PREVIEW / futures_5min / 2015-10-07

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-07.parquet
  size:    244 KB
  rows:    14,815

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
2015-10-07 00:00:00	ES	Futures	2104.22	2106.1	2103.96	2105.03	1363.0
2015-10-07 00:05:00	ES	Futures	2105.29	2105.29	2104.49	2104.49	236.0
2015-10-07 00:10:00	ES	Futures	2104.49	2105.03	2104.22	2104.49	148.0
2015-10-07 00:15:00	ES	Futures	2104.49	2104.49	2103.96	2103.96	179.0
2015-10-07 00:20:00	ES	Futures	2104.22	2105.29	2104.22	2105.29	293.0
2015-10-07 00:25:00	ES	Futures	2105.29	2105.83	2105.29	2105.56	283.0
2015-10-07 00:30:00	ES	Futures	2105.83	2109.84	2105.29	2107.43	3070.0
2015-10-07 00:35:00	ES	Futures	2107.43	2112.79	2107.43	2112.25	3368.0
2015-10-07 00:40:00	ES	Futures	2111.98	2112.79	2110.91	2111.18	776.0
2015-10-07 00:45:00	ES	Futures	2111.18	2111.71	2108.5	2108.5	1635.0
2015-10-07 00:50:00	ES	Futures	2108.77	2110.11	2108.5	2109.84	387.0
2015-10-07 00:55:00	ES	Futures	2109.57	2109.84	2108.5	2109.04	399.0
2015-10-07 01:00:00	ES	Futures	2108.77	2110.64	2107.97	2110.38	842.0
2015-10-07 01:05:00	ES	Futures	2110.38	2111.45	2110.38	2111.45	710.0
2015-10-07 01:10:00	ES	Futures	2111.18	2111.71	2109.57	2109.57	508.0
2015-10-07 01:15:00	ES	Futures	2109.84	2111.18	2109.31	2110.91	478.0
2015-10-07 01:20:00	ES	Futures	2111.18	2111.71	2110.64	2110.64	305.0
2015-10-07 01:25:00	ES	Futures	2110.38	2111.45	2110.11	2111.45	228.0
2015-10-07 01:30:00	ES	Futures	2111.45	2111.71	2110.91	2111.71	555.0
2015-10-07 01:35:00	ES	Futures	2111.71	2111.71	2111.18	2111.71	899.0
2015-10-07 01:40:00	ES	Futures	2111.71	2111.98	2111.71	2111.71	328.0
2015-10-07 01:45:00	ES	Futures	2111.71	2111.71	2109.84	2110.11	840.0
2015-10-07 01:50:00	ES	Futures	2110.11	2110.64	2109.57	2110.11	343.0
2015-10-07 01:55:00	ES	Futures	2110.11	2111.45	2109.84	2111.18	445.0
2015-10-07 02:00:00	ES	Futures	2111.18	2112.25	2110.64	2111.71	1500.0
2015-10-07 02:05:00	ES	Futures	2111.98	2112.25	2110.64	2111.18	1104.0
2015-10-07 02:10:00	ES	Futures	2111.45	2112.79	2111.18	2112.79	2242.0
2015-10-07 02:15:00	ES	Futures	2112.52	2113.86	2111.71	2113.32	1602.0
2015-10-07 02:20:00	ES	Futures	2113.59	2113.59	2112.52	2113.05	832.0
2015-10-07 02:25:00	ES	Futures	2112.79	2113.32	2112.52	2113.32	1067.0
2015-10-07 02:30:00	ES	Futures	2113.05	2116.0	2112.79	2115.73	2415.0
2015-10-07 02:35:00	ES	Futures	2115.46	2117.6	2114.66	2115.46	2732.0
2015-10-07 02:40:00	ES	Futures	2115.73	2116.0	2113.86	2114.39	2114.0
2015-10-07 02:45:00	ES	Futures	2114.39	2115.19	2113.86	2115.19	835.0
2015-10-07 02:50:00	ES	Futures	2114.93	2117.07	2114.66	2116.8	1222.0
2015-10-07 02:55:00	ES	Futures	2116.8	2117.6	2115.46	2116.53	1583.0
2015-10-07 03:00:00	ES	Futures	2116.53	2116.53	2114.93	2115.19	2235.0
2015-10-07 03:05:00	ES	Futures	2114.93	2117.6	2114.39	2117.33	2190.0
2015-10-07 03:10:00	ES	Futures	2117.33	2117.33	2114.66	2114.93	2185.0
2015-10-07 03:15:00	ES	Futures	2114.66	2116.0	2113.86	2114.93	1647.0
2015-10-07 03:20:00	ES	Futures	2115.19	2115.46	2112.25	2113.32	2687.0
2015-10-07 03:25:00	ES	Futures	2113.05	2114.39	2112.79	2113.59	1077.0
2015-10-07 03:30:00	ES	Futures	2113.32	2116.53	2111.98	2116.26	2286.0
2015-10-07 03:35:00	ES	Futures	2116.26	2117.07	2115.73	2116.8	2036.0
2015-10-07 03:40:00	ES	Futures	2116.8	2125.09	2116.8	2123.49	13356.0
2015-10-07 03:45:00	ES	Futures	2123.22	2123.49	2121.08	2121.62	2969.0
2015-10-07 03:50:00	ES	Futures	2121.35	2122.69	2120.54	2122.15	1683.0
2015-10-07 03:55:00	ES	Futures	2121.88	2122.69	2120.54	2121.35	2258.0
2015-10-07 04:00:00	ES	Futures	2121.35	2121.62	2119.74	2121.35	1540.0
2015-10-07 04:05:00	ES	Futures	2121.08	2123.49	2121.08	2122.69	1869.0

> showing 50 of 14,815 rows — these rows as CSV

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