PREVIEW / futures_5min / 2015-11-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-09.parquet
  size:    240 KB
  rows:    14,808

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
2015-11-09 00:00:00	ES	Futures	2242.83	2242.83	2242.02	2242.56	326.0
2015-11-09 00:05:00	ES	Futures	2242.56	2243.63	2242.56	2243.09	512.0
2015-11-09 00:10:00	ES	Futures	2243.36	2243.9	2242.56	2243.63	218.0
2015-11-09 00:15:00	ES	Futures	2243.9	2243.9	2243.36	2243.63	218.0
2015-11-09 00:20:00	ES	Futures	2243.36	2243.63	2243.09	2243.09	114.0
2015-11-09 00:25:00	ES	Futures	2243.09	2243.63	2243.09	2243.63	272.0
2015-11-09 00:30:00	ES	Futures	2243.63	2243.9	2243.09	2243.09	175.0
2015-11-09 00:35:00	ES	Futures	2243.09	2243.09	2242.02	2242.02	662.0
2015-11-09 00:40:00	ES	Futures	2242.02	2242.29	2242.02	2242.02	337.0
2015-11-09 00:45:00	ES	Futures	2242.02	2242.02	2241.22	2241.76	697.0
2015-11-09 00:50:00	ES	Futures	2241.76	2242.29	2241.76	2242.29	269.0
2015-11-09 00:55:00	ES	Futures	2242.29	2242.83	2242.29	2242.83	436.0
2015-11-09 01:00:00	ES	Futures	2242.83	2243.09	2241.49	2241.76	308.0
2015-11-09 01:05:00	ES	Futures	2241.76	2242.29	2241.76	2241.76	266.0
2015-11-09 01:10:00	ES	Futures	2242.02	2242.02	2241.49	2241.49	88.0
2015-11-09 01:15:00	ES	Futures	2241.49	2242.02	2241.49	2242.02	200.0
2015-11-09 01:20:00	ES	Futures	2242.02	2242.02	2241.76	2241.76	28.0
2015-11-09 01:25:00	ES	Futures	2241.76	2242.02	2241.76	2241.76	121.0
2015-11-09 01:30:00	ES	Futures	2241.76	2242.29	2241.76	2241.76	55.0
2015-11-09 01:35:00	ES	Futures	2241.76	2242.29	2241.76	2242.29	93.0
2015-11-09 01:40:00	ES	Futures	2242.29	2242.29	2241.76	2241.76	52.0
2015-11-09 01:45:00	ES	Futures	2242.02	2242.02	2241.76	2242.02	20.0
2015-11-09 01:50:00	ES	Futures	2241.76	2242.02	2241.22	2241.49	171.0
2015-11-09 01:55:00	ES	Futures	2241.49	2241.49	2240.42	2240.42	646.0
2015-11-09 02:00:00	ES	Futures	2240.69	2240.69	2238.55	2238.55	1782.0
2015-11-09 02:05:00	ES	Futures	2238.55	2239.88	2238.55	2239.88	530.0
2015-11-09 02:10:00	ES	Futures	2239.62	2239.62	2239.08	2239.35	466.0
2015-11-09 02:15:00	ES	Futures	2239.35	2239.88	2239.08	2239.62	263.0
2015-11-09 02:20:00	ES	Futures	2239.62	2239.62	2238.81	2239.08	319.0
2015-11-09 02:25:00	ES	Futures	2239.08	2239.62	2238.81	2238.81	484.0
2015-11-09 02:30:00	ES	Futures	2238.81	2239.35	2238.81	2239.08	489.0
2015-11-09 02:35:00	ES	Futures	2239.08	2239.08	2238.81	2239.08	296.0
2015-11-09 02:40:00	ES	Futures	2239.08	2239.08	2238.81	2238.81	426.0
2015-11-09 02:45:00	ES	Futures	2238.81	2238.81	2238.28	2238.28	378.0
2015-11-09 02:50:00	ES	Futures	2238.55	2238.81	2238.01	2238.28	681.0
2015-11-09 02:55:00	ES	Futures	2238.01	2238.55	2237.74	2238.01	501.0
2015-11-09 03:00:00	ES	Futures	2237.74	2239.35	2237.48	2237.74	2447.0
2015-11-09 03:05:00	ES	Futures	2237.74	2238.01	2236.67	2237.48	2917.0
2015-11-09 03:10:00	ES	Futures	2237.48	2237.74	2235.6	2236.41	2094.0
2015-11-09 03:15:00	ES	Futures	2236.41	2236.94	2235.6	2236.67	1997.0
2015-11-09 03:20:00	ES	Futures	2236.67	2237.74	2236.41	2236.67	1112.0
2015-11-09 03:25:00	ES	Futures	2236.94	2238.01	2236.67	2237.21	1378.0
2015-11-09 03:30:00	ES	Futures	2237.48	2238.28	2236.67	2236.67	1662.0
2015-11-09 03:35:00	ES	Futures	2236.67	2236.67	2235.6	2236.14	1397.0
2015-11-09 03:40:00	ES	Futures	2235.87	2236.67	2235.34	2235.6	1443.0
2015-11-09 03:45:00	ES	Futures	2235.34	2236.14	2235.34	2235.87	1364.0
2015-11-09 03:50:00	ES	Futures	2235.87	2236.14	2234.26	2234.26	1361.0
2015-11-09 03:55:00	ES	Futures	2234.26	2234.8	2233.19	2234.8	2446.0
2015-11-09 04:00:00	ES	Futures	2234.53	2235.6	2234.53	2234.8	1083.0
2015-11-09 04:05:00	ES	Futures	2234.53	2236.41	2234.53	2235.87	1352.0

> showing 50 of 14,808 rows — these rows as CSV

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