PREVIEW / futures_5min / 2015-11-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-01.parquet
  size:    44 KB
  rows:    2,499

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
2015-11-01 18:00:00	ES	Futures	2218.75	2219.82	2216.87	2218.21	1986.0
2015-11-01 18:05:00	ES	Futures	2218.48	2218.48	2217.14	2217.41	1362.0
2015-11-01 18:10:00	ES	Futures	2217.41	2217.68	2216.87	2217.41	464.0
2015-11-01 18:15:00	ES	Futures	2217.41	2217.68	2216.87	2217.14	537.0
2015-11-01 18:20:00	ES	Futures	2217.14	2217.14	2214.46	2214.73	1361.0
2015-11-01 18:25:00	ES	Futures	2214.73	2215.0	2214.73	2215.0	294.0
2015-11-01 18:30:00	ES	Futures	2215.0	2215.0	2210.99	2212.86	2592.0
2015-11-01 18:35:00	ES	Futures	2212.86	2213.13	2212.59	2212.86	1453.0
2015-11-01 18:40:00	ES	Futures	2212.86	2213.93	2212.32	2213.39	805.0
2015-11-01 18:45:00	ES	Futures	2213.39	2213.66	2212.06	2213.66	766.0
2015-11-01 18:50:00	ES	Futures	2213.66	2214.2	2213.13	2213.66	431.0
2015-11-01 18:55:00	ES	Futures	2213.66	2213.93	2213.66	2213.93	290.0
2015-11-01 19:00:00	ES	Futures	2213.93	2214.73	2213.39	2213.93	1148.0
2015-11-01 19:05:00	ES	Futures	2213.93	2213.93	2212.86	2213.93	1188.0
2015-11-01 19:10:00	ES	Futures	2213.93	2213.93	2212.86	2213.39	867.0
2015-11-01 19:15:00	ES	Futures	2213.39	2213.66	2212.86	2213.39	476.0
2015-11-01 19:20:00	ES	Futures	2213.39	2213.66	2213.13	2213.39	502.0
2015-11-01 19:25:00	ES	Futures	2213.39	2213.93	2213.13	2213.66	433.0
2015-11-01 19:30:00	ES	Futures	2213.66	2213.66	2213.13	2213.13	269.0
2015-11-01 19:35:00	ES	Futures	2213.39	2213.93	2213.13	2213.66	488.0
2015-11-01 19:40:00	ES	Futures	2213.66	2213.93	2213.39	2213.66	101.0
2015-11-01 19:45:00	ES	Futures	2213.93	2213.93	2213.39	2213.66	236.0
2015-11-01 19:50:00	ES	Futures	2213.66	2213.93	2213.39	2213.39	516.0
2015-11-01 19:55:00	ES	Futures	2213.39	2213.66	2212.59	2212.86	859.0
2015-11-01 20:00:00	ES	Futures	2212.86	2213.13	2212.86	2213.13	356.0
2015-11-01 20:05:00	ES	Futures	2213.13	2213.39	2212.86	2213.39	172.0
2015-11-01 20:10:00	ES	Futures	2213.39	2213.39	2212.32	2212.86	911.0
2015-11-01 20:15:00	ES	Futures	2212.86	2212.86	2211.79	2212.06	592.0
2015-11-01 20:20:00	ES	Futures	2211.79	2212.32	2211.52	2211.52	969.0
2015-11-01 20:25:00	ES	Futures	2211.79	2212.06	2211.52	2211.52	461.0
2015-11-01 20:30:00	ES	Futures	2211.52	2212.06	2211.52	2211.79	604.0
2015-11-01 20:35:00	ES	Futures	2212.06	2212.32	2211.52	2212.06	789.0
2015-11-01 20:40:00	ES	Futures	2212.06	2212.06	2210.72	2210.99	1599.0
2015-11-01 20:45:00	ES	Futures	2211.25	2215.0	2210.99	2212.06	5276.0
2015-11-01 20:50:00	ES	Futures	2212.32	2213.39	2210.99	2211.52	1020.0
2015-11-01 20:55:00	ES	Futures	2211.52	2212.06	2211.25	2212.06	580.0
2015-11-01 21:00:00	ES	Futures	2212.06	2212.32	2211.52	2212.06	947.0
2015-11-01 21:05:00	ES	Futures	2211.79	2212.06	2210.99	2211.79	557.0
2015-11-01 21:10:00	ES	Futures	2212.06	2212.06	2211.52	2211.79	388.0
2015-11-01 21:15:00	ES	Futures	2212.06	2212.06	2211.25	2212.06	220.0
2015-11-01 21:20:00	ES	Futures	2212.06	2212.06	2211.52	2211.79	251.0
2015-11-01 21:25:00	ES	Futures	2211.79	2212.59	2211.79	2212.06	398.0
2015-11-01 21:30:00	ES	Futures	2212.32	2212.86	2211.79	2212.06	466.0
2015-11-01 21:35:00	ES	Futures	2212.06	2212.59	2212.06	2212.06	330.0
2015-11-01 21:40:00	ES	Futures	2212.32	2212.32	2211.79	2212.32	231.0
2015-11-01 21:45:00	ES	Futures	2212.32	2212.32	2212.06	2212.32	276.0
2015-11-01 21:50:00	ES	Futures	2212.32	2212.32	2212.06	2212.06	160.0
2015-11-01 21:55:00	ES	Futures	2212.06	2212.32	2211.79	2212.06	548.0
2015-11-01 22:00:00	ES	Futures	2212.06	2212.32	2211.79	2212.06	220.0
2015-11-01 22:05:00	ES	Futures	2212.06	2213.13	2211.79	2212.32	1230.0

> showing 50 of 2,499 rows — these rows as CSV

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