PREVIEW / futures_5min / 2015-11-17

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-17.parquet
  size:    235 KB
  rows:    14,801

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
2015-11-17 00:00:00	ES	Futures	2195.47	2196.54	2195.47	2196.0	404.0
2015-11-17 00:05:00	ES	Futures	2196.0	2196.54	2195.73	2196.27	296.0
2015-11-17 00:10:00	ES	Futures	2196.27	2196.54	2196.0	2196.27	360.0
2015-11-17 00:15:00	ES	Futures	2196.0	2196.27	2195.47	2196.0	208.0
2015-11-17 00:20:00	ES	Futures	2196.0	2196.54	2195.73	2196.0	185.0
2015-11-17 00:25:00	ES	Futures	2196.0	2196.0	2195.73	2196.0	150.0
2015-11-17 00:30:00	ES	Futures	2195.73	2196.27	2195.73	2196.27	555.0
2015-11-17 00:35:00	ES	Futures	2196.27	2196.27	2196.0	2196.0	193.0
2015-11-17 00:40:00	ES	Futures	2196.0	2196.0	2195.47	2195.73	178.0
2015-11-17 00:45:00	ES	Futures	2195.73	2196.0	2194.93	2195.2	400.0
2015-11-17 00:50:00	ES	Futures	2194.93	2195.47	2194.93	2194.93	230.0
2015-11-17 00:55:00	ES	Futures	2194.93	2194.93	2194.13	2194.4	426.0
2015-11-17 01:00:00	ES	Futures	2194.13	2194.93	2193.86	2194.66	492.0
2015-11-17 01:05:00	ES	Futures	2194.4	2194.93	2194.4	2194.93	254.0
2015-11-17 01:10:00	ES	Futures	2194.93	2195.47	2194.66	2195.47	312.0
2015-11-17 01:15:00	ES	Futures	2195.47	2195.73	2194.93	2194.93	327.0
2015-11-17 01:20:00	ES	Futures	2194.93	2195.47	2194.66	2194.66	545.0
2015-11-17 01:25:00	ES	Futures	2194.66	2194.93	2194.13	2194.66	327.0
2015-11-17 01:30:00	ES	Futures	2194.66	2195.47	2194.66	2195.2	391.0
2015-11-17 01:35:00	ES	Futures	2195.2	2195.47	2195.2	2195.2	259.0
2015-11-17 01:40:00	ES	Futures	2195.2	2195.73	2195.2	2195.2	396.0
2015-11-17 01:45:00	ES	Futures	2195.2	2195.2	2194.66	2194.93	156.0
2015-11-17 01:50:00	ES	Futures	2194.93	2194.93	2194.4	2194.66	380.0
2015-11-17 01:55:00	ES	Futures	2194.66	2194.66	2194.13	2194.13	311.0
2015-11-17 02:00:00	ES	Futures	2194.13	2194.4	2193.06	2193.33	1172.0
2015-11-17 02:05:00	ES	Futures	2193.33	2193.33	2191.45	2191.99	2029.0
2015-11-17 02:10:00	ES	Futures	2191.72	2192.26	2190.65	2190.92	1085.0
2015-11-17 02:15:00	ES	Futures	2190.92	2191.19	2190.65	2190.92	762.0
2015-11-17 02:20:00	ES	Futures	2190.92	2191.45	2190.65	2190.92	1229.0
2015-11-17 02:25:00	ES	Futures	2190.92	2191.19	2190.38	2190.92	549.0
2015-11-17 02:30:00	ES	Futures	2191.19	2191.45	2190.11	2190.11	1158.0
2015-11-17 02:35:00	ES	Futures	2190.11	2190.65	2189.85	2190.38	868.0
2015-11-17 02:40:00	ES	Futures	2190.38	2191.72	2190.11	2191.19	1322.0
2015-11-17 02:45:00	ES	Futures	2191.45	2191.99	2191.19	2191.99	920.0
2015-11-17 02:50:00	ES	Futures	2191.99	2192.52	2191.99	2192.26	527.0
2015-11-17 02:55:00	ES	Futures	2192.26	2192.79	2191.72	2191.72	1067.0
2015-11-17 03:00:00	ES	Futures	2191.72	2191.72	2189.85	2189.85	3401.0
2015-11-17 03:05:00	ES	Futures	2189.85	2192.79	2189.58	2191.72	2827.0
2015-11-17 03:10:00	ES	Futures	2191.72	2193.59	2191.45	2191.45	2803.0
2015-11-17 03:15:00	ES	Futures	2191.45	2192.26	2190.65	2192.26	1865.0
2015-11-17 03:20:00	ES	Futures	2192.26	2192.26	2191.45	2191.99	1259.0
2015-11-17 03:25:00	ES	Futures	2191.99	2193.33	2190.92	2192.79	1897.0
2015-11-17 03:30:00	ES	Futures	2192.52	2193.59	2192.26	2193.06	2020.0
2015-11-17 03:35:00	ES	Futures	2193.06	2195.47	2192.79	2195.47	3511.0
2015-11-17 03:40:00	ES	Futures	2195.47	2197.07	2195.2	2196.8	3201.0
2015-11-17 03:45:00	ES	Futures	2196.8	2197.61	2195.47	2196.0	1796.0
2015-11-17 03:50:00	ES	Futures	2196.0	2197.07	2196.0	2196.0	1370.0
2015-11-17 03:55:00	ES	Futures	2196.27	2196.8	2195.47	2195.73	1013.0
2015-11-17 04:00:00	ES	Futures	2196.0	2196.27	2194.66	2195.2	2224.0
2015-11-17 04:05:00	ES	Futures	2195.2	2196.0	2194.66	2195.2	1472.0

> showing 50 of 14,801 rows — these rows as CSV

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