PREVIEW / futures_5min / 2015-10-19

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-19.parquet
  size:    213 KB
  rows:    14,239

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
2015-10-19 00:00:00	ES	Futures	2162.02	2162.02	2161.48	2161.75	291.0
2015-10-19 00:05:00	ES	Futures	2161.75	2161.75	2161.22	2161.48	205.0
2015-10-19 00:10:00	ES	Futures	2161.48	2162.55	2161.48	2162.29	319.0
2015-10-19 00:15:00	ES	Futures	2162.29	2162.55	2161.48	2161.75	241.0
2015-10-19 00:20:00	ES	Futures	2161.75	2162.55	2161.48	2162.29	278.0
2015-10-19 00:25:00	ES	Futures	2162.02	2162.82	2161.75	2162.55	291.0
2015-10-19 00:30:00	ES	Futures	2162.29	2162.82	2162.02	2162.55	202.0
2015-10-19 00:35:00	ES	Futures	2162.82	2162.82	2161.75	2162.02	186.0
2015-10-19 00:40:00	ES	Futures	2162.02	2162.29	2162.02	2162.29	103.0
2015-10-19 00:45:00	ES	Futures	2162.29	2162.82	2162.29	2162.55	405.0
2015-10-19 00:50:00	ES	Futures	2162.55	2162.55	2162.29	2162.55	27.0
2015-10-19 00:55:00	ES	Futures	2162.55	2162.55	2161.75	2162.55	299.0
2015-10-19 01:00:00	ES	Futures	2162.29	2162.29	2161.75	2161.75	390.0
2015-10-19 01:05:00	ES	Futures	2161.75	2161.75	2161.22	2161.48	314.0
2015-10-19 01:10:00	ES	Futures	2161.48	2162.02	2160.95	2161.48	457.0
2015-10-19 01:15:00	ES	Futures	2161.22	2161.48	2160.95	2161.22	553.0
2015-10-19 01:20:00	ES	Futures	2161.22	2161.75	2161.22	2161.22	311.0
2015-10-19 01:25:00	ES	Futures	2161.22	2162.02	2161.22	2161.75	405.0
2015-10-19 01:30:00	ES	Futures	2161.75	2162.02	2161.48	2161.48	198.0
2015-10-19 01:35:00	ES	Futures	2161.75	2162.29	2161.48	2162.29	458.0
2015-10-19 01:40:00	ES	Futures	2162.29	2162.55	2162.02	2162.29	186.0
2015-10-19 01:45:00	ES	Futures	2162.55	2162.82	2162.29	2162.55	265.0
2015-10-19 01:50:00	ES	Futures	2162.55	2163.09	2162.29	2162.55	297.0
2015-10-19 01:55:00	ES	Futures	2162.29	2163.09	2162.29	2163.09	287.0
2015-10-19 02:00:00	ES	Futures	2163.09	2163.09	2161.48	2161.75	1011.0
2015-10-19 02:05:00	ES	Futures	2161.75	2162.29	2161.22	2161.48	388.0
2015-10-19 02:10:00	ES	Futures	2161.48	2162.02	2161.22	2161.22	452.0
2015-10-19 02:15:00	ES	Futures	2161.48	2161.75	2160.95	2161.22	900.0
2015-10-19 02:20:00	ES	Futures	2161.22	2161.75	2160.41	2161.48	401.0
2015-10-19 02:25:00	ES	Futures	2161.48	2162.02	2161.22	2162.02	653.0
2015-10-19 02:30:00	ES	Futures	2161.75	2162.55	2161.75	2162.29	465.0
2015-10-19 02:35:00	ES	Futures	2162.29	2162.55	2162.02	2162.29	339.0
2015-10-19 02:40:00	ES	Futures	2162.29	2163.89	2162.02	2163.62	677.0
2015-10-19 02:45:00	ES	Futures	2163.62	2164.16	2163.62	2163.62	350.0
2015-10-19 02:50:00	ES	Futures	2163.62	2163.89	2163.36	2163.89	340.0
2015-10-19 02:55:00	ES	Futures	2163.62	2164.43	2163.62	2163.62	503.0
2015-10-19 03:00:00	ES	Futures	2163.62	2166.84	2163.36	2166.57	3174.0
2015-10-19 03:05:00	ES	Futures	2166.57	2168.44	2166.57	2167.64	2737.0
2015-10-19 03:10:00	ES	Futures	2167.64	2170.58	2167.37	2170.05	5207.0
2015-10-19 03:15:00	ES	Futures	2169.78	2170.58	2168.98	2169.24	3218.0
2015-10-19 03:20:00	ES	Futures	2169.24	2170.05	2168.44	2168.98	1006.0
2015-10-19 03:25:00	ES	Futures	2168.71	2169.24	2167.91	2168.44	1084.0
2015-10-19 03:30:00	ES	Futures	2168.44	2170.58	2168.44	2169.78	2157.0
2015-10-19 03:35:00	ES	Futures	2169.51	2170.31	2168.17	2168.71	1500.0
2015-10-19 03:40:00	ES	Futures	2168.71	2168.71	2167.64	2168.17	1250.0
2015-10-19 03:45:00	ES	Futures	2168.17	2168.71	2166.84	2167.91	1035.0
2015-10-19 03:50:00	ES	Futures	2167.64	2167.91	2167.1	2167.64	946.0
2015-10-19 03:55:00	ES	Futures	2167.91	2168.44	2167.91	2168.17	1184.0
2015-10-19 04:00:00	ES	Futures	2168.17	2168.71	2166.57	2166.84	1365.0
2015-10-19 04:05:00	ES	Futures	2166.84	2167.37	2166.3	2167.37	1426.0

> showing 50 of 14,239 rows — these rows as CSV

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