PREVIEW / futures_5min / 2015-12-07

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-07.parquet
  size:    243 KB
  rows:    14,277

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
2015-12-07 00:00:00	ES	Futures	2234.26	2234.26	2233.73	2234.0	212.0
2015-12-07 00:05:00	ES	Futures	2234.0	2234.0	2233.19	2233.19	148.0
2015-12-07 00:10:00	ES	Futures	2233.19	2233.19	2232.39	2232.39	135.0
2015-12-07 00:15:00	ES	Futures	2232.66	2232.93	2232.12	2232.12	392.0
2015-12-07 00:20:00	ES	Futures	2232.12	2233.19	2232.12	2232.93	382.0
2015-12-07 00:25:00	ES	Futures	2232.66	2232.93	2232.12	2232.39	169.0
2015-12-07 00:30:00	ES	Futures	2232.39	2232.66	2232.12	2232.66	122.0
2015-12-07 00:35:00	ES	Futures	2232.66	2232.66	2231.86	2232.12	106.0
2015-12-07 00:40:00	ES	Futures	2232.12	2232.93	2231.86	2232.66	414.0
2015-12-07 00:45:00	ES	Futures	2232.66	2232.66	2232.39	2232.39	74.0
2015-12-07 00:50:00	ES	Futures	2232.39	2232.93	2232.12	2232.66	285.0
2015-12-07 00:55:00	ES	Futures	2232.66	2233.19	2232.66	2232.93	72.0
2015-12-07 01:00:00	ES	Futures	2232.93	2233.19	2232.66	2232.93	182.0
2015-12-07 01:05:00	ES	Futures	2232.66	2233.46	2232.66	2233.46	92.0
2015-12-07 01:10:00	ES	Futures	2233.19	2234.0	2233.19	2233.73	244.0
2015-12-07 01:15:00	ES	Futures	2233.73	2234.53	2233.73	2234.26	436.0
2015-12-07 01:20:00	ES	Futures	2234.0	2234.26	2234.0	2234.0	55.0
2015-12-07 01:25:00	ES	Futures	2234.0	2234.26	2234.0	2234.26	5.0
2015-12-07 01:30:00	ES	Futures	2234.26	2234.26	2234.0	2234.0	92.0
2015-12-07 01:35:00	ES	Futures	2234.0	2234.26	2234.0	2234.0	12.0
2015-12-07 01:40:00	ES	Futures	2234.0	2234.26	2234.0	2234.0	48.0
2015-12-07 01:45:00	ES	Futures	2233.73	2234.26	2233.73	2234.0	60.0
2015-12-07 01:50:00	ES	Futures	2234.0	2234.26	2234.0	2234.0	25.0
2015-12-07 01:55:00	ES	Futures	2234.0	2234.26	2234.0	2234.0	109.0
2015-12-07 02:00:00	ES	Futures	2234.26	2234.26	2232.39	2233.19	1117.0
2015-12-07 02:05:00	ES	Futures	2233.19	2233.19	2231.86	2231.86	1117.0
2015-12-07 02:10:00	ES	Futures	2231.86	2233.19	2231.32	2232.66	969.0
2015-12-07 02:15:00	ES	Futures	2232.66	2234.0	2232.66	2233.19	777.0
2015-12-07 02:20:00	ES	Futures	2233.19	2233.46	2232.93	2232.93	259.0
2015-12-07 02:25:00	ES	Futures	2232.93	2233.19	2231.86	2232.39	597.0
2015-12-07 02:30:00	ES	Futures	2232.39	2232.66	2231.59	2232.12	716.0
2015-12-07 02:35:00	ES	Futures	2232.12	2233.19	2232.12	2232.93	1029.0
2015-12-07 02:40:00	ES	Futures	2232.93	2233.19	2232.66	2232.93	483.0
2015-12-07 02:45:00	ES	Futures	2233.19	2233.73	2232.93	2233.19	467.0
2015-12-07 02:50:00	ES	Futures	2233.19	2233.73	2232.93	2233.19	595.0
2015-12-07 02:55:00	ES	Futures	2233.19	2233.19	2232.12	2232.66	662.0
2015-12-07 03:00:00	ES	Futures	2232.66	2232.93	2229.98	2230.25	2850.0
2015-12-07 03:05:00	ES	Futures	2230.25	2232.39	2229.98	2232.12	2471.0
2015-12-07 03:10:00	ES	Futures	2231.86	2235.07	2231.86	2234.53	3406.0
2015-12-07 03:15:00	ES	Futures	2234.26	2235.87	2233.19	2234.0	2991.0
2015-12-07 03:20:00	ES	Futures	2234.0	2235.07	2233.73	2235.07	1329.0
2015-12-07 03:25:00	ES	Futures	2235.07	2235.87	2232.93	2233.46	2344.0
2015-12-07 03:30:00	ES	Futures	2233.46	2233.73	2232.39	2232.93	1105.0
2015-12-07 03:35:00	ES	Futures	2233.19	2234.53	2232.93	2234.0	1391.0
2015-12-07 03:40:00	ES	Futures	2234.0	2236.41	2234.0	2236.14	2205.0
2015-12-07 03:45:00	ES	Futures	2236.14	2237.74	2236.14	2236.41	2642.0
2015-12-07 03:50:00	ES	Futures	2236.41	2238.81	2236.14	2238.81	2314.0
2015-12-07 03:55:00	ES	Futures	2238.81	2239.35	2237.48	2238.81	2494.0
2015-12-07 04:00:00	ES	Futures	2238.55	2239.62	2237.74	2238.55	2406.0
2015-12-07 04:05:00	ES	Futures	2238.55	2241.76	2238.55	2241.22	4122.0

> showing 50 of 14,277 rows — these rows as CSV

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