PREVIEW / futures_5min / 2015-09-06

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-06.parquet
  size:    42 KB
  rows:    1,856

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
2015-09-06 18:00:00	ES	Futures	2041.33	2046.38	2040.26	2045.59	2213.0
2015-09-06 18:05:00	ES	Futures	2045.59	2052.77	2045.32	2051.44	1935.0
2015-09-06 18:10:00	ES	Futures	2051.44	2051.98	2049.31	2049.58	772.0
2015-09-06 18:15:00	ES	Futures	2049.58	2051.18	2049.05	2049.05	414.0
2015-09-06 18:20:00	ES	Futures	2049.31	2051.18	2048.51	2050.64	350.0
2015-09-06 18:25:00	ES	Futures	2050.91	2053.31	2050.64	2051.98	749.0
2015-09-06 18:30:00	ES	Futures	2051.98	2052.51	2051.18	2051.44	200.0
2015-09-06 18:35:00	ES	Futures	2051.71	2054.37	2051.71	2053.04	597.0
2015-09-06 18:40:00	ES	Futures	2053.04	2053.57	2052.24	2053.04	233.0
2015-09-06 18:45:00	ES	Futures	2053.04	2053.04	2051.98	2052.24	166.0
2015-09-06 18:50:00	ES	Futures	2052.51	2052.77	2051.71	2052.51	116.0
2015-09-06 18:55:00	ES	Futures	2052.51	2053.31	2050.38	2050.64	383.0
2015-09-06 19:00:00	ES	Futures	2050.91	2051.18	2049.85	2049.85	199.0
2015-09-06 19:05:00	ES	Futures	2050.11	2051.18	2049.58	2050.11	351.0
2015-09-06 19:10:00	ES	Futures	2050.11	2050.11	2048.78	2049.31	325.0
2015-09-06 19:15:00	ES	Futures	2049.05	2049.31	2047.45	2048.25	578.0
2015-09-06 19:20:00	ES	Futures	2047.98	2049.85	2047.98	2049.58	364.0
2015-09-06 19:25:00	ES	Futures	2049.31	2050.38	2049.05	2049.85	238.0
2015-09-06 19:30:00	ES	Futures	2050.11	2050.38	2048.78	2048.78	107.0
2015-09-06 19:35:00	ES	Futures	2048.78	2049.31	2048.51	2049.31	219.0
2015-09-06 19:40:00	ES	Futures	2049.31	2049.31	2048.51	2048.51	221.0
2015-09-06 19:45:00	ES	Futures	2048.78	2049.31	2047.98	2048.25	344.0
2015-09-06 19:50:00	ES	Futures	2048.25	2050.11	2048.25	2050.11	235.0
2015-09-06 19:55:00	ES	Futures	2050.38	2051.18	2050.38	2050.64	297.0
2015-09-06 20:00:00	ES	Futures	2050.91	2051.18	2049.31	2050.64	711.0
2015-09-06 20:05:00	ES	Futures	2050.64	2051.18	2049.58	2050.38	668.0
2015-09-06 20:10:00	ES	Futures	2050.38	2050.91	2048.78	2049.05	963.0
2015-09-06 20:15:00	ES	Futures	2048.78	2049.05	2047.18	2048.25	1065.0
2015-09-06 20:20:00	ES	Futures	2048.25	2048.51	2047.18	2047.18	418.0
2015-09-06 20:25:00	ES	Futures	2047.45	2047.98	2044.79	2045.85	944.0
2015-09-06 20:30:00	ES	Futures	2045.85	2046.38	2043.46	2045.59	1272.0
2015-09-06 20:35:00	ES	Futures	2045.32	2046.65	2044.79	2045.85	731.0
2015-09-06 20:40:00	ES	Futures	2045.85	2046.65	2045.85	2046.38	487.0
2015-09-06 20:45:00	ES	Futures	2046.65	2047.45	2045.59	2046.38	523.0
2015-09-06 20:50:00	ES	Futures	2046.38	2050.38	2046.12	2049.85	719.0
2015-09-06 20:55:00	ES	Futures	2049.58	2051.44	2048.78	2050.64	1092.0
2015-09-06 21:00:00	ES	Futures	2050.64	2052.24	2050.11	2050.38	1181.0
2015-09-06 21:05:00	ES	Futures	2050.11	2050.91	2047.98	2049.31	1502.0
2015-09-06 21:10:00	ES	Futures	2049.58	2052.24	2049.05	2051.71	1051.0
2015-09-06 21:15:00	ES	Futures	2051.98	2058.1	2051.18	2055.97	4405.0
2015-09-06 21:20:00	ES	Futures	2055.97	2057.57	2055.17	2055.17	1566.0
2015-09-06 21:25:00	ES	Futures	2054.9	2059.16	2053.84	2058.63	1973.0
2015-09-06 21:30:00	ES	Futures	2058.63	2064.49	2058.1	2063.16	3525.0
2015-09-06 21:35:00	ES	Futures	2062.89	2066.09	2062.63	2063.69	4301.0
2015-09-06 21:40:00	ES	Futures	2063.69	2064.22	2060.76	2063.16	3071.0
2015-09-06 21:45:00	ES	Futures	2063.42	2063.42	2059.7	2060.23	1533.0
2015-09-06 21:50:00	ES	Futures	2060.5	2061.03	2059.16	2059.7	1306.0
2015-09-06 21:55:00	ES	Futures	2059.7	2061.03	2059.43	2060.23	685.0
2015-09-06 22:00:00	ES	Futures	2060.5	2063.16	2059.7	2059.7	1591.0
2015-09-06 22:05:00	ES	Futures	2059.7	2060.76	2058.9	2059.43	887.0

> showing 50 of 1,856 rows — these rows as CSV

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