PREVIEW / futures_5min / 2015-10-02

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-02.parquet
  size:    237 KB
  rows:    12,389

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
2015-10-02 00:00:00	ES	Futures	2052.31	2052.31	2050.97	2051.51	576.0
2015-10-02 00:05:00	ES	Futures	2051.51	2051.51	2050.71	2050.71	513.0
2015-10-02 00:10:00	ES	Futures	2050.71	2050.97	2050.44	2050.71	203.0
2015-10-02 00:15:00	ES	Futures	2050.97	2051.24	2050.71	2050.97	234.0
2015-10-02 00:20:00	ES	Futures	2050.71	2050.97	2050.44	2050.44	308.0
2015-10-02 00:25:00	ES	Futures	2050.44	2050.71	2050.17	2050.17	489.0
2015-10-02 00:30:00	ES	Futures	2050.17	2050.17	2048.03	2048.57	1700.0
2015-10-02 00:35:00	ES	Futures	2048.83	2048.83	2048.03	2048.03	567.0
2015-10-02 00:40:00	ES	Futures	2048.03	2049.1	2047.5	2048.03	699.0
2015-10-02 00:45:00	ES	Futures	2048.3	2048.3	2047.23	2048.03	451.0
2015-10-02 00:50:00	ES	Futures	2048.03	2048.3	2047.76	2048.3	224.0
2015-10-02 00:55:00	ES	Futures	2048.3	2049.64	2048.03	2049.1	458.0
2015-10-02 01:00:00	ES	Futures	2049.37	2049.37	2048.57	2049.1	301.0
2015-10-02 01:05:00	ES	Futures	2049.1	2049.37	2048.83	2048.83	182.0
2015-10-02 01:10:00	ES	Futures	2048.83	2049.1	2048.03	2048.3	278.0
2015-10-02 01:15:00	ES	Futures	2048.57	2050.17	2048.3	2050.17	632.0
2015-10-02 01:20:00	ES	Futures	2049.9	2051.51	2049.9	2051.24	487.0
2015-10-02 01:25:00	ES	Futures	2051.51	2051.78	2050.71	2051.51	598.0
2015-10-02 01:30:00	ES	Futures	2051.24	2052.05	2050.71	2051.24	435.0
2015-10-02 01:35:00	ES	Futures	2051.24	2051.51	2050.71	2050.97	356.0
2015-10-02 01:40:00	ES	Futures	2050.97	2051.51	2050.71	2051.24	301.0
2015-10-02 01:45:00	ES	Futures	2051.51	2051.78	2050.97	2051.24	399.0
2015-10-02 01:50:00	ES	Futures	2051.24	2051.51	2050.71	2050.71	255.0
2015-10-02 01:55:00	ES	Futures	2050.71	2051.51	2050.17	2051.24	444.0
2015-10-02 02:00:00	ES	Futures	2051.24	2054.19	2050.97	2052.85	1901.0
2015-10-02 02:05:00	ES	Futures	2052.85	2052.85	2050.97	2051.24	1453.0
2015-10-02 02:10:00	ES	Futures	2051.24	2052.85	2050.97	2051.24	905.0
2015-10-02 02:15:00	ES	Futures	2051.51	2053.38	2051.51	2052.05	1629.0
2015-10-02 02:20:00	ES	Futures	2052.05	2053.92	2051.51	2053.92	848.0
2015-10-02 02:25:00	ES	Futures	2053.92	2054.19	2052.31	2053.12	795.0
2015-10-02 02:30:00	ES	Futures	2053.38	2056.33	2053.38	2056.06	1949.0
2015-10-02 02:35:00	ES	Futures	2056.06	2056.33	2054.45	2054.45	902.0
2015-10-02 02:40:00	ES	Futures	2054.45	2054.72	2053.65	2054.45	1305.0
2015-10-02 02:45:00	ES	Futures	2054.45	2054.45	2053.38	2053.65	1129.0
2015-10-02 02:50:00	ES	Futures	2053.65	2053.92	2052.85	2053.65	573.0
2015-10-02 02:55:00	ES	Futures	2053.38	2054.19	2052.85	2053.65	545.0
2015-10-02 03:00:00	ES	Futures	2053.38	2055.79	2053.12	2054.99	3233.0
2015-10-02 03:05:00	ES	Futures	2054.99	2057.66	2054.19	2057.13	3387.0
2015-10-02 03:10:00	ES	Futures	2057.13	2057.13	2053.65	2054.19	2552.0
2015-10-02 03:15:00	ES	Futures	2054.19	2057.4	2054.19	2057.13	1749.0
2015-10-02 03:20:00	ES	Futures	2057.4	2057.66	2055.52	2056.33	976.0
2015-10-02 03:25:00	ES	Futures	2056.33	2058.73	2056.06	2058.2	2250.0
2015-10-02 03:30:00	ES	Futures	2058.2	2058.47	2057.13	2057.93	1218.0
2015-10-02 03:35:00	ES	Futures	2057.93	2059.8	2057.4	2058.73	1787.0
2015-10-02 03:40:00	ES	Futures	2058.47	2058.73	2056.33	2057.66	1585.0
2015-10-02 03:45:00	ES	Futures	2057.66	2057.66	2054.72	2056.06	1621.0
2015-10-02 03:50:00	ES	Futures	2055.79	2056.86	2054.99	2054.99	1473.0
2015-10-02 03:55:00	ES	Futures	2054.72	2054.72	2053.38	2054.19	2216.0
2015-10-02 04:00:00	ES	Futures	2053.92	2054.72	2052.85	2054.45	1423.0
2015-10-02 04:05:00	ES	Futures	2054.45	2056.86	2053.92	2055.79	1142.0

> showing 50 of 12,389 rows — these rows as CSV

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