PREVIEW / futures_5min / 2015-10-13

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-13.parquet
  size:    247 KB
  rows:    14,886

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
2015-10-13 00:00:00	ES	Futures	2150.78	2151.05	2149.98	2150.25	835.0
2015-10-13 00:05:00	ES	Futures	2150.51	2150.51	2148.91	2149.44	604.0
2015-10-13 00:10:00	ES	Futures	2149.44	2149.71	2148.91	2149.18	195.0
2015-10-13 00:15:00	ES	Futures	2149.44	2149.98	2149.44	2149.98	151.0
2015-10-13 00:20:00	ES	Futures	2149.98	2149.98	2148.91	2149.44	237.0
2015-10-13 00:25:00	ES	Futures	2149.44	2149.44	2148.37	2148.64	352.0
2015-10-13 00:30:00	ES	Futures	2148.64	2148.64	2147.84	2148.64	592.0
2015-10-13 00:35:00	ES	Futures	2148.37	2148.91	2148.11	2148.91	129.0
2015-10-13 00:40:00	ES	Futures	2148.91	2149.44	2148.64	2149.18	219.0
2015-10-13 00:45:00	ES	Futures	2149.18	2149.44	2149.18	2149.44	70.0
2015-10-13 00:50:00	ES	Futures	2149.44	2149.44	2148.64	2148.91	155.0
2015-10-13 00:55:00	ES	Futures	2148.91	2148.91	2148.64	2148.91	102.0
2015-10-13 01:00:00	ES	Futures	2148.91	2149.44	2148.91	2149.44	76.0
2015-10-13 01:05:00	ES	Futures	2149.44	2149.98	2149.18	2149.44	218.0
2015-10-13 01:10:00	ES	Futures	2149.44	2149.98	2149.18	2149.44	236.0
2015-10-13 01:15:00	ES	Futures	2149.71	2149.71	2148.11	2148.37	423.0
2015-10-13 01:20:00	ES	Futures	2148.37	2148.91	2148.11	2148.91	335.0
2015-10-13 01:25:00	ES	Futures	2148.64	2149.71	2148.64	2149.44	417.0
2015-10-13 01:30:00	ES	Futures	2149.44	2149.44	2148.64	2149.18	236.0
2015-10-13 01:35:00	ES	Futures	2149.18	2149.44	2148.91	2148.91	119.0
2015-10-13 01:40:00	ES	Futures	2149.18	2149.44	2148.91	2148.91	124.0
2015-10-13 01:45:00	ES	Futures	2149.18	2149.44	2148.91	2149.18	126.0
2015-10-13 01:50:00	ES	Futures	2149.18	2149.44	2148.91	2149.18	98.0
2015-10-13 01:55:00	ES	Futures	2149.44	2149.98	2148.91	2149.44	244.0
2015-10-13 02:00:00	ES	Futures	2149.44	2149.44	2147.84	2148.11	917.0
2015-10-13 02:05:00	ES	Futures	2148.11	2149.18	2147.84	2148.64	546.0
2015-10-13 02:10:00	ES	Futures	2148.91	2148.91	2147.3	2147.84	905.0
2015-10-13 02:15:00	ES	Futures	2147.84	2148.11	2147.3	2147.84	631.0
2015-10-13 02:20:00	ES	Futures	2147.84	2148.37	2147.57	2147.84	290.0
2015-10-13 02:25:00	ES	Futures	2147.84	2148.11	2147.57	2148.11	186.0
2015-10-13 02:30:00	ES	Futures	2147.84	2148.64	2147.84	2148.64	600.0
2015-10-13 02:35:00	ES	Futures	2148.64	2149.44	2148.11	2149.18	809.0
2015-10-13 02:40:00	ES	Futures	2149.18	2149.71	2149.18	2149.44	270.0
2015-10-13 02:45:00	ES	Futures	2149.71	2149.71	2149.18	2149.71	305.0
2015-10-13 02:50:00	ES	Futures	2149.44	2149.98	2149.44	2149.98	207.0
2015-10-13 02:55:00	ES	Futures	2149.71	2150.78	2149.44	2150.78	718.0
2015-10-13 03:00:00	ES	Futures	2150.78	2151.32	2149.98	2150.78	2069.0
2015-10-13 03:05:00	ES	Futures	2150.78	2150.78	2148.64	2149.71	2276.0
2015-10-13 03:10:00	ES	Futures	2149.71	2149.98	2146.77	2146.77	3443.0
2015-10-13 03:15:00	ES	Futures	2146.77	2147.03	2145.43	2146.77	3823.0
2015-10-13 03:20:00	ES	Futures	2146.5	2146.5	2144.63	2145.43	2651.0
2015-10-13 03:25:00	ES	Futures	2145.43	2146.23	2144.09	2144.36	2080.0
2015-10-13 03:30:00	ES	Futures	2144.36	2144.89	2143.29	2143.82	2970.0
2015-10-13 03:35:00	ES	Futures	2143.82	2143.82	2142.22	2143.56	2717.0
2015-10-13 03:40:00	ES	Futures	2143.56	2144.36	2142.75	2143.56	1727.0
2015-10-13 03:45:00	ES	Futures	2143.56	2143.82	2142.75	2143.02	913.0
2015-10-13 03:50:00	ES	Futures	2143.02	2143.82	2142.75	2143.56	1677.0
2015-10-13 03:55:00	ES	Futures	2143.56	2143.82	2142.22	2143.29	3035.0
2015-10-13 04:00:00	ES	Futures	2143.56	2144.09	2142.49	2143.56	1967.0
2015-10-13 04:05:00	ES	Futures	2143.56	2144.36	2142.75	2143.29	1154.0

> showing 50 of 14,886 rows — these rows as CSV

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