PREVIEW / futures_5min / 2015-11-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-27.parquet
  size:    154 KB
  rows:    9,553

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
2015-11-27 00:00:00	ES	Futures	2239.35	2239.62	2239.35	2239.35	81.0
2015-11-27 00:05:00	ES	Futures	2239.62	2239.62	2239.35	2239.62	244.0
2015-11-27 00:10:00	ES	Futures	2239.62	2239.62	2239.35	2239.62	60.0
2015-11-27 00:15:00	ES	Futures	2239.62	2239.62	2239.62	2239.62	23.0
2015-11-27 00:20:00	ES	Futures	2239.62	2239.62	2239.08	2239.62	199.0
2015-11-27 00:25:00	ES	Futures	2239.35	2239.35	2239.08	2239.35	137.0
2015-11-27 00:30:00	ES	Futures	2239.62	2239.62	2238.81	2239.08	266.0
2015-11-27 00:35:00	ES	Futures	2239.08	2239.08	2238.81	2238.81	52.0
2015-11-27 00:40:00	ES	Futures	2239.08	2239.35	2238.81	2239.35	141.0
2015-11-27 00:45:00	ES	Futures	2239.35	2239.62	2239.08	2239.35	173.0
2015-11-27 00:50:00	ES	Futures	2239.35	2239.62	2239.35	2239.35	47.0
2015-11-27 00:55:00	ES	Futures	2239.62	2239.62	2238.81	2239.08	194.0
2015-11-27 01:00:00	ES	Futures	2239.08	2239.35	2238.55	2238.81	312.0
2015-11-27 01:05:00	ES	Futures	2238.55	2238.81	2238.01	2238.01	392.0
2015-11-27 01:10:00	ES	Futures	2238.01	2238.01	2235.6	2235.6	2610.0
2015-11-27 01:15:00	ES	Futures	2235.87	2235.87	2235.07	2235.6	1115.0
2015-11-27 01:20:00	ES	Futures	2235.6	2236.14	2235.34	2235.87	376.0
2015-11-27 01:25:00	ES	Futures	2235.87	2236.41	2235.6	2235.6	251.0
2015-11-27 01:30:00	ES	Futures	2235.87	2236.14	2235.07	2235.34	655.0
2015-11-27 01:35:00	ES	Futures	2235.34	2235.34	2234.26	2234.53	975.0
2015-11-27 01:40:00	ES	Futures	2234.53	2234.8	2232.66	2232.66	1236.0
2015-11-27 01:45:00	ES	Futures	2232.93	2233.73	2232.66	2233.46	702.0
2015-11-27 01:50:00	ES	Futures	2233.46	2234.26	2233.19	2233.46	637.0
2015-11-27 01:55:00	ES	Futures	2233.73	2234.26	2233.19	2234.26	448.0
2015-11-27 02:00:00	ES	Futures	2234.26	2235.87	2233.73	2234.53	1731.0
2015-11-27 02:05:00	ES	Futures	2234.53	2235.34	2234.0	2234.0	448.0
2015-11-27 02:10:00	ES	Futures	2234.0	2235.07	2234.0	2234.53	617.0
2015-11-27 02:15:00	ES	Futures	2234.53	2235.34	2234.53	2234.8	557.0
2015-11-27 02:20:00	ES	Futures	2234.8	2235.6	2234.8	2235.34	384.0
2015-11-27 02:25:00	ES	Futures	2235.34	2235.34	2234.26	2234.8	572.0
2015-11-27 02:30:00	ES	Futures	2235.07	2235.07	2232.66	2233.46	1482.0
2015-11-27 02:35:00	ES	Futures	2233.46	2233.73	2232.66	2233.46	940.0
2015-11-27 02:40:00	ES	Futures	2233.73	2234.0	2232.93	2234.0	895.0
2015-11-27 02:45:00	ES	Futures	2234.0	2234.26	2233.46	2234.0	535.0
2015-11-27 02:50:00	ES	Futures	2234.0	2235.34	2233.73	2235.07	894.0
2015-11-27 02:55:00	ES	Futures	2235.07	2235.6	2234.26	2234.8	928.0
2015-11-27 03:00:00	ES	Futures	2235.07	2235.07	2233.19	2233.46	2498.0
2015-11-27 03:05:00	ES	Futures	2233.46	2234.26	2231.86	2234.0	2817.0
2015-11-27 03:10:00	ES	Futures	2234.0	2234.26	2232.66	2232.66	1607.0
2015-11-27 03:15:00	ES	Futures	2232.66	2235.07	2232.12	2232.66	2768.0
2015-11-27 03:20:00	ES	Futures	2232.66	2234.0	2232.39	2232.66	3254.0
2015-11-27 03:25:00	ES	Futures	2232.39	2233.19	2231.59	2233.19	1943.0
2015-11-27 03:30:00	ES	Futures	2232.93	2234.0	2232.12	2232.66	3996.0
2015-11-27 03:35:00	ES	Futures	2232.66	2232.66	2229.72	2230.79	2889.0
2015-11-27 03:40:00	ES	Futures	2231.05	2232.39	2230.79	2232.12	1299.0
2015-11-27 03:45:00	ES	Futures	2232.39	2232.93	2231.59	2231.86	1127.0
2015-11-27 03:50:00	ES	Futures	2231.59	2233.46	2231.05	2233.46	1222.0
2015-11-27 03:55:00	ES	Futures	2233.19	2234.0	2232.66	2232.66	1258.0
2015-11-27 04:00:00	ES	Futures	2232.39	2233.73	2231.32	2231.86	1142.0
2015-11-27 04:05:00	ES	Futures	2231.86	2232.66	2230.25	2230.25	1772.0

> showing 50 of 9,553 rows — these rows as CSV

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