PREVIEW / futures_5min / 2015-10-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-04.parquet
  size:    47 KB
  rows:    2,433

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
2015-10-04 18:00:00	ES	Futures	2077.47	2079.07	2076.39	2077.2	3871.0
2015-10-04 18:05:00	ES	Futures	2077.47	2078.8	2076.39	2077.2	1370.0
2015-10-04 18:10:00	ES	Futures	2077.2	2077.73	2074.79	2075.06	1689.0
2015-10-04 18:15:00	ES	Futures	2075.06	2075.86	2074.79	2075.32	870.0
2015-10-04 18:20:00	ES	Futures	2075.59	2076.93	2075.59	2076.66	397.0
2015-10-04 18:25:00	ES	Futures	2076.39	2076.39	2073.99	2074.52	602.0
2015-10-04 18:30:00	ES	Futures	2074.52	2075.06	2073.45	2075.06	626.0
2015-10-04 18:35:00	ES	Futures	2075.06	2075.59	2074.79	2075.32	190.0
2015-10-04 18:40:00	ES	Futures	2075.32	2075.32	2074.52	2074.52	213.0
2015-10-04 18:45:00	ES	Futures	2074.52	2075.32	2074.52	2075.06	169.0
2015-10-04 18:50:00	ES	Futures	2075.06	2075.06	2073.45	2073.72	533.0
2015-10-04 18:55:00	ES	Futures	2073.72	2074.25	2073.45	2073.72	139.0
2015-10-04 19:00:00	ES	Futures	2073.72	2075.86	2073.72	2075.06	421.0
2015-10-04 19:05:00	ES	Futures	2075.06	2075.86	2075.06	2075.86	334.0
2015-10-04 19:10:00	ES	Futures	2075.59	2076.13	2075.06	2075.06	551.0
2015-10-04 19:15:00	ES	Futures	2075.32	2075.32	2074.25	2074.25	159.0
2015-10-04 19:20:00	ES	Futures	2074.25	2074.79	2074.25	2074.52	152.0
2015-10-04 19:25:00	ES	Futures	2074.52	2075.59	2074.52	2075.32	307.0
2015-10-04 19:30:00	ES	Futures	2075.32	2075.86	2075.32	2075.86	328.0
2015-10-04 19:35:00	ES	Futures	2075.59	2075.86	2074.52	2074.79	539.0
2015-10-04 19:40:00	ES	Futures	2075.06	2078.27	2075.06	2078.0	1338.0
2015-10-04 19:45:00	ES	Futures	2078.0	2079.07	2077.47	2077.47	1148.0
2015-10-04 19:50:00	ES	Futures	2077.73	2078.0	2075.59	2076.66	874.0
2015-10-04 19:55:00	ES	Futures	2076.93	2079.07	2076.93	2078.54	716.0
2015-10-04 20:00:00	ES	Futures	2078.54	2078.8	2075.06	2077.2	1394.0
2015-10-04 20:05:00	ES	Futures	2076.93	2077.73	2076.39	2076.39	1095.0
2015-10-04 20:10:00	ES	Futures	2076.39	2077.47	2075.86	2076.66	943.0
2015-10-04 20:15:00	ES	Futures	2076.66	2079.07	2076.39	2078.0	1116.0
2015-10-04 20:20:00	ES	Futures	2077.73	2078.27	2076.13	2076.66	777.0
2015-10-04 20:25:00	ES	Futures	2076.66	2078.27	2076.39	2078.27	599.0
2015-10-04 20:30:00	ES	Futures	2078.27	2078.54	2076.39	2076.66	980.0
2015-10-04 20:35:00	ES	Futures	2076.66	2076.93	2075.32	2075.86	979.0
2015-10-04 20:40:00	ES	Futures	2075.86	2077.2	2075.59	2076.13	510.0
2015-10-04 20:45:00	ES	Futures	2076.13	2077.2	2076.13	2077.2	492.0
2015-10-04 20:50:00	ES	Futures	2077.2	2077.2	2076.13	2076.66	348.0
2015-10-04 20:55:00	ES	Futures	2076.66	2076.66	2075.59	2075.86	199.0
2015-10-04 21:00:00	ES	Futures	2075.86	2076.66	2075.59	2075.59	259.0
2015-10-04 21:05:00	ES	Futures	2075.59	2076.13	2075.32	2076.13	776.0
2015-10-04 21:10:00	ES	Futures	2075.86	2075.86	2074.52	2074.52	541.0
2015-10-04 21:15:00	ES	Futures	2074.52	2075.86	2074.52	2075.32	801.0
2015-10-04 21:20:00	ES	Futures	2075.32	2075.32	2074.25	2074.25	589.0
2015-10-04 21:25:00	ES	Futures	2074.25	2074.79	2074.25	2074.52	595.0
2015-10-04 21:30:00	ES	Futures	2074.52	2075.86	2074.52	2075.32	746.0
2015-10-04 21:35:00	ES	Futures	2075.06	2075.86	2074.25	2074.52	525.0
2015-10-04 21:40:00	ES	Futures	2074.79	2075.59	2074.25	2075.32	696.0
2015-10-04 21:45:00	ES	Futures	2075.32	2075.59	2073.72	2074.52	728.0
2015-10-04 21:50:00	ES	Futures	2074.52	2075.06	2074.52	2074.79	241.0
2015-10-04 21:55:00	ES	Futures	2074.79	2075.32	2074.52	2074.52	390.0
2015-10-04 22:00:00	ES	Futures	2074.52	2076.66	2074.52	2076.39	686.0
2015-10-04 22:05:00	ES	Futures	2076.39	2077.47	2075.86	2076.93	792.0

> showing 50 of 2,433 rows — these rows as CSV

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