PREVIEW / futures_5min / 2015-10-26

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-26.parquet
  size:    212 KB
  rows:    14,425

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
2015-10-26 00:00:00	ES	Futures	2207.24	2207.24	2206.7	2206.7	205.0
2015-10-26 00:05:00	ES	Futures	2206.97	2206.97	2206.44	2206.44	406.0
2015-10-26 00:10:00	ES	Futures	2206.7	2206.97	2206.44	2206.7	174.0
2015-10-26 00:15:00	ES	Futures	2206.97	2206.97	2206.7	2206.97	149.0
2015-10-26 00:20:00	ES	Futures	2206.7	2207.51	2206.7	2207.51	170.0
2015-10-26 00:25:00	ES	Futures	2207.24	2207.51	2206.7	2206.7	181.0
2015-10-26 00:30:00	ES	Futures	2206.7	2206.97	2206.44	2206.44	84.0
2015-10-26 00:35:00	ES	Futures	2206.7	2206.7	2206.44	2206.44	63.0
2015-10-26 00:40:00	ES	Futures	2206.44	2206.7	2206.44	2206.7	117.0
2015-10-26 00:45:00	ES	Futures	2206.7	2206.97	2206.44	2206.7	307.0
2015-10-26 00:50:00	ES	Futures	2206.7	2207.51	2206.44	2207.51	390.0
2015-10-26 00:55:00	ES	Futures	2207.51	2207.51	2206.97	2206.97	106.0
2015-10-26 01:00:00	ES	Futures	2207.24	2208.31	2206.97	2207.24	649.0
2015-10-26 01:05:00	ES	Futures	2207.51	2207.51	2206.97	2206.97	129.0
2015-10-26 01:10:00	ES	Futures	2206.97	2207.51	2206.97	2207.24	108.0
2015-10-26 01:15:00	ES	Futures	2207.24	2207.24	2206.7	2206.97	159.0
2015-10-26 01:20:00	ES	Futures	2207.24	2208.58	2207.24	2208.04	401.0
2015-10-26 01:25:00	ES	Futures	2208.04	2208.85	2207.77	2208.31	329.0
2015-10-26 01:30:00	ES	Futures	2208.31	2208.31	2206.44	2206.7	412.0
2015-10-26 01:35:00	ES	Futures	2206.7	2206.97	2206.44	2206.44	105.0
2015-10-26 01:40:00	ES	Futures	2206.7	2206.7	2205.9	2206.17	481.0
2015-10-26 01:45:00	ES	Futures	2206.17	2206.97	2205.9	2206.44	333.0
2015-10-26 01:50:00	ES	Futures	2206.44	2206.44	2205.9	2206.17	331.0
2015-10-26 01:55:00	ES	Futures	2206.17	2206.44	2205.9	2205.9	328.0
2015-10-26 02:00:00	ES	Futures	2206.17	2206.17	2205.9	2205.9	357.0
2015-10-26 02:05:00	ES	Futures	2205.9	2206.97	2205.9	2206.97	532.0
2015-10-26 02:10:00	ES	Futures	2206.97	2207.51	2206.44	2206.7	255.0
2015-10-26 02:15:00	ES	Futures	2206.7	2207.24	2206.44	2207.24	165.0
2015-10-26 02:20:00	ES	Futures	2207.24	2207.24	2206.44	2206.44	165.0
2015-10-26 02:25:00	ES	Futures	2206.17	2206.17	2205.63	2205.9	346.0
2015-10-26 02:30:00	ES	Futures	2205.9	2206.44	2205.63	2206.17	233.0
2015-10-26 02:35:00	ES	Futures	2206.17	2207.24	2205.9	2206.7	1083.0
2015-10-26 02:40:00	ES	Futures	2206.44	2206.97	2206.44	2206.7	78.0
2015-10-26 02:45:00	ES	Futures	2206.7	2206.97	2206.44	2206.44	95.0
2015-10-26 02:50:00	ES	Futures	2206.44	2206.97	2205.9	2205.9	475.0
2015-10-26 02:55:00	ES	Futures	2205.9	2206.97	2205.9	2206.97	262.0
2015-10-26 03:00:00	ES	Futures	2206.97	2207.77	2206.17	2207.24	1469.0
2015-10-26 03:05:00	ES	Futures	2207.24	2208.04	2205.9	2206.44	1004.0
2015-10-26 03:10:00	ES	Futures	2206.7	2207.51	2206.7	2207.24	602.0
2015-10-26 03:15:00	ES	Futures	2207.24	2207.24	2205.9	2206.97	820.0
2015-10-26 03:20:00	ES	Futures	2206.97	2206.97	2206.44	2206.97	253.0
2015-10-26 03:25:00	ES	Futures	2206.7	2206.7	2205.9	2206.17	357.0
2015-10-26 03:30:00	ES	Futures	2206.17	2207.24	2206.17	2206.97	489.0
2015-10-26 03:35:00	ES	Futures	2206.7	2207.24	2206.17	2206.7	279.0
2015-10-26 03:40:00	ES	Futures	2206.7	2206.97	2205.9	2206.44	488.0
2015-10-26 03:45:00	ES	Futures	2206.44	2206.97	2205.9	2206.44	554.0
2015-10-26 03:50:00	ES	Futures	2206.7	2206.7	2205.9	2206.44	486.0
2015-10-26 03:55:00	ES	Futures	2206.44	2206.7	2205.63	2206.17	1348.0
2015-10-26 04:00:00	ES	Futures	2206.44	2206.97	2205.37	2205.63	1465.0
2015-10-26 04:05:00	ES	Futures	2205.63	2205.9	2204.3	2204.83	1789.0

> showing 50 of 14,425 rows — these rows as CSV

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