PREVIEW / futures_5min / 2015-09-17

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-17.parquet
  size:    237 KB
  rows:    14,413

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
2015-09-17 00:00:00	ES	Futures	2124.29	2124.56	2124.02	2124.29	135.0
2015-09-17 00:05:00	ES	Futures	2124.29	2124.83	2124.29	2124.29	60.0
2015-09-17 00:10:00	ES	Futures	2124.56	2124.83	2124.29	2124.56	144.0
2015-09-17 00:15:00	ES	Futures	2124.56	2124.56	2124.29	2124.29	91.0
2015-09-17 00:20:00	ES	Futures	2124.56	2124.83	2124.29	2124.83	126.0
2015-09-17 00:25:00	ES	Futures	2124.83	2125.09	2124.56	2124.83	203.0
2015-09-17 00:30:00	ES	Futures	2125.09	2125.36	2124.56	2125.09	188.0
2015-09-17 00:35:00	ES	Futures	2125.36	2125.63	2125.09	2125.09	130.0
2015-09-17 00:40:00	ES	Futures	2124.83	2125.09	2124.02	2124.56	246.0
2015-09-17 00:45:00	ES	Futures	2124.56	2125.09	2124.56	2124.83	97.0
2015-09-17 00:50:00	ES	Futures	2124.83	2124.83	2124.56	2124.83	30.0
2015-09-17 00:55:00	ES	Futures	2125.09	2125.09	2124.83	2125.09	95.0
2015-09-17 01:00:00	ES	Futures	2125.36	2125.36	2124.83	2125.36	176.0
2015-09-17 01:05:00	ES	Futures	2125.09	2125.63	2124.83	2124.83	193.0
2015-09-17 01:10:00	ES	Futures	2125.09	2126.43	2125.09	2126.43	337.0
2015-09-17 01:15:00	ES	Futures	2126.43	2126.7	2125.63	2125.9	452.0
2015-09-17 01:20:00	ES	Futures	2125.9	2126.43	2125.09	2125.09	378.0
2015-09-17 01:25:00	ES	Futures	2125.09	2125.09	2124.56	2124.56	156.0
2015-09-17 01:30:00	ES	Futures	2124.56	2125.09	2124.56	2124.56	497.0
2015-09-17 01:35:00	ES	Futures	2124.56	2125.36	2124.56	2125.09	125.0
2015-09-17 01:40:00	ES	Futures	2125.36	2125.9	2125.09	2125.9	381.0
2015-09-17 01:45:00	ES	Futures	2125.9	2126.43	2125.63	2125.9	333.0
2015-09-17 01:50:00	ES	Futures	2125.9	2126.16	2125.63	2125.63	172.0
2015-09-17 01:55:00	ES	Futures	2125.9	2125.9	2125.36	2125.36	146.0
2015-09-17 02:00:00	ES	Futures	2125.63	2125.9	2124.83	2125.63	679.0
2015-09-17 02:05:00	ES	Futures	2125.09	2126.43	2125.09	2126.16	654.0
2015-09-17 02:10:00	ES	Futures	2126.16	2127.5	2126.16	2126.7	927.0
2015-09-17 02:15:00	ES	Futures	2126.7	2127.23	2126.43	2126.7	454.0
2015-09-17 02:20:00	ES	Futures	2126.7	2126.7	2125.63	2126.16	730.0
2015-09-17 02:25:00	ES	Futures	2126.16	2126.43	2125.9	2125.9	300.0
2015-09-17 02:30:00	ES	Futures	2125.9	2126.16	2125.36	2125.36	270.0
2015-09-17 02:35:00	ES	Futures	2125.63	2125.63	2124.29	2124.83	986.0
2015-09-17 02:40:00	ES	Futures	2124.83	2125.09	2123.76	2123.76	682.0
2015-09-17 02:45:00	ES	Futures	2123.76	2124.83	2122.42	2124.02	2043.0
2015-09-17 02:50:00	ES	Futures	2124.02	2124.83	2123.22	2124.02	916.0
2015-09-17 02:55:00	ES	Futures	2124.02	2124.56	2122.95	2124.02	762.0
2015-09-17 03:00:00	ES	Futures	2124.02	2124.83	2122.69	2124.02	1851.0
2015-09-17 03:05:00	ES	Futures	2123.76	2124.02	2122.15	2122.69	1747.0
2015-09-17 03:10:00	ES	Futures	2122.69	2123.22	2121.62	2122.42	2233.0
2015-09-17 03:15:00	ES	Futures	2122.42	2123.22	2121.62	2122.95	892.0
2015-09-17 03:20:00	ES	Futures	2122.69	2124.56	2122.69	2124.02	1489.0
2015-09-17 03:25:00	ES	Futures	2124.02	2124.29	2122.15	2122.42	941.0
2015-09-17 03:30:00	ES	Futures	2122.15	2124.02	2121.88	2123.49	1998.0
2015-09-17 03:35:00	ES	Futures	2123.76	2124.29	2122.69	2123.76	2199.0
2015-09-17 03:40:00	ES	Futures	2124.02	2124.56	2122.42	2122.42	1722.0
2015-09-17 03:45:00	ES	Futures	2122.42	2123.22	2121.62	2121.88	1723.0
2015-09-17 03:50:00	ES	Futures	2121.88	2122.15	2121.08	2121.88	2046.0
2015-09-17 03:55:00	ES	Futures	2121.88	2122.42	2121.08	2122.42	2148.0
2015-09-17 04:00:00	ES	Futures	2122.15	2122.42	2120.81	2121.08	2030.0
2015-09-17 04:05:00	ES	Futures	2121.08	2121.88	2120.54	2121.08	1900.0

> showing 50 of 14,413 rows — these rows as CSV

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