064.22	2062.89	2063.96	764.0
2015-09-01 00:10:00	ES	Futures	2063.96	2066.62	2062.89	2066.09	2590.0
2015-09-01 00:15:00	ES	Futures	2066.35	2067.42	2065.02	2065.82	2091.0
2015-09-01 00:20:00	ES	Futures	2065.82	2067.42	2065.29	2067.42	745.0
2015-09-01 00:25:00	ES	Futures	2067.68	2067.68	2065.55	2065.55	738.0
2015-09-01 00:30:00	ES	Futures	2065.82	2067.15	2065.55	2066.09	666.0
2015-09-01 00:35:00	ES	Futures	2066.09	2066.35	2063.42	2065.82	1124.0
2015-09-01 00:40:00	ES	Futures	2065.82	2066.09	2063.42	2063.42	874.0
2015-09-01 00:45:00	ES	Futures	2063.69	2066.89	2063.42	2066.35	1535.0
2015-09-01 00:50:00	ES	Futures	2066.35	2067.15	2065.29	2066.09	513.0
2015-09-01 00:55:00	ES	Futures	2066.09	2066.62	2065.82	2066.09	612.0
2015-09-01 01:00:00	ES	Futures	2065.82	2066.89	2065.82	2066.89	816.0
2015-09-01 01:05:00	ES	Futures	2066.89	2067.15	2063.96	2064.22	1156.0
2015-09-01 01:10:00	ES	Futures	2064.22	2066.09	2063.16	2064.49	1331.0
2015-09-01 01:15:00	ES	Futures	2064.49	2065.02	2062.09	2062.89	1363.0
2015-09-01 01:20:00	ES	Futures	2062.63	2062.63	2059.7	2060.76	2536.0
2015-09-01 01:25:00	ES	Futures	2060.76	2062.63	2060.5	2061.03	649.0
2015-09-01 01:30:00	ES	Futures	2060.76	2062.36	2059.96	2061.29	1091.0
2015-09-01 01:35:00	ES	Futures	2061.56	2064.49	2061.56	2063.96	1028.0
2015-09-01 01:40:00	ES	Futures	2063.96	2064.49	2062.89	2063.69	576.0
2015-09-01 01:45:00	ES	Futures	2063.69	2065.55	2062.89	2065.02	961.0
2015-09-01 01:50:00	ES	Futures	2065.02	2065.02	2062.09	2062.89	956.0
2015-09-01 01:55:00	ES	Futures	2062.63	2062.63	2059.43	2059.7	1416.0
2015-09-01 02:00:00	ES	Futures	2059.96	2062.09	2058.1	2058.1	4089.0
2015-09-01 02:05:00	ES	Futures	2058.37	2059.96	2057.83	2059.16	3049.0
2015-09-01 02:10:00	ES	Futures	2059.43	2061.29	2059.16	2061.03	1904.0
2015-09-01 02:15:00	ES	Futures	2060.76	2060.76	2057.83	2058.1	1722.0
2015-09-01 02:20:00	ES	Futures	2058.1	2059.16	2058.1	2058.63	1085.0
2015-09-01 02:25:00	ES	Futures	2058.37	2059.96	2057.83	2059.7	2151.0
2015-09-01 02:30:00	ES	Futures	2059.43	2061.03	2059.16	2060.23	2381.0
2015-09-01 02:35:00	ES	Futures	2060.5	2065.29	2060.5	2064.22	3758.0
2015-09-01 02:40:00	ES	Futures	2064.22	2065.29	2063.42	2064.22	1487.0
2015-09-01 02:45:00	ES	Futures	2063.96	2065.02	2061.29	2063.96	1822.0
2015-09-01 02:50:00	ES	Futures	2063.96	2064.22	2062.36	2062.36	863.0
2015-09-01 02:55:00	ES	Futures	2062.63	2065.02	2062.63	2065.02	917.0
2015-09-01 03:00:00	ES	Futures	2065.02	2067.15	2063.69	2065.29	5903.0
2015-09-01 03:05:00	ES	Futures	2065.55	2069.55	2065.29	2068.22	6021.0
2015-09-01 03:10:00	ES	Futures	2067.95	2067.95	2064.76	2066.09	4572.0
2015-09-01 03:15:00	ES	Futures	2066.09	2066.35	2060.5	2061.56	3970.0
2015-09-01 03:20:00	ES	Futures	2061.56	2062.09	2058.37	2061.03	3947.0
2015-09-01 03:25:00	ES	Futures	2061.29	2062.36	2058.9	2059.96	4043.0
2015-09-01 03:30:00	ES	Futures	2059.96	2061.29	2058.1	2058.9	4391.0
2015-09-01 03:35:00	ES	Futures	2058.9	2061.56	2058.63	2061.03	3027.0
2015-09-01 03:40:00	ES	Futures	2061.29	2061.56	2055.7	2056.5	6595.0
2015-09-01 03:45:00	ES	Futures	2056.5	2056.77	2050.38	2051.71	11222.0
2015-09-01 03:50:00	ES	Futures	2051.98	2053.31	2050.64	2052.77	3634.0
2015-09-01 03:55:00	ES	Futures	2052.77	2055.7	2050.64	2050.91	5655.0
2015-09-01 04:00:00	ES	Futures	2051.18	2054.11	2050.38	2053.31	4004.0
2015-09-01 04:05:00	ES	Futures	2053.57	2054.11	2051.18	2051.98	3142.0

> showing 50 of 14,548 rows — these rows as CSV

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