PREVIEW / futures_5min / 2015-10-25

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-25.parquet
  size:    44 KB
  rows:    2,418

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
2015-10-25 18:00:00	ES	Futures	2211.25	2211.25	2209.92	2210.45	1077.0
2015-10-25 18:05:00	ES	Futures	2210.72	2211.25	2210.72	2210.99	270.0
2015-10-25 18:10:00	ES	Futures	2210.72	2210.99	2210.45	2210.72	123.0
2015-10-25 18:15:00	ES	Futures	2210.45	2210.72	2210.18	2210.45	48.0
2015-10-25 18:20:00	ES	Futures	2210.45	2210.45	2209.11	2209.38	583.0
2015-10-25 18:25:00	ES	Futures	2209.65	2209.65	2209.11	2209.11	107.0
2015-10-25 18:30:00	ES	Futures	2209.11	2209.65	2209.11	2209.38	149.0
2015-10-25 18:35:00	ES	Futures	2209.65	2209.65	2209.38	2209.65	89.0
2015-10-25 18:40:00	ES	Futures	2209.65	2209.65	2209.11	2209.38	59.0
2015-10-25 18:45:00	ES	Futures	2209.38	2210.72	2209.38	2210.45	245.0
2015-10-25 18:50:00	ES	Futures	2210.18	2210.72	2210.18	2210.18	238.0
2015-10-25 18:55:00	ES	Futures	2210.45	2210.72	2210.45	2210.72	146.0
2015-10-25 19:00:00	ES	Futures	2210.45	2210.72	2210.18	2210.45	183.0
2015-10-25 19:05:00	ES	Futures	2210.45	2210.45	2210.18	2210.18	32.0
2015-10-25 19:10:00	ES	Futures	2210.18	2210.72	2209.92	2209.92	216.0
2015-10-25 19:15:00	ES	Futures	2210.18	2210.18	2209.65	2209.92	110.0
2015-10-25 19:20:00	ES	Futures	2209.92	2209.92	2209.65	2209.92	66.0
2015-10-25 19:25:00	ES	Futures	2209.92	2209.92	2209.38	2209.65	230.0
2015-10-25 19:30:00	ES	Futures	2209.65	2210.18	2209.38	2210.18	119.0
2015-10-25 19:35:00	ES	Futures	2210.18	2210.45	2209.92	2210.45	188.0
2015-10-25 19:40:00	ES	Futures	2210.45	2210.45	2210.18	2210.45	85.0
2015-10-25 19:45:00	ES	Futures	2210.45	2210.45	2209.38	2209.38	186.0
2015-10-25 19:50:00	ES	Futures	2209.38	2209.65	2209.11	2209.38	125.0
2015-10-25 19:55:00	ES	Futures	2209.38	2209.38	2208.31	2208.85	595.0
2015-10-25 20:00:00	ES	Futures	2208.85	2209.11	2206.7	2207.77	1528.0
2015-10-25 20:05:00	ES	Futures	2207.51	2208.31	2207.24	2208.04	605.0
2015-10-25 20:10:00	ES	Futures	2208.04	2208.04	2207.24	2207.24	500.0
2015-10-25 20:15:00	ES	Futures	2207.51	2208.04	2207.24	2207.24	212.0
2015-10-25 20:20:00	ES	Futures	2207.51	2208.31	2207.51	2207.77	316.0
2015-10-25 20:25:00	ES	Futures	2207.77	2207.77	2206.97	2207.51	464.0
2015-10-25 20:30:00	ES	Futures	2207.51	2208.85	2207.24	2208.58	826.0
2015-10-25 20:35:00	ES	Futures	2208.31	2209.11	2208.04	2209.11	678.0
2015-10-25 20:40:00	ES	Futures	2209.11	2210.99	2209.11	2210.72	1207.0
2015-10-25 20:45:00	ES	Futures	2210.72	2211.25	2210.45	2211.25	770.0
2015-10-25 20:50:00	ES	Futures	2211.25	2211.25	2210.45	2210.45	433.0
2015-10-25 20:55:00	ES	Futures	2210.45	2210.72	2210.45	2210.45	144.0
2015-10-25 21:00:00	ES	Futures	2210.45	2211.52	2210.45	2211.52	557.0
2015-10-25 21:05:00	ES	Futures	2211.25	2211.52	2210.99	2211.25	524.0
2015-10-25 21:10:00	ES	Futures	2211.25	2211.52	2210.72	2210.72	317.0
2015-10-25 21:15:00	ES	Futures	2210.72	2210.99	2209.92	2210.45	1035.0
2015-10-25 21:20:00	ES	Futures	2210.45	2210.72	2210.18	2210.45	375.0
2015-10-25 21:25:00	ES	Futures	2210.45	2210.45	2208.31	2209.11	1103.0
2015-10-25 21:30:00	ES	Futures	2209.11	2209.38	2208.58	2209.11	694.0
2015-10-25 21:35:00	ES	Futures	2209.11	2209.11	2208.04	2208.04	498.0
2015-10-25 21:40:00	ES	Futures	2208.31	2208.31	2207.51	2208.31	757.0
2015-10-25 21:45:00	ES	Futures	2208.04	2208.31	2207.51	2208.04	456.0
2015-10-25 21:50:00	ES	Futures	2208.04	2208.85	2208.04	2208.85	588.0
2015-10-25 21:55:00	ES	Futures	2208.58	2209.11	2207.77	2208.04	477.0
2015-10-25 22:00:00	ES	Futures	2207.77	2209.38	2207.77	2208.85	405.0
2015-10-25 22:05:00	ES	Futures	2208.58	2208.85	2207.77	2207.77	355.0

> showing 50 of 2,418 rows — these rows as CSV

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