PREVIEW / futures_5min / 2015-09-10

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-10.parquet
  size:    218 KB
  rows:    13,296

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
2015-09-10 00:00:00	ES	Futures	2069.28	2069.55	2068.75	2069.02	243.0
2015-09-10 00:05:00	ES	Futures	2069.02	2069.28	2069.02	2069.02	129.0
2015-09-10 00:10:00	ES	Futures	2069.02	2069.81	2069.02	2069.28	466.0
2015-09-10 00:15:00	ES	Futures	2069.28	2069.81	2068.75	2069.02	331.0
2015-09-10 00:20:00	ES	Futures	2069.02	2069.28	2068.75	2069.28	498.0
2015-09-10 00:25:00	ES	Futures	2069.28	2069.55	2068.22	2069.02	323.0
2015-09-10 00:30:00	ES	Futures	2069.02	2069.28	2068.22	2068.75	245.0
2015-09-10 00:35:00	ES	Futures	2068.75	2069.02	2067.15	2067.42	759.0
2015-09-10 00:40:00	ES	Futures	2067.68	2069.28	2067.68	2068.75	557.0
2015-09-10 00:45:00	ES	Futures	2069.02	2069.02	2067.68	2067.95	513.0
2015-09-10 00:50:00	ES	Futures	2067.68	2074.07	2066.09	2071.94	3859.0
2015-09-10 00:55:00	ES	Futures	2071.94	2073.28	2069.55	2070.08	2397.0
2015-09-10 01:00:00	ES	Futures	2070.35	2071.68	2068.75	2069.02	1071.0
2015-09-10 01:05:00	ES	Futures	2069.02	2071.15	2068.22	2070.61	625.0
2015-09-10 01:10:00	ES	Futures	2070.61	2070.61	2069.28	2070.61	437.0
2015-09-10 01:15:00	ES	Futures	2070.61	2071.68	2069.81	2071.41	428.0
2015-09-10 01:20:00	ES	Futures	2071.68	2073.54	2071.41	2073.28	1011.0
2015-09-10 01:25:00	ES	Futures	2073.28	2075.67	2073.01	2075.41	1502.0
2015-09-10 01:30:00	ES	Futures	2075.41	2075.94	2074.87	2075.14	960.0
2015-09-10 01:35:00	ES	Futures	2074.87	2075.94	2074.87	2075.41	629.0
2015-09-10 01:40:00	ES	Futures	2075.67	2075.67	2073.54	2074.61	526.0
2015-09-10 01:45:00	ES	Futures	2074.61	2076.2	2074.61	2075.94	769.0
2015-09-10 01:50:00	ES	Futures	2075.94	2080.2	2075.94	2077.8	4169.0
2015-09-10 01:55:00	ES	Futures	2078.07	2078.87	2077.27	2077.8	991.0
2015-09-10 02:00:00	ES	Futures	2077.54	2078.6	2075.67	2075.94	2064.0
2015-09-10 02:05:00	ES	Futures	2076.2	2077.0	2074.87	2075.14	1697.0
2015-09-10 02:10:00	ES	Futures	2075.41	2075.41	2072.74	2073.28	1750.0
2015-09-10 02:15:00	ES	Futures	2073.54	2074.87	2073.28	2074.07	1109.0
2015-09-10 02:20:00	ES	Futures	2074.07	2074.87	2073.54	2073.81	869.0
2015-09-10 02:25:00	ES	Futures	2073.54	2075.67	2072.74	2075.14	1069.0
2015-09-10 02:30:00	ES	Futures	2075.14	2076.74	2075.14	2075.41	939.0
2015-09-10 02:35:00	ES	Futures	2075.41	2076.2	2075.14	2075.41	672.0
2015-09-10 02:40:00	ES	Futures	2075.67	2075.67	2074.07	2074.34	721.0
2015-09-10 02:45:00	ES	Futures	2074.34	2074.61	2071.68	2071.94	1159.0
2015-09-10 02:50:00	ES	Futures	2071.94	2073.54	2070.88	2073.28	1092.0
2015-09-10 02:55:00	ES	Futures	2073.28	2074.61	2072.21	2074.07	1133.0
2015-09-10 03:00:00	ES	Futures	2074.07	2076.2	2072.74	2075.67	2545.0
2015-09-10 03:05:00	ES	Futures	2075.67	2076.74	2074.34	2075.14	3317.0
2015-09-10 03:10:00	ES	Futures	2075.41	2078.07	2074.61	2075.41	2942.0
2015-09-10 03:15:00	ES	Futures	2075.14	2075.94	2073.81	2075.94	2839.0
2015-09-10 03:20:00	ES	Futures	2075.94	2077.54	2075.41	2076.74	2130.0
2015-09-10 03:25:00	ES	Futures	2076.74	2079.93	2075.94	2079.67	2860.0
2015-09-10 03:30:00	ES	Futures	2079.67	2081.53	2079.13	2081.26	4000.0
2015-09-10 03:35:00	ES	Futures	2081.53	2083.13	2080.46	2081.53	4751.0
2015-09-10 03:40:00	ES	Futures	2081.26	2081.8	2080.46	2080.46	2718.0
2015-09-10 03:45:00	ES	Futures	2080.46	2080.46	2078.6	2079.67	3204.0
2015-09-10 03:50:00	ES	Futures	2079.67	2083.66	2078.87	2083.13	4388.0
2015-09-10 03:55:00	ES	Futures	2082.86	2083.13	2081.26	2081.53	3085.0
2015-09-10 04:00:00	ES	Futures	2081.26	2082.06	2079.67	2079.67	2377.0
2015-09-10 04:05:00	ES	Futures	2079.4	2080.46	2078.07	2078.87	2076.0

> showing 50 of 13,296 rows — these rows as CSV

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