PREVIEW / futures_5min / 2015-10-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-27.parquet
  size:    217 KB
  rows:    14,381

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
2015-10-27 00:00:00	ES	Futures	2203.23	2203.49	2203.23	2203.23	205.0
2015-10-27 00:05:00	ES	Futures	2203.49	2203.49	2202.69	2202.96	428.0
2015-10-27 00:10:00	ES	Futures	2202.69	2202.96	2202.42	2202.69	147.0
2015-10-27 00:15:00	ES	Futures	2202.69	2203.23	2202.69	2202.69	102.0
2015-10-27 00:20:00	ES	Futures	2202.69	2202.96	2202.42	2202.69	207.0
2015-10-27 00:25:00	ES	Futures	2202.69	2202.96	2202.16	2202.16	324.0
2015-10-27 00:30:00	ES	Futures	2202.42	2202.42	2201.35	2201.89	685.0
2015-10-27 00:35:00	ES	Futures	2202.16	2202.42	2201.89	2202.16	189.0
2015-10-27 00:40:00	ES	Futures	2202.16	2202.42	2201.89	2202.16	168.0
2015-10-27 00:45:00	ES	Futures	2202.16	2202.42	2201.89	2202.42	265.0
2015-10-27 00:50:00	ES	Futures	2202.16	2202.69	2202.16	2202.42	54.0
2015-10-27 00:55:00	ES	Futures	2202.42	2202.42	2201.89	2202.42	268.0
2015-10-27 01:00:00	ES	Futures	2202.42	2202.69	2202.42	2202.42	195.0
2015-10-27 01:05:00	ES	Futures	2202.69	2202.96	2202.16	2202.96	454.0
2015-10-27 01:10:00	ES	Futures	2203.23	2203.49	2202.69	2203.23	466.0
2015-10-27 01:15:00	ES	Futures	2203.23	2204.03	2203.23	2203.76	374.0
2015-10-27 01:20:00	ES	Futures	2203.76	2204.56	2203.76	2203.76	369.0
2015-10-27 01:25:00	ES	Futures	2204.03	2204.3	2203.76	2203.76	344.0
2015-10-27 01:30:00	ES	Futures	2203.76	2204.03	2203.23	2203.49	245.0
2015-10-27 01:35:00	ES	Futures	2203.49	2204.03	2203.23	2203.23	259.0
2015-10-27 01:40:00	ES	Futures	2203.23	2203.49	2202.69	2202.96	288.0
2015-10-27 01:45:00	ES	Futures	2203.23	2203.23	2202.42	2202.69	237.0
2015-10-27 01:50:00	ES	Futures	2202.69	2203.23	2202.16	2202.69	642.0
2015-10-27 01:55:00	ES	Futures	2202.96	2203.49	2202.96	2203.49	299.0
2015-10-27 02:00:00	ES	Futures	2203.49	2204.3	2203.49	2203.76	483.0
2015-10-27 02:05:00	ES	Futures	2204.03	2204.83	2203.76	2204.83	442.0
2015-10-27 02:10:00	ES	Futures	2204.83	2205.63	2204.03	2205.37	489.0
2015-10-27 02:15:00	ES	Futures	2205.63	2206.7	2205.37	2206.17	748.0
2015-10-27 02:20:00	ES	Futures	2206.17	2206.17	2205.37	2205.37	192.0
2015-10-27 02:25:00	ES	Futures	2205.37	2205.9	2205.37	2205.63	74.0
2015-10-27 02:30:00	ES	Futures	2205.63	2206.17	2205.63	2206.17	215.0
2015-10-27 02:35:00	ES	Futures	2206.17	2206.44	2205.9	2206.17	283.0
2015-10-27 02:40:00	ES	Futures	2206.17	2206.7	2205.9	2206.44	675.0
2015-10-27 02:45:00	ES	Futures	2206.7	2206.97	2206.44	2206.97	251.0
2015-10-27 02:50:00	ES	Futures	2206.7	2206.97	2206.17	2206.44	214.0
2015-10-27 02:55:00	ES	Futures	2206.44	2206.44	2205.63	2205.63	246.0
2015-10-27 03:00:00	ES	Futures	2205.9	2206.97	2205.37	2205.9	881.0
2015-10-27 03:05:00	ES	Futures	2205.9	2206.17	2205.37	2205.63	476.0
2015-10-27 03:10:00	ES	Futures	2205.63	2206.17	2205.37	2206.17	354.0
2015-10-27 03:15:00	ES	Futures	2205.9	2206.44	2205.63	2206.44	246.0
2015-10-27 03:20:00	ES	Futures	2206.44	2206.44	2205.9	2206.17	298.0
2015-10-27 03:25:00	ES	Futures	2206.17	2206.17	2205.1	2205.1	468.0
2015-10-27 03:30:00	ES	Futures	2204.83	2205.37	2204.83	2205.1	551.0
2015-10-27 03:35:00	ES	Futures	2205.1	2205.37	2204.56	2205.1	642.0
2015-10-27 03:40:00	ES	Futures	2205.1	2205.37	2204.56	2204.83	408.0
2015-10-27 03:45:00	ES	Futures	2204.83	2206.44	2204.83	2206.44	668.0
2015-10-27 03:50:00	ES	Futures	2206.17	2206.17	2205.37	2205.9	465.0
2015-10-27 03:55:00	ES	Futures	2205.9	2206.17	2205.37	2205.63	621.0
2015-10-27 04:00:00	ES	Futures	2205.9	2206.44	2204.03	2204.3	1499.0
2015-10-27 04:05:00	ES	Futures	2204.56	2204.83	2203.76	2204.83	1524.0

> showing 50 of 14,381 rows — these rows as CSV

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