PREVIEW / futures_5min / 2015-11-13

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-13.parquet
  size:    216 KB
  rows:    12,353

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
2015-11-13 00:00:00	ES	Futures	2185.03	2186.1	2184.76	2185.57	350.0
2015-11-13 00:05:00	ES	Futures	2185.83	2185.83	2185.3	2185.57	229.0
2015-11-13 00:10:00	ES	Futures	2185.57	2185.57	2184.76	2184.76	242.0
2015-11-13 00:15:00	ES	Futures	2185.03	2185.57	2184.5	2185.3	352.0
2015-11-13 00:20:00	ES	Futures	2185.03	2185.03	2184.23	2184.23	345.0
2015-11-13 00:25:00	ES	Futures	2184.23	2185.3	2184.23	2185.03	286.0
2015-11-13 00:30:00	ES	Futures	2185.3	2185.3	2184.76	2185.3	277.0
2015-11-13 00:35:00	ES	Futures	2185.57	2185.83	2185.3	2185.57	306.0
2015-11-13 00:40:00	ES	Futures	2185.57	2186.37	2185.57	2186.37	360.0
2015-11-13 00:45:00	ES	Futures	2186.64	2186.64	2186.1	2186.1	188.0
2015-11-13 00:50:00	ES	Futures	2186.1	2186.1	2185.03	2185.3	177.0
2015-11-13 00:55:00	ES	Futures	2185.3	2185.83	2185.03	2185.03	286.0
2015-11-13 01:00:00	ES	Futures	2185.3	2186.64	2185.3	2186.64	343.0
2015-11-13 01:05:00	ES	Futures	2186.64	2186.64	2186.1	2186.1	245.0
2015-11-13 01:10:00	ES	Futures	2186.1	2186.64	2186.1	2186.37	78.0
2015-11-13 01:15:00	ES	Futures	2186.37	2186.9	2185.83	2186.9	274.0
2015-11-13 01:20:00	ES	Futures	2186.9	2187.17	2186.64	2186.9	350.0
2015-11-13 01:25:00	ES	Futures	2187.17	2187.44	2186.9	2186.9	385.0
2015-11-13 01:30:00	ES	Futures	2186.9	2186.9	2186.37	2186.64	168.0
2015-11-13 01:35:00	ES	Futures	2186.37	2186.64	2185.57	2185.57	341.0
2015-11-13 01:40:00	ES	Futures	2185.57	2185.83	2185.03	2185.57	360.0
2015-11-13 01:45:00	ES	Futures	2185.3	2185.57	2185.03	2185.3	275.0
2015-11-13 01:50:00	ES	Futures	2185.03	2185.57	2185.03	2185.3	159.0
2015-11-13 01:55:00	ES	Futures	2185.03	2185.57	2184.76	2185.03	327.0
2015-11-13 02:00:00	ES	Futures	2185.03	2186.9	2185.03	2186.9	1363.0
2015-11-13 02:05:00	ES	Futures	2186.64	2186.9	2185.83	2186.1	407.0
2015-11-13 02:10:00	ES	Futures	2186.37	2187.44	2186.37	2186.9	1488.0
2015-11-13 02:15:00	ES	Futures	2186.9	2187.44	2186.64	2186.9	555.0
2015-11-13 02:20:00	ES	Futures	2186.9	2187.71	2186.37	2186.37	925.0
2015-11-13 02:25:00	ES	Futures	2186.37	2187.71	2186.37	2187.17	806.0
2015-11-13 02:30:00	ES	Futures	2186.9	2187.44	2184.76	2185.57	1588.0
2015-11-13 02:35:00	ES	Futures	2185.83	2186.9	2185.83	2186.64	888.0
2015-11-13 02:40:00	ES	Futures	2186.9	2187.44	2186.1	2186.64	927.0
2015-11-13 02:45:00	ES	Futures	2186.64	2188.24	2186.64	2187.71	2350.0
2015-11-13 02:50:00	ES	Futures	2187.44	2187.97	2186.9	2187.17	995.0
2015-11-13 02:55:00	ES	Futures	2187.17	2188.51	2187.17	2187.71	1648.0
2015-11-13 03:00:00	ES	Futures	2187.71	2188.51	2187.17	2188.24	2983.0
2015-11-13 03:05:00	ES	Futures	2188.24	2188.78	2185.3	2185.57	4439.0
2015-11-13 03:10:00	ES	Futures	2185.57	2186.37	2184.76	2184.76	4296.0
2015-11-13 03:15:00	ES	Futures	2184.76	2186.64	2184.5	2186.37	1837.0
2015-11-13 03:20:00	ES	Futures	2186.37	2187.44	2185.83	2186.1	1853.0
2015-11-13 03:25:00	ES	Futures	2186.1	2186.37	2184.76	2186.37	1704.0
2015-11-13 03:30:00	ES	Futures	2186.1	2189.31	2186.1	2188.78	2273.0
2015-11-13 03:35:00	ES	Futures	2188.78	2189.85	2188.51	2189.58	3097.0
2015-11-13 03:40:00	ES	Futures	2189.58	2189.85	2187.97	2188.51	1314.0
2015-11-13 03:45:00	ES	Futures	2188.24	2188.51	2186.9	2187.44	2279.0
2015-11-13 03:50:00	ES	Futures	2187.17	2187.71	2185.83	2186.37	1414.0
2015-11-13 03:55:00	ES	Futures	2186.64	2188.24	2186.37	2188.24	1191.0
2015-11-13 04:00:00	ES	Futures	2188.24	2188.51	2187.17	2187.71	1720.0
2015-11-13 04:05:00	ES	Futures	2187.71	2187.71	2186.1	2186.9	883.0

> showing 50 of 12,353 rows — these rows as CSV

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