PREVIEW / futures_5min / 2015-09-11

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-11.parquet
  size:    188 KB
  rows:    11,334

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
2015-09-11 00:00:00	ES	Futures	2083.93	2084.72	2083.39	2084.46	209.0
2015-09-11 00:05:00	ES	Futures	2084.46	2084.46	2083.66	2084.19	133.0
2015-09-11 00:10:00	ES	Futures	2084.46	2084.46	2083.93	2084.46	91.0
2015-09-11 00:15:00	ES	Futures	2084.19	2084.46	2083.93	2084.19	64.0
2015-09-11 00:20:00	ES	Futures	2084.19	2084.46	2083.93	2083.93	35.0
2015-09-11 00:25:00	ES	Futures	2083.93	2083.93	2082.86	2082.86	229.0
2015-09-11 00:30:00	ES	Futures	2083.39	2083.66	2082.33	2083.13	71.0
2015-09-11 00:35:00	ES	Futures	2083.13	2083.39	2082.59	2082.59	51.0
2015-09-11 00:40:00	ES	Futures	2082.59	2083.13	2082.59	2082.86	190.0
2015-09-11 00:45:00	ES	Futures	2082.86	2083.39	2082.86	2083.39	94.0
2015-09-11 00:50:00	ES	Futures	2083.66	2083.93	2083.13	2083.39	76.0
2015-09-11 00:55:00	ES	Futures	2083.39	2083.66	2083.39	2083.39	25.0
2015-09-11 01:00:00	ES	Futures	2083.66	2084.19	2083.13	2083.13	72.0
2015-09-11 01:05:00	ES	Futures	2083.39	2083.93	2083.13	2083.93	101.0
2015-09-11 01:10:00	ES	Futures	2083.66	2084.19	2083.66	2084.19	52.0
2015-09-11 01:15:00	ES	Futures	2083.93	2084.46	2082.86	2083.39	97.0
2015-09-11 01:20:00	ES	Futures	2083.13	2083.39	2082.33	2082.59	61.0
2015-09-11 01:25:00	ES	Futures	2082.86	2082.86	2082.33	2082.59	36.0
2015-09-11 01:30:00	ES	Futures	2082.86	2082.86	2082.06	2082.06	332.0
2015-09-11 01:35:00	ES	Futures	2082.33	2082.59	2082.06	2082.06	244.0
2015-09-11 01:40:00	ES	Futures	2082.06	2082.06	2080.2	2080.46	293.0
2015-09-11 01:45:00	ES	Futures	2080.2	2080.73	2079.67	2079.93	329.0
2015-09-11 01:50:00	ES	Futures	2080.46	2081.26	2080.46	2081.0	114.0
2015-09-11 01:55:00	ES	Futures	2081.0	2081.8	2080.46	2081.26	171.0
2015-09-11 02:00:00	ES	Futures	2081.26	2081.53	2078.6	2081.26	761.0
2015-09-11 02:05:00	ES	Futures	2081.26	2082.33	2080.73	2081.26	581.0
2015-09-11 02:10:00	ES	Futures	2081.8	2083.13	2081.8	2082.86	697.0
2015-09-11 02:15:00	ES	Futures	2082.86	2083.13	2081.26	2081.26	291.0
2015-09-11 02:20:00	ES	Futures	2081.26	2083.39	2081.26	2082.33	462.0
2015-09-11 02:25:00	ES	Futures	2081.8	2082.06	2081.26	2081.8	146.0
2015-09-11 02:30:00	ES	Futures	2081.53	2081.8	2081.26	2081.26	151.0
2015-09-11 02:35:00	ES	Futures	2081.53	2081.53	2079.4	2079.4	238.0
2015-09-11 02:40:00	ES	Futures	2079.13	2080.46	2078.87	2079.67	403.0
2015-09-11 02:45:00	ES	Futures	2079.67	2080.46	2079.13	2079.67	269.0
2015-09-11 02:50:00	ES	Futures	2079.4	2081.8	2079.4	2081.53	390.0
2015-09-11 02:55:00	ES	Futures	2081.8	2082.06	2079.93	2081.26	263.0
2015-09-11 03:00:00	ES	Futures	2081.0	2081.53	2075.94	2077.27	1785.0
2015-09-11 03:05:00	ES	Futures	2076.74	2076.74	2073.01	2075.41	1818.0
2015-09-11 03:10:00	ES	Futures	2075.67	2076.47	2074.07	2074.07	854.0
2015-09-11 03:15:00	ES	Futures	2074.07	2075.67	2073.01	2075.14	1150.0
2015-09-11 03:20:00	ES	Futures	2075.14	2075.14	2069.02	2070.35	3232.0
2015-09-11 03:25:00	ES	Futures	2070.35	2073.28	2070.35	2071.68	1188.0
2015-09-11 03:30:00	ES	Futures	2071.41	2074.34	2071.15	2073.28	1322.0
2015-09-11 03:35:00	ES	Futures	2073.01	2073.01	2068.48	2068.75	1925.0
2015-09-11 03:40:00	ES	Futures	2068.75	2072.74	2067.42	2072.48	2052.0
2015-09-11 03:45:00	ES	Futures	2072.21	2073.01	2071.15	2073.01	627.0
2015-09-11 03:50:00	ES	Futures	2073.01	2074.07	2072.74	2073.28	560.0
2015-09-11 03:55:00	ES	Futures	2073.28	2077.27	2073.28	2075.94	1192.0
2015-09-11 04:00:00	ES	Futures	2075.94	2076.74	2071.94	2072.21	943.0
2015-09-11 04:05:00	ES	Futures	2071.94	2073.01	2071.41	2072.74	641.0

> showing 50 of 11,334 rows — these rows as CSV

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