PREVIEW / futures_5min / 2015-09-13

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-13.parquet
  size:    46 KB
  rows:    2,335

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
2015-09-13 18:00:00	ES	Futures	2091.38	2091.65	2087.92	2088.45	943.0
2015-09-13 18:05:00	ES	Futures	2088.45	2089.78	2088.19	2089.25	425.0
2015-09-13 18:10:00	ES	Futures	2089.52	2090.85	2089.52	2090.85	305.0
2015-09-13 18:15:00	ES	Futures	2090.85	2091.11	2090.32	2090.58	153.0
2015-09-13 18:20:00	ES	Futures	2090.32	2090.85	2090.05	2090.58	113.0
2015-09-13 18:25:00	ES	Futures	2090.58	2090.58	2090.05	2090.05	178.0
2015-09-13 18:30:00	ES	Futures	2090.05	2090.05	2089.25	2089.78	443.0
2015-09-13 18:35:00	ES	Futures	2089.78	2089.78	2088.72	2089.25	74.0
2015-09-13 18:40:00	ES	Futures	2088.98	2090.05	2088.98	2090.05	105.0
2015-09-13 18:45:00	ES	Futures	2090.05	2090.85	2089.52	2090.85	124.0
2015-09-13 18:50:00	ES	Futures	2090.58	2090.85	2090.05	2090.58	86.0
2015-09-13 18:55:00	ES	Futures	2090.32	2092.18	2090.32	2090.85	474.0
2015-09-13 19:00:00	ES	Futures	2091.11	2092.18	2090.32	2092.18	182.0
2015-09-13 19:05:00	ES	Futures	2092.45	2097.5	2092.18	2096.71	1700.0
2015-09-13 19:10:00	ES	Futures	2096.97	2097.77	2096.71	2097.5	483.0
2015-09-13 19:15:00	ES	Futures	2097.24	2098.57	2095.91	2096.97	718.0
2015-09-13 19:20:00	ES	Futures	2096.97	2096.97	2095.91	2096.44	91.0
2015-09-13 19:25:00	ES	Futures	2096.44	2096.71	2095.91	2096.44	170.0
2015-09-13 19:30:00	ES	Futures	2096.44	2096.71	2095.91	2096.17	176.0
2015-09-13 19:35:00	ES	Futures	2096.17	2096.97	2095.91	2096.97	254.0
2015-09-13 19:40:00	ES	Futures	2096.97	2100.43	2096.97	2099.63	866.0
2015-09-13 19:45:00	ES	Futures	2099.63	2102.03	2099.1	2099.1	1005.0
2015-09-13 19:50:00	ES	Futures	2099.37	2100.7	2099.37	2100.43	335.0
2015-09-13 19:55:00	ES	Futures	2100.43	2102.56	2100.17	2102.3	284.0
2015-09-13 20:00:00	ES	Futures	2102.03	2102.3	2099.37	2100.17	499.0
2015-09-13 20:05:00	ES	Futures	2099.9	2100.43	2098.3	2098.84	420.0
2015-09-13 20:10:00	ES	Futures	2098.57	2099.1	2096.97	2098.84	387.0
2015-09-13 20:15:00	ES	Futures	2098.84	2099.63	2098.57	2098.57	716.0
2015-09-13 20:20:00	ES	Futures	2098.3	2099.37	2098.3	2099.1	231.0
2015-09-13 20:25:00	ES	Futures	2099.1	2099.37	2098.04	2099.1	211.0
2015-09-13 20:30:00	ES	Futures	2098.84	2100.7	2098.57	2100.17	246.0
2015-09-13 20:35:00	ES	Futures	2100.17	2100.43	2099.37	2100.17	282.0
2015-09-13 20:40:00	ES	Futures	2100.17	2100.43	2099.9	2099.9	153.0
2015-09-13 20:45:00	ES	Futures	2099.9	2100.43	2099.9	2100.17	91.0
2015-09-13 20:50:00	ES	Futures	2100.17	2100.43	2099.9	2100.17	106.0
2015-09-13 20:55:00	ES	Futures	2100.43	2100.7	2100.17	2100.7	138.0
2015-09-13 21:00:00	ES	Futures	2100.97	2101.76	2100.97	2101.5	205.0
2015-09-13 21:05:00	ES	Futures	2101.23	2101.76	2100.97	2101.5	187.0
2015-09-13 21:10:00	ES	Futures	2101.76	2101.76	2101.23	2101.23	255.0
2015-09-13 21:15:00	ES	Futures	2101.23	2101.23	2099.37	2099.63	346.0
2015-09-13 21:20:00	ES	Futures	2099.63	2099.9	2099.1	2099.1	276.0
2015-09-13 21:25:00	ES	Futures	2099.1	2099.37	2098.57	2098.84	184.0
2015-09-13 21:30:00	ES	Futures	2099.1	2100.43	2098.84	2100.17	370.0
2015-09-13 21:35:00	ES	Futures	2100.43	2100.43	2098.84	2099.37	204.0
2015-09-13 21:40:00	ES	Futures	2099.37	2099.9	2098.04	2098.04	284.0
2015-09-13 21:45:00	ES	Futures	2098.04	2098.04	2096.44	2096.44	490.0
2015-09-13 21:50:00	ES	Futures	2096.71	2097.5	2096.44	2096.97	296.0
2015-09-13 21:55:00	ES	Futures	2096.97	2098.3	2096.71	2098.3	182.0
2015-09-13 22:00:00	ES	Futures	2098.04	2098.57	2097.24	2097.5	285.0
2015-09-13 22:05:00	ES	Futures	2097.5	2098.04	2097.24	2097.24	181.0

> showing 50 of 2,335 rows — these rows as CSV

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