PREVIEW / futures_5min / 2015-10-30

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-30.parquet
  size:    215 KB
  rows:    12,462

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
2015-10-30 00:00:00	ES	Futures	2237.21	2238.28	2236.67	2238.01	1474.0
2015-10-30 00:05:00	ES	Futures	2238.01	2238.81	2237.74	2238.01	1076.0
2015-10-30 00:10:00	ES	Futures	2238.28	2240.95	2238.28	2240.42	3148.0
2015-10-30 00:15:00	ES	Futures	2240.42	2240.95	2240.15	2240.42	1279.0
2015-10-30 00:20:00	ES	Futures	2240.42	2240.42	2239.35	2239.62	592.0
2015-10-30 00:25:00	ES	Futures	2239.62	2240.42	2239.08	2239.62	708.0
2015-10-30 00:30:00	ES	Futures	2239.88	2240.69	2239.62	2239.88	1173.0
2015-10-30 00:35:00	ES	Futures	2240.15	2240.69	2239.88	2240.42	607.0
2015-10-30 00:40:00	ES	Futures	2240.69	2240.95	2240.15	2240.42	561.0
2015-10-30 00:45:00	ES	Futures	2240.42	2240.69	2240.42	2240.69	819.0
2015-10-30 00:50:00	ES	Futures	2240.95	2240.95	2240.42	2240.42	911.0
2015-10-30 00:55:00	ES	Futures	2240.42	2242.02	2240.15	2240.95	2187.0
2015-10-30 01:00:00	ES	Futures	2240.95	2242.02	2240.95	2241.49	932.0
2015-10-30 01:05:00	ES	Futures	2241.49	2241.76	2240.69	2240.69	1069.0
2015-10-30 01:10:00	ES	Futures	2240.69	2241.22	2240.69	2240.69	765.0
2015-10-30 01:15:00	ES	Futures	2240.69	2241.22	2240.69	2240.95	243.0
2015-10-30 01:20:00	ES	Futures	2240.95	2240.95	2240.42	2240.69	624.0
2015-10-30 01:25:00	ES	Futures	2240.42	2240.95	2239.62	2239.88	994.0
2015-10-30 01:30:00	ES	Futures	2240.15	2240.15	2239.35	2239.35	394.0
2015-10-30 01:35:00	ES	Futures	2239.62	2239.62	2238.81	2239.08	646.0
2015-10-30 01:40:00	ES	Futures	2239.08	2239.35	2238.28	2238.55	385.0
2015-10-30 01:45:00	ES	Futures	2238.81	2239.62	2238.55	2239.62	425.0
2015-10-30 01:50:00	ES	Futures	2239.62	2239.88	2238.55	2238.81	543.0
2015-10-30 01:55:00	ES	Futures	2238.81	2239.62	2238.55	2239.08	693.0
2015-10-30 02:00:00	ES	Futures	2238.81	2239.35	2237.48	2237.48	959.0
2015-10-30 02:05:00	ES	Futures	2237.74	2239.08	2237.48	2238.81	483.0
2015-10-30 02:10:00	ES	Futures	2238.81	2239.35	2238.55	2239.08	362.0
2015-10-30 02:15:00	ES	Futures	2238.81	2239.08	2237.48	2237.48	478.0
2015-10-30 02:20:00	ES	Futures	2237.74	2238.01	2236.94	2237.74	644.0
2015-10-30 02:25:00	ES	Futures	2237.74	2238.28	2237.48	2237.74	285.0
2015-10-30 02:30:00	ES	Futures	2238.01	2238.55	2237.48	2238.01	141.0
2015-10-30 02:35:00	ES	Futures	2238.01	2238.01	2237.21	2237.48	295.0
2015-10-30 02:40:00	ES	Futures	2237.48	2237.74	2236.94	2237.21	427.0
2015-10-30 02:45:00	ES	Futures	2237.48	2238.01	2237.21	2237.74	309.0
2015-10-30 02:50:00	ES	Futures	2238.01	2238.28	2237.74	2238.01	144.0
2015-10-30 02:55:00	ES	Futures	2238.01	2238.55	2238.01	2238.01	241.0
2015-10-30 03:00:00	ES	Futures	2238.01	2238.01	2236.41	2236.41	1055.0
2015-10-30 03:05:00	ES	Futures	2236.67	2236.94	2236.41	2236.94	492.0
2015-10-30 03:10:00	ES	Futures	2236.94	2238.01	2236.67	2237.48	518.0
2015-10-30 03:15:00	ES	Futures	2237.48	2238.01	2236.94	2237.74	644.0
2015-10-30 03:20:00	ES	Futures	2237.74	2238.01	2237.48	2237.74	151.0
2015-10-30 03:25:00	ES	Futures	2237.74	2238.81	2237.48	2238.81	704.0
2015-10-30 03:30:00	ES	Futures	2238.81	2240.15	2238.81	2239.35	1814.0
2015-10-30 03:35:00	ES	Futures	2239.35	2240.15	2239.08	2239.35	865.0
2015-10-30 03:40:00	ES	Futures	2239.35	2239.62	2238.55	2239.08	474.0
2015-10-30 03:45:00	ES	Futures	2238.81	2239.62	2238.55	2238.55	875.0
2015-10-30 03:50:00	ES	Futures	2238.81	2239.08	2237.21	2237.48	1460.0
2015-10-30 03:55:00	ES	Futures	2237.21	2237.74	2236.94	2237.21	919.0
2015-10-30 04:00:00	ES	Futures	2236.94	2238.01	2236.41	2236.41	2988.0
2015-10-30 04:05:00	ES	Futures	2236.41	2238.28	2236.14	2238.01	2705.0

> showing 50 of 12,462 rows — these rows as CSV

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