PREVIEW / futures_5min / 2015-11-29

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-29.parquet
  size:    41 KB
  rows:    2,295

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
2015-11-29 18:00:00	ES	Futures	2236.41	2237.21	2235.07	2235.07	2847.0
2015-11-29 18:05:00	ES	Futures	2235.34	2235.34	2233.46	2234.0	1268.0
2015-11-29 18:10:00	ES	Futures	2234.0	2234.8	2233.73	2234.26	435.0
2015-11-29 18:15:00	ES	Futures	2234.26	2234.53	2233.19	2233.46	307.0
2015-11-29 18:20:00	ES	Futures	2233.19	2233.73	2232.93	2233.46	592.0
2015-11-29 18:25:00	ES	Futures	2233.46	2233.46	2232.93	2233.19	319.0
2015-11-29 18:30:00	ES	Futures	2233.46	2233.46	2232.12	2232.39	564.0
2015-11-29 18:35:00	ES	Futures	2232.66	2232.93	2232.39	2232.66	209.0
2015-11-29 18:40:00	ES	Futures	2232.66	2233.73	2232.39	2233.19	387.0
2015-11-29 18:45:00	ES	Futures	2233.46	2233.73	2232.93	2233.19	555.0
2015-11-29 18:50:00	ES	Futures	2233.46	2233.46	2232.93	2233.46	254.0
2015-11-29 18:55:00	ES	Futures	2233.46	2233.46	2233.19	2233.46	103.0
2015-11-29 19:00:00	ES	Futures	2233.46	2234.26	2232.93	2232.93	1023.0
2015-11-29 19:05:00	ES	Futures	2232.93	2233.19	2232.39	2232.93	701.0
2015-11-29 19:10:00	ES	Futures	2232.93	2232.93	2231.32	2232.39	1627.0
2015-11-29 19:15:00	ES	Futures	2232.66	2232.66	2232.12	2232.39	169.0
2015-11-29 19:20:00	ES	Futures	2232.39	2232.66	2231.32	2231.86	604.0
2015-11-29 19:25:00	ES	Futures	2231.86	2232.39	2231.86	2232.12	182.0
2015-11-29 19:30:00	ES	Futures	2231.86	2233.19	2231.86	2232.93	573.0
2015-11-29 19:35:00	ES	Futures	2232.93	2234.26	2232.93	2233.73	657.0
2015-11-29 19:40:00	ES	Futures	2234.0	2234.0	2233.46	2233.46	225.0
2015-11-29 19:45:00	ES	Futures	2233.46	2233.46	2232.66	2232.93	334.0
2015-11-29 19:50:00	ES	Futures	2232.93	2233.19	2232.66	2232.66	155.0
2015-11-29 19:55:00	ES	Futures	2232.66	2232.93	2232.39	2232.66	196.0
2015-11-29 20:00:00	ES	Futures	2232.39	2233.46	2232.39	2233.46	322.0
2015-11-29 20:05:00	ES	Futures	2233.46	2233.73	2233.19	2233.19	110.0
2015-11-29 20:10:00	ES	Futures	2233.46	2233.73	2233.19	2233.19	228.0
2015-11-29 20:15:00	ES	Futures	2233.46	2233.46	2232.93	2233.19	548.0
2015-11-29 20:20:00	ES	Futures	2233.19	2233.46	2232.39	2232.39	479.0
2015-11-29 20:25:00	ES	Futures	2232.66	2232.66	2232.39	2232.66	304.0
2015-11-29 20:30:00	ES	Futures	2232.66	2233.19	2232.39	2232.66	417.0
2015-11-29 20:35:00	ES	Futures	2232.93	2233.19	2232.66	2232.66	256.0
2015-11-29 20:40:00	ES	Futures	2232.93	2233.46	2232.66	2233.19	225.0
2015-11-29 20:45:00	ES	Futures	2233.19	2233.73	2233.19	2233.73	182.0
2015-11-29 20:50:00	ES	Futures	2233.46	2233.73	2233.19	2233.46	168.0
2015-11-29 20:55:00	ES	Futures	2233.46	2234.0	2233.19	2233.73	165.0
2015-11-29 21:00:00	ES	Futures	2234.0	2234.26	2233.73	2234.0	416.0
2015-11-29 21:05:00	ES	Futures	2234.0	2234.53	2233.73	2233.73	785.0
2015-11-29 21:10:00	ES	Futures	2233.46	2233.73	2233.19	2233.19	224.0
2015-11-29 21:15:00	ES	Futures	2233.46	2233.73	2233.46	2233.46	114.0
2015-11-29 21:20:00	ES	Futures	2233.73	2233.73	2233.19	2233.19	90.0
2015-11-29 21:25:00	ES	Futures	2233.46	2233.73	2233.19	2233.73	106.0
2015-11-29 21:30:00	ES	Futures	2233.46	2233.73	2233.46	2233.73	28.0
2015-11-29 21:35:00	ES	Futures	2233.46	2233.73	2233.19	2233.46	77.0
2015-11-29 21:40:00	ES	Futures	2233.46	2233.46	2233.19	2233.46	72.0
2015-11-29 21:45:00	ES	Futures	2233.19	2233.46	2233.19	2233.19	115.0
2015-11-29 21:50:00	ES	Futures	2233.19	2233.46	2232.93	2233.19	392.0
2015-11-29 21:55:00	ES	Futures	2232.93	2233.19	2232.93	2232.93	186.0
2015-11-29 22:00:00	ES	Futures	2233.19	2233.19	2232.66	2233.19	204.0
2015-11-29 22:05:00	ES	Futures	2232.93	2233.19	2232.66	2233.19	300.0

> showing 50 of 2,295 rows — these rows as CSV

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