PREVIEW / futures_5min / 2015-09-21

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-21.parquet
  size:    230 KB
  rows:    13,738

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
2015-09-21 00:00:00	ES	Futures	2077.47	2077.73	2077.47	2077.73	64.0
2015-09-21 00:05:00	ES	Futures	2077.73	2078.54	2077.73	2078.27	111.0
2015-09-21 00:10:00	ES	Futures	2078.27	2079.07	2078.0	2079.07	257.0
2015-09-21 00:15:00	ES	Futures	2078.8	2080.41	2078.8	2079.87	484.0
2015-09-21 00:20:00	ES	Futures	2079.87	2080.68	2079.61	2079.87	533.0
2015-09-21 00:25:00	ES	Futures	2079.61	2079.87	2079.61	2079.61	51.0
2015-09-21 00:30:00	ES	Futures	2079.61	2080.68	2079.34	2079.87	501.0
2015-09-21 00:35:00	ES	Futures	2080.14	2080.68	2080.14	2080.41	216.0
2015-09-21 00:40:00	ES	Futures	2080.41	2080.94	2080.14	2080.41	157.0
2015-09-21 00:45:00	ES	Futures	2080.41	2080.68	2079.61	2079.61	163.0
2015-09-21 00:50:00	ES	Futures	2079.34	2079.61	2079.34	2079.61	75.0
2015-09-21 00:55:00	ES	Futures	2079.34	2079.61	2079.34	2079.34	72.0
2015-09-21 01:00:00	ES	Futures	2079.34	2080.68	2079.34	2080.41	260.0
2015-09-21 01:05:00	ES	Futures	2080.41	2082.55	2080.41	2082.55	876.0
2015-09-21 01:10:00	ES	Futures	2082.28	2082.55	2081.21	2081.48	484.0
2015-09-21 01:15:00	ES	Futures	2081.48	2081.75	2080.68	2081.75	308.0
2015-09-21 01:20:00	ES	Futures	2081.48	2081.75	2080.68	2080.94	211.0
2015-09-21 01:25:00	ES	Futures	2080.94	2081.48	2079.87	2080.94	387.0
2015-09-21 01:30:00	ES	Futures	2080.94	2084.15	2080.68	2082.55	1381.0
2015-09-21 01:35:00	ES	Futures	2082.28	2082.55	2081.75	2082.55	266.0
2015-09-21 01:40:00	ES	Futures	2082.55	2082.55	2080.41	2080.94	709.0
2015-09-21 01:45:00	ES	Futures	2081.21	2082.28	2080.94	2081.21	322.0
2015-09-21 01:50:00	ES	Futures	2081.21	2081.48	2080.41	2081.21	331.0
2015-09-21 01:55:00	ES	Futures	2081.21	2082.28	2080.68	2080.94	211.0
2015-09-21 02:00:00	ES	Futures	2080.68	2081.48	2079.61	2080.68	772.0
2015-09-21 02:05:00	ES	Futures	2080.41	2081.21	2079.61	2081.21	1322.0
2015-09-21 02:10:00	ES	Futures	2081.21	2082.28	2080.14	2080.41	941.0
2015-09-21 02:15:00	ES	Futures	2080.41	2080.94	2079.87	2080.94	332.0
2015-09-21 02:20:00	ES	Futures	2080.68	2081.48	2080.41	2080.68	435.0
2015-09-21 02:25:00	ES	Futures	2080.68	2082.01	2080.68	2082.01	619.0
2015-09-21 02:30:00	ES	Futures	2081.75	2082.28	2081.21	2081.75	814.0
2015-09-21 02:35:00	ES	Futures	2081.75	2083.62	2081.75	2083.35	948.0
2015-09-21 02:40:00	ES	Futures	2083.35	2084.69	2083.08	2084.42	1546.0
2015-09-21 02:45:00	ES	Futures	2084.42	2084.69	2083.62	2083.62	758.0
2015-09-21 02:50:00	ES	Futures	2083.89	2083.89	2080.41	2080.68	1397.0
2015-09-21 02:55:00	ES	Futures	2080.94	2081.48	2079.34	2079.87	1913.0
2015-09-21 03:00:00	ES	Futures	2079.87	2081.48	2078.27	2080.68	3461.0
2015-09-21 03:05:00	ES	Futures	2080.68	2082.82	2080.41	2082.55	2773.0
2015-09-21 03:10:00	ES	Futures	2082.82	2084.69	2082.28	2083.08	3217.0
2015-09-21 03:15:00	ES	Futures	2082.82	2084.69	2082.82	2083.62	1595.0
2015-09-21 03:20:00	ES	Futures	2083.89	2086.03	2083.89	2084.15	2782.0
2015-09-21 03:25:00	ES	Futures	2084.15	2084.15	2082.82	2083.62	1417.0
2015-09-21 03:30:00	ES	Futures	2083.62	2083.62	2081.48	2083.35	1803.0
2015-09-21 03:35:00	ES	Futures	2083.35	2084.69	2082.28	2084.15	1244.0
2015-09-21 03:40:00	ES	Futures	2084.15	2084.42	2083.08	2083.35	1397.0
2015-09-21 03:45:00	ES	Futures	2083.35	2084.69	2083.35	2083.35	1238.0
2015-09-21 03:50:00	ES	Futures	2083.62	2084.69	2083.35	2083.89	1168.0
2015-09-21 03:55:00	ES	Futures	2083.89	2084.15	2082.01	2082.82	1692.0
2015-09-21 04:00:00	ES	Futures	2082.82	2082.82	2080.68	2082.28	2185.0
2015-09-21 04:05:00	ES	Futures	2082.55	2082.82	2081.75	2081.75	1198.0

> showing 50 of 13,738 rows — these rows as CSV

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