PREVIEW / futures_5min / 2015-11-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-23.parquet
  size:    228 KB
  rows:    14,311

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
2015-11-23 00:00:00	ES	Futures	2237.21	2237.21	2236.14	2236.14	238.0
2015-11-23 00:05:00	ES	Futures	2236.41	2236.41	2235.6	2235.87	150.0
2015-11-23 00:10:00	ES	Futures	2236.14	2236.14	2235.6	2235.87	107.0
2015-11-23 00:15:00	ES	Futures	2235.87	2236.14	2235.6	2235.87	98.0
2015-11-23 00:20:00	ES	Futures	2235.87	2236.14	2235.87	2236.14	48.0
2015-11-23 00:25:00	ES	Futures	2235.87	2236.14	2235.6	2235.87	114.0
2015-11-23 00:30:00	ES	Futures	2235.87	2235.87	2235.34	2235.6	143.0
2015-11-23 00:35:00	ES	Futures	2235.6	2236.14	2235.6	2236.14	77.0
2015-11-23 00:40:00	ES	Futures	2236.14	2236.41	2235.6	2235.6	229.0
2015-11-23 00:45:00	ES	Futures	2235.87	2236.14	2235.6	2236.14	154.0
2015-11-23 00:50:00	ES	Futures	2236.14	2236.67	2235.87	2236.67	229.0
2015-11-23 00:55:00	ES	Futures	2236.67	2238.55	2236.67	2237.74	806.0
2015-11-23 01:00:00	ES	Futures	2237.74	2238.01	2237.48	2237.48	284.0
2015-11-23 01:05:00	ES	Futures	2237.48	2237.74	2236.67	2236.67	424.0
2015-11-23 01:10:00	ES	Futures	2236.67	2236.94	2236.41	2236.41	200.0
2015-11-23 01:15:00	ES	Futures	2236.41	2236.67	2236.14	2236.67	241.0
2015-11-23 01:20:00	ES	Futures	2236.41	2236.67	2236.14	2236.67	114.0
2015-11-23 01:25:00	ES	Futures	2236.67	2238.01	2236.67	2237.48	386.0
2015-11-23 01:30:00	ES	Futures	2237.48	2237.48	2236.94	2236.94	232.0
2015-11-23 01:35:00	ES	Futures	2236.94	2236.94	2236.41	2236.41	146.0
2015-11-23 01:40:00	ES	Futures	2236.41	2236.94	2236.41	2236.94	318.0
2015-11-23 01:45:00	ES	Futures	2236.94	2237.21	2236.67	2237.21	216.0
2015-11-23 01:50:00	ES	Futures	2237.21	2237.48	2236.67	2236.94	234.0
2015-11-23 01:55:00	ES	Futures	2237.21	2237.21	2236.67	2237.21	329.0
2015-11-23 02:00:00	ES	Futures	2236.94	2238.01	2236.14	2236.41	743.0
2015-11-23 02:05:00	ES	Futures	2236.41	2236.94	2236.41	2236.41	197.0
2015-11-23 02:10:00	ES	Futures	2236.14	2236.67	2235.87	2236.67	550.0
2015-11-23 02:15:00	ES	Futures	2236.67	2236.67	2235.6	2235.87	392.0
2015-11-23 02:20:00	ES	Futures	2235.87	2235.87	2234.8	2234.8	340.0
2015-11-23 02:25:00	ES	Futures	2235.07	2235.07	2234.26	2234.8	475.0
2015-11-23 02:30:00	ES	Futures	2234.8	2235.07	2234.53	2234.53	249.0
2015-11-23 02:35:00	ES	Futures	2234.53	2234.8	2234.53	2234.53	98.0
2015-11-23 02:40:00	ES	Futures	2234.53	2234.53	2234.0	2234.26	482.0
2015-11-23 02:45:00	ES	Futures	2234.53	2234.8	2234.53	2234.8	269.0
2015-11-23 02:50:00	ES	Futures	2234.8	2235.07	2234.53	2234.53	270.0
2015-11-23 02:55:00	ES	Futures	2234.8	2234.8	2234.26	2234.53	419.0
2015-11-23 03:00:00	ES	Futures	2234.53	2234.8	2233.19	2234.53	2709.0
2015-11-23 03:05:00	ES	Futures	2234.26	2235.34	2233.19	2234.0	3004.0
2015-11-23 03:10:00	ES	Futures	2234.26	2234.53	2232.66	2233.19	1848.0
2015-11-23 03:15:00	ES	Futures	2232.93	2233.46	2231.59	2231.86	2481.0
2015-11-23 03:20:00	ES	Futures	2232.12	2232.12	2229.72	2231.05	2524.0
2015-11-23 03:25:00	ES	Futures	2231.05	2231.59	2230.79	2230.79	1392.0
2015-11-23 03:30:00	ES	Futures	2231.05	2231.32	2229.72	2230.25	1721.0
2015-11-23 03:35:00	ES	Futures	2230.52	2231.32	2230.25	2230.52	839.0
2015-11-23 03:40:00	ES	Futures	2230.52	2231.59	2229.45	2230.25	947.0
2015-11-23 03:45:00	ES	Futures	2230.25	2231.32	2229.98	2230.79	714.0
2015-11-23 03:50:00	ES	Futures	2230.79	2231.59	2229.98	2231.59	938.0
2015-11-23 03:55:00	ES	Futures	2231.59	2232.39	2231.32	2231.86	1197.0
2015-11-23 04:00:00	ES	Futures	2231.86	2232.66	2231.32	2231.59	1097.0
2015-11-23 04:05:00	ES	Futures	2231.86	2233.19	2231.86	2233.19	1024.0

> showing 50 of 14,311 rows — these rows as CSV

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