PREVIEW / futures_5min / 2015-12-17

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-17.parquet
  size:    253 KB
  rows:    14,983

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
2015-12-17 00:00:00	ES	Futures	2210.94	2211.48	2210.67	2210.94	306.0
2015-12-17 00:05:00	ES	Futures	2211.21	2211.21	2210.67	2210.94	228.0
2015-12-17 00:10:00	ES	Futures	2211.21	2211.74	2210.94	2211.21	294.0
2015-12-17 00:15:00	ES	Futures	2210.94	2212.01	2210.94	2211.21	153.0
2015-12-17 00:20:00	ES	Futures	2211.21	2212.01	2210.94	2211.74	188.0
2015-12-17 00:25:00	ES	Futures	2212.01	2212.55	2211.48	2212.01	500.0
2015-12-17 00:30:00	ES	Futures	2211.74	2212.28	2210.94	2210.94	285.0
2015-12-17 00:35:00	ES	Futures	2210.94	2211.21	2210.67	2210.94	167.0
2015-12-17 00:40:00	ES	Futures	2210.94	2211.21	2210.13	2210.4	492.0
2015-12-17 00:45:00	ES	Futures	2210.4	2211.74	2210.13	2211.21	345.0
2015-12-17 00:50:00	ES	Futures	2210.94	2211.48	2210.4	2210.4	118.0
2015-12-17 00:55:00	ES	Futures	2210.67	2210.94	2210.4	2210.94	189.0
2015-12-17 01:00:00	ES	Futures	2210.94	2211.21	2210.4	2210.4	116.0
2015-12-17 01:05:00	ES	Futures	2210.4	2210.94	2210.4	2210.4	272.0
2015-12-17 01:10:00	ES	Futures	2210.4	2210.67	2210.13	2210.67	267.0
2015-12-17 01:15:00	ES	Futures	2210.4	2210.94	2210.13	2210.4	225.0
2015-12-17 01:20:00	ES	Futures	2210.67	2210.94	2210.4	2210.67	137.0
2015-12-17 01:25:00	ES	Futures	2210.67	2211.48	2210.4	2210.4	312.0
2015-12-17 01:30:00	ES	Futures	2210.67	2210.94	2210.4	2210.67	133.0
2015-12-17 01:35:00	ES	Futures	2210.67	2211.21	2210.67	2210.94	158.0
2015-12-17 01:40:00	ES	Futures	2210.94	2211.48	2210.94	2211.48	202.0
2015-12-17 01:45:00	ES	Futures	2211.21	2212.01	2211.21	2212.01	384.0
2015-12-17 01:50:00	ES	Futures	2211.74	2212.82	2211.74	2212.28	275.0
2015-12-17 01:55:00	ES	Futures	2212.55	2213.09	2212.28	2212.55	256.0
2015-12-17 02:00:00	ES	Futures	2212.82	2213.89	2211.21	2212.28	1945.0
2015-12-17 02:05:00	ES	Futures	2212.28	2212.55	2211.48	2212.01	468.0
2015-12-17 02:10:00	ES	Futures	2212.01	2212.82	2211.74	2212.01	513.0
2015-12-17 02:15:00	ES	Futures	2212.28	2213.62	2212.28	2213.09	545.0
2015-12-17 02:20:00	ES	Futures	2213.09	2214.16	2212.82	2214.16	756.0
2015-12-17 02:25:00	ES	Futures	2214.16	2214.97	2213.89	2214.7	870.0
2015-12-17 02:30:00	ES	Futures	2214.43	2214.43	2212.82	2212.82	860.0
2015-12-17 02:35:00	ES	Futures	2212.82	2214.97	2212.82	2214.7	823.0
2015-12-17 02:40:00	ES	Futures	2214.43	2216.04	2214.43	2215.51	1147.0
2015-12-17 02:45:00	ES	Futures	2215.51	2216.58	2215.24	2216.58	932.0
2015-12-17 02:50:00	ES	Futures	2216.58	2217.12	2214.97	2216.31	1536.0
2015-12-17 02:55:00	ES	Futures	2216.04	2216.58	2214.97	2215.51	740.0
2015-12-17 03:00:00	ES	Futures	2215.51	2216.85	2213.62	2214.16	2701.0
2015-12-17 03:05:00	ES	Futures	2214.43	2215.51	2213.62	2213.89	2512.0
2015-12-17 03:10:00	ES	Futures	2213.62	2216.04	2213.62	2215.51	2460.0
2015-12-17 03:15:00	ES	Futures	2215.51	2218.19	2215.51	2217.39	3729.0
2015-12-17 03:20:00	ES	Futures	2217.39	2218.73	2217.12	2218.46	3195.0
2015-12-17 03:25:00	ES	Futures	2218.46	2218.73	2217.39	2217.66	2571.0
2015-12-17 03:30:00	ES	Futures	2217.66	2219.0	2217.12	2219.0	2034.0
2015-12-17 03:35:00	ES	Futures	2219.0	2219.81	2218.46	2218.46	3561.0
2015-12-17 03:40:00	ES	Futures	2218.19	2221.42	2218.19	2220.07	3063.0
2015-12-17 03:45:00	ES	Futures	2220.34	2221.42	2219.81	2220.34	2058.0
2015-12-17 03:50:00	ES	Futures	2220.61	2220.61	2219.0	2220.07	1432.0
2015-12-17 03:55:00	ES	Futures	2220.07	2221.15	2220.07	2220.88	957.0
2015-12-17 04:00:00	ES	Futures	2220.88	2221.42	2219.54	2220.07	2829.0
2015-12-17 04:05:00	ES	Futures	2220.07	2221.69	2220.07	2221.15	2477.0

> showing 50 of 14,983 rows — these rows as CSV

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