PREVIEW / futures_5min / 2015-09-07

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-07.parquet
  size:    145 KB
  rows:    9,314

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
2015-09-07 00:00:00	ES	Futures	2066.89	2067.15	2066.62	2066.89	202.0
2015-09-07 00:05:00	ES	Futures	2066.89	2068.22	2066.62	2067.42	336.0
2015-09-07 00:10:00	ES	Futures	2067.15	2067.42	2066.09	2066.09	179.0
2015-09-07 00:15:00	ES	Futures	2066.09	2066.09	2063.96	2064.49	594.0
2015-09-07 00:20:00	ES	Futures	2064.22	2065.02	2063.69	2064.22	329.0
2015-09-07 00:25:00	ES	Futures	2064.22	2064.22	2062.36	2062.63	353.0
2015-09-07 00:30:00	ES	Futures	2062.63	2063.96	2062.36	2062.36	310.0
2015-09-07 00:35:00	ES	Futures	2062.36	2063.16	2062.09	2062.63	262.0
2015-09-07 00:40:00	ES	Futures	2062.63	2063.69	2062.09	2063.42	159.0
2015-09-07 00:45:00	ES	Futures	2063.69	2063.96	2062.89	2063.96	164.0
2015-09-07 00:50:00	ES	Futures	2064.22	2064.76	2063.42	2063.69	171.0
2015-09-07 00:55:00	ES	Futures	2063.42	2063.42	2062.36	2062.89	227.0
2015-09-07 01:00:00	ES	Futures	2062.89	2063.42	2061.29	2061.56	542.0
2015-09-07 01:05:00	ES	Futures	2061.56	2062.09	2061.03	2061.83	301.0
2015-09-07 01:10:00	ES	Futures	2061.56	2062.89	2061.56	2062.09	330.0
2015-09-07 01:15:00	ES	Futures	2062.36	2062.63	2062.09	2062.09	154.0
2015-09-07 01:20:00	ES	Futures	2062.09	2062.09	2060.76	2061.29	445.0
2015-09-07 01:25:00	ES	Futures	2061.56	2061.56	2060.23	2060.76	473.0
2015-09-07 01:30:00	ES	Futures	2060.76	2060.76	2059.43	2059.96	454.0
2015-09-07 01:35:00	ES	Futures	2060.23	2061.29	2059.96	2060.76	213.0
2015-09-07 01:40:00	ES	Futures	2061.03	2061.56	2060.5	2061.03	357.0
2015-09-07 01:45:00	ES	Futures	2061.03	2061.29	2059.16	2059.43	600.0
2015-09-07 01:50:00	ES	Futures	2059.16	2059.7	2059.16	2059.43	330.0
2015-09-07 01:55:00	ES	Futures	2059.7	2060.5	2058.37	2058.63	697.0
2015-09-07 02:00:00	ES	Futures	2058.9	2063.42	2058.37	2063.16	1684.0
2015-09-07 02:05:00	ES	Futures	2063.16	2065.55	2062.89	2065.02	1750.0
2015-09-07 02:10:00	ES	Futures	2065.02	2066.35	2063.96	2063.96	1945.0
2015-09-07 02:15:00	ES	Futures	2063.96	2064.49	2063.16	2063.69	1364.0
2015-09-07 02:20:00	ES	Futures	2063.69	2065.02	2063.42	2064.76	560.0
2015-09-07 02:25:00	ES	Futures	2064.49	2067.95	2064.49	2065.55	1665.0
2015-09-07 02:30:00	ES	Futures	2065.55	2066.62	2065.29	2066.35	642.0
2015-09-07 02:35:00	ES	Futures	2066.09	2067.15	2065.55	2065.55	731.0
2015-09-07 02:40:00	ES	Futures	2065.82	2065.82	2063.96	2064.49	589.0
2015-09-07 02:45:00	ES	Futures	2064.22	2065.02	2063.69	2063.96	797.0
2015-09-07 02:50:00	ES	Futures	2063.96	2064.22	2063.42	2063.96	590.0
2015-09-07 02:55:00	ES	Futures	2063.96	2064.22	2063.69	2063.69	412.0
2015-09-07 03:00:00	ES	Futures	2063.96	2068.48	2063.69	2067.68	3842.0
2015-09-07 03:05:00	ES	Futures	2067.95	2068.75	2065.55	2065.55	1876.0
2015-09-07 03:10:00	ES	Futures	2065.55	2066.89	2065.55	2065.82	1236.0
2015-09-07 03:15:00	ES	Futures	2065.55	2068.48	2065.55	2066.62	2051.0
2015-09-07 03:20:00	ES	Futures	2066.62	2067.15	2065.29	2066.09	1451.0
2015-09-07 03:25:00	ES	Futures	2065.82	2066.62	2064.49	2064.49	1775.0
2015-09-07 03:30:00	ES	Futures	2064.76	2065.82	2064.22	2064.49	1132.0
2015-09-07 03:35:00	ES	Futures	2064.49	2065.02	2062.63	2063.16	1715.0
2015-09-07 03:40:00	ES	Futures	2063.16	2063.69	2060.76	2062.09	2184.0
2015-09-07 03:45:00	ES	Futures	2062.09	2063.96	2061.83	2062.36	1514.0
2015-09-07 03:50:00	ES	Futures	2062.36	2062.63	2061.03	2062.09	1321.0
2015-09-07 03:55:00	ES	Futures	2062.09	2064.76	2061.56	2063.69	1930.0
2015-09-07 04:00:00	ES	Futures	2063.96	2064.76	2062.36	2062.63	1573.0
2015-09-07 04:05:00	ES	Futures	2062.89	2063.69	2062.09	2062.36	1165.0

> showing 50 of 9,314 rows — these rows as CSV

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