PREVIEW / futures_5min / 2015-12-18

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-18.parquet
  size:    214 KB
  rows:    12,440

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
2015-12-18 00:00:00	ES	Futures	2169.83	2170.09	2166.87	2167.14	1533.0
2015-12-18 00:05:00	ES	Futures	2167.14	2167.94	2166.33	2166.87	1394.0
2015-12-18 00:10:00	ES	Futures	2166.87	2170.63	2166.87	2169.83	1667.0
2015-12-18 00:15:00	ES	Futures	2169.83	2169.83	2167.41	2167.68	1074.0
2015-12-18 00:20:00	ES	Futures	2167.41	2170.36	2167.14	2170.36	1315.0
2015-12-18 00:25:00	ES	Futures	2170.09	2171.17	2169.02	2170.36	671.0
2015-12-18 00:30:00	ES	Futures	2170.09	2171.17	2169.02	2169.29	349.0
2015-12-18 00:35:00	ES	Futures	2169.29	2169.83	2168.75	2169.56	337.0
2015-12-18 00:40:00	ES	Futures	2169.83	2169.83	2167.94	2169.56	810.0
2015-12-18 00:45:00	ES	Futures	2169.56	2170.09	2169.02	2169.56	317.0
2015-12-18 00:50:00	ES	Futures	2169.83	2170.63	2167.94	2170.63	1080.0
2015-12-18 00:55:00	ES	Futures	2170.63	2170.63	2168.21	2169.29	796.0
2015-12-18 01:00:00	ES	Futures	2169.56	2170.09	2169.29	2169.83	463.0
2015-12-18 01:05:00	ES	Futures	2169.83	2170.36	2168.48	2169.56	859.0
2015-12-18 01:10:00	ES	Futures	2169.29	2169.56	2168.48	2169.02	907.0
2015-12-18 01:15:00	ES	Futures	2169.29	2169.56	2167.68	2168.48	861.0
2015-12-18 01:20:00	ES	Futures	2168.48	2168.75	2168.21	2168.75	308.0
2015-12-18 01:25:00	ES	Futures	2168.48	2169.56	2168.48	2169.56	343.0
2015-12-18 01:30:00	ES	Futures	2169.56	2170.09	2169.02	2170.09	174.0
2015-12-18 01:35:00	ES	Futures	2170.09	2172.78	2169.83	2172.51	978.0
2015-12-18 01:40:00	ES	Futures	2172.51	2172.51	2170.36	2170.63	697.0
2015-12-18 01:45:00	ES	Futures	2170.36	2171.44	2170.09	2171.44	328.0
2015-12-18 01:50:00	ES	Futures	2171.17	2171.44	2170.63	2170.63	224.0
2015-12-18 01:55:00	ES	Futures	2170.36	2171.17	2170.36	2170.63	304.0
2015-12-18 02:00:00	ES	Futures	2170.9	2172.24	2170.36	2171.98	652.0
2015-12-18 02:05:00	ES	Futures	2172.24	2172.78	2171.98	2171.98	463.0
2015-12-18 02:10:00	ES	Futures	2171.71	2171.71	2170.36	2171.44	1122.0
2015-12-18 02:15:00	ES	Futures	2171.44	2173.05	2171.17	2173.05	580.0
2015-12-18 02:20:00	ES	Futures	2172.78	2173.32	2172.78	2173.05	1236.0
2015-12-18 02:25:00	ES	Futures	2173.05	2173.32	2172.51	2173.05	1024.0
2015-12-18 02:30:00	ES	Futures	2173.32	2173.32	2170.63	2170.63	1129.0
2015-12-18 02:35:00	ES	Futures	2170.9	2170.9	2168.75	2169.29	1309.0
2015-12-18 02:40:00	ES	Futures	2169.56	2170.9	2165.79	2165.79	2770.0
2015-12-18 02:45:00	ES	Futures	2166.06	2167.94	2165.79	2166.87	1832.0
2015-12-18 02:50:00	ES	Futures	2166.6	2167.14	2165.79	2166.87	1100.0
2015-12-18 02:55:00	ES	Futures	2166.87	2167.68	2166.06	2166.06	1661.0
2015-12-18 03:00:00	ES	Futures	2166.06	2167.68	2162.57	2167.68	6130.0
2015-12-18 03:05:00	ES	Futures	2167.68	2170.36	2167.14	2168.21	4623.0
2015-12-18 03:10:00	ES	Futures	2168.21	2172.24	2167.94	2171.17	4175.0
2015-12-18 03:15:00	ES	Futures	2171.44	2172.78	2171.17	2171.71	2786.0
2015-12-18 03:20:00	ES	Futures	2171.71	2173.32	2171.44	2173.05	2155.0
2015-12-18 03:25:00	ES	Futures	2173.32	2173.32	2171.71	2172.51	2210.0
2015-12-18 03:30:00	ES	Futures	2172.51	2173.05	2170.9	2171.17	1884.0
2015-12-18 03:35:00	ES	Futures	2171.17	2171.44	2168.48	2170.63	2723.0
2015-12-18 03:40:00	ES	Futures	2170.9	2171.17	2168.21	2168.75	2436.0
2015-12-18 03:45:00	ES	Futures	2168.75	2170.09	2168.21	2168.21	2145.0
2015-12-18 03:50:00	ES	Futures	2167.94	2169.83	2167.94	2169.02	1479.0
2015-12-18 03:55:00	ES	Futures	2168.75	2168.75	2164.99	2167.41	4322.0
2015-12-18 04:00:00	ES	Futures	2167.14	2167.94	2166.33	2167.41	2254.0
2015-12-18 04:05:00	ES	Futures	2167.14	2167.14	2165.26	2167.14	2723.0

> showing 50 of 12,440 rows — these rows as CSV

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