PREVIEW / futures_5min / 2015-09-28

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-28.parquet
  size:    257 KB
  rows:    14,411

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
2015-09-28 00:00:00	ES	Futures	2050.71	2050.97	2050.44	2050.71	551.0
2015-09-28 00:05:00	ES	Futures	2050.71	2052.58	2050.44	2052.31	966.0
2015-09-28 00:10:00	ES	Futures	2052.31	2052.85	2051.78	2052.05	526.0
2015-09-28 00:15:00	ES	Futures	2052.05	2052.58	2051.51	2051.78	738.0
2015-09-28 00:20:00	ES	Futures	2051.78	2052.31	2051.51	2052.05	615.0
2015-09-28 00:25:00	ES	Futures	2052.31	2052.31	2051.78	2051.78	198.0
2015-09-28 00:30:00	ES	Futures	2051.78	2051.78	2051.24	2051.51	304.0
2015-09-28 00:35:00	ES	Futures	2051.51	2051.78	2051.51	2051.51	153.0
2015-09-28 00:40:00	ES	Futures	2051.51	2052.05	2051.51	2051.51	96.0
2015-09-28 00:45:00	ES	Futures	2051.78	2051.78	2050.97	2051.51	183.0
2015-09-28 00:50:00	ES	Futures	2051.51	2051.51	2050.97	2051.24	495.0
2015-09-28 00:55:00	ES	Futures	2051.24	2051.51	2051.24	2051.51	69.0
2015-09-28 01:00:00	ES	Futures	2051.24	2052.85	2051.24	2052.31	371.0
2015-09-28 01:05:00	ES	Futures	2052.58	2054.45	2052.31	2054.45	915.0
2015-09-28 01:10:00	ES	Futures	2054.19	2054.45	2053.92	2053.92	426.0
2015-09-28 01:15:00	ES	Futures	2054.19	2054.99	2053.92	2054.99	469.0
2015-09-28 01:20:00	ES	Futures	2054.99	2055.26	2052.85	2053.12	1040.0
2015-09-28 01:25:00	ES	Futures	2053.12	2053.65	2052.85	2053.38	407.0
2015-09-28 01:30:00	ES	Futures	2053.38	2053.65	2051.51	2051.78	860.0
2015-09-28 01:35:00	ES	Futures	2051.78	2051.78	2050.71	2051.51	738.0
2015-09-28 01:40:00	ES	Futures	2051.51	2052.85	2051.51	2052.31	314.0
2015-09-28 01:45:00	ES	Futures	2052.31	2052.85	2052.05	2052.05	190.0
2015-09-28 01:50:00	ES	Futures	2052.05	2052.85	2051.24	2051.51	551.0
2015-09-28 01:55:00	ES	Futures	2051.51	2054.72	2051.51	2054.45	722.0
2015-09-28 02:00:00	ES	Futures	2054.45	2054.72	2052.31	2052.85	2076.0
2015-09-28 02:05:00	ES	Futures	2052.58	2057.13	2052.31	2056.59	3061.0
2015-09-28 02:10:00	ES	Futures	2056.59	2058.2	2055.79	2057.66	2095.0
2015-09-28 02:15:00	ES	Futures	2057.66	2057.93	2056.86	2057.13	1013.0
2015-09-28 02:20:00	ES	Futures	2057.4	2057.93	2057.13	2057.93	519.0
2015-09-28 02:25:00	ES	Futures	2057.66	2059.27	2057.66	2058.73	1278.0
2015-09-28 02:30:00	ES	Futures	2058.73	2060.07	2058.47	2059.54	1464.0
2015-09-28 02:35:00	ES	Futures	2059.54	2059.8	2058.47	2058.73	905.0
2015-09-28 02:40:00	ES	Futures	2058.73	2058.73	2058.2	2058.2	535.0
2015-09-28 02:45:00	ES	Futures	2058.47	2059.27	2057.93	2059.27	732.0
2015-09-28 02:50:00	ES	Futures	2059.0	2061.41	2059.0	2060.07	2047.0
2015-09-28 02:55:00	ES	Futures	2060.07	2061.41	2059.0	2060.61	1291.0
2015-09-28 03:00:00	ES	Futures	2060.61	2062.75	2057.93	2061.68	4954.0
2015-09-28 03:05:00	ES	Futures	2061.41	2063.55	2060.61	2063.28	3394.0
2015-09-28 03:10:00	ES	Futures	2063.02	2063.28	2059.54	2059.8	2329.0
2015-09-28 03:15:00	ES	Futures	2059.8	2060.07	2057.4	2058.73	2655.0
2015-09-28 03:20:00	ES	Futures	2058.73	2058.73	2055.79	2057.13	3174.0
2015-09-28 03:25:00	ES	Futures	2057.13	2059.54	2056.06	2057.93	2367.0
2015-09-28 03:30:00	ES	Futures	2057.93	2061.14	2057.13	2060.61	1577.0
2015-09-28 03:35:00	ES	Futures	2060.61	2065.42	2060.34	2063.82	6118.0
2015-09-28 03:40:00	ES	Futures	2063.82	2064.09	2059.54	2060.61	3584.0
2015-09-28 03:45:00	ES	Futures	2060.34	2061.41	2058.47	2059.27	2695.0
2015-09-28 03:50:00	ES	Futures	2059.54	2060.61	2058.73	2060.07	1209.0
2015-09-28 03:55:00	ES	Futures	2060.07	2060.07	2056.33	2056.59	2384.0
2015-09-28 04:00:00	ES	Futures	2056.86	2059.8	2056.33	2059.27	1777.0
2015-09-28 04:05:00	ES	Futures	2059.0	2060.34	2057.93	2059.27	1424.0

> showing 50 of 14,411 rows — these rows as CSV

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