PREVIEW / futures_5min / 2015-11-25

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-25.parquet
  size:    213 KB
  rows:    13,931

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
2015-11-25 00:00:00	ES	Futures	2232.39	2232.93	2232.39	2232.39	335.0
2015-11-25 00:05:00	ES	Futures	2232.39	2232.93	2232.39	2232.66	186.0
2015-11-25 00:10:00	ES	Futures	2232.66	2232.93	2232.12	2232.39	290.0
2015-11-25 00:15:00	ES	Futures	2232.39	2233.19	2232.12	2233.19	222.0
2015-11-25 00:20:00	ES	Futures	2233.19	2233.19	2232.66	2232.93	84.0
2015-11-25 00:25:00	ES	Futures	2232.93	2233.19	2232.93	2232.93	207.0
2015-11-25 00:30:00	ES	Futures	2233.19	2233.46	2232.93	2232.93	159.0
2015-11-25 00:35:00	ES	Futures	2232.93	2233.46	2232.93	2233.19	168.0
2015-11-25 00:40:00	ES	Futures	2233.46	2234.0	2233.19	2233.46	437.0
2015-11-25 00:45:00	ES	Futures	2233.73	2233.73	2233.46	2233.46	100.0
2015-11-25 00:50:00	ES	Futures	2233.73	2233.73	2233.46	2233.73	147.0
2015-11-25 00:55:00	ES	Futures	2233.73	2234.26	2233.46	2234.0	379.0
2015-11-25 01:00:00	ES	Futures	2233.73	2234.0	2233.46	2233.46	190.0
2015-11-25 01:05:00	ES	Futures	2233.46	2233.73	2233.19	2233.46	119.0
2015-11-25 01:10:00	ES	Futures	2233.46	2233.73	2233.19	2233.19	249.0
2015-11-25 01:15:00	ES	Futures	2233.19	2233.73	2233.19	2233.46	79.0
2015-11-25 01:20:00	ES	Futures	2233.46	2233.46	2232.93	2232.93	151.0
2015-11-25 01:25:00	ES	Futures	2232.93	2233.46	2232.93	2233.19	135.0
2015-11-25 01:30:00	ES	Futures	2233.19	2233.46	2232.93	2233.19	118.0
2015-11-25 01:35:00	ES	Futures	2233.19	2233.19	2232.66	2232.93	250.0
2015-11-25 01:40:00	ES	Futures	2232.93	2233.46	2232.66	2233.46	125.0
2015-11-25 01:45:00	ES	Futures	2233.19	2233.46	2232.93	2232.93	131.0
2015-11-25 01:50:00	ES	Futures	2232.93	2233.19	2232.93	2232.93	165.0
2015-11-25 01:55:00	ES	Futures	2233.19	2233.46	2232.93	2232.93	90.0
2015-11-25 02:00:00	ES	Futures	2232.93	2233.46	2232.66	2233.19	469.0
2015-11-25 02:05:00	ES	Futures	2232.93	2233.19	2231.86	2232.12	877.0
2015-11-25 02:10:00	ES	Futures	2231.86	2232.12	2231.59	2231.59	230.0
2015-11-25 02:15:00	ES	Futures	2231.59	2232.12	2231.59	2231.86	586.0
2015-11-25 02:20:00	ES	Futures	2231.86	2232.12	2231.86	2231.86	477.0
2015-11-25 02:25:00	ES	Futures	2231.86	2232.12	2231.59	2231.59	521.0
2015-11-25 02:30:00	ES	Futures	2231.86	2231.86	2230.79	2230.79	611.0
2015-11-25 02:35:00	ES	Futures	2231.05	2231.05	2230.25	2230.52	1054.0
2015-11-25 02:40:00	ES	Futures	2230.52	2230.79	2230.25	2230.52	314.0
2015-11-25 02:45:00	ES	Futures	2230.79	2231.32	2230.52	2230.79	510.0
2015-11-25 02:50:00	ES	Futures	2230.79	2231.32	2230.79	2231.05	392.0
2015-11-25 02:55:00	ES	Futures	2231.05	2231.05	2229.98	2230.79	745.0
2015-11-25 03:00:00	ES	Futures	2231.05	2232.39	2230.79	2231.05	3066.0
2015-11-25 03:05:00	ES	Futures	2231.32	2231.32	2228.91	2229.45	2936.0
2015-11-25 03:10:00	ES	Futures	2229.45	2231.86	2229.18	2231.59	1870.0
2015-11-25 03:15:00	ES	Futures	2231.59	2233.46	2230.52	2233.46	1522.0
2015-11-25 03:20:00	ES	Futures	2233.46	2234.0	2232.66	2233.46	1691.0
2015-11-25 03:25:00	ES	Futures	2233.46	2233.46	2232.12	2232.12	1265.0
2015-11-25 03:30:00	ES	Futures	2232.12	2232.93	2231.05	2232.39	1167.0
2015-11-25 03:35:00	ES	Futures	2232.39	2233.46	2232.12	2232.93	1292.0
2015-11-25 03:40:00	ES	Futures	2232.93	2234.0	2232.93	2233.46	1454.0
2015-11-25 03:45:00	ES	Futures	2233.19	2234.0	2232.93	2232.93	876.0
2015-11-25 03:50:00	ES	Futures	2232.93	2233.46	2232.12	2232.39	1006.0
2015-11-25 03:55:00	ES	Futures	2232.39	2233.19	2231.86	2231.86	695.0
2015-11-25 04:00:00	ES	Futures	2232.12	2234.8	2231.86	2234.53	2431.0
2015-11-25 04:05:00	ES	Futures	2234.53	2235.34	2234.53	2234.8	1804.0

> showing 50 of 13,931 rows — these rows as CSV

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