PREVIEW / futures_5min / 2015-11-02

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-02.parquet
  size:    231 KB
  rows:    14,538

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
2015-11-02 00:00:00	ES	Futures	2210.45	2210.72	2209.92	2210.45	355.0
2015-11-02 00:05:00	ES	Futures	2210.72	2211.25	2210.18	2211.25	321.0
2015-11-02 00:10:00	ES	Futures	2211.25	2211.25	2210.18	2210.45	245.0
2015-11-02 00:15:00	ES	Futures	2210.72	2210.72	2209.92	2210.18	302.0
2015-11-02 00:20:00	ES	Futures	2210.18	2210.45	2209.92	2210.18	325.0
2015-11-02 00:25:00	ES	Futures	2209.92	2210.18	2209.65	2209.65	301.0
2015-11-02 00:30:00	ES	Futures	2209.65	2209.92	2209.38	2209.92	345.0
2015-11-02 00:35:00	ES	Futures	2209.92	2210.45	2209.92	2210.18	247.0
2015-11-02 00:40:00	ES	Futures	2210.18	2210.45	2209.92	2210.18	252.0
2015-11-02 00:45:00	ES	Futures	2210.18	2210.45	2209.92	2210.18	125.0
2015-11-02 00:50:00	ES	Futures	2210.18	2210.72	2210.18	2210.45	198.0
2015-11-02 00:55:00	ES	Futures	2210.72	2210.72	2210.18	2210.45	157.0
2015-11-02 01:00:00	ES	Futures	2210.45	2210.45	2209.92	2210.45	247.0
2015-11-02 01:05:00	ES	Futures	2210.45	2210.99	2210.18	2210.99	164.0
2015-11-02 01:10:00	ES	Futures	2210.72	2211.25	2210.72	2211.25	460.0
2015-11-02 01:15:00	ES	Futures	2211.25	2211.52	2210.72	2210.99	457.0
2015-11-02 01:20:00	ES	Futures	2210.99	2211.79	2210.72	2211.25	570.0
2015-11-02 01:25:00	ES	Futures	2211.52	2211.52	2211.25	2211.25	50.0
2015-11-02 01:30:00	ES	Futures	2211.25	2211.52	2211.25	2211.25	403.0
2015-11-02 01:35:00	ES	Futures	2211.25	2211.52	2210.99	2211.25	211.0
2015-11-02 01:40:00	ES	Futures	2210.99	2211.25	2210.72	2210.99	91.0
2015-11-02 01:45:00	ES	Futures	2210.72	2211.25	2210.72	2211.25	315.0
2015-11-02 01:50:00	ES	Futures	2210.99	2211.52	2210.72	2210.99	398.0
2015-11-02 01:55:00	ES	Futures	2210.99	2211.52	2210.45	2211.25	460.0
2015-11-02 02:00:00	ES	Futures	2211.52	2211.52	2209.65	2210.18	1488.0
2015-11-02 02:05:00	ES	Futures	2209.92	2210.99	2209.92	2210.72	840.0
2015-11-02 02:10:00	ES	Futures	2210.45	2210.99	2210.45	2210.45	476.0
2015-11-02 02:15:00	ES	Futures	2210.45	2210.99	2210.45	2210.99	402.0
2015-11-02 02:20:00	ES	Futures	2210.99	2211.25	2210.72	2210.99	311.0
2015-11-02 02:25:00	ES	Futures	2210.72	2211.25	2210.72	2211.25	359.0
2015-11-02 02:30:00	ES	Futures	2210.99	2211.52	2210.72	2211.25	473.0
2015-11-02 02:35:00	ES	Futures	2211.52	2211.52	2210.72	2210.99	662.0
2015-11-02 02:40:00	ES	Futures	2210.99	2211.52	2210.72	2210.72	393.0
2015-11-02 02:45:00	ES	Futures	2210.72	2210.99	2210.72	2210.99	588.0
2015-11-02 02:50:00	ES	Futures	2210.72	2211.52	2210.72	2211.25	1055.0
2015-11-02 02:55:00	ES	Futures	2211.25	2211.52	2210.72	2211.52	1156.0
2015-11-02 03:00:00	ES	Futures	2211.52	2211.79	2210.72	2211.25	2588.0
2015-11-02 03:05:00	ES	Futures	2211.25	2211.52	2209.65	2211.25	4142.0
2015-11-02 03:10:00	ES	Futures	2210.99	2212.06	2210.72	2211.79	2352.0
2015-11-02 03:15:00	ES	Futures	2211.79	2212.59	2210.99	2211.79	2593.0
2015-11-02 03:20:00	ES	Futures	2211.79	2212.59	2211.52	2212.06	1622.0
2015-11-02 03:25:00	ES	Futures	2212.06	2212.86	2210.72	2212.86	3181.0
2015-11-02 03:30:00	ES	Futures	2212.59	2213.66	2212.59	2213.13	1900.0
2015-11-02 03:35:00	ES	Futures	2212.86	2213.39	2212.32	2213.39	1288.0
2015-11-02 03:40:00	ES	Futures	2213.39	2213.66	2211.79	2212.86	2690.0
2015-11-02 03:45:00	ES	Futures	2212.86	2213.93	2212.32	2213.66	1350.0
2015-11-02 03:50:00	ES	Futures	2213.66	2213.66	2212.59	2213.13	518.0
2015-11-02 03:55:00	ES	Futures	2213.13	2215.0	2213.13	2214.46	2642.0
2015-11-02 04:00:00	ES	Futures	2214.46	2214.73	2213.13	2213.66	1105.0
2015-11-02 04:05:00	ES	Futures	2213.66	2214.2	2213.39	2213.39	988.0

> showing 50 of 14,538 rows — these rows as CSV

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