PREVIEW / futures_5min / 2015-12-02

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-02.parquet
  size:    237 KB
  rows:    14,592

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
2015-12-02 00:00:00	ES	Futures	2248.45	2248.45	2248.18	2248.45	66.0
2015-12-02 00:05:00	ES	Futures	2248.18	2248.45	2248.18	2248.45	178.0
2015-12-02 00:10:00	ES	Futures	2248.45	2248.45	2247.91	2248.18	195.0
2015-12-02 00:15:00	ES	Futures	2248.45	2248.45	2248.18	2248.45	177.0
2015-12-02 00:20:00	ES	Futures	2248.45	2248.71	2248.18	2248.45	215.0
2015-12-02 00:25:00	ES	Futures	2248.45	2248.71	2248.45	2248.45	34.0
2015-12-02 00:30:00	ES	Futures	2248.45	2248.71	2248.45	2248.45	101.0
2015-12-02 00:35:00	ES	Futures	2248.45	2248.45	2248.18	2248.45	149.0
2015-12-02 00:40:00	ES	Futures	2248.71	2248.71	2248.45	2248.45	11.0
2015-12-02 00:45:00	ES	Futures	2248.45	2248.71	2248.18	2248.45	125.0
2015-12-02 00:50:00	ES	Futures	2248.45	2248.45	2248.18	2248.18	157.0
2015-12-02 00:55:00	ES	Futures	2248.18	2248.45	2247.38	2247.38	592.0
2015-12-02 01:00:00	ES	Futures	2247.38	2247.91	2247.38	2247.64	207.0
2015-12-02 01:05:00	ES	Futures	2247.64	2248.18	2247.64	2247.64	138.0
2015-12-02 01:10:00	ES	Futures	2247.91	2248.45	2247.38	2248.45	383.0
2015-12-02 01:15:00	ES	Futures	2248.18	2248.45	2247.91	2248.18	78.0
2015-12-02 01:20:00	ES	Futures	2248.18	2248.71	2248.18	2248.71	219.0
2015-12-02 01:25:00	ES	Futures	2248.71	2248.98	2248.45	2248.98	334.0
2015-12-02 01:30:00	ES	Futures	2248.71	2249.25	2248.71	2248.98	260.0
2015-12-02 01:35:00	ES	Futures	2248.98	2248.98	2248.45	2248.71	285.0
2015-12-02 01:40:00	ES	Futures	2248.71	2251.92	2248.45	2251.92	2776.0
2015-12-02 01:45:00	ES	Futures	2251.66	2252.46	2251.12	2251.12	1542.0
2015-12-02 01:50:00	ES	Futures	2251.39	2251.39	2251.12	2251.39	137.0
2015-12-02 01:55:00	ES	Futures	2251.12	2251.39	2251.12	2251.39	178.0
2015-12-02 02:00:00	ES	Futures	2251.39	2251.92	2251.12	2251.39	1033.0
2015-12-02 02:05:00	ES	Futures	2251.66	2251.92	2251.12	2251.66	607.0
2015-12-02 02:10:00	ES	Futures	2251.66	2251.92	2251.12	2251.39	446.0
2015-12-02 02:15:00	ES	Futures	2251.39	2251.39	2250.32	2250.85	952.0
2015-12-02 02:20:00	ES	Futures	2251.12	2251.39	2250.85	2251.12	353.0
2015-12-02 02:25:00	ES	Futures	2251.12	2251.39	2250.32	2250.85	477.0
2015-12-02 02:30:00	ES	Futures	2250.85	2251.39	2250.59	2251.12	934.0
2015-12-02 02:35:00	ES	Futures	2251.12	2251.39	2250.59	2251.12	358.0
2015-12-02 02:40:00	ES	Futures	2251.12	2251.39	2250.59	2250.59	523.0
2015-12-02 02:45:00	ES	Futures	2250.59	2251.39	2250.59	2251.39	490.0
2015-12-02 02:50:00	ES	Futures	2251.12	2251.39	2250.85	2251.12	446.0
2015-12-02 02:55:00	ES	Futures	2251.12	2251.39	2250.05	2250.32	1207.0
2015-12-02 03:00:00	ES	Futures	2250.32	2251.92	2249.25	2249.52	3646.0
2015-12-02 03:05:00	ES	Futures	2249.25	2251.12	2248.71	2250.85	2873.0
2015-12-02 03:10:00	ES	Futures	2250.85	2251.39	2250.32	2251.12	1404.0
2015-12-02 03:15:00	ES	Futures	2251.12	2252.46	2250.59	2251.66	1835.0
2015-12-02 03:20:00	ES	Futures	2251.66	2253.0	2250.85	2252.46	2013.0
2015-12-02 03:25:00	ES	Futures	2252.46	2252.73	2251.66	2252.19	1550.0
2015-12-02 03:30:00	ES	Futures	2252.19	2252.46	2251.66	2251.92	2047.0
2015-12-02 03:35:00	ES	Futures	2251.92	2252.46	2251.39	2251.66	1056.0
2015-12-02 03:40:00	ES	Futures	2251.39	2251.66	2250.59	2250.59	1276.0
2015-12-02 03:45:00	ES	Futures	2250.59	2251.39	2249.78	2250.05	1273.0
2015-12-02 03:50:00	ES	Futures	2250.05	2250.59	2249.52	2250.05	969.0
2015-12-02 03:55:00	ES	Futures	2249.78	2250.59	2249.52	2250.32	650.0
2015-12-02 04:00:00	ES	Futures	2250.32	2250.32	2249.25	2250.32	831.0
2015-12-02 04:05:00	ES	Futures	2250.32	2251.39	2250.32	2251.39	996.0

> showing 50 of 14,592 rows — these rows as CSV

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