PREVIEW / futures_5min / 2015-11-16

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-16.parquet
  size:    247 KB
  rows:    14,764

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
2015-11-16 00:00:00	ES	Futures	2151.85	2151.85	2150.51	2150.78	540.0
2015-11-16 00:05:00	ES	Futures	2150.51	2151.32	2150.51	2151.32	96.0
2015-11-16 00:10:00	ES	Futures	2151.32	2151.32	2150.25	2151.05	372.0
2015-11-16 00:15:00	ES	Futures	2150.78	2151.32	2150.78	2151.32	283.0
2015-11-16 00:20:00	ES	Futures	2151.32	2151.58	2151.05	2151.05	205.0
2015-11-16 00:25:00	ES	Futures	2150.78	2151.05	2150.51	2150.51	150.0
2015-11-16 00:30:00	ES	Futures	2150.51	2150.78	2149.71	2149.71	304.0
2015-11-16 00:35:00	ES	Futures	2149.98	2150.51	2149.44	2150.51	302.0
2015-11-16 00:40:00	ES	Futures	2150.51	2150.78	2149.98	2150.25	288.0
2015-11-16 00:45:00	ES	Futures	2150.25	2150.25	2149.71	2149.98	212.0
2015-11-16 00:50:00	ES	Futures	2149.98	2150.25	2149.71	2149.71	142.0
2015-11-16 00:55:00	ES	Futures	2149.98	2150.25	2149.98	2149.98	47.0
2015-11-16 01:00:00	ES	Futures	2150.25	2151.58	2149.98	2151.32	739.0
2015-11-16 01:05:00	ES	Futures	2151.32	2151.32	2150.51	2151.05	128.0
2015-11-16 01:10:00	ES	Futures	2151.32	2151.32	2150.25	2150.25	148.0
2015-11-16 01:15:00	ES	Futures	2150.51	2150.78	2149.44	2149.98	553.0
2015-11-16 01:20:00	ES	Futures	2149.98	2151.32	2149.98	2151.32	487.0
2015-11-16 01:25:00	ES	Futures	2151.32	2152.39	2150.78	2152.12	549.0
2015-11-16 01:30:00	ES	Futures	2152.12	2152.12	2151.32	2151.32	215.0
2015-11-16 01:35:00	ES	Futures	2151.32	2151.58	2150.78	2151.32	317.0
2015-11-16 01:40:00	ES	Futures	2151.58	2151.85	2151.32	2151.58	164.0
2015-11-16 01:45:00	ES	Futures	2151.58	2151.85	2151.05	2151.32	111.0
2015-11-16 01:50:00	ES	Futures	2151.32	2151.58	2150.78	2151.05	517.0
2015-11-16 01:55:00	ES	Futures	2151.05	2151.05	2149.71	2150.25	749.0
2015-11-16 02:00:00	ES	Futures	2150.25	2153.72	2149.18	2153.46	3218.0
2015-11-16 02:05:00	ES	Futures	2153.46	2155.86	2152.65	2155.6	2774.0
2015-11-16 02:10:00	ES	Futures	2155.6	2156.4	2155.6	2156.13	1749.0
2015-11-16 02:15:00	ES	Futures	2155.86	2158.01	2155.86	2157.2	2924.0
2015-11-16 02:20:00	ES	Futures	2157.2	2157.47	2155.6	2155.86	1576.0
2015-11-16 02:25:00	ES	Futures	2155.86	2156.13	2154.53	2155.06	1406.0
2015-11-16 02:30:00	ES	Futures	2155.33	2156.4	2155.33	2155.86	973.0
2015-11-16 02:35:00	ES	Futures	2155.6	2155.86	2154.79	2155.6	1165.0
2015-11-16 02:40:00	ES	Futures	2155.6	2155.86	2154.53	2155.33	834.0
2015-11-16 02:45:00	ES	Futures	2155.33	2156.67	2155.33	2156.4	1456.0
2015-11-16 02:50:00	ES	Futures	2156.67	2156.94	2155.86	2156.13	626.0
2015-11-16 02:55:00	ES	Futures	2156.13	2156.4	2155.33	2155.6	864.0
2015-11-16 03:00:00	ES	Futures	2155.86	2157.74	2155.33	2157.47	4880.0
2015-11-16 03:05:00	ES	Futures	2157.2	2158.54	2156.94	2157.47	5128.0
2015-11-16 03:10:00	ES	Futures	2157.74	2158.54	2157.2	2157.74	2261.0
2015-11-16 03:15:00	ES	Futures	2157.74	2158.81	2157.2	2157.74	2474.0
2015-11-16 03:20:00	ES	Futures	2157.74	2158.81	2157.74	2158.54	2146.0
2015-11-16 03:25:00	ES	Futures	2158.54	2159.88	2158.01	2159.61	4380.0
2015-11-16 03:30:00	ES	Futures	2159.61	2160.41	2159.08	2159.61	4247.0
2015-11-16 03:35:00	ES	Futures	2159.34	2161.48	2159.34	2160.95	3827.0
2015-11-16 03:40:00	ES	Futures	2160.68	2163.89	2160.68	2163.36	6182.0
2015-11-16 03:45:00	ES	Futures	2163.36	2164.43	2162.82	2163.36	3653.0
2015-11-16 03:50:00	ES	Futures	2163.09	2163.36	2160.68	2160.68	3945.0
2015-11-16 03:55:00	ES	Futures	2160.95	2161.75	2160.95	2161.48	1193.0
2015-11-16 04:00:00	ES	Futures	2161.22	2163.36	2161.22	2163.36	2022.0
2015-11-16 04:05:00	ES	Futures	2163.09	2166.3	2163.09	2165.77	5717.0

> showing 50 of 14,764 rows — these rows as CSV

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