PREVIEW / futures_5min / 2015-12-14

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-14.parquet
  size:    252 KB
  rows:    14,683

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
2015-12-14 00:00:00	ES	Futures	2158.81	2158.81	2158.27	2158.54	278.0
2015-12-14 00:05:00	ES	Futures	2158.54	2158.81	2158.54	2158.54	92.0
2015-12-14 00:10:00	ES	Futures	2158.81	2158.81	2158.54	2158.54	138.0
2015-12-14 00:15:00	ES	Futures	2158.54	2158.54	2157.46	2157.46	617.0
2015-12-14 00:20:00	ES	Futures	2157.73	2158.27	2157.2	2158.0	543.0
2015-12-14 00:25:00	ES	Futures	2158.0	2158.0	2157.2	2157.73	627.0
2015-12-14 00:30:00	ES	Futures	2157.73	2159.35	2157.46	2159.08	266.0
2015-12-14 00:35:00	ES	Futures	2158.81	2159.61	2158.81	2159.35	158.0
2015-12-14 00:40:00	ES	Futures	2159.35	2159.35	2159.08	2159.08	120.0
2015-12-14 00:45:00	ES	Futures	2159.35	2160.15	2159.08	2159.88	435.0
2015-12-14 00:50:00	ES	Futures	2160.15	2161.76	2160.15	2160.96	1230.0
2015-12-14 00:55:00	ES	Futures	2160.96	2161.23	2160.96	2161.23	288.0
2015-12-14 01:00:00	ES	Futures	2161.23	2161.5	2160.15	2160.42	237.0
2015-12-14 01:05:00	ES	Futures	2160.42	2160.96	2159.61	2160.15	382.0
2015-12-14 01:10:00	ES	Futures	2160.42	2160.96	2160.42	2160.69	253.0
2015-12-14 01:15:00	ES	Futures	2160.96	2161.23	2160.69	2160.96	201.0
2015-12-14 01:20:00	ES	Futures	2161.23	2161.5	2160.96	2161.23	130.0
2015-12-14 01:25:00	ES	Futures	2160.96	2161.5	2160.96	2161.23	141.0
2015-12-14 01:30:00	ES	Futures	2160.96	2161.5	2160.96	2161.23	217.0
2015-12-14 01:35:00	ES	Futures	2161.5	2162.3	2161.23	2162.03	692.0
2015-12-14 01:40:00	ES	Futures	2162.03	2162.3	2161.76	2162.03	418.0
2015-12-14 01:45:00	ES	Futures	2162.03	2162.3	2161.76	2162.03	240.0
2015-12-14 01:50:00	ES	Futures	2162.03	2162.03	2161.23	2161.23	252.0
2015-12-14 01:55:00	ES	Futures	2161.23	2161.5	2160.96	2161.23	174.0
2015-12-14 02:00:00	ES	Futures	2161.5	2162.84	2161.23	2162.57	1379.0
2015-12-14 02:05:00	ES	Futures	2162.57	2162.84	2161.76	2162.3	555.0
2015-12-14 02:10:00	ES	Futures	2162.57	2163.91	2162.57	2163.91	869.0
2015-12-14 02:15:00	ES	Futures	2163.91	2164.72	2163.65	2164.18	908.0
2015-12-14 02:20:00	ES	Futures	2164.18	2166.06	2163.91	2165.79	1773.0
2015-12-14 02:25:00	ES	Futures	2165.79	2166.6	2165.79	2166.33	985.0
2015-12-14 02:30:00	ES	Futures	2166.06	2168.75	2165.79	2168.21	2587.0
2015-12-14 02:35:00	ES	Futures	2168.48	2168.48	2167.94	2167.94	1176.0
2015-12-14 02:40:00	ES	Futures	2167.94	2167.94	2166.33	2166.6	1361.0
2015-12-14 02:45:00	ES	Futures	2166.6	2167.14	2166.33	2166.87	905.0
2015-12-14 02:50:00	ES	Futures	2166.6	2166.6	2164.72	2164.99	1179.0
2015-12-14 02:55:00	ES	Futures	2164.99	2165.53	2164.99	2165.53	645.0
2015-12-14 03:00:00	ES	Futures	2165.53	2167.94	2165.26	2166.06	3845.0
2015-12-14 03:05:00	ES	Futures	2166.06	2166.33	2163.91	2166.06	2283.0
2015-12-14 03:10:00	ES	Futures	2165.79	2165.79	2163.38	2163.91	1949.0
2015-12-14 03:15:00	ES	Futures	2163.65	2167.14	2163.65	2167.14	2294.0
2015-12-14 03:20:00	ES	Futures	2167.41	2168.21	2166.6	2167.94	1549.0
2015-12-14 03:25:00	ES	Futures	2168.21	2170.63	2167.94	2169.29	3676.0
2015-12-14 03:30:00	ES	Futures	2169.56	2170.63	2168.48	2170.09	1306.0
2015-12-14 03:35:00	ES	Futures	2170.09	2170.09	2167.14	2167.41	3028.0
2015-12-14 03:40:00	ES	Futures	2167.14	2167.68	2163.91	2164.18	4562.0
2015-12-14 03:45:00	ES	Futures	2164.45	2164.99	2162.57	2163.11	2935.0
2015-12-14 03:50:00	ES	Futures	2162.84	2164.18	2159.61	2160.96	3619.0
2015-12-14 03:55:00	ES	Futures	2160.96	2161.23	2159.35	2160.15	1514.0
2015-12-14 04:00:00	ES	Futures	2160.15	2164.18	2160.15	2163.65	2743.0
2015-12-14 04:05:00	ES	Futures	2163.65	2164.18	2162.84	2163.38	1476.0

> showing 50 of 14,683 rows — these rows as CSV

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