PREVIEW / futures_5min / 2015-12-03

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-03.parquet
  size:    285 KB
  rows:    15,182

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
2015-12-03 00:00:00	ES	Futures	2231.86	2231.86	2231.32	2231.86	377.0
2015-12-03 00:05:00	ES	Futures	2231.59	2231.59	2230.52	2230.52	633.0
2015-12-03 00:10:00	ES	Futures	2230.52	2230.79	2229.98	2230.25	657.0
2015-12-03 00:15:00	ES	Futures	2230.25	2230.79	2230.25	2230.79	571.0
2015-12-03 00:20:00	ES	Futures	2231.05	2231.05	2230.25	2230.25	212.0
2015-12-03 00:25:00	ES	Futures	2230.25	2231.05	2230.25	2231.05	171.0
2015-12-03 00:30:00	ES	Futures	2231.32	2231.32	2230.52	2231.05	239.0
2015-12-03 00:35:00	ES	Futures	2231.32	2231.32	2230.52	2230.52	120.0
2015-12-03 00:40:00	ES	Futures	2230.79	2231.86	2230.52	2231.59	407.0
2015-12-03 00:45:00	ES	Futures	2231.86	2231.86	2231.32	2231.32	239.0
2015-12-03 00:50:00	ES	Futures	2231.59	2232.12	2231.05	2231.05	474.0
2015-12-03 00:55:00	ES	Futures	2231.05	2231.59	2231.05	2231.59	327.0
2015-12-03 01:00:00	ES	Futures	2231.59	2232.12	2231.05	2231.32	568.0
2015-12-03 01:05:00	ES	Futures	2231.59	2231.86	2230.79	2230.79	311.0
2015-12-03 01:10:00	ES	Futures	2231.05	2231.05	2230.79	2230.79	205.0
2015-12-03 01:15:00	ES	Futures	2231.05	2231.05	2230.52	2230.79	155.0
2015-12-03 01:20:00	ES	Futures	2231.05	2231.05	2230.52	2230.52	96.0
2015-12-03 01:25:00	ES	Futures	2230.79	2231.05	2230.52	2231.05	60.0
2015-12-03 01:30:00	ES	Futures	2231.05	2231.59	2231.05	2231.05	206.0
2015-12-03 01:35:00	ES	Futures	2231.32	2231.59	2231.05	2231.32	277.0
2015-12-03 01:40:00	ES	Futures	2231.32	2231.59	2231.05	2231.32	89.0
2015-12-03 01:45:00	ES	Futures	2231.32	2231.32	2230.25	2230.25	329.0
2015-12-03 01:50:00	ES	Futures	2230.25	2230.52	2230.25	2230.52	66.0
2015-12-03 01:55:00	ES	Futures	2230.25	2230.52	2229.98	2230.52	307.0
2015-12-03 02:00:00	ES	Futures	2230.25	2231.05	2229.98	2230.25	818.0
2015-12-03 02:05:00	ES	Futures	2229.98	2230.52	2228.91	2229.98	1063.0
2015-12-03 02:10:00	ES	Futures	2229.98	2231.32	2229.72	2230.79	1029.0
2015-12-03 02:15:00	ES	Futures	2230.79	2230.79	2229.72	2229.98	606.0
2015-12-03 02:20:00	ES	Futures	2229.98	2230.79	2229.45	2229.72	773.0
2015-12-03 02:25:00	ES	Futures	2229.45	2229.72	2229.18	2229.72	550.0
2015-12-03 02:30:00	ES	Futures	2229.45	2229.72	2228.11	2228.38	1219.0
2015-12-03 02:35:00	ES	Futures	2228.65	2229.18	2228.11	2229.18	584.0
2015-12-03 02:40:00	ES	Futures	2229.18	2229.45	2228.38	2229.45	517.0
2015-12-03 02:45:00	ES	Futures	2229.45	2229.45	2228.65	2229.18	490.0
2015-12-03 02:50:00	ES	Futures	2228.91	2229.72	2228.91	2229.45	429.0
2015-12-03 02:55:00	ES	Futures	2229.18	2231.05	2229.18	2231.05	999.0
2015-12-03 03:00:00	ES	Futures	2231.32	2232.66	2231.05	2232.66	2894.0
2015-12-03 03:05:00	ES	Futures	2232.66	2233.19	2232.39	2233.19	1801.0
2015-12-03 03:10:00	ES	Futures	2233.19	2234.53	2232.93	2234.0	2731.0
2015-12-03 03:15:00	ES	Futures	2234.0	2235.87	2234.0	2235.87	2292.0
2015-12-03 03:20:00	ES	Futures	2235.6	2235.87	2234.53	2234.8	1524.0
2015-12-03 03:25:00	ES	Futures	2234.53	2236.67	2234.53	2236.41	2311.0
2015-12-03 03:30:00	ES	Futures	2236.67	2237.21	2235.07	2235.6	3224.0
2015-12-03 03:35:00	ES	Futures	2235.87	2236.14	2235.07	2235.6	1314.0
2015-12-03 03:40:00	ES	Futures	2235.6	2236.67	2235.6	2235.6	1341.0
2015-12-03 03:45:00	ES	Futures	2235.87	2236.94	2235.87	2236.14	1198.0
2015-12-03 03:50:00	ES	Futures	2236.14	2236.41	2235.34	2235.87	980.0
2015-12-03 03:55:00	ES	Futures	2235.6	2236.67	2235.6	2236.41	2053.0
2015-12-03 04:00:00	ES	Futures	2236.14	2236.67	2234.53	2235.07	2062.0
2015-12-03 04:05:00	ES	Futures	2234.8	2235.87	2234.26	2234.53	1234.0

> showing 50 of 15,182 rows — these rows as CSV

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