PREVIEW / futures_5min / 2015-09-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-04.parquet
  size:    212 KB
  rows:    11,707

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
2015-09-04 00:00:00	ES	Futures	2058.9	2059.7	2058.1	2058.1	724.0
2015-09-04 00:05:00	ES	Futures	2058.1	2058.9	2056.24	2056.5	1648.0
2015-09-04 00:10:00	ES	Futures	2056.5	2057.57	2055.44	2055.97	2103.0
2015-09-04 00:15:00	ES	Futures	2056.24	2056.5	2054.64	2055.7	1461.0
2015-09-04 00:20:00	ES	Futures	2055.44	2056.77	2055.44	2055.44	1523.0
2015-09-04 00:25:00	ES	Futures	2055.44	2058.1	2055.17	2057.3	1109.0
2015-09-04 00:30:00	ES	Futures	2057.3	2057.83	2054.9	2055.7	711.0
2015-09-04 00:35:00	ES	Futures	2055.44	2055.97	2054.9	2055.44	742.0
2015-09-04 00:40:00	ES	Futures	2055.44	2057.3	2055.44	2056.77	831.0
2015-09-04 00:45:00	ES	Futures	2056.77	2057.83	2056.5	2057.83	578.0
2015-09-04 00:50:00	ES	Futures	2057.83	2057.83	2056.24	2057.03	524.0
2015-09-04 00:55:00	ES	Futures	2057.3	2058.37	2056.77	2057.03	553.0
2015-09-04 01:00:00	ES	Futures	2057.3	2059.43	2057.3	2058.1	1642.0
2015-09-04 01:05:00	ES	Futures	2057.83	2059.16	2057.3	2058.63	515.0
2015-09-04 01:10:00	ES	Futures	2058.9	2059.16	2058.37	2058.9	577.0
2015-09-04 01:15:00	ES	Futures	2059.16	2059.16	2056.77	2057.3	953.0
2015-09-04 01:20:00	ES	Futures	2057.3	2057.57	2055.7	2056.24	901.0
2015-09-04 01:25:00	ES	Futures	2056.24	2057.03	2055.7	2056.24	425.0
2015-09-04 01:30:00	ES	Futures	2056.24	2057.3	2054.9	2057.03	1572.0
2015-09-04 01:35:00	ES	Futures	2057.03	2058.1	2055.7	2057.83	976.0
2015-09-04 01:40:00	ES	Futures	2058.1	2058.37	2055.97	2056.5	900.0
2015-09-04 01:45:00	ES	Futures	2056.77	2056.77	2055.44	2055.7	965.0
2015-09-04 01:50:00	ES	Futures	2055.7	2059.16	2055.44	2058.63	2018.0
2015-09-04 01:55:00	ES	Futures	2058.37	2058.63	2056.77	2057.57	610.0
2015-09-04 02:00:00	ES	Futures	2057.83	2064.76	2057.03	2064.22	3640.0
2015-09-04 02:05:00	ES	Futures	2063.69	2064.49	2059.7	2061.03	2630.0
2015-09-04 02:10:00	ES	Futures	2060.76	2061.83	2059.96	2061.03	940.0
2015-09-04 02:15:00	ES	Futures	2061.03	2064.49	2061.03	2063.69	3128.0
2015-09-04 02:20:00	ES	Futures	2063.69	2066.09	2063.69	2064.22	1953.0
2015-09-04 02:25:00	ES	Futures	2064.22	2064.22	2063.42	2063.42	840.0
2015-09-04 02:30:00	ES	Futures	2063.42	2065.29	2063.16	2065.29	853.0
2015-09-04 02:35:00	ES	Futures	2065.29	2066.89	2065.02	2065.55	704.0
2015-09-04 02:40:00	ES	Futures	2065.55	2067.15	2065.02	2065.02	971.0
2015-09-04 02:45:00	ES	Futures	2065.29	2067.42	2064.76	2065.82	1383.0
2015-09-04 02:50:00	ES	Futures	2065.82	2067.95	2065.82	2067.15	1399.0
2015-09-04 02:55:00	ES	Futures	2067.15	2067.15	2063.96	2065.55	1549.0
2015-09-04 03:00:00	ES	Futures	2065.82	2066.35	2061.83	2063.69	4958.0
2015-09-04 03:05:00	ES	Futures	2063.96	2065.29	2062.89	2063.16	2225.0
2015-09-04 03:10:00	ES	Futures	2063.16	2063.16	2060.76	2061.56	2624.0
2015-09-04 03:15:00	ES	Futures	2061.56	2062.36	2058.1	2058.9	3191.0
2015-09-04 03:20:00	ES	Futures	2058.63	2060.23	2056.5	2059.7	2945.0
2015-09-04 03:25:00	ES	Futures	2059.7	2060.23	2057.3	2057.83	2143.0
2015-09-04 03:30:00	ES	Futures	2057.57	2059.7	2056.24	2059.43	2620.0
2015-09-04 03:35:00	ES	Futures	2059.43	2061.56	2058.9	2059.96	2952.0
2015-09-04 03:40:00	ES	Futures	2059.96	2060.5	2058.37	2059.7	1741.0
2015-09-04 03:45:00	ES	Futures	2059.43	2061.56	2058.63	2061.03	2501.0
2015-09-04 03:50:00	ES	Futures	2061.03	2062.63	2060.23	2061.29	1982.0
2015-09-04 03:55:00	ES	Futures	2061.29	2062.36	2060.76	2061.03	829.0
2015-09-04 04:00:00	ES	Futures	2061.03	2061.29	2059.43	2060.23	2449.0
2015-09-04 04:05:00	ES	Futures	2060.23	2060.76	2057.3	2057.83	2056.0

> showing 50 of 11,707 rows — these rows as CSV

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