PREVIEW / futures_5min / 2015-09-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-22.parquet
  size:    253 KB
  rows:    14,250

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
2015-09-22 00:00:00	ES	Futures	2096.2	2096.46	2095.66	2095.93	403.0
2015-09-22 00:05:00	ES	Futures	2095.93	2096.2	2095.66	2095.93	198.0
2015-09-22 00:10:00	ES	Futures	2096.2	2096.2	2095.93	2096.2	117.0
2015-09-22 00:15:00	ES	Futures	2095.93	2096.46	2095.93	2096.2	117.0
2015-09-22 00:20:00	ES	Futures	2095.93	2096.46	2095.93	2095.93	76.0
2015-09-22 00:25:00	ES	Futures	2096.2	2096.46	2095.66	2096.2	259.0
2015-09-22 00:30:00	ES	Futures	2096.46	2096.46	2095.93	2096.46	159.0
2015-09-22 00:35:00	ES	Futures	2096.46	2097.0	2096.46	2096.73	194.0
2015-09-22 00:40:00	ES	Futures	2096.73	2097.53	2096.73	2097.0	147.0
2015-09-22 00:45:00	ES	Futures	2097.0	2097.0	2096.46	2096.46	119.0
2015-09-22 00:50:00	ES	Futures	2096.46	2096.73	2096.2	2096.2	126.0
2015-09-22 00:55:00	ES	Futures	2096.46	2096.73	2096.46	2096.46	166.0
2015-09-22 01:00:00	ES	Futures	2096.73	2097.0	2095.93	2095.93	173.0
2015-09-22 01:05:00	ES	Futures	2095.93	2096.46	2095.93	2096.2	340.0
2015-09-22 01:10:00	ES	Futures	2096.46	2097.0	2096.46	2097.0	201.0
2015-09-22 01:15:00	ES	Futures	2097.0	2097.0	2096.46	2097.0	121.0
2015-09-22 01:20:00	ES	Futures	2096.73	2097.0	2096.73	2096.73	101.0
2015-09-22 01:25:00	ES	Futures	2097.0	2097.0	2096.73	2096.73	113.0
2015-09-22 01:30:00	ES	Futures	2096.73	2097.27	2096.73	2097.0	47.0
2015-09-22 01:35:00	ES	Futures	2097.27	2097.53	2097.0	2097.53	166.0
2015-09-22 01:40:00	ES	Futures	2097.53	2098.07	2097.53	2098.07	486.0
2015-09-22 01:45:00	ES	Futures	2097.8	2098.34	2097.8	2098.07	146.0
2015-09-22 01:50:00	ES	Futures	2098.34	2098.6	2098.07	2098.6	204.0
2015-09-22 01:55:00	ES	Futures	2098.6	2098.6	2097.8	2097.8	306.0
2015-09-22 02:00:00	ES	Futures	2098.07	2100.74	2098.07	2099.94	1337.0
2015-09-22 02:05:00	ES	Futures	2099.94	2100.21	2098.6	2098.87	687.0
2015-09-22 02:10:00	ES	Futures	2098.6	2099.67	2097.8	2099.67	774.0
2015-09-22 02:15:00	ES	Futures	2099.41	2100.21	2098.07	2098.34	736.0
2015-09-22 02:20:00	ES	Futures	2098.34	2099.94	2098.07	2099.94	548.0
2015-09-22 02:25:00	ES	Futures	2099.67	2101.01	2099.67	2099.94	815.0
2015-09-22 02:30:00	ES	Futures	2099.67	2099.94	2098.6	2098.87	858.0
2015-09-22 02:35:00	ES	Futures	2098.87	2099.94	2098.07	2099.67	864.0
2015-09-22 02:40:00	ES	Futures	2099.41	2099.41	2098.34	2098.34	493.0
2015-09-22 02:45:00	ES	Futures	2098.07	2098.6	2096.46	2096.73	1341.0
2015-09-22 02:50:00	ES	Futures	2096.46	2096.73	2095.39	2096.46	1222.0
2015-09-22 02:55:00	ES	Futures	2096.46	2096.46	2095.39	2095.93	1064.0
2015-09-22 03:00:00	ES	Futures	2095.66	2095.93	2092.45	2092.98	5109.0
2015-09-22 03:05:00	ES	Futures	2093.25	2093.52	2090.84	2091.91	5147.0
2015-09-22 03:10:00	ES	Futures	2091.91	2093.52	2091.38	2091.91	2699.0
2015-09-22 03:15:00	ES	Futures	2091.91	2092.98	2090.84	2092.72	1427.0
2015-09-22 03:20:00	ES	Futures	2092.45	2092.45	2089.77	2090.31	1823.0
2015-09-22 03:25:00	ES	Futures	2090.31	2090.84	2088.44	2089.51	3637.0
2015-09-22 03:30:00	ES	Futures	2089.24	2091.11	2087.9	2091.11	3184.0
2015-09-22 03:35:00	ES	Futures	2090.84	2090.84	2086.56	2088.44	3661.0
2015-09-22 03:40:00	ES	Futures	2088.44	2088.44	2086.56	2088.44	2553.0
2015-09-22 03:45:00	ES	Futures	2088.44	2088.44	2083.35	2084.15	5528.0
2015-09-22 03:50:00	ES	Futures	2084.15	2085.22	2081.75	2082.28	5553.0
2015-09-22 03:55:00	ES	Futures	2082.01	2083.35	2079.61	2082.28	5510.0
2015-09-22 04:00:00	ES	Futures	2082.01	2084.42	2080.68	2082.82	5681.0
2015-09-22 04:05:00	ES	Futures	2082.82	2082.82	2078.8	2079.07	5553.0

> showing 50 of 14,250 rows — these rows as CSV

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