PREVIEW / futures_5min / 2015-10-08

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-08.parquet
  size:    246 KB
  rows:    14,688

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
2015-10-08 00:00:00	ES	Futures	2116.0	2116.8	2115.73	2115.73	662.0
2015-10-08 00:05:00	ES	Futures	2116.0	2116.26	2115.46	2116.0	413.0
2015-10-08 00:10:00	ES	Futures	2116.0	2116.8	2116.0	2116.26	316.0
2015-10-08 00:15:00	ES	Futures	2116.53	2116.8	2116.0	2116.0	396.0
2015-10-08 00:20:00	ES	Futures	2116.0	2116.26	2115.73	2115.73	445.0
2015-10-08 00:25:00	ES	Futures	2115.73	2115.73	2114.66	2115.19	596.0
2015-10-08 00:30:00	ES	Futures	2115.19	2115.46	2114.66	2114.93	565.0
2015-10-08 00:35:00	ES	Futures	2114.93	2115.46	2114.39	2115.46	674.0
2015-10-08 00:40:00	ES	Futures	2115.46	2115.46	2114.66	2114.93	404.0
2015-10-08 00:45:00	ES	Futures	2114.93	2115.46	2114.66	2114.66	369.0
2015-10-08 00:50:00	ES	Futures	2114.66	2114.93	2113.32	2113.59	1256.0
2015-10-08 00:55:00	ES	Futures	2113.59	2113.86	2112.25	2113.86	1106.0
2015-10-08 01:00:00	ES	Futures	2114.12	2116.26	2113.86	2114.66	1856.0
2015-10-08 01:05:00	ES	Futures	2114.39	2116.26	2113.86	2115.46	878.0
2015-10-08 01:10:00	ES	Futures	2115.46	2115.73	2114.93	2115.19	614.0
2015-10-08 01:15:00	ES	Futures	2115.46	2115.46	2113.86	2113.86	558.0
2015-10-08 01:20:00	ES	Futures	2114.12	2114.66	2113.59	2113.59	554.0
2015-10-08 01:25:00	ES	Futures	2113.86	2114.39	2113.32	2113.86	619.0
2015-10-08 01:30:00	ES	Futures	2114.12	2114.66	2113.59	2113.86	637.0
2015-10-08 01:35:00	ES	Futures	2113.59	2114.12	2113.05	2113.59	990.0
2015-10-08 01:40:00	ES	Futures	2113.32	2113.59	2112.79	2113.05	530.0
2015-10-08 01:45:00	ES	Futures	2113.05	2113.86	2112.52	2113.59	445.0
2015-10-08 01:50:00	ES	Futures	2113.59	2113.86	2112.25	2112.25	524.0
2015-10-08 01:55:00	ES	Futures	2112.25	2112.79	2111.98	2111.98	404.0
2015-10-08 02:00:00	ES	Futures	2112.25	2113.59	2111.18	2111.71	2097.0
2015-10-08 02:05:00	ES	Futures	2111.71	2112.52	2111.45	2112.25	1153.0
2015-10-08 02:10:00	ES	Futures	2112.25	2113.59	2111.98	2112.79	994.0
2015-10-08 02:15:00	ES	Futures	2112.79	2113.05	2111.71	2112.79	892.0
2015-10-08 02:20:00	ES	Futures	2112.79	2113.32	2111.98	2112.79	938.0
2015-10-08 02:25:00	ES	Futures	2112.79	2114.66	2112.79	2114.12	1123.0
2015-10-08 02:30:00	ES	Futures	2114.12	2114.66	2113.32	2113.86	609.0
2015-10-08 02:35:00	ES	Futures	2114.12	2114.12	2113.32	2113.59	572.0
2015-10-08 02:40:00	ES	Futures	2113.32	2114.66	2113.05	2114.12	599.0
2015-10-08 02:45:00	ES	Futures	2114.12	2114.39	2111.98	2112.25	1119.0
2015-10-08 02:50:00	ES	Futures	2112.25	2112.52	2111.18	2111.18	1143.0
2015-10-08 02:55:00	ES	Futures	2111.18	2112.79	2111.18	2112.79	1218.0
2015-10-08 03:00:00	ES	Futures	2112.52	2114.39	2111.71	2113.86	2621.0
2015-10-08 03:05:00	ES	Futures	2113.86	2115.46	2113.05	2114.66	3016.0
2015-10-08 03:10:00	ES	Futures	2114.66	2115.19	2112.52	2112.52	2135.0
2015-10-08 03:15:00	ES	Futures	2112.52	2113.05	2111.18	2111.98	2723.0
2015-10-08 03:20:00	ES	Futures	2112.25	2112.79	2110.91	2111.18	2436.0
2015-10-08 03:25:00	ES	Futures	2111.18	2111.45	2109.84	2110.11	3110.0
2015-10-08 03:30:00	ES	Futures	2109.84	2112.79	2109.57	2112.25	2350.0
2015-10-08 03:35:00	ES	Futures	2112.25	2114.39	2111.71	2112.52	2388.0
2015-10-08 03:40:00	ES	Futures	2112.52	2114.12	2111.98	2113.86	1230.0
2015-10-08 03:45:00	ES	Futures	2113.86	2116.26	2113.86	2115.73	2473.0
2015-10-08 03:50:00	ES	Futures	2115.46	2116.8	2114.93	2115.19	2765.0
2015-10-08 03:55:00	ES	Futures	2115.46	2116.26	2114.12	2115.19	2274.0
2015-10-08 04:00:00	ES	Futures	2115.46	2117.87	2115.19	2116.8	3777.0
2015-10-08 04:05:00	ES	Futures	2117.07	2118.14	2116.53	2116.53	2481.0

> showing 50 of 14,688 rows — these rows as CSV

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