PREVIEW / futures_5min / 2015-10-15

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-15.parquet
  size:    245 KB
  rows:    14,796

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
2015-10-15 00:00:00	ES	Futures	2137.13	2137.13	2136.06	2136.06	419.0
2015-10-15 00:05:00	ES	Futures	2136.33	2136.33	2135.53	2135.8	329.0
2015-10-15 00:10:00	ES	Futures	2136.06	2136.06	2135.53	2135.8	177.0
2015-10-15 00:15:00	ES	Futures	2135.8	2135.8	2135.26	2135.53	258.0
2015-10-15 00:20:00	ES	Futures	2135.53	2135.8	2135.26	2135.53	213.0
2015-10-15 00:25:00	ES	Futures	2135.26	2135.53	2134.99	2135.53	157.0
2015-10-15 00:30:00	ES	Futures	2135.53	2136.06	2135.26	2135.8	245.0
2015-10-15 00:35:00	ES	Futures	2135.8	2136.06	2135.26	2135.26	309.0
2015-10-15 00:40:00	ES	Futures	2135.26	2136.06	2134.99	2135.53	308.0
2015-10-15 00:45:00	ES	Futures	2135.53	2136.87	2135.26	2136.87	507.0
2015-10-15 00:50:00	ES	Futures	2136.6	2136.6	2135.53	2136.06	264.0
2015-10-15 00:55:00	ES	Futures	2135.8	2136.33	2135.8	2136.06	168.0
2015-10-15 01:00:00	ES	Futures	2136.33	2137.13	2136.33	2136.6	550.0
2015-10-15 01:05:00	ES	Futures	2136.33	2136.6	2135.8	2136.06	428.0
2015-10-15 01:10:00	ES	Futures	2135.53	2136.06	2135.26	2135.53	337.0
2015-10-15 01:15:00	ES	Futures	2135.53	2136.06	2135.26	2135.8	297.0
2015-10-15 01:20:00	ES	Futures	2135.8	2136.06	2134.73	2134.73	557.0
2015-10-15 01:25:00	ES	Futures	2134.73	2135.8	2134.19	2135.53	666.0
2015-10-15 01:30:00	ES	Futures	2135.26	2135.8	2134.19	2135.53	565.0
2015-10-15 01:35:00	ES	Futures	2135.53	2136.06	2135.53	2135.53	263.0
2015-10-15 01:40:00	ES	Futures	2135.53	2135.53	2134.19	2134.46	367.0
2015-10-15 01:45:00	ES	Futures	2134.46	2135.8	2134.19	2135.8	218.0
2015-10-15 01:50:00	ES	Futures	2135.8	2136.87	2135.8	2136.33	548.0
2015-10-15 01:55:00	ES	Futures	2136.33	2136.33	2135.53	2136.06	342.0
2015-10-15 02:00:00	ES	Futures	2136.06	2137.13	2135.8	2136.87	1447.0
2015-10-15 02:05:00	ES	Futures	2136.87	2137.13	2135.8	2136.87	1420.0
2015-10-15 02:10:00	ES	Futures	2136.87	2137.13	2135.8	2136.33	597.0
2015-10-15 02:15:00	ES	Futures	2136.33	2137.13	2136.06	2136.06	538.0
2015-10-15 02:20:00	ES	Futures	2136.33	2137.13	2136.33	2137.13	926.0
2015-10-15 02:25:00	ES	Futures	2137.13	2138.2	2136.06	2137.94	2878.0
2015-10-15 02:30:00	ES	Futures	2137.94	2139.01	2137.94	2137.94	1719.0
2015-10-15 02:35:00	ES	Futures	2138.2	2138.2	2137.94	2137.94	331.0
2015-10-15 02:40:00	ES	Futures	2138.2	2138.74	2138.2	2138.74	622.0
2015-10-15 02:45:00	ES	Futures	2138.47	2139.28	2138.47	2138.47	921.0
2015-10-15 02:50:00	ES	Futures	2138.74	2139.01	2138.2	2138.2	1283.0
2015-10-15 02:55:00	ES	Futures	2138.47	2138.47	2137.67	2137.94	468.0
2015-10-15 03:00:00	ES	Futures	2137.94	2138.47	2136.06	2136.06	2401.0
2015-10-15 03:05:00	ES	Futures	2136.33	2136.33	2134.19	2134.73	2783.0
2015-10-15 03:10:00	ES	Futures	2134.99	2136.06	2133.92	2135.8	2167.0
2015-10-15 03:15:00	ES	Futures	2135.8	2135.8	2134.19	2134.46	1116.0
2015-10-15 03:20:00	ES	Futures	2134.46	2135.8	2133.39	2135.8	2644.0
2015-10-15 03:25:00	ES	Futures	2135.8	2136.87	2135.26	2136.06	1803.0
2015-10-15 03:30:00	ES	Futures	2136.33	2138.2	2135.26	2137.4	2069.0
2015-10-15 03:35:00	ES	Futures	2137.67	2138.74	2137.13	2138.74	1995.0
2015-10-15 03:40:00	ES	Futures	2138.74	2140.35	2138.2	2140.35	3038.0
2015-10-15 03:45:00	ES	Futures	2140.08	2140.35	2138.2	2138.47	1786.0
2015-10-15 03:50:00	ES	Futures	2138.74	2138.74	2137.4	2137.67	1165.0
2015-10-15 03:55:00	ES	Futures	2137.4	2137.67	2136.6	2137.67	1373.0
2015-10-15 04:00:00	ES	Futures	2137.67	2137.94	2135.8	2136.33	1660.0
2015-10-15 04:05:00	ES	Futures	2136.33	2137.13	2135.53	2136.6	984.0

> showing 50 of 14,796 rows — these rows as CSV

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