PREVIEW / futures_5min / 2015-10-18

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-18.parquet
  size:    49 KB
  rows:    2,443

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
2015-10-18 18:00:00	ES	Futures	2166.84	2167.37	2166.03	2166.84	1657.0
2015-10-18 18:05:00	ES	Futures	2166.57	2167.91	2166.57	2167.64	659.0
2015-10-18 18:10:00	ES	Futures	2167.37	2168.17	2167.37	2167.37	381.0
2015-10-18 18:15:00	ES	Futures	2167.64	2167.64	2166.57	2166.57	494.0
2015-10-18 18:20:00	ES	Futures	2166.84	2167.1	2166.57	2166.57	186.0
2015-10-18 18:25:00	ES	Futures	2166.57	2167.37	2166.57	2167.37	181.0
2015-10-18 18:30:00	ES	Futures	2167.37	2167.91	2167.1	2167.64	162.0
2015-10-18 18:35:00	ES	Futures	2167.91	2168.17	2167.64	2168.17	231.0
2015-10-18 18:40:00	ES	Futures	2167.91	2168.17	2167.91	2168.17	97.0
2015-10-18 18:45:00	ES	Futures	2168.17	2168.17	2167.1	2167.37	244.0
2015-10-18 18:50:00	ES	Futures	2167.37	2167.91	2167.1	2167.64	226.0
2015-10-18 18:55:00	ES	Futures	2167.91	2167.91	2167.37	2167.37	135.0
2015-10-18 19:00:00	ES	Futures	2167.64	2167.64	2167.1	2167.37	121.0
2015-10-18 19:05:00	ES	Futures	2167.37	2167.37	2167.1	2167.1	125.0
2015-10-18 19:10:00	ES	Futures	2167.1	2167.37	2166.84	2167.1	111.0
2015-10-18 19:15:00	ES	Futures	2167.37	2167.37	2167.1	2167.37	104.0
2015-10-18 19:20:00	ES	Futures	2167.37	2167.37	2166.57	2166.57	236.0
2015-10-18 19:25:00	ES	Futures	2166.57	2166.84	2166.3	2166.84	170.0
2015-10-18 19:30:00	ES	Futures	2166.84	2167.1	2166.57	2166.57	238.0
2015-10-18 19:35:00	ES	Futures	2166.57	2166.57	2166.03	2166.3	332.0
2015-10-18 19:40:00	ES	Futures	2166.03	2166.57	2166.03	2166.3	370.0
2015-10-18 19:45:00	ES	Futures	2166.3	2166.57	2165.5	2165.77	513.0
2015-10-18 19:50:00	ES	Futures	2166.03	2166.03	2165.23	2165.23	284.0
2015-10-18 19:55:00	ES	Futures	2165.5	2166.03	2165.23	2165.77	303.0
2015-10-18 20:00:00	ES	Futures	2165.5	2165.77	2164.43	2164.43	1261.0
2015-10-18 20:05:00	ES	Futures	2164.43	2165.5	2164.16	2164.96	705.0
2015-10-18 20:10:00	ES	Futures	2165.23	2165.23	2164.43	2164.43	305.0
2015-10-18 20:15:00	ES	Futures	2164.69	2164.96	2164.16	2164.43	419.0
2015-10-18 20:20:00	ES	Futures	2164.43	2164.43	2163.62	2163.62	980.0
2015-10-18 20:25:00	ES	Futures	2163.89	2164.43	2163.89	2163.89	222.0
2015-10-18 20:30:00	ES	Futures	2163.89	2164.16	2163.36	2163.62	467.0
2015-10-18 20:35:00	ES	Futures	2163.62	2164.69	2163.62	2164.69	302.0
2015-10-18 20:40:00	ES	Futures	2164.69	2164.96	2163.89	2164.16	209.0
2015-10-18 20:45:00	ES	Futures	2164.16	2164.16	2163.36	2163.36	309.0
2015-10-18 20:50:00	ES	Futures	2163.62	2164.16	2163.36	2163.62	239.0
2015-10-18 20:55:00	ES	Futures	2163.62	2163.89	2163.36	2163.89	124.0
2015-10-18 21:00:00	ES	Futures	2163.62	2163.62	2162.82	2163.09	614.0
2015-10-18 21:05:00	ES	Futures	2163.09	2163.36	2162.82	2163.09	555.0
2015-10-18 21:10:00	ES	Futures	2163.36	2163.36	2162.55	2162.55	628.0
2015-10-18 21:15:00	ES	Futures	2162.82	2162.82	2161.75	2162.29	1526.0
2015-10-18 21:20:00	ES	Futures	2162.02	2162.29	2160.15	2161.22	1710.0
2015-10-18 21:25:00	ES	Futures	2161.22	2161.75	2160.68	2161.48	742.0
2015-10-18 21:30:00	ES	Futures	2161.48	2162.82	2161.22	2162.29	921.0
2015-10-18 21:35:00	ES	Futures	2162.29	2163.62	2162.02	2163.62	782.0
2015-10-18 21:40:00	ES	Futures	2163.36	2163.62	2162.02	2162.55	408.0
2015-10-18 21:45:00	ES	Futures	2162.55	2162.55	2160.95	2161.22	745.0
2015-10-18 21:50:00	ES	Futures	2161.22	2161.75	2160.95	2161.48	528.0
2015-10-18 21:55:00	ES	Futures	2161.75	2162.02	2160.95	2161.22	659.0
2015-10-18 22:00:00	ES	Futures	2161.48	2165.77	2161.48	2162.82	5230.0
2015-10-18 22:05:00	ES	Futures	2162.55	2164.43	2162.29	2164.43	894.0

> showing 50 of 2,443 rows — these rows as CSV

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