PREVIEW / futures_5min / 2015-10-12

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-12.parquet
  size:    209 KB
  rows:    13,974

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
2015-10-12 00:00:00	ES	Futures	2145.16	2145.7	2144.89	2145.16	107.0
2015-10-12 00:05:00	ES	Futures	2145.16	2145.43	2144.89	2145.16	73.0
2015-10-12 00:10:00	ES	Futures	2145.16	2145.96	2145.16	2145.7	139.0
2015-10-12 00:15:00	ES	Futures	2145.7	2145.96	2145.7	2145.96	66.0
2015-10-12 00:20:00	ES	Futures	2145.96	2146.23	2145.7	2146.23	58.0
2015-10-12 00:25:00	ES	Futures	2146.23	2146.5	2145.96	2146.23	70.0
2015-10-12 00:30:00	ES	Futures	2145.96	2146.23	2145.96	2146.23	48.0
2015-10-12 00:35:00	ES	Futures	2146.23	2146.5	2146.23	2146.5	52.0
2015-10-12 00:40:00	ES	Futures	2146.5	2146.5	2145.96	2146.23	83.0
2015-10-12 00:45:00	ES	Futures	2145.96	2146.23	2145.16	2145.43	158.0
2015-10-12 00:50:00	ES	Futures	2145.43	2145.7	2145.16	2145.7	185.0
2015-10-12 00:55:00	ES	Futures	2145.43	2146.5	2145.43	2146.23	172.0
2015-10-12 01:00:00	ES	Futures	2146.23	2146.77	2145.7	2146.77	414.0
2015-10-12 01:05:00	ES	Futures	2147.03	2147.57	2146.5	2146.77	425.0
2015-10-12 01:10:00	ES	Futures	2146.77	2147.03	2146.5	2147.03	203.0
2015-10-12 01:15:00	ES	Futures	2147.03	2148.91	2147.03	2148.91	931.0
2015-10-12 01:20:00	ES	Futures	2148.91	2148.91	2147.57	2148.37	322.0
2015-10-12 01:25:00	ES	Futures	2148.11	2148.64	2148.11	2148.11	153.0
2015-10-12 01:30:00	ES	Futures	2148.11	2148.11	2146.77	2147.03	372.0
2015-10-12 01:35:00	ES	Futures	2146.77	2147.57	2146.77	2147.57	192.0
2015-10-12 01:40:00	ES	Futures	2147.84	2147.84	2147.57	2147.57	67.0
2015-10-12 01:45:00	ES	Futures	2147.57	2148.11	2147.3	2147.57	137.0
2015-10-12 01:50:00	ES	Futures	2147.3	2148.11	2147.3	2148.11	153.0
2015-10-12 01:55:00	ES	Futures	2147.84	2148.11	2147.57	2148.11	304.0
2015-10-12 02:00:00	ES	Futures	2148.11	2148.11	2146.77	2147.84	748.0
2015-10-12 02:05:00	ES	Futures	2148.11	2148.11	2147.03	2147.57	225.0
2015-10-12 02:10:00	ES	Futures	2147.57	2148.11	2147.3	2147.57	430.0
2015-10-12 02:15:00	ES	Futures	2147.3	2147.57	2146.77	2147.03	466.0
2015-10-12 02:20:00	ES	Futures	2147.03	2147.57	2146.5	2147.57	277.0
2015-10-12 02:25:00	ES	Futures	2147.57	2148.11	2147.3	2147.84	311.0
2015-10-12 02:30:00	ES	Futures	2147.57	2147.84	2146.77	2147.3	313.0
2015-10-12 02:35:00	ES	Futures	2147.3	2148.37	2147.03	2148.11	310.0
2015-10-12 02:40:00	ES	Futures	2148.37	2148.91	2147.84	2148.64	861.0
2015-10-12 02:45:00	ES	Futures	2148.37	2150.25	2148.37	2149.71	1520.0
2015-10-12 02:50:00	ES	Futures	2149.98	2149.98	2148.91	2149.44	505.0
2015-10-12 02:55:00	ES	Futures	2149.44	2149.44	2148.64	2149.18	400.0
2015-10-12 03:00:00	ES	Futures	2149.44	2149.71	2147.84	2149.44	1162.0
2015-10-12 03:05:00	ES	Futures	2149.44	2149.44	2147.3	2147.3	1108.0
2015-10-12 03:10:00	ES	Futures	2147.3	2148.64	2147.03	2147.57	1558.0
2015-10-12 03:15:00	ES	Futures	2147.57	2148.91	2146.77	2148.64	1136.0
2015-10-12 03:20:00	ES	Futures	2148.64	2149.44	2148.37	2148.91	817.0
2015-10-12 03:25:00	ES	Futures	2149.18	2149.44	2148.37	2149.44	801.0
2015-10-12 03:30:00	ES	Futures	2149.44	2150.78	2148.91	2150.78	1385.0
2015-10-12 03:35:00	ES	Futures	2150.51	2151.58	2149.71	2151.32	1408.0
2015-10-12 03:40:00	ES	Futures	2151.05	2153.99	2151.05	2151.85	2692.0
2015-10-12 03:45:00	ES	Futures	2151.85	2152.39	2151.05	2151.32	1284.0
2015-10-12 03:50:00	ES	Futures	2151.32	2151.85	2150.25	2150.78	705.0
2015-10-12 03:55:00	ES	Futures	2150.78	2151.58	2150.25	2151.32	808.0
2015-10-12 04:00:00	ES	Futures	2151.32	2151.58	2149.98	2149.98	505.0
2015-10-12 04:05:00	ES	Futures	2149.98	2150.25	2148.91	2149.18	1048.0

> showing 50 of 13,974 rows — these rows as CSV

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