PREVIEW / futures_5min / 2015-10-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-01.parquet
  size:    254 KB
  rows:    14,788

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
2015-10-01 00:00:00	ES	Futures	2059.0	2060.07	2058.73	2059.8	464.0
2015-10-01 00:05:00	ES	Futures	2060.07	2060.07	2058.73	2059.27	570.0
2015-10-01 00:10:00	ES	Futures	2059.54	2059.8	2058.47	2058.73	479.0
2015-10-01 00:15:00	ES	Futures	2058.47	2059.0	2058.2	2058.73	459.0
2015-10-01 00:20:00	ES	Futures	2058.73	2059.0	2058.2	2059.0	685.0
2015-10-01 00:25:00	ES	Futures	2059.0	2060.07	2059.0	2059.8	670.0
2015-10-01 00:30:00	ES	Futures	2060.07	2060.34	2059.27	2060.07	581.0
2015-10-01 00:35:00	ES	Futures	2060.07	2061.41	2060.07	2061.14	776.0
2015-10-01 00:40:00	ES	Futures	2060.88	2061.68	2060.88	2061.14	1226.0
2015-10-01 00:45:00	ES	Futures	2061.41	2061.68	2060.61	2060.61	438.0
2015-10-01 00:50:00	ES	Futures	2060.61	2060.88	2059.0	2059.8	1312.0
2015-10-01 00:55:00	ES	Futures	2059.54	2060.07	2059.0	2059.54	643.0
2015-10-01 01:00:00	ES	Futures	2059.54	2061.14	2059.54	2059.8	811.0
2015-10-01 01:05:00	ES	Futures	2059.8	2059.8	2058.73	2059.0	907.0
2015-10-01 01:10:00	ES	Futures	2059.0	2060.07	2059.0	2059.27	399.0
2015-10-01 01:15:00	ES	Futures	2059.0	2060.61	2059.0	2060.34	271.0
2015-10-01 01:20:00	ES	Futures	2060.61	2060.61	2059.54	2060.07	324.0
2015-10-01 01:25:00	ES	Futures	2060.07	2060.07	2059.27	2059.27	307.0
2015-10-01 01:30:00	ES	Futures	2059.27	2059.54	2059.27	2059.54	125.0
2015-10-01 01:35:00	ES	Futures	2059.54	2059.8	2059.0	2059.54	211.0
2015-10-01 01:40:00	ES	Futures	2059.54	2060.34	2059.27	2060.07	431.0
2015-10-01 01:45:00	ES	Futures	2060.34	2061.14	2059.54	2059.8	1327.0
2015-10-01 01:50:00	ES	Futures	2059.8	2059.8	2058.47	2058.73	945.0
2015-10-01 01:55:00	ES	Futures	2058.47	2059.8	2058.2	2059.54	713.0
2015-10-01 02:00:00	ES	Futures	2059.8	2059.8	2057.66	2058.2	2570.0
2015-10-01 02:05:00	ES	Futures	2058.47	2059.27	2057.93	2057.93	1508.0
2015-10-01 02:10:00	ES	Futures	2058.2	2058.2	2057.4	2057.93	1065.0
2015-10-01 02:15:00	ES	Futures	2057.66	2058.73	2057.4	2058.47	1067.0
2015-10-01 02:20:00	ES	Futures	2058.73	2059.8	2058.47	2059.8	1160.0
2015-10-01 02:25:00	ES	Futures	2059.54	2060.34	2059.27	2059.8	1053.0
2015-10-01 02:30:00	ES	Futures	2060.07	2060.61	2059.8	2060.34	1654.0
2015-10-01 02:35:00	ES	Futures	2060.34	2062.48	2060.07	2061.95	2496.0
2015-10-01 02:40:00	ES	Futures	2061.95	2063.82	2061.68	2063.55	3167.0
2015-10-01 02:45:00	ES	Futures	2063.55	2064.09	2062.75	2063.55	2075.0
2015-10-01 02:50:00	ES	Futures	2063.28	2063.55	2061.95	2063.28	1518.0
2015-10-01 02:55:00	ES	Futures	2063.28	2063.82	2062.21	2063.02	1369.0
2015-10-01 03:00:00	ES	Futures	2063.28	2063.55	2061.41	2062.21	3621.0
2015-10-01 03:05:00	ES	Futures	2062.21	2062.75	2061.41	2062.48	2668.0
2015-10-01 03:10:00	ES	Futures	2062.48	2063.02	2060.88	2061.41	2726.0
2015-10-01 03:15:00	ES	Futures	2061.68	2061.68	2060.07	2061.14	2086.0
2015-10-01 03:20:00	ES	Futures	2061.41	2062.48	2060.88	2061.68	1882.0
2015-10-01 03:25:00	ES	Futures	2061.95	2063.82	2061.95	2063.02	1832.0
2015-10-01 03:30:00	ES	Futures	2062.75	2063.55	2062.48	2063.02	1276.0
2015-10-01 03:35:00	ES	Futures	2063.02	2064.09	2062.75	2063.55	1410.0
2015-10-01 03:40:00	ES	Futures	2063.55	2065.16	2063.02	2064.09	2892.0
2015-10-01 03:45:00	ES	Futures	2064.35	2064.89	2063.55	2063.55	1502.0
2015-10-01 03:50:00	ES	Futures	2063.55	2064.35	2062.75	2063.02	1708.0
2015-10-01 03:55:00	ES	Futures	2063.28	2063.28	2062.48	2063.02	1423.0
2015-10-01 04:00:00	ES	Futures	2063.02	2063.28	2061.41	2062.48	2006.0
2015-10-01 04:05:00	ES	Futures	2062.21	2063.02	2061.68	2061.95	721.0

> showing 50 of 14,788 rows — these rows as CSV

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