PREVIEW / futures_5min / 2015-09-20

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-20.parquet
  size:    42 KB
  rows:    2,241

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
2015-09-20 18:00:00	ES	Futures	2086.3	2089.51	2086.03	2087.1	2010.0
2015-09-20 18:05:00	ES	Futures	2087.37	2087.63	2083.08	2084.42	1309.0
2015-09-20 18:10:00	ES	Futures	2084.42	2085.49	2084.15	2085.22	803.0
2015-09-20 18:15:00	ES	Futures	2085.49	2086.03	2084.42	2084.42	283.0
2015-09-20 18:20:00	ES	Futures	2084.42	2084.96	2084.15	2084.42	199.0
2015-09-20 18:25:00	ES	Futures	2084.42	2084.69	2083.89	2084.15	187.0
2015-09-20 18:30:00	ES	Futures	2084.15	2084.96	2083.62	2083.89	362.0
2015-09-20 18:35:00	ES	Futures	2083.89	2084.96	2083.35	2084.15	387.0
2015-09-20 18:40:00	ES	Futures	2084.15	2085.49	2084.15	2084.96	218.0
2015-09-20 18:45:00	ES	Futures	2084.69	2085.49	2084.69	2085.49	180.0
2015-09-20 18:50:00	ES	Futures	2085.22	2086.03	2084.96	2086.03	210.0
2015-09-20 18:55:00	ES	Futures	2085.76	2085.76	2084.69	2084.96	282.0
2015-09-20 19:00:00	ES	Futures	2084.96	2085.49	2084.69	2085.22	135.0
2015-09-20 19:05:00	ES	Futures	2085.22	2085.49	2085.22	2085.49	89.0
2015-09-20 19:10:00	ES	Futures	2085.49	2085.76	2085.22	2085.76	104.0
2015-09-20 19:15:00	ES	Futures	2085.76	2086.03	2085.49	2085.49	49.0
2015-09-20 19:20:00	ES	Futures	2085.49	2086.03	2085.49	2086.03	96.0
2015-09-20 19:25:00	ES	Futures	2085.76	2086.03	2085.49	2086.03	45.0
2015-09-20 19:30:00	ES	Futures	2085.76	2086.3	2085.22	2086.3	335.0
2015-09-20 19:35:00	ES	Futures	2086.3	2087.63	2086.3	2087.1	840.0
2015-09-20 19:40:00	ES	Futures	2087.1	2087.37	2086.83	2087.1	248.0
2015-09-20 19:45:00	ES	Futures	2087.1	2087.63	2086.56	2087.1	374.0
2015-09-20 19:50:00	ES	Futures	2087.1	2087.1	2085.22	2085.22	632.0
2015-09-20 19:55:00	ES	Futures	2085.49	2086.03	2084.69	2085.22	489.0
2015-09-20 20:00:00	ES	Futures	2085.22	2086.56	2084.69	2085.49	546.0
2015-09-20 20:05:00	ES	Futures	2085.76	2087.1	2085.49	2086.83	626.0
2015-09-20 20:10:00	ES	Futures	2086.56	2086.83	2085.76	2086.03	345.0
2015-09-20 20:15:00	ES	Futures	2086.3	2086.56	2086.3	2086.56	157.0
2015-09-20 20:20:00	ES	Futures	2086.56	2086.56	2081.48	2081.75	1980.0
2015-09-20 20:25:00	ES	Futures	2082.01	2082.01	2080.41	2080.94	914.0
2015-09-20 20:30:00	ES	Futures	2080.68	2080.94	2078.54	2080.41	1690.0
2015-09-20 20:35:00	ES	Futures	2080.41	2080.94	2079.61	2080.14	566.0
2015-09-20 20:40:00	ES	Futures	2080.14	2081.48	2079.61	2080.94	547.0
2015-09-20 20:45:00	ES	Futures	2080.94	2081.21	2080.41	2080.68	444.0
2015-09-20 20:50:00	ES	Futures	2080.68	2080.68	2079.61	2080.14	354.0
2015-09-20 20:55:00	ES	Futures	2080.41	2080.41	2078.8	2078.8	598.0
2015-09-20 21:00:00	ES	Futures	2079.07	2079.87	2078.8	2079.61	445.0
2015-09-20 21:05:00	ES	Futures	2079.61	2082.55	2079.34	2082.28	1215.0
2015-09-20 21:10:00	ES	Futures	2082.01	2082.55	2081.21	2081.48	411.0
2015-09-20 21:15:00	ES	Futures	2081.48	2081.75	2074.79	2076.66	3565.0
2015-09-20 21:20:00	ES	Futures	2076.93	2078.8	2075.86	2076.93	2165.0
2015-09-20 21:25:00	ES	Futures	2077.2	2077.47	2075.59	2076.13	913.0
2015-09-20 21:30:00	ES	Futures	2076.39	2078.8	2075.59	2077.73	1666.0
2015-09-20 21:35:00	ES	Futures	2078.0	2079.61	2077.73	2078.27	740.0
2015-09-20 21:40:00	ES	Futures	2078.0	2078.54	2077.2	2078.27	652.0
2015-09-20 21:45:00	ES	Futures	2078.27	2079.07	2076.66	2076.66	778.0
2015-09-20 21:50:00	ES	Futures	2076.93	2078.0	2076.13	2077.47	950.0
2015-09-20 21:55:00	ES	Futures	2077.73	2078.27	2077.47	2077.73	303.0
2015-09-20 22:00:00	ES	Futures	2077.73	2079.07	2077.47	2079.07	480.0
2015-09-20 22:05:00	ES	Futures	2079.07	2079.61	2078.27	2079.07	473.0

> showing 50 of 2,241 rows — these rows as CSV

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