PREVIEW / futures_5min / 2015-10-06

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-06.parquet
  size:    242 KB
  rows:    14,682

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
2015-10-06 00:00:00	ES	Futures	2107.7	2108.5	2107.7	2108.24	396.0
2015-10-06 00:05:00	ES	Futures	2108.5	2108.77	2108.24	2108.24	314.0
2015-10-06 00:10:00	ES	Futures	2108.24	2108.5	2107.43	2107.7	305.0
2015-10-06 00:15:00	ES	Futures	2107.7	2108.77	2107.17	2108.5	688.0
2015-10-06 00:20:00	ES	Futures	2108.5	2110.11	2108.5	2109.57	919.0
2015-10-06 00:25:00	ES	Futures	2109.57	2109.57	2108.77	2109.04	375.0
2015-10-06 00:30:00	ES	Futures	2109.31	2109.31	2107.97	2108.5	589.0
2015-10-06 00:35:00	ES	Futures	2108.77	2109.04	2108.5	2109.04	187.0
2015-10-06 00:40:00	ES	Futures	2108.77	2109.57	2108.5	2109.04	443.0
2015-10-06 00:45:00	ES	Futures	2109.31	2109.57	2109.04	2109.57	200.0
2015-10-06 00:50:00	ES	Futures	2109.57	2110.38	2109.57	2109.84	574.0
2015-10-06 00:55:00	ES	Futures	2109.84	2109.84	2108.24	2109.04	569.0
2015-10-06 01:00:00	ES	Futures	2108.77	2109.57	2108.24	2109.31	277.0
2015-10-06 01:05:00	ES	Futures	2109.04	2109.84	2108.24	2108.24	417.0
2015-10-06 01:10:00	ES	Futures	2108.24	2108.5	2107.97	2107.97	194.0
2015-10-06 01:15:00	ES	Futures	2108.24	2108.5	2107.7	2107.97	496.0
2015-10-06 01:20:00	ES	Futures	2107.7	2108.24	2107.43	2107.97	436.0
2015-10-06 01:25:00	ES	Futures	2107.97	2109.84	2107.97	2109.84	397.0
2015-10-06 01:30:00	ES	Futures	2109.84	2109.84	2108.5	2108.5	195.0
2015-10-06 01:35:00	ES	Futures	2108.5	2108.5	2106.9	2107.43	526.0
2015-10-06 01:40:00	ES	Futures	2107.7	2107.7	2106.63	2106.9	686.0
2015-10-06 01:45:00	ES	Futures	2106.63	2106.9	2105.83	2106.36	377.0
2015-10-06 01:50:00	ES	Futures	2106.36	2106.63	2105.03	2105.29	1166.0
2015-10-06 01:55:00	ES	Futures	2105.29	2106.1	2104.76	2105.83	684.0
2015-10-06 02:00:00	ES	Futures	2105.83	2106.63	2105.29	2105.83	1093.0
2015-10-06 02:05:00	ES	Futures	2105.83	2106.1	2105.03	2105.29	1033.0
2015-10-06 02:10:00	ES	Futures	2105.29	2105.83	2104.76	2105.56	1683.0
2015-10-06 02:15:00	ES	Futures	2105.83	2105.83	2104.49	2104.76	843.0
2015-10-06 02:20:00	ES	Futures	2105.03	2106.1	2104.76	2105.03	794.0
2015-10-06 02:25:00	ES	Futures	2105.29	2105.83	2104.76	2105.29	908.0
2015-10-06 02:30:00	ES	Futures	2105.29	2105.56	2104.76	2105.29	795.0
2015-10-06 02:35:00	ES	Futures	2105.29	2105.83	2105.03	2105.03	579.0
2015-10-06 02:40:00	ES	Futures	2105.03	2105.29	2104.76	2105.29	475.0
2015-10-06 02:45:00	ES	Futures	2105.29	2105.83	2104.76	2104.76	682.0
2015-10-06 02:50:00	ES	Futures	2104.76	2105.29	2104.49	2104.76	581.0
2015-10-06 02:55:00	ES	Futures	2104.76	2106.1	2104.49	2105.83	1423.0
2015-10-06 03:00:00	ES	Futures	2106.1	2106.36	2103.96	2105.29	2857.0
2015-10-06 03:05:00	ES	Futures	2105.03	2105.29	2103.69	2103.69	2218.0
2015-10-06 03:10:00	ES	Futures	2103.69	2104.76	2103.15	2104.22	3357.0
2015-10-06 03:15:00	ES	Futures	2104.22	2105.83	2103.15	2105.83	2711.0
2015-10-06 03:20:00	ES	Futures	2105.56	2106.9	2105.56	2106.36	2322.0
2015-10-06 03:25:00	ES	Futures	2106.63	2107.17	2105.29	2105.56	1244.0
2015-10-06 03:30:00	ES	Futures	2105.56	2105.83	2103.15	2103.42	2151.0
2015-10-06 03:35:00	ES	Futures	2103.42	2105.03	2102.88	2103.42	2787.0
2015-10-06 03:40:00	ES	Futures	2103.42	2106.1	2103.15	2104.76	2382.0
2015-10-06 03:45:00	ES	Futures	2104.76	2104.76	2103.15	2103.42	1260.0
2015-10-06 03:50:00	ES	Futures	2103.42	2103.42	2101.81	2102.35	2680.0
2015-10-06 03:55:00	ES	Futures	2102.62	2103.96	2102.08	2102.62	2196.0
2015-10-06 04:00:00	ES	Futures	2102.62	2103.69	2101.55	2103.15	2092.0
2015-10-06 04:05:00	ES	Futures	2103.42	2105.56	2102.88	2104.49	1531.0

> showing 50 of 14,682 rows — these rows as CSV

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