PREVIEW / futures_5min / 2015-12-16

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-16.parquet
  size:    250 KB
  rows:    14,863

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
2015-12-16 00:00:00	ES	Futures	2196.43	2196.43	2194.82	2195.08	354.0
2015-12-16 00:05:00	ES	Futures	2195.08	2195.62	2194.82	2195.08	270.0
2015-12-16 00:10:00	ES	Futures	2195.08	2195.35	2194.55	2194.55	331.0
2015-12-16 00:15:00	ES	Futures	2194.55	2194.82	2194.28	2194.82	351.0
2015-12-16 00:20:00	ES	Futures	2194.82	2195.62	2194.55	2195.62	275.0
2015-12-16 00:25:00	ES	Futures	2195.62	2195.62	2194.55	2194.82	216.0
2015-12-16 00:30:00	ES	Futures	2195.08	2195.08	2194.01	2194.28	210.0
2015-12-16 00:35:00	ES	Futures	2194.28	2194.82	2194.28	2194.55	111.0
2015-12-16 00:40:00	ES	Futures	2194.55	2194.55	2192.93	2193.47	497.0
2015-12-16 00:45:00	ES	Futures	2193.47	2194.01	2193.2	2193.74	252.0
2015-12-16 00:50:00	ES	Futures	2193.74	2194.28	2193.74	2194.01	112.0
2015-12-16 00:55:00	ES	Futures	2194.28	2194.55	2193.47	2194.55	319.0
2015-12-16 01:00:00	ES	Futures	2194.55	2195.35	2194.55	2195.35	241.0
2015-12-16 01:05:00	ES	Futures	2195.35	2195.35	2194.28	2194.28	366.0
2015-12-16 01:10:00	ES	Futures	2194.01	2195.89	2193.74	2195.62	267.0
2015-12-16 01:15:00	ES	Futures	2195.62	2195.62	2194.82	2194.82	127.0
2015-12-16 01:20:00	ES	Futures	2194.82	2195.08	2194.28	2194.28	202.0
2015-12-16 01:25:00	ES	Futures	2194.28	2194.55	2194.01	2194.28	69.0
2015-12-16 01:30:00	ES	Futures	2194.28	2195.08	2194.01	2195.08	57.0
2015-12-16 01:35:00	ES	Futures	2194.82	2195.35	2194.28	2194.82	126.0
2015-12-16 01:40:00	ES	Futures	2195.08	2195.89	2194.82	2195.89	295.0
2015-12-16 01:45:00	ES	Futures	2195.89	2196.43	2194.82	2195.08	453.0
2015-12-16 01:50:00	ES	Futures	2195.08	2195.89	2195.08	2195.62	131.0
2015-12-16 01:55:00	ES	Futures	2195.62	2196.16	2195.35	2195.35	99.0
2015-12-16 02:00:00	ES	Futures	2195.35	2195.62	2194.28	2194.82	839.0
2015-12-16 02:05:00	ES	Futures	2194.82	2195.08	2194.28	2194.55	209.0
2015-12-16 02:10:00	ES	Futures	2194.55	2194.55	2193.47	2193.74	273.0
2015-12-16 02:15:00	ES	Futures	2194.01	2194.01	2192.93	2193.2	445.0
2015-12-16 02:20:00	ES	Futures	2193.2	2193.74	2192.93	2193.47	522.0
2015-12-16 02:25:00	ES	Futures	2193.74	2194.28	2193.47	2193.47	389.0
2015-12-16 02:30:00	ES	Futures	2193.74	2194.01	2193.2	2193.74	531.0
2015-12-16 02:35:00	ES	Futures	2194.01	2194.01	2193.2	2193.2	194.0
2015-12-16 02:40:00	ES	Futures	2193.47	2194.82	2193.2	2194.82	402.0
2015-12-16 02:45:00	ES	Futures	2194.82	2195.35	2194.55	2195.35	520.0
2015-12-16 02:50:00	ES	Futures	2195.62	2195.62	2194.55	2195.62	615.0
2015-12-16 02:55:00	ES	Futures	2195.35	2195.62	2195.08	2195.62	375.0
2015-12-16 03:00:00	ES	Futures	2195.62	2197.77	2194.82	2195.89	3723.0
2015-12-16 03:05:00	ES	Futures	2195.62	2196.97	2193.74	2195.62	2502.0
2015-12-16 03:10:00	ES	Futures	2195.89	2197.5	2194.01	2194.55	2031.0
2015-12-16 03:15:00	ES	Futures	2194.55	2194.82	2192.13	2194.28	3307.0
2015-12-16 03:20:00	ES	Futures	2194.28	2194.82	2192.13	2193.2	2015.0
2015-12-16 03:25:00	ES	Futures	2193.2	2195.62	2192.4	2193.74	1734.0
2015-12-16 03:30:00	ES	Futures	2193.74	2194.55	2192.93	2194.28	1746.0
2015-12-16 03:35:00	ES	Futures	2194.28	2195.62	2193.74	2195.08	1245.0
2015-12-16 03:40:00	ES	Futures	2195.08	2195.62	2193.74	2194.28	1015.0
2015-12-16 03:45:00	ES	Futures	2194.28	2194.82	2192.13	2192.67	1222.0
2015-12-16 03:50:00	ES	Futures	2192.4	2192.67	2190.78	2190.78	1700.0
2015-12-16 03:55:00	ES	Futures	2190.78	2193.47	2190.52	2192.93	1030.0
2015-12-16 04:00:00	ES	Futures	2192.93	2193.74	2192.13	2192.13	1185.0
2015-12-16 04:05:00	ES	Futures	2192.4	2194.55	2192.13	2193.74	1348.0

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