PREVIEW / futures_5min / 2015-10-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-09.parquet
  size:    213 KB
  rows:    12,489

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
2015-10-09 00:00:00	ES	Futures	2149.71	2149.98	2149.18	2149.44	340.0
2015-10-09 00:05:00	ES	Futures	2149.44	2150.25	2149.44	2149.44	1054.0
2015-10-09 00:10:00	ES	Futures	2149.71	2149.98	2149.18	2149.71	327.0
2015-10-09 00:15:00	ES	Futures	2149.44	2149.71	2149.44	2149.71	173.0
2015-10-09 00:20:00	ES	Futures	2149.71	2149.98	2149.44	2149.98	234.0
2015-10-09 00:25:00	ES	Futures	2150.25	2150.25	2149.71	2150.25	207.0
2015-10-09 00:30:00	ES	Futures	2150.25	2150.51	2149.71	2150.51	660.0
2015-10-09 00:35:00	ES	Futures	2150.25	2150.78	2150.25	2150.51	461.0
2015-10-09 00:40:00	ES	Futures	2150.51	2151.85	2150.25	2151.05	2321.0
2015-10-09 00:45:00	ES	Futures	2151.05	2151.85	2151.05	2151.58	250.0
2015-10-09 00:50:00	ES	Futures	2151.58	2151.58	2151.32	2151.58	216.0
2015-10-09 00:55:00	ES	Futures	2151.32	2151.32	2150.51	2151.05	375.0
2015-10-09 01:00:00	ES	Futures	2150.78	2151.05	2149.98	2149.98	439.0
2015-10-09 01:05:00	ES	Futures	2149.71	2150.51	2149.44	2149.71	370.0
2015-10-09 01:10:00	ES	Futures	2149.71	2149.71	2148.91	2149.44	695.0
2015-10-09 01:15:00	ES	Futures	2149.18	2150.25	2149.18	2149.71	382.0
2015-10-09 01:20:00	ES	Futures	2149.71	2151.32	2149.71	2151.05	508.0
2015-10-09 01:25:00	ES	Futures	2151.05	2151.58	2151.05	2151.32	537.0
2015-10-09 01:30:00	ES	Futures	2151.05	2151.85	2149.98	2150.25	934.0
2015-10-09 01:35:00	ES	Futures	2150.25	2151.05	2149.98	2150.78	762.0
2015-10-09 01:40:00	ES	Futures	2150.78	2150.78	2149.98	2150.25	186.0
2015-10-09 01:45:00	ES	Futures	2150.25	2150.25	2149.71	2149.98	187.0
2015-10-09 01:50:00	ES	Futures	2149.71	2150.25	2149.18	2149.18	437.0
2015-10-09 01:55:00	ES	Futures	2149.18	2150.51	2149.18	2149.98	462.0
2015-10-09 02:00:00	ES	Futures	2149.71	2150.25	2149.18	2149.71	1390.0
2015-10-09 02:05:00	ES	Futures	2149.44	2151.32	2149.44	2151.05	848.0
2015-10-09 02:10:00	ES	Futures	2151.32	2151.58	2150.78	2151.32	1262.0
2015-10-09 02:15:00	ES	Futures	2151.32	2151.32	2150.25	2150.51	1075.0
2015-10-09 02:20:00	ES	Futures	2150.51	2151.32	2150.25	2150.51	819.0
2015-10-09 02:25:00	ES	Futures	2150.78	2151.58	2150.51	2151.58	1209.0
2015-10-09 02:30:00	ES	Futures	2151.32	2151.85	2150.51	2150.78	1035.0
2015-10-09 02:35:00	ES	Futures	2150.78	2151.05	2149.71	2150.25	450.0
2015-10-09 02:40:00	ES	Futures	2150.25	2150.51	2149.71	2149.98	956.0
2015-10-09 02:45:00	ES	Futures	2149.98	2150.78	2149.98	2150.25	838.0
2015-10-09 02:50:00	ES	Futures	2149.98	2149.98	2148.64	2149.44	1015.0
2015-10-09 02:55:00	ES	Futures	2149.44	2149.44	2148.64	2149.18	631.0
2015-10-09 03:00:00	ES	Futures	2148.91	2149.44	2147.03	2148.64	2963.0
2015-10-09 03:05:00	ES	Futures	2148.64	2148.64	2147.03	2148.37	1651.0
2015-10-09 03:10:00	ES	Futures	2148.11	2148.37	2144.63	2145.16	3272.0
2015-10-09 03:15:00	ES	Futures	2145.16	2146.5	2144.89	2145.16	2895.0
2015-10-09 03:20:00	ES	Futures	2145.16	2145.7	2143.02	2144.36	3366.0
2015-10-09 03:25:00	ES	Futures	2144.63	2145.96	2144.36	2145.16	2498.0
2015-10-09 03:30:00	ES	Futures	2145.16	2145.7	2144.63	2145.16	1219.0
2015-10-09 03:35:00	ES	Futures	2145.16	2146.77	2144.36	2144.36	1426.0
2015-10-09 03:40:00	ES	Futures	2144.36	2145.16	2143.56	2143.82	1932.0
2015-10-09 03:45:00	ES	Futures	2143.56	2143.82	2141.42	2141.68	2815.0
2015-10-09 03:50:00	ES	Futures	2141.68	2142.75	2140.88	2142.49	2668.0
2015-10-09 03:55:00	ES	Futures	2142.49	2142.49	2139.28	2140.35	4128.0
2015-10-09 04:00:00	ES	Futures	2140.35	2141.95	2140.08	2141.15	1638.0
2015-10-09 04:05:00	ES	Futures	2141.15	2143.02	2140.88	2142.22	1493.0

> showing 50 of 12,489 rows — these rows as CSV

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