PREVIEW / futures_5min / 2015-09-24

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-24.parquet
  size:    258 KB
  rows:    14,593

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
2015-09-24 00:00:00	ES	Futures	2057.13	2057.13	2055.79	2056.33	369.0
2015-09-24 00:05:00	ES	Futures	2056.33	2057.66	2056.33	2057.66	463.0
2015-09-24 00:10:00	ES	Futures	2057.93	2060.34	2057.13	2058.73	1218.0
2015-09-24 00:15:00	ES	Futures	2059.0	2059.27	2057.93	2058.47	536.0
2015-09-24 00:20:00	ES	Futures	2058.2	2059.27	2058.2	2059.0	655.0
2015-09-24 00:25:00	ES	Futures	2059.0	2059.54	2058.47	2059.0	667.0
2015-09-24 00:30:00	ES	Futures	2059.0	2059.27	2058.2	2058.73	471.0
2015-09-24 00:35:00	ES	Futures	2058.73	2059.0	2058.2	2058.47	313.0
2015-09-24 00:40:00	ES	Futures	2058.47	2058.73	2057.93	2057.93	242.0
2015-09-24 00:45:00	ES	Futures	2058.2	2059.27	2057.93	2059.0	491.0
2015-09-24 00:50:00	ES	Futures	2059.0	2059.0	2057.93	2058.2	125.0
2015-09-24 00:55:00	ES	Futures	2058.47	2058.47	2057.93	2057.93	117.0
2015-09-24 01:00:00	ES	Futures	2057.93	2058.47	2057.93	2058.2	232.0
2015-09-24 01:05:00	ES	Futures	2058.2	2058.2	2057.93	2057.93	143.0
2015-09-24 01:10:00	ES	Futures	2057.93	2057.93	2056.33	2056.59	824.0
2015-09-24 01:15:00	ES	Futures	2056.59	2057.4	2056.33	2057.4	181.0
2015-09-24 01:20:00	ES	Futures	2057.4	2058.47	2057.13	2058.47	357.0
2015-09-24 01:25:00	ES	Futures	2058.73	2059.0	2058.2	2058.47	293.0
2015-09-24 01:30:00	ES	Futures	2058.2	2058.73	2057.66	2057.93	117.0
2015-09-24 01:35:00	ES	Futures	2057.66	2057.93	2056.86	2057.4	238.0
2015-09-24 01:40:00	ES	Futures	2057.4	2058.47	2057.13	2057.66	418.0
2015-09-24 01:45:00	ES	Futures	2057.4	2058.2	2057.4	2057.93	391.0
2015-09-24 01:50:00	ES	Futures	2057.93	2057.93	2057.13	2057.4	281.0
2015-09-24 01:55:00	ES	Futures	2057.13	2058.2	2057.13	2057.66	832.0
2015-09-24 02:00:00	ES	Futures	2057.4	2059.0	2057.4	2057.66	1182.0
2015-09-24 02:05:00	ES	Futures	2057.66	2060.34	2057.66	2060.07	1063.0
2015-09-24 02:10:00	ES	Futures	2059.8	2062.21	2058.47	2058.47	2749.0
2015-09-24 02:15:00	ES	Futures	2058.47	2059.8	2058.2	2059.54	1295.0
2015-09-24 02:20:00	ES	Futures	2059.27	2061.68	2059.0	2060.34	1261.0
2015-09-24 02:25:00	ES	Futures	2060.34	2061.14	2059.54	2060.61	853.0
2015-09-24 02:30:00	ES	Futures	2060.61	2061.14	2058.73	2059.54	833.0
2015-09-24 02:35:00	ES	Futures	2059.27	2059.54	2057.66	2059.54	671.0
2015-09-24 02:40:00	ES	Futures	2059.8	2060.34	2059.0	2059.54	311.0
2015-09-24 02:45:00	ES	Futures	2059.27	2059.8	2058.47	2059.54	450.0
2015-09-24 02:50:00	ES	Futures	2059.54	2060.61	2059.54	2060.61	303.0
2015-09-24 02:55:00	ES	Futures	2060.61	2061.14	2059.54	2060.07	1356.0
2015-09-24 03:00:00	ES	Futures	2060.07	2060.07	2055.26	2056.86	4339.0
2015-09-24 03:05:00	ES	Futures	2056.59	2059.27	2056.59	2059.0	5441.0
2015-09-24 03:10:00	ES	Futures	2059.0	2061.14	2057.66	2060.88	2975.0
2015-09-24 03:15:00	ES	Futures	2060.61	2061.68	2059.27	2061.41	3516.0
2015-09-24 03:20:00	ES	Futures	2061.41	2063.02	2059.8	2059.8	4172.0
2015-09-24 03:25:00	ES	Futures	2060.07	2060.07	2056.59	2057.93	3838.0
2015-09-24 03:30:00	ES	Futures	2057.66	2058.47	2054.45	2057.4	3459.0
2015-09-24 03:35:00	ES	Futures	2057.66	2058.47	2056.06	2057.4	880.0
2015-09-24 03:40:00	ES	Futures	2057.13	2059.0	2056.86	2059.0	1427.0
2015-09-24 03:45:00	ES	Futures	2058.73	2059.27	2057.66	2058.73	1227.0
2015-09-24 03:50:00	ES	Futures	2059.0	2059.8	2057.66	2058.73	2325.0
2015-09-24 03:55:00	ES	Futures	2058.73	2060.34	2057.4	2058.2	958.0
2015-09-24 04:00:00	ES	Futures	2058.2	2063.82	2058.2	2063.28	3444.0
2015-09-24 04:05:00	ES	Futures	2063.28	2067.3	2062.21	2066.49	4300.0

> showing 50 of 14,593 rows — these rows as CSV

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