PREVIEW / futures_5min / 2015-09-03

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-03.parquet
  size:    243 KB
  rows:    13,954

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
2015-09-03 00:00:00	ES	Futures	2073.81	2074.34	2073.81	2074.07	241.0
2015-09-03 00:05:00	ES	Futures	2074.07	2074.61	2073.81	2074.34	161.0
2015-09-03 00:10:00	ES	Futures	2074.34	2075.14	2074.34	2074.87	208.0
2015-09-03 00:15:00	ES	Futures	2074.61	2074.87	2074.07	2074.87	125.0
2015-09-03 00:20:00	ES	Futures	2074.87	2075.14	2074.61	2074.87	194.0
2015-09-03 00:25:00	ES	Futures	2074.87	2074.87	2074.07	2074.34	107.0
2015-09-03 00:30:00	ES	Futures	2074.34	2074.61	2073.54	2073.81	382.0
2015-09-03 00:35:00	ES	Futures	2073.81	2074.34	2073.28	2074.07	499.0
2015-09-03 00:40:00	ES	Futures	2074.07	2074.34	2073.54	2074.07	267.0
2015-09-03 00:45:00	ES	Futures	2074.07	2074.07	2072.74	2073.54	656.0
2015-09-03 00:50:00	ES	Futures	2073.54	2074.61	2073.28	2074.34	166.0
2015-09-03 00:55:00	ES	Futures	2074.34	2074.61	2074.07	2074.07	125.0
2015-09-03 01:00:00	ES	Futures	2074.34	2074.34	2073.01	2073.54	605.0
2015-09-03 01:05:00	ES	Futures	2073.28	2074.07	2073.01	2073.01	215.0
2015-09-03 01:10:00	ES	Futures	2073.01	2073.28	2071.68	2072.74	1145.0
2015-09-03 01:15:00	ES	Futures	2072.48	2073.54	2071.94	2073.28	950.0
2015-09-03 01:20:00	ES	Futures	2073.54	2073.54	2072.48	2073.28	533.0
2015-09-03 01:25:00	ES	Futures	2073.28	2074.07	2073.01	2073.28	249.0
2015-09-03 01:30:00	ES	Futures	2073.01	2074.07	2072.48	2073.81	371.0
2015-09-03 01:35:00	ES	Futures	2073.81	2074.34	2073.81	2074.34	270.0
2015-09-03 01:40:00	ES	Futures	2074.07	2075.94	2074.07	2075.41	681.0
2015-09-03 01:45:00	ES	Futures	2075.67	2076.47	2074.87	2074.87	735.0
2015-09-03 01:50:00	ES	Futures	2074.61	2074.87	2074.07	2074.07	285.0
2015-09-03 01:55:00	ES	Futures	2074.07	2074.34	2072.48	2073.01	516.0
2015-09-03 02:00:00	ES	Futures	2072.74	2074.07	2071.68	2073.81	1654.0
2015-09-03 02:05:00	ES	Futures	2073.81	2075.14	2073.81	2074.34	1235.0
2015-09-03 02:10:00	ES	Futures	2074.61	2074.87	2073.81	2074.61	1217.0
2015-09-03 02:15:00	ES	Futures	2074.61	2074.87	2074.34	2074.34	674.0
2015-09-03 02:20:00	ES	Futures	2074.34	2074.87	2074.07	2074.34	627.0
2015-09-03 02:25:00	ES	Futures	2074.07	2076.47	2074.07	2076.2	937.0
2015-09-03 02:30:00	ES	Futures	2075.94	2076.74	2075.67	2075.94	1663.0
2015-09-03 02:35:00	ES	Futures	2075.67	2075.94	2073.54	2074.61	1107.0
2015-09-03 02:40:00	ES	Futures	2074.61	2075.41	2074.07	2075.14	419.0
2015-09-03 02:45:00	ES	Futures	2075.14	2076.2	2075.14	2075.94	675.0
2015-09-03 02:50:00	ES	Futures	2075.94	2076.47	2074.61	2075.41	602.0
2015-09-03 02:55:00	ES	Futures	2075.14	2075.67	2074.07	2074.61	743.0
2015-09-03 03:00:00	ES	Futures	2074.61	2074.61	2072.74	2073.54	1570.0
2015-09-03 03:05:00	ES	Futures	2073.54	2075.14	2072.74	2074.34	2450.0
2015-09-03 03:10:00	ES	Futures	2074.07	2075.41	2073.81	2074.07	2025.0
2015-09-03 03:15:00	ES	Futures	2074.07	2076.2	2073.81	2075.67	1898.0
2015-09-03 03:20:00	ES	Futures	2075.94	2079.4	2075.94	2078.07	4367.0
2015-09-03 03:25:00	ES	Futures	2078.07	2079.67	2077.54	2079.4	1937.0
2015-09-03 03:30:00	ES	Futures	2079.4	2080.46	2078.07	2079.4	2208.0
2015-09-03 03:35:00	ES	Futures	2079.13	2080.46	2079.13	2080.2	1931.0
2015-09-03 03:40:00	ES	Futures	2080.2	2081.0	2079.67	2079.67	1623.0
2015-09-03 03:45:00	ES	Futures	2079.93	2083.39	2079.93	2081.0	3601.0
2015-09-03 03:50:00	ES	Futures	2081.0	2082.86	2080.73	2082.59	2166.0
2015-09-03 03:55:00	ES	Futures	2082.59	2082.86	2080.46	2081.53	2626.0
2015-09-03 04:00:00	ES	Futures	2081.53	2083.13	2081.0	2081.8	2266.0
2015-09-03 04:05:00	ES	Futures	2081.8	2081.8	2079.93	2080.2	1213.0

> showing 50 of 13,954 rows — these rows as CSV

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