PREVIEW / futures_5min / 2015-12-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-09.parquet
  size:    256 KB
  rows:    14,699

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
2015-12-09 00:00:00	ES	Futures	2208.58	2209.11	2208.04	2208.04	246.0
2015-12-09 00:05:00	ES	Futures	2208.04	2208.04	2207.24	2207.51	474.0
2015-12-09 00:10:00	ES	Futures	2207.24	2207.24	2206.17	2206.7	490.0
2015-12-09 00:15:00	ES	Futures	2206.7	2208.31	2206.7	2207.51	725.0
2015-12-09 00:20:00	ES	Futures	2207.51	2207.77	2206.97	2207.24	342.0
2015-12-09 00:25:00	ES	Futures	2207.24	2207.77	2206.97	2207.77	400.0
2015-12-09 00:30:00	ES	Futures	2207.77	2208.85	2207.24	2208.85	529.0
2015-12-09 00:35:00	ES	Futures	2208.85	2209.11	2208.31	2208.31	266.0
2015-12-09 00:40:00	ES	Futures	2208.31	2208.58	2208.04	2208.04	73.0
2015-12-09 00:45:00	ES	Futures	2208.31	2209.11	2208.31	2208.58	112.0
2015-12-09 00:50:00	ES	Futures	2208.85	2208.85	2208.31	2208.31	119.0
2015-12-09 00:55:00	ES	Futures	2208.58	2208.58	2208.04	2208.31	133.0
2015-12-09 01:00:00	ES	Futures	2208.04	2208.58	2208.04	2208.58	140.0
2015-12-09 01:05:00	ES	Futures	2208.58	2209.11	2208.58	2208.85	229.0
2015-12-09 01:10:00	ES	Futures	2208.85	2208.85	2208.31	2208.58	102.0
2015-12-09 01:15:00	ES	Futures	2208.31	2208.31	2207.77	2208.31	318.0
2015-12-09 01:20:00	ES	Futures	2208.31	2208.58	2208.31	2208.31	79.0
2015-12-09 01:25:00	ES	Futures	2208.31	2208.58	2208.31	2208.31	77.0
2015-12-09 01:30:00	ES	Futures	2208.58	2209.92	2208.58	2209.92	562.0
2015-12-09 01:35:00	ES	Futures	2209.65	2209.92	2209.11	2209.38	203.0
2015-12-09 01:40:00	ES	Futures	2209.38	2209.38	2208.85	2209.11	204.0
2015-12-09 01:45:00	ES	Futures	2209.38	2209.38	2209.11	2209.38	27.0
2015-12-09 01:50:00	ES	Futures	2209.11	2209.38	2208.85	2209.11	138.0
2015-12-09 01:55:00	ES	Futures	2209.38	2209.38	2208.85	2209.11	265.0
2015-12-09 02:00:00	ES	Futures	2209.11	2209.38	2208.58	2208.85	839.0
2015-12-09 02:05:00	ES	Futures	2209.11	2209.38	2208.58	2209.38	786.0
2015-12-09 02:10:00	ES	Futures	2209.38	2209.38	2208.85	2209.11	449.0
2015-12-09 02:15:00	ES	Futures	2209.11	2210.99	2209.11	2210.99	1076.0
2015-12-09 02:20:00	ES	Futures	2210.99	2211.52	2210.45	2210.99	739.0
2015-12-09 02:25:00	ES	Futures	2210.99	2211.52	2210.99	2211.52	476.0
2015-12-09 02:30:00	ES	Futures	2211.25	2213.13	2211.25	2211.52	1859.0
2015-12-09 02:35:00	ES	Futures	2211.79	2212.32	2211.25	2211.25	605.0
2015-12-09 02:40:00	ES	Futures	2211.25	2212.32	2211.25	2211.52	898.0
2015-12-09 02:45:00	ES	Futures	2211.79	2211.79	2209.65	2210.18	621.0
2015-12-09 02:50:00	ES	Futures	2210.18	2210.72	2209.92	2210.72	297.0
2015-12-09 02:55:00	ES	Futures	2210.72	2210.72	2209.65	2210.18	907.0
2015-12-09 03:00:00	ES	Futures	2210.45	2212.06	2209.92	2210.45	2295.0
2015-12-09 03:05:00	ES	Futures	2210.18	2212.32	2209.38	2211.52	2733.0
2015-12-09 03:10:00	ES	Futures	2211.52	2213.93	2210.99	2212.32	3444.0
2015-12-09 03:15:00	ES	Futures	2212.59	2213.39	2210.99	2211.79	2102.0
2015-12-09 03:20:00	ES	Futures	2211.79	2212.86	2211.25	2212.59	2331.0
2015-12-09 03:25:00	ES	Futures	2212.59	2213.13	2209.38	2209.92	1912.0
2015-12-09 03:30:00	ES	Futures	2209.92	2210.72	2207.77	2209.92	2468.0
2015-12-09 03:35:00	ES	Futures	2210.18	2210.18	2206.97	2207.77	1602.0
2015-12-09 03:40:00	ES	Futures	2207.51	2208.58	2206.7	2208.04	1777.0
2015-12-09 03:45:00	ES	Futures	2208.04	2208.85	2206.97	2207.24	1436.0
2015-12-09 03:50:00	ES	Futures	2206.97	2207.51	2204.83	2205.1	3549.0
2015-12-09 03:55:00	ES	Futures	2205.37	2206.17	2204.03	2205.37	2206.0
2015-12-09 04:00:00	ES	Futures	2205.1	2206.17	2203.76	2205.63	2171.0
2015-12-09 04:05:00	ES	Futures	2205.63	2205.9	2204.03	2205.37	1392.0

> showing 50 of 14,699 rows — these rows as CSV

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