PREVIEW / futures_5min / 2015-09-16

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-16.parquet
  size:    235 KB
  rows:    14,274

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
2015-09-16 00:00:00	ES	Futures	2102.35	2103.42	2102.35	2103.15	414.0
2015-09-16 00:05:00	ES	Futures	2103.15	2103.42	2102.35	2103.15	184.0
2015-09-16 00:10:00	ES	Futures	2103.15	2103.69	2102.88	2103.69	305.0
2015-09-16 00:15:00	ES	Futures	2103.42	2104.49	2103.42	2104.22	349.0
2015-09-16 00:20:00	ES	Futures	2104.22	2104.76	2103.96	2103.96	305.0
2015-09-16 00:25:00	ES	Futures	2104.22	2104.49	2103.96	2104.49	179.0
2015-09-16 00:30:00	ES	Futures	2104.49	2105.56	2104.49	2105.29	665.0
2015-09-16 00:35:00	ES	Futures	2105.29	2106.1	2105.29	2106.1	281.0
2015-09-16 00:40:00	ES	Futures	2105.83	2106.1	2105.29	2105.29	267.0
2015-09-16 00:45:00	ES	Futures	2105.29	2105.56	2104.76	2104.76	158.0
2015-09-16 00:50:00	ES	Futures	2104.76	2105.03	2104.22	2104.22	326.0
2015-09-16 00:55:00	ES	Futures	2104.49	2105.03	2104.49	2104.76	102.0
2015-09-16 01:00:00	ES	Futures	2104.49	2105.83	2104.22	2105.56	521.0
2015-09-16 01:05:00	ES	Futures	2105.56	2105.56	2104.49	2104.76	193.0
2015-09-16 01:10:00	ES	Futures	2104.76	2104.76	2102.88	2103.42	264.0
2015-09-16 01:15:00	ES	Futures	2103.42	2104.22	2103.15	2103.15	160.0
2015-09-16 01:20:00	ES	Futures	2103.42	2103.69	2102.88	2103.69	105.0
2015-09-16 01:25:00	ES	Futures	2103.96	2104.22	2103.42	2103.69	103.0
2015-09-16 01:30:00	ES	Futures	2103.69	2103.96	2103.42	2103.69	286.0
2015-09-16 01:35:00	ES	Futures	2103.69	2103.69	2103.15	2103.42	135.0
2015-09-16 01:40:00	ES	Futures	2103.42	2103.42	2102.88	2103.15	160.0
2015-09-16 01:45:00	ES	Futures	2103.15	2104.22	2102.88	2104.22	243.0
2015-09-16 01:50:00	ES	Futures	2104.49	2104.76	2103.42	2103.42	419.0
2015-09-16 01:55:00	ES	Futures	2103.69	2104.49	2103.69	2104.22	213.0
2015-09-16 02:00:00	ES	Futures	2104.22	2106.1	2104.22	2105.29	1120.0
2015-09-16 02:05:00	ES	Futures	2105.56	2105.83	2103.96	2104.76	1823.0
2015-09-16 02:10:00	ES	Futures	2104.49	2105.29	2104.22	2104.76	782.0
2015-09-16 02:15:00	ES	Futures	2104.76	2108.5	2104.76	2108.5	1977.0
2015-09-16 02:20:00	ES	Futures	2108.5	2108.5	2107.7	2107.97	1430.0
2015-09-16 02:25:00	ES	Futures	2108.24	2108.77	2107.97	2108.5	854.0
2015-09-16 02:30:00	ES	Futures	2108.77	2109.04	2107.43	2108.24	1587.0
2015-09-16 02:35:00	ES	Futures	2107.97	2108.5	2107.97	2108.24	916.0
2015-09-16 02:40:00	ES	Futures	2108.24	2108.77	2107.97	2108.5	1284.0
2015-09-16 02:45:00	ES	Futures	2108.24	2108.77	2107.7	2108.24	1352.0
2015-09-16 02:50:00	ES	Futures	2108.24	2108.24	2106.63	2106.63	649.0
2015-09-16 02:55:00	ES	Futures	2106.9	2107.97	2106.63	2107.97	790.0
2015-09-16 03:00:00	ES	Futures	2107.97	2109.04	2106.63	2108.24	3379.0
2015-09-16 03:05:00	ES	Futures	2108.24	2109.04	2107.17	2107.97	2354.0
2015-09-16 03:10:00	ES	Futures	2107.97	2110.91	2107.43	2110.38	4217.0
2015-09-16 03:15:00	ES	Futures	2110.38	2111.45	2109.04	2109.31	2924.0
2015-09-16 03:20:00	ES	Futures	2109.57	2110.91	2109.31	2109.31	2204.0
2015-09-16 03:25:00	ES	Futures	2109.57	2109.84	2107.43	2107.97	1653.0
2015-09-16 03:30:00	ES	Futures	2107.97	2109.31	2107.17	2107.43	2319.0
2015-09-16 03:35:00	ES	Futures	2107.43	2109.31	2107.43	2107.97	1577.0
2015-09-16 03:40:00	ES	Futures	2107.97	2108.5	2106.1	2106.1	2292.0
2015-09-16 03:45:00	ES	Futures	2106.1	2107.7	2105.83	2107.17	1551.0
2015-09-16 03:50:00	ES	Futures	2106.9	2107.17	2105.29	2106.1	1164.0
2015-09-16 03:55:00	ES	Futures	2106.1	2106.1	2103.69	2104.76	1783.0
2015-09-16 04:00:00	ES	Futures	2105.03	2106.1	2103.96	2104.76	1588.0
2015-09-16 04:05:00	ES	Futures	2104.76	2107.7	2104.49	2107.7	1788.0

> showing 50 of 14,274 rows — these rows as CSV

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