PREVIEW / futures_5min / 2015-11-30

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-11-30.parquet
  size:    217 KB
  rows:    14,490

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
2015-11-30 00:00:00	ES	Futures	2233.46	2233.73	2232.93	2233.46	239.0
2015-11-30 00:05:00	ES	Futures	2233.73	2234.0	2232.93	2233.19	373.0
2015-11-30 00:10:00	ES	Futures	2232.93	2233.46	2232.93	2233.46	145.0
2015-11-30 00:15:00	ES	Futures	2233.19	2233.46	2232.93	2233.19	183.0
2015-11-30 00:20:00	ES	Futures	2233.19	2233.19	2232.66	2232.66	198.0
2015-11-30 00:25:00	ES	Futures	2232.93	2233.73	2232.66	2233.46	400.0
2015-11-30 00:30:00	ES	Futures	2233.46	2233.46	2232.39	2232.93	440.0
2015-11-30 00:35:00	ES	Futures	2232.93	2232.93	2232.39	2232.93	427.0
2015-11-30 00:40:00	ES	Futures	2232.93	2232.93	2232.12	2232.66	456.0
2015-11-30 00:45:00	ES	Futures	2232.66	2233.19	2232.39	2233.19	335.0
2015-11-30 00:50:00	ES	Futures	2233.19	2233.19	2232.93	2233.19	132.0
2015-11-30 00:55:00	ES	Futures	2233.19	2233.19	2232.93	2233.19	167.0
2015-11-30 01:00:00	ES	Futures	2233.19	2233.19	2232.39	2232.66	459.0
2015-11-30 01:05:00	ES	Futures	2232.66	2232.93	2232.39	2232.93	225.0
2015-11-30 01:10:00	ES	Futures	2232.93	2233.19	2232.39	2232.93	396.0
2015-11-30 01:15:00	ES	Futures	2232.93	2233.19	2232.66	2232.93	249.0
2015-11-30 01:20:00	ES	Futures	2232.93	2233.19	2232.66	2233.19	198.0
2015-11-30 01:25:00	ES	Futures	2233.19	2233.19	2232.66	2232.93	141.0
2015-11-30 01:30:00	ES	Futures	2232.93	2233.46	2232.66	2232.66	304.0
2015-11-30 01:35:00	ES	Futures	2232.66	2232.93	2232.66	2232.93	45.0
2015-11-30 01:40:00	ES	Futures	2232.93	2233.19	2232.66	2232.93	372.0
2015-11-30 01:45:00	ES	Futures	2232.93	2233.19	2232.66	2232.93	97.0
2015-11-30 01:50:00	ES	Futures	2233.19	2233.19	2232.66	2232.66	152.0
2015-11-30 01:55:00	ES	Futures	2232.66	2233.19	2232.66	2233.19	126.0
2015-11-30 02:00:00	ES	Futures	2233.19	2233.46	2232.66	2232.93	591.0
2015-11-30 02:05:00	ES	Futures	2233.19	2233.46	2232.93	2233.19	250.0
2015-11-30 02:10:00	ES	Futures	2233.19	2233.19	2232.93	2233.19	74.0
2015-11-30 02:15:00	ES	Futures	2233.19	2233.46	2232.12	2232.66	794.0
2015-11-30 02:20:00	ES	Futures	2232.66	2233.19	2232.66	2232.66	476.0
2015-11-30 02:25:00	ES	Futures	2232.66	2232.93	2232.39	2232.93	212.0
2015-11-30 02:30:00	ES	Futures	2232.93	2233.46	2232.66	2232.66	287.0
2015-11-30 02:35:00	ES	Futures	2232.66	2232.93	2232.12	2232.39	281.0
2015-11-30 02:40:00	ES	Futures	2232.39	2232.93	2232.12	2232.66	247.0
2015-11-30 02:45:00	ES	Futures	2232.39	2232.93	2232.39	2232.66	401.0
2015-11-30 02:50:00	ES	Futures	2232.39	2233.19	2232.39	2232.66	454.0
2015-11-30 02:55:00	ES	Futures	2232.39	2232.66	2231.59	2231.86	820.0
2015-11-30 03:00:00	ES	Futures	2231.86	2232.12	2230.52	2230.79	2675.0
2015-11-30 03:05:00	ES	Futures	2230.79	2231.05	2229.72	2230.25	2379.0
2015-11-30 03:10:00	ES	Futures	2230.25	2230.79	2229.72	2230.25	1715.0
2015-11-30 03:15:00	ES	Futures	2230.52	2230.52	2229.18	2229.98	1755.0
2015-11-30 03:20:00	ES	Futures	2230.25	2230.25	2228.91	2228.91	1494.0
2015-11-30 03:25:00	ES	Futures	2228.91	2229.18	2228.65	2229.18	1295.0
2015-11-30 03:30:00	ES	Futures	2228.91	2229.98	2228.65	2229.18	2182.0
2015-11-30 03:35:00	ES	Futures	2229.18	2231.05	2229.18	2230.79	2526.0
2015-11-30 03:40:00	ES	Futures	2231.05	2232.12	2230.52	2231.86	1770.0
2015-11-30 03:45:00	ES	Futures	2231.86	2232.93	2231.86	2232.93	2388.0
2015-11-30 03:50:00	ES	Futures	2232.66	2233.19	2232.39	2232.66	961.0
2015-11-30 03:55:00	ES	Futures	2232.93	2234.0	2232.93	2233.19	1719.0
2015-11-30 04:00:00	ES	Futures	2233.19	2234.0	2232.93	2233.73	1191.0
2015-11-30 04:05:00	ES	Futures	2233.46	2236.41	2233.46	2235.87	3691.0

> showing 50 of 14,490 rows — these rows as CSV

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