PREVIEW / futures_5min / 2015-09-14

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-14.parquet
  size:    211 KB
  rows:    13,884

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
2015-09-14 00:00:00	ES	Futures	2091.65	2091.65	2089.51	2089.51	655.0
2015-09-14 00:05:00	ES	Futures	2089.51	2089.77	2088.7	2088.97	1061.0
2015-09-14 00:10:00	ES	Futures	2089.24	2089.77	2088.17	2089.24	525.0
2015-09-14 00:15:00	ES	Futures	2089.24	2089.24	2088.44	2089.24	321.0
2015-09-14 00:20:00	ES	Futures	2089.24	2090.84	2089.24	2090.58	417.0
2015-09-14 00:25:00	ES	Futures	2090.58	2091.38	2090.31	2090.84	418.0
2015-09-14 00:30:00	ES	Futures	2090.84	2090.84	2089.77	2090.58	106.0
2015-09-14 00:35:00	ES	Futures	2090.58	2091.91	2090.04	2091.91	389.0
2015-09-14 00:40:00	ES	Futures	2091.91	2091.91	2090.84	2091.11	135.0
2015-09-14 00:45:00	ES	Futures	2091.38	2091.38	2090.84	2091.11	94.0
2015-09-14 00:50:00	ES	Futures	2091.11	2092.45	2091.11	2092.18	189.0
2015-09-14 00:55:00	ES	Futures	2091.91	2092.18	2090.04	2091.38	472.0
2015-09-14 01:00:00	ES	Futures	2091.38	2096.46	2091.38	2095.39	1376.0
2015-09-14 01:05:00	ES	Futures	2095.13	2095.39	2092.18	2092.18	675.0
2015-09-14 01:10:00	ES	Futures	2092.45	2094.05	2091.91	2093.79	432.0
2015-09-14 01:15:00	ES	Futures	2093.79	2093.79	2091.11	2091.38	637.0
2015-09-14 01:20:00	ES	Futures	2091.65	2093.52	2091.38	2092.98	485.0
2015-09-14 01:25:00	ES	Futures	2092.98	2094.05	2091.65	2094.05	563.0
2015-09-14 01:30:00	ES	Futures	2094.32	2094.59	2091.65	2092.18	654.0
2015-09-14 01:35:00	ES	Futures	2092.18	2092.45	2091.38	2091.91	239.0
2015-09-14 01:40:00	ES	Futures	2091.91	2092.72	2091.11	2091.38	312.0
2015-09-14 01:45:00	ES	Futures	2091.11	2091.65	2089.24	2089.51	812.0
2015-09-14 01:50:00	ES	Futures	2089.51	2090.84	2088.97	2090.31	512.0
2015-09-14 01:55:00	ES	Futures	2090.31	2090.31	2088.7	2088.97	472.0
2015-09-14 02:00:00	ES	Futures	2088.97	2090.31	2087.63	2089.51	1763.0
2015-09-14 02:05:00	ES	Futures	2089.51	2090.31	2087.63	2088.44	906.0
2015-09-14 02:10:00	ES	Futures	2088.17	2090.58	2087.63	2089.24	747.0
2015-09-14 02:15:00	ES	Futures	2089.24	2089.51	2086.83	2087.1	1802.0
2015-09-14 02:20:00	ES	Futures	2086.83	2087.1	2085.76	2085.76	1330.0
2015-09-14 02:25:00	ES	Futures	2085.76	2086.03	2084.69	2084.69	1163.0
2015-09-14 02:30:00	ES	Futures	2084.69	2086.83	2084.42	2085.76	1096.0
2015-09-14 02:35:00	ES	Futures	2085.76	2086.56	2083.89	2084.42	811.0
2015-09-14 02:40:00	ES	Futures	2084.42	2085.76	2083.35	2084.42	1460.0
2015-09-14 02:45:00	ES	Futures	2084.69	2084.96	2083.62	2083.62	539.0
2015-09-14 02:50:00	ES	Futures	2083.62	2085.49	2083.62	2085.22	478.0
2015-09-14 02:55:00	ES	Futures	2085.22	2085.76	2084.96	2084.96	395.0
2015-09-14 03:00:00	ES	Futures	2085.22	2088.44	2084.96	2085.22	2217.0
2015-09-14 03:05:00	ES	Futures	2085.49	2090.04	2084.96	2090.04	3735.0
2015-09-14 03:10:00	ES	Futures	2090.04	2090.84	2088.44	2089.51	1681.0
2015-09-14 03:15:00	ES	Futures	2089.51	2092.72	2088.44	2092.18	2323.0
2015-09-14 03:20:00	ES	Futures	2091.91	2097.53	2091.65	2096.73	3809.0
2015-09-14 03:25:00	ES	Futures	2097.0	2097.27	2094.86	2095.66	1810.0
2015-09-14 03:30:00	ES	Futures	2095.66	2096.46	2094.86	2095.13	3068.0
2015-09-14 03:35:00	ES	Futures	2095.13	2095.93	2094.05	2094.86	1348.0
2015-09-14 03:40:00	ES	Futures	2095.13	2096.46	2095.13	2095.66	1689.0
2015-09-14 03:45:00	ES	Futures	2095.66	2095.66	2094.05	2094.05	2050.0
2015-09-14 03:50:00	ES	Futures	2093.79	2094.32	2092.98	2093.25	877.0
2015-09-14 03:55:00	ES	Futures	2093.25	2093.52	2091.65	2092.98	997.0
2015-09-14 04:00:00	ES	Futures	2092.72	2093.25	2092.45	2092.45	665.0
2015-09-14 04:05:00	ES	Futures	2092.45	2092.72	2088.7	2088.97	1867.0

> showing 50 of 13,884 rows — these rows as CSV

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