PREVIEW / futures_5min / 2015-09-08

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-08.parquet
  size:    245 KB
  rows:    14,062

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
2015-09-08 00:00:00	ES	Futures	2058.63	2059.16	2058.1	2058.9	160.0
2015-09-08 00:05:00	ES	Futures	2058.63	2058.63	2057.83	2057.83	198.0
2015-09-08 00:10:00	ES	Futures	2057.83	2058.37	2057.57	2058.37	187.0
2015-09-08 00:15:00	ES	Futures	2058.37	2058.37	2057.03	2057.57	252.0
2015-09-08 00:20:00	ES	Futures	2057.3	2058.1	2057.3	2058.1	139.0
2015-09-08 00:25:00	ES	Futures	2058.1	2059.7	2058.1	2059.43	330.0
2015-09-08 00:30:00	ES	Futures	2059.7	2060.5	2059.43	2059.96	482.0
2015-09-08 00:35:00	ES	Futures	2060.23	2062.63	2060.23	2061.56	1265.0
2015-09-08 00:40:00	ES	Futures	2061.56	2061.83	2061.03	2061.29	248.0
2015-09-08 00:45:00	ES	Futures	2061.03	2061.29	2060.76	2061.29	204.0
2015-09-08 00:50:00	ES	Futures	2061.29	2061.29	2061.03	2061.03	102.0
2015-09-08 00:55:00	ES	Futures	2061.29	2061.56	2060.5	2061.56	217.0
2015-09-08 01:00:00	ES	Futures	2061.56	2065.02	2061.29	2064.49	1455.0
2015-09-08 01:05:00	ES	Futures	2064.76	2064.76	2063.16	2063.42	554.0
2015-09-08 01:10:00	ES	Futures	2063.16	2063.42	2062.09	2062.89	546.0
2015-09-08 01:15:00	ES	Futures	2062.89	2062.89	2061.29	2061.83	322.0
2015-09-08 01:20:00	ES	Futures	2061.83	2062.63	2061.29	2062.09	500.0
2015-09-08 01:25:00	ES	Futures	2062.09	2062.36	2061.03	2062.36	495.0
2015-09-08 01:30:00	ES	Futures	2062.09	2063.16	2061.56	2062.36	690.0
2015-09-08 01:35:00	ES	Futures	2062.09	2062.63	2061.29	2061.29	319.0
2015-09-08 01:40:00	ES	Futures	2061.56	2064.22	2061.56	2063.42	728.0
2015-09-08 01:45:00	ES	Futures	2063.42	2063.69	2062.63	2063.16	692.0
2015-09-08 01:50:00	ES	Futures	2063.42	2063.96	2062.63	2063.16	690.0
2015-09-08 01:55:00	ES	Futures	2063.42	2063.96	2062.89	2063.42	334.0
2015-09-08 02:00:00	ES	Futures	2063.16	2063.16	2060.76	2060.76	847.0
2015-09-08 02:05:00	ES	Futures	2060.76	2061.56	2058.37	2061.29	2410.0
2015-09-08 02:10:00	ES	Futures	2061.03	2062.63	2060.76	2062.36	1433.0
2015-09-08 02:15:00	ES	Futures	2062.36	2064.49	2062.36	2063.96	1407.0
2015-09-08 02:20:00	ES	Futures	2063.96	2067.68	2063.42	2066.89	2781.0
2015-09-08 02:25:00	ES	Futures	2066.89	2069.81	2066.89	2069.28	4066.0
2015-09-08 02:30:00	ES	Futures	2069.55	2072.48	2069.28	2069.81	4509.0
2015-09-08 02:35:00	ES	Futures	2070.08	2070.61	2069.28	2069.55	1598.0
2015-09-08 02:40:00	ES	Futures	2069.81	2070.88	2069.55	2070.61	1170.0
2015-09-08 02:45:00	ES	Futures	2070.61	2072.48	2070.35	2071.15	1930.0
2015-09-08 02:50:00	ES	Futures	2071.15	2072.21	2070.61	2071.94	1323.0
2015-09-08 02:55:00	ES	Futures	2071.94	2072.21	2070.61	2072.21	1205.0
2015-09-08 03:00:00	ES	Futures	2072.21	2073.54	2070.88	2073.28	5286.0
2015-09-08 03:05:00	ES	Futures	2073.01	2074.07	2071.15	2071.41	4469.0
2015-09-08 03:10:00	ES	Futures	2071.68	2074.34	2071.41	2074.34	3511.0
2015-09-08 03:15:00	ES	Futures	2074.34	2075.14	2073.28	2073.28	2740.0
2015-09-08 03:20:00	ES	Futures	2073.28	2074.87	2073.01	2074.34	1816.0
2015-09-08 03:25:00	ES	Futures	2074.34	2075.14	2073.54	2074.61	1517.0
2015-09-08 03:30:00	ES	Futures	2074.87	2078.6	2074.87	2077.8	5477.0
2015-09-08 03:35:00	ES	Futures	2078.07	2082.06	2077.8	2079.4	8126.0
2015-09-08 03:40:00	ES	Futures	2079.67	2082.86	2079.67	2082.33	4860.0
2015-09-08 03:45:00	ES	Futures	2082.06	2083.66	2080.73	2081.0	5043.0
2015-09-08 03:50:00	ES	Futures	2081.0	2082.33	2079.93	2080.2	2208.0
2015-09-08 03:55:00	ES	Futures	2080.2	2081.0	2079.67	2081.0	3008.0
2015-09-08 04:00:00	ES	Futures	2081.26	2082.86	2081.26	2082.59	2828.0
2015-09-08 04:05:00	ES	Futures	2082.59	2084.19	2081.8	2082.06	2112.0

> showing 50 of 14,062 rows — these rows as CSV

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