PREVIEW / futures_5min / 2015-09-29

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-09-29.parquet
  size:    239 KB
  rows:    14,400

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
2015-09-29 00:00:00	ES	Futures	2000.4	2000.4	2000.14	2000.14	285.0
2015-09-29 00:05:00	ES	Futures	2000.14	2000.14	1999.07	1999.33	336.0
2015-09-29 00:10:00	ES	Futures	1999.6	1999.87	1999.07	1999.33	155.0
2015-09-29 00:15:00	ES	Futures	1999.6	1999.6	1997.73	1998.8	847.0
2015-09-29 00:20:00	ES	Futures	1998.8	2002.28	1998.8	2001.74	1630.0
2015-09-29 00:25:00	ES	Futures	2001.74	2002.54	2001.21	2002.28	611.0
2015-09-29 00:30:00	ES	Futures	2002.28	2003.35	2002.01	2002.01	562.0
2015-09-29 00:35:00	ES	Futures	2002.01	2003.08	2001.74	2002.81	448.0
2015-09-29 00:40:00	ES	Futures	2002.81	2004.42	2002.54	2003.08	1045.0
2015-09-29 00:45:00	ES	Futures	2003.08	2003.08	2001.74	2001.74	612.0
2015-09-29 00:50:00	ES	Futures	2002.01	2003.08	2001.21	2002.28	356.0
2015-09-29 00:55:00	ES	Futures	2002.54	2002.54	2000.94	2000.94	353.0
2015-09-29 01:00:00	ES	Futures	2000.67	2001.21	1997.73	1998.26	1399.0
2015-09-29 01:05:00	ES	Futures	1998.26	1999.07	1997.99	1998.53	503.0
2015-09-29 01:10:00	ES	Futures	1998.53	2000.67	1998.53	2000.67	456.0
2015-09-29 01:15:00	ES	Futures	2000.67	2000.94	1999.6	2000.67	444.0
2015-09-29 01:20:00	ES	Futures	2000.94	2000.94	1999.33	1999.33	546.0
2015-09-29 01:25:00	ES	Futures	1999.07	2000.14	1998.26	1999.87	643.0
2015-09-29 01:30:00	ES	Futures	2000.14	2002.01	1999.87	1999.87	559.0
2015-09-29 01:35:00	ES	Futures	1999.87	2000.14	1999.07	1999.07	542.0
2015-09-29 01:40:00	ES	Futures	1999.07	1999.6	1998.8	1999.6	337.0
2015-09-29 01:45:00	ES	Futures	1999.33	1999.33	1997.99	1998.26	836.0
2015-09-29 01:50:00	ES	Futures	1998.26	1999.07	1997.73	1999.07	644.0
2015-09-29 01:55:00	ES	Futures	1998.8	1998.8	1996.92	1997.46	956.0
2015-09-29 02:00:00	ES	Futures	1996.92	1997.99	1994.52	1996.92	4830.0
2015-09-29 02:05:00	ES	Futures	1996.66	1996.66	1994.78	1996.39	2189.0
2015-09-29 02:10:00	ES	Futures	1996.39	1996.39	1995.05	1995.59	2012.0
2015-09-29 02:15:00	ES	Futures	1995.59	1996.92	1995.05	1995.05	1762.0
2015-09-29 02:20:00	ES	Futures	1995.05	1995.59	1993.98	1994.25	3062.0
2015-09-29 02:25:00	ES	Futures	1994.52	1996.12	1994.25	1995.59	2953.0
2015-09-29 02:30:00	ES	Futures	1995.59	1995.85	1991.84	1992.38	5702.0
2015-09-29 02:35:00	ES	Futures	1992.64	1994.52	1992.38	1993.98	2420.0
2015-09-29 02:40:00	ES	Futures	1993.98	1995.85	1993.45	1995.59	1885.0
2015-09-29 02:45:00	ES	Futures	1995.59	1996.12	1994.25	1995.05	1595.0
2015-09-29 02:50:00	ES	Futures	1995.05	1997.73	1995.05	1997.19	2346.0
2015-09-29 02:55:00	ES	Futures	1997.19	1998.8	1996.92	1997.73	1840.0
2015-09-29 03:00:00	ES	Futures	1997.73	1999.87	1997.19	1998.53	5354.0
2015-09-29 03:05:00	ES	Futures	1998.8	1999.33	1995.59	1996.66	4369.0
2015-09-29 03:10:00	ES	Futures	1996.39	1999.6	1996.39	1999.6	3581.0
2015-09-29 03:15:00	ES	Futures	1999.6	2004.15	1999.6	2002.54	7046.0
2015-09-29 03:20:00	ES	Futures	2002.81	2004.95	2000.94	2004.68	4061.0
2015-09-29 03:25:00	ES	Futures	2004.42	2009.77	2003.35	2008.7	9455.0
2015-09-29 03:30:00	ES	Futures	2008.7	2010.57	2007.09	2007.36	5191.0
2015-09-29 03:35:00	ES	Futures	2007.36	2008.16	2003.88	2004.15	4945.0
2015-09-29 03:40:00	ES	Futures	2004.15	2006.56	2003.61	2005.75	2427.0
2015-09-29 03:45:00	ES	Futures	2006.02	2008.7	2005.75	2006.56	3308.0
2015-09-29 03:50:00	ES	Futures	2006.82	2006.82	2001.47	2002.81	5259.0
2015-09-29 03:55:00	ES	Futures	2002.81	2007.36	2002.01	2006.56	2980.0
2015-09-29 04:00:00	ES	Futures	2006.29	2007.63	2005.49	2007.36	1842.0
2015-09-29 04:05:00	ES	Futures	2007.09	2010.57	2006.82	2008.97	5393.0

> showing 50 of 14,400 rows — these rows as CSV

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