PREVIEW / futures_5min / 2015-12-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-04.parquet
  size:    225 KB
  rows:    12,361

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
2015-12-04 00:00:00	ES	Futures	2200.82	2201.09	2200.28	2200.28	346.0
2015-12-04 00:05:00	ES	Futures	2200.55	2200.55	2200.02	2200.55	160.0
2015-12-04 00:10:00	ES	Futures	2200.28	2201.09	2200.28	2200.82	421.0
2015-12-04 00:15:00	ES	Futures	2200.82	2201.09	2200.02	2200.02	294.0
2015-12-04 00:20:00	ES	Futures	2200.02	2200.28	2199.75	2199.75	134.0
2015-12-04 00:25:00	ES	Futures	2199.75	2200.02	2198.68	2199.48	866.0
2015-12-04 00:30:00	ES	Futures	2199.48	2199.48	2198.94	2199.21	160.0
2015-12-04 00:35:00	ES	Futures	2199.21	2199.75	2199.21	2199.48	159.0
2015-12-04 00:40:00	ES	Futures	2199.48	2199.48	2198.68	2198.94	219.0
2015-12-04 00:45:00	ES	Futures	2198.94	2199.21	2198.41	2198.94	217.0
2015-12-04 00:50:00	ES	Futures	2198.94	2199.21	2198.68	2198.94	214.0
2015-12-04 00:55:00	ES	Futures	2198.94	2200.28	2198.94	2199.75	602.0
2015-12-04 01:00:00	ES	Futures	2200.02	2200.02	2198.68	2199.21	605.0
2015-12-04 01:05:00	ES	Futures	2199.21	2199.75	2198.94	2199.21	328.0
2015-12-04 01:10:00	ES	Futures	2199.21	2199.21	2198.14	2198.41	455.0
2015-12-04 01:15:00	ES	Futures	2198.41	2199.21	2198.41	2198.94	197.0
2015-12-04 01:20:00	ES	Futures	2198.94	2199.48	2198.68	2198.94	130.0
2015-12-04 01:25:00	ES	Futures	2198.94	2199.48	2198.68	2198.68	129.0
2015-12-04 01:30:00	ES	Futures	2198.68	2199.48	2198.68	2199.48	167.0
2015-12-04 01:35:00	ES	Futures	2199.21	2200.02	2199.21	2200.02	153.0
2015-12-04 01:40:00	ES	Futures	2199.75	2200.55	2199.75	2200.28	240.0
2015-12-04 01:45:00	ES	Futures	2200.55	2200.55	2200.02	2200.28	185.0
2015-12-04 01:50:00	ES	Futures	2200.55	2200.55	2198.94	2199.48	368.0
2015-12-04 01:55:00	ES	Futures	2199.48	2199.75	2199.21	2199.48	210.0
2015-12-04 02:00:00	ES	Futures	2199.48	2199.75	2197.87	2197.87	1388.0
2015-12-04 02:05:00	ES	Futures	2198.14	2199.21	2197.61	2197.61	1255.0
2015-12-04 02:10:00	ES	Futures	2197.34	2199.48	2197.34	2198.94	1139.0
2015-12-04 02:15:00	ES	Futures	2198.94	2200.28	2198.68	2200.02	696.0
2015-12-04 02:20:00	ES	Futures	2200.02	2201.35	2199.75	2201.35	1004.0
2015-12-04 02:25:00	ES	Futures	2201.09	2202.16	2201.09	2201.09	851.0
2015-12-04 02:30:00	ES	Futures	2201.35	2201.89	2200.82	2200.82	573.0
2015-12-04 02:35:00	ES	Futures	2201.09	2201.35	2200.55	2201.09	1076.0
2015-12-04 02:40:00	ES	Futures	2201.09	2202.42	2200.82	2202.42	859.0
2015-12-04 02:45:00	ES	Futures	2202.42	2202.69	2201.89	2202.69	1351.0
2015-12-04 02:50:00	ES	Futures	2202.69	2203.76	2202.16	2202.96	1631.0
2015-12-04 02:55:00	ES	Futures	2202.96	2204.3	2202.69	2203.23	1615.0
2015-12-04 03:00:00	ES	Futures	2203.49	2205.37	2202.96	2205.1	4945.0
2015-12-04 03:05:00	ES	Futures	2205.1	2206.7	2204.56	2206.7	3370.0
2015-12-04 03:10:00	ES	Futures	2206.44	2207.77	2205.63	2206.97	4033.0
2015-12-04 03:15:00	ES	Futures	2207.24	2207.24	2204.56	2205.1	2860.0
2015-12-04 03:20:00	ES	Futures	2204.83	2206.44	2204.3	2206.44	2757.0
2015-12-04 03:25:00	ES	Futures	2206.17	2206.7	2205.37	2205.37	1625.0
2015-12-04 03:30:00	ES	Futures	2205.37	2205.63	2202.42	2202.69	2566.0
2015-12-04 03:35:00	ES	Futures	2202.69	2203.76	2200.82	2203.49	3788.0
2015-12-04 03:40:00	ES	Futures	2203.23	2204.56	2203.23	2203.49	2055.0
2015-12-04 03:45:00	ES	Futures	2203.49	2206.7	2203.23	2206.44	2041.0
2015-12-04 03:50:00	ES	Futures	2206.17	2206.44	2205.1	2205.63	1455.0
2015-12-04 03:55:00	ES	Futures	2205.63	2207.77	2205.63	2206.44	1901.0
2015-12-04 04:00:00	ES	Futures	2206.7	2206.97	2204.83	2205.9	2587.0
2015-12-04 04:05:00	ES	Futures	2205.63	2207.24	2204.83	2206.97	2047.0

> showing 50 of 12,361 rows — these rows as CSV

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