PREVIEW / futures_5min / 2015-09-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-09.parquet
  size:    251 KB
  rows:    14,113

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
2015-09-09 00:00:00	ES	Futures	2108.15	2108.69	2107.36	2107.89	478.0
2015-09-09 00:05:00	ES	Futures	2107.89	2108.15	2106.82	2107.36	372.0
2015-09-09 00:10:00	ES	Futures	2107.36	2107.89	2107.09	2107.89	232.0
2015-09-09 00:15:00	ES	Futures	2107.62	2108.15	2107.36	2107.62	259.0
2015-09-09 00:20:00	ES	Futures	2107.62	2107.62	2106.29	2106.29	798.0
2015-09-09 00:25:00	ES	Futures	2106.02	2107.09	2106.02	2106.82	341.0
2015-09-09 00:30:00	ES	Futures	2106.56	2107.62	2106.56	2107.09	246.0
2015-09-09 00:35:00	ES	Futures	2107.09	2107.62	2107.09	2107.36	138.0
2015-09-09 00:40:00	ES	Futures	2107.62	2108.42	2107.62	2108.15	716.0
2015-09-09 00:45:00	ES	Futures	2108.15	2108.42	2107.62	2107.89	230.0
2015-09-09 00:50:00	ES	Futures	2108.15	2108.15	2106.82	2107.62	368.0
2015-09-09 00:55:00	ES	Futures	2107.62	2107.62	2106.56	2107.36	529.0
2015-09-09 01:00:00	ES	Futures	2107.62	2107.89	2106.56	2106.56	288.0
2015-09-09 01:05:00	ES	Futures	2106.56	2107.62	2106.56	2107.36	254.0
2015-09-09 01:10:00	ES	Futures	2107.36	2107.89	2107.36	2107.89	448.0
2015-09-09 01:15:00	ES	Futures	2107.89	2108.69	2107.62	2108.15	383.0
2015-09-09 01:20:00	ES	Futures	2108.15	2108.42	2107.89	2108.15	624.0
2015-09-09 01:25:00	ES	Futures	2108.42	2111.08	2107.89	2110.02	3085.0
2015-09-09 01:30:00	ES	Futures	2110.28	2112.41	2109.75	2110.82	2453.0
2015-09-09 01:35:00	ES	Futures	2110.82	2110.82	2109.75	2109.75	694.0
2015-09-09 01:40:00	ES	Futures	2109.49	2111.08	2109.49	2110.28	639.0
2015-09-09 01:45:00	ES	Futures	2110.55	2110.55	2109.49	2110.28	841.0
2015-09-09 01:50:00	ES	Futures	2110.28	2112.15	2110.28	2111.35	1104.0
2015-09-09 01:55:00	ES	Futures	2111.62	2113.75	2111.08	2113.48	2089.0
2015-09-09 02:00:00	ES	Futures	2113.48	2116.14	2113.21	2114.81	6056.0
2015-09-09 02:05:00	ES	Futures	2114.81	2116.14	2114.01	2115.08	2625.0
2015-09-09 02:10:00	ES	Futures	2115.08	2115.34	2112.95	2112.95	1872.0
2015-09-09 02:15:00	ES	Futures	2112.95	2114.28	2112.15	2112.41	2424.0
2015-09-09 02:20:00	ES	Futures	2112.41	2114.28	2111.88	2114.01	2068.0
2015-09-09 02:25:00	ES	Futures	2114.01	2114.54	2112.41	2113.48	1724.0
2015-09-09 02:30:00	ES	Futures	2113.21	2114.01	2112.68	2113.75	1506.0
2015-09-09 02:35:00	ES	Futures	2114.01	2115.08	2113.21	2114.28	2205.0
2015-09-09 02:40:00	ES	Futures	2114.54	2116.14	2114.54	2115.61	2295.0
2015-09-09 02:45:00	ES	Futures	2115.61	2116.14	2114.54	2115.34	2010.0
2015-09-09 02:50:00	ES	Futures	2115.08	2116.14	2114.54	2115.88	917.0
2015-09-09 02:55:00	ES	Futures	2115.88	2116.67	2114.81	2116.14	1681.0
2015-09-09 03:00:00	ES	Futures	2116.41	2116.67	2113.75	2115.88	3691.0
2015-09-09 03:05:00	ES	Futures	2115.88	2116.14	2115.08	2115.61	1999.0
2015-09-09 03:10:00	ES	Futures	2115.61	2116.41	2115.08	2115.88	2340.0
2015-09-09 03:15:00	ES	Futures	2115.88	2116.67	2115.08	2116.41	1576.0
2015-09-09 03:20:00	ES	Futures	2116.41	2118.54	2116.14	2118.27	6011.0
2015-09-09 03:25:00	ES	Futures	2118.27	2121.47	2118.01	2120.67	7564.0
2015-09-09 03:30:00	ES	Futures	2120.4	2121.47	2119.34	2119.6	3487.0
2015-09-09 03:35:00	ES	Futures	2119.6	2120.14	2118.8	2119.07	3442.0
2015-09-09 03:40:00	ES	Futures	2119.07	2119.34	2117.47	2118.27	3254.0
2015-09-09 03:45:00	ES	Futures	2118.01	2118.54	2116.94	2118.27	3028.0
2015-09-09 03:50:00	ES	Futures	2118.27	2118.54	2117.21	2118.01	2246.0
2015-09-09 03:55:00	ES	Futures	2118.01	2119.34	2118.01	2118.54	2353.0
2015-09-09 04:00:00	ES	Futures	2118.27	2118.54	2116.94	2117.47	2523.0
2015-09-09 04:05:00	ES	Futures	2117.21	2117.21	2115.08	2116.41	3326.0

> showing 50 of 14,113 rows — these rows as CSV

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