PREVIEW / futures_5min / 2015-09-15

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-15.parquet
  size:    238 KB
  rows:    14,088

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
2015-09-15 00:00:00	ES	Futures	2084.15	2084.96	2084.15	2084.15	343.0
2015-09-15 00:05:00	ES	Futures	2084.15	2084.96	2083.89	2084.42	434.0
2015-09-15 00:10:00	ES	Futures	2084.42	2084.69	2083.89	2084.42	155.0
2015-09-15 00:15:00	ES	Futures	2084.15	2085.22	2083.89	2084.15	227.0
2015-09-15 00:20:00	ES	Futures	2084.42	2084.69	2083.35	2083.62	268.0
2015-09-15 00:25:00	ES	Futures	2083.62	2084.15	2083.62	2084.15	105.0
2015-09-15 00:30:00	ES	Futures	2084.15	2084.15	2083.35	2083.35	102.0
2015-09-15 00:35:00	ES	Futures	2083.35	2084.42	2083.08	2083.89	72.0
2015-09-15 00:40:00	ES	Futures	2084.15	2084.42	2083.89	2083.89	61.0
2015-09-15 00:45:00	ES	Futures	2083.62	2083.89	2083.35	2083.89	57.0
2015-09-15 00:50:00	ES	Futures	2083.89	2083.89	2083.35	2083.62	75.0
2015-09-15 00:55:00	ES	Futures	2083.62	2083.62	2082.01	2082.28	236.0
2015-09-15 01:00:00	ES	Futures	2082.01	2082.28	2081.75	2082.01	149.0
2015-09-15 01:05:00	ES	Futures	2082.01	2082.28	2081.75	2082.28	120.0
2015-09-15 01:10:00	ES	Futures	2082.55	2083.35	2082.28	2083.35	258.0
2015-09-15 01:15:00	ES	Futures	2083.35	2083.89	2083.08	2083.62	197.0
2015-09-15 01:20:00	ES	Futures	2083.89	2084.15	2083.08	2083.08	71.0
2015-09-15 01:25:00	ES	Futures	2083.08	2083.62	2082.82	2083.35	253.0
2015-09-15 01:30:00	ES	Futures	2083.35	2083.62	2082.55	2083.08	109.0
2015-09-15 01:35:00	ES	Futures	2083.08	2083.35	2082.01	2082.28	158.0
2015-09-15 01:40:00	ES	Futures	2082.28	2082.82	2081.21	2082.28	544.0
2015-09-15 01:45:00	ES	Futures	2082.28	2082.55	2081.48	2081.48	282.0
2015-09-15 01:50:00	ES	Futures	2081.48	2081.75	2080.41	2080.41	421.0
2015-09-15 01:55:00	ES	Futures	2080.41	2080.94	2080.41	2080.94	416.0
2015-09-15 02:00:00	ES	Futures	2080.94	2080.94	2079.87	2080.94	678.0
2015-09-15 02:05:00	ES	Futures	2080.68	2081.21	2078.8	2079.07	1546.0
2015-09-15 02:10:00	ES	Futures	2079.34	2079.87	2078.0	2078.54	1084.0
2015-09-15 02:15:00	ES	Futures	2078.54	2079.87	2078.27	2079.34	678.0
2015-09-15 02:20:00	ES	Futures	2079.07	2079.87	2078.8	2079.87	709.0
2015-09-15 02:25:00	ES	Futures	2079.61	2079.87	2078.8	2078.8	443.0
2015-09-15 02:30:00	ES	Futures	2078.8	2080.41	2078.27	2079.07	821.0
2015-09-15 02:35:00	ES	Futures	2079.07	2079.07	2076.13	2077.47	1717.0
2015-09-15 02:40:00	ES	Futures	2077.2	2077.73	2076.93	2077.2	372.0
2015-09-15 02:45:00	ES	Futures	2077.2	2077.73	2076.93	2077.2	406.0
2015-09-15 02:50:00	ES	Futures	2076.93	2077.47	2076.66	2077.47	505.0
2015-09-15 02:55:00	ES	Futures	2077.73	2078.8	2077.2	2078.54	464.0
2015-09-15 03:00:00	ES	Futures	2078.27	2080.68	2077.73	2080.68	2214.0
2015-09-15 03:05:00	ES	Futures	2080.68	2082.28	2079.07	2081.48	2115.0
2015-09-15 03:10:00	ES	Futures	2081.48	2083.35	2081.21	2081.48	1626.0
2015-09-15 03:15:00	ES	Futures	2081.75	2084.15	2081.48	2083.62	1527.0
2015-09-15 03:20:00	ES	Futures	2083.62	2084.69	2081.48	2081.75	1439.0
2015-09-15 03:25:00	ES	Futures	2081.75	2082.55	2081.21	2082.01	835.0
2015-09-15 03:30:00	ES	Futures	2082.01	2083.89	2081.48	2083.08	1484.0
2015-09-15 03:35:00	ES	Futures	2083.08	2084.42	2082.82	2083.62	2155.0
2015-09-15 03:40:00	ES	Futures	2083.35	2083.89	2082.28	2082.82	1784.0
2015-09-15 03:45:00	ES	Futures	2082.82	2083.35	2080.94	2080.94	2103.0
2015-09-15 03:50:00	ES	Futures	2080.94	2081.21	2078.8	2079.34	2324.0
2015-09-15 03:55:00	ES	Futures	2079.34	2080.14	2078.27	2078.27	1827.0
2015-09-15 04:00:00	ES	Futures	2078.27	2079.34	2075.86	2076.13	3046.0
2015-09-15 04:05:00	ES	Futures	2076.13	2076.66	2073.18	2074.79	5236.0

> showing 50 of 14,088 rows — these rows as CSV

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