PREVIEW / futures_5min / 2015-09-02

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-02.parquet
  size:    240 KB
  rows:    14,013

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
2015-09-02 00:00:00	ES	Futures	2062.36	2063.42	2062.09	2062.09	935.0
2015-09-02 00:05:00	ES	Futures	2061.83	2062.63	2061.03	2061.83	513.0
2015-09-02 00:10:00	ES	Futures	2061.83	2062.63	2061.56	2061.56	519.0
2015-09-02 00:15:00	ES	Futures	2061.56	2061.56	2058.63	2059.96	1233.0
2015-09-02 00:20:00	ES	Futures	2060.23	2061.29	2059.43	2061.03	444.0
2015-09-02 00:25:00	ES	Futures	2061.29	2061.83	2060.76	2061.29	580.0
2015-09-02 00:30:00	ES	Futures	2061.56	2061.83	2060.76	2061.29	176.0
2015-09-02 00:35:00	ES	Futures	2061.29	2062.63	2060.76	2061.83	517.0
2015-09-02 00:40:00	ES	Futures	2061.83	2062.63	2061.29	2061.56	496.0
2015-09-02 00:45:00	ES	Futures	2061.83	2062.89	2061.83	2062.63	363.0
2015-09-02 00:50:00	ES	Futures	2062.63	2063.69	2062.63	2062.63	669.0
2015-09-02 00:55:00	ES	Futures	2062.89	2063.96	2060.76	2062.89	1291.0
2015-09-02 01:00:00	ES	Futures	2062.89	2064.22	2062.36	2063.16	718.0
2015-09-02 01:05:00	ES	Futures	2063.16	2064.76	2060.23	2061.29	1069.0
2015-09-02 01:10:00	ES	Futures	2061.83	2063.16	2061.03	2062.09	974.0
2015-09-02 01:15:00	ES	Futures	2062.09	2063.16	2061.29	2062.09	718.0
2015-09-02 01:20:00	ES	Futures	2062.09	2062.36	2058.9	2058.9	1208.0
2015-09-02 01:25:00	ES	Futures	2059.16	2060.23	2058.1	2059.96	1182.0
2015-09-02 01:30:00	ES	Futures	2059.96	2060.23	2058.9	2059.16	909.0
2015-09-02 01:35:00	ES	Futures	2059.16	2059.43	2055.44	2055.7	2273.0
2015-09-02 01:40:00	ES	Futures	2055.7	2057.3	2055.7	2057.3	814.0
2015-09-02 01:45:00	ES	Futures	2057.3	2059.16	2056.77	2058.9	608.0
2015-09-02 01:50:00	ES	Futures	2059.16	2061.03	2057.83	2060.23	955.0
2015-09-02 01:55:00	ES	Futures	2059.96	2060.23	2056.77	2057.3	812.0
2015-09-02 02:00:00	ES	Futures	2057.3	2062.63	2057.03	2062.36	3139.0
2015-09-02 02:05:00	ES	Futures	2062.09	2063.96	2060.5	2063.42	2425.0
2015-09-02 02:10:00	ES	Futures	2063.42	2063.96	2061.03	2062.09	2045.0
2015-09-02 02:15:00	ES	Futures	2062.09	2063.69	2061.83	2062.36	1061.0
2015-09-02 02:20:00	ES	Futures	2062.63	2065.02	2062.63	2063.96	2160.0
2015-09-02 02:25:00	ES	Futures	2063.69	2063.96	2061.83	2062.09	1331.0
2015-09-02 02:30:00	ES	Futures	2062.09	2062.63	2061.29	2061.29	1176.0
2015-09-02 02:35:00	ES	Futures	2061.29	2062.36	2058.63	2058.9	2741.0
2015-09-02 02:40:00	ES	Futures	2059.16	2059.7	2058.1	2059.43	1166.0
2015-09-02 02:45:00	ES	Futures	2059.43	2060.23	2058.1	2058.63	1469.0
2015-09-02 02:50:00	ES	Futures	2058.63	2059.43	2056.77	2056.77	1362.0
2015-09-02 02:55:00	ES	Futures	2056.77	2057.03	2054.11	2054.37	3223.0
2015-09-02 03:00:00	ES	Futures	2054.37	2057.83	2054.11	2056.5	4375.0
2015-09-02 03:05:00	ES	Futures	2056.5	2060.5	2055.7	2059.43	6046.0
2015-09-02 03:10:00	ES	Futures	2059.43	2060.23	2057.57	2058.9	3181.0
2015-09-02 03:15:00	ES	Futures	2058.9	2061.56	2058.9	2059.96	2855.0
2015-09-02 03:20:00	ES	Futures	2059.96	2060.76	2057.83	2059.7	2592.0
2015-09-02 03:25:00	ES	Futures	2059.7	2060.76	2059.16	2059.43	1891.0
2015-09-02 03:30:00	ES	Futures	2059.43	2062.09	2059.43	2061.03	2426.0
2015-09-02 03:35:00	ES	Futures	2061.03	2062.09	2058.63	2058.9	1907.0
2015-09-02 03:40:00	ES	Futures	2058.9	2059.43	2057.83	2059.16	1952.0
2015-09-02 03:45:00	ES	Futures	2059.43	2062.09	2058.9	2061.03	2699.0
2015-09-02 03:50:00	ES	Futures	2061.29	2062.36	2058.63	2059.16	2002.0
2015-09-02 03:55:00	ES	Futures	2059.16	2059.43	2057.3	2058.37	2142.0
2015-09-02 04:00:00	ES	Futures	2058.37	2059.16	2053.57	2054.11	4957.0
2015-09-02 04:05:00	ES	Futures	2054.11	2055.44	2051.98	2053.84	5748.0

> showing 50 of 14,013 rows — these rows as CSV

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