PREVIEW / futures_5min / 2015-12-21

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-21.parquet
  size:    232 KB
  rows:    14,658

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
2015-12-21 00:00:00	ES	Futures	2149.13	2149.67	2148.87	2149.67	197.0
2015-12-21 00:05:00	ES	Futures	2149.67	2149.94	2149.67	2149.94	164.0
2015-12-21 00:10:00	ES	Futures	2149.94	2151.55	2149.67	2151.28	1858.0
2015-12-21 00:15:00	ES	Futures	2151.28	2151.82	2150.21	2150.48	1039.0
2015-12-21 00:20:00	ES	Futures	2150.48	2151.28	2150.21	2151.28	144.0
2015-12-21 00:25:00	ES	Futures	2151.02	2151.55	2150.75	2150.75	316.0
2015-12-21 00:30:00	ES	Futures	2151.02	2151.02	2150.21	2150.75	204.0
2015-12-21 00:35:00	ES	Futures	2150.75	2151.82	2150.75	2151.82	606.0
2015-12-21 00:40:00	ES	Futures	2151.82	2152.09	2151.55	2151.82	323.0
2015-12-21 00:45:00	ES	Futures	2151.82	2151.82	2151.28	2151.55	168.0
2015-12-21 00:50:00	ES	Futures	2151.55	2151.82	2150.48	2151.82	298.0
2015-12-21 00:55:00	ES	Futures	2151.82	2151.82	2151.02	2151.02	181.0
2015-12-21 01:00:00	ES	Futures	2151.02	2151.28	2149.67	2150.21	666.0
2015-12-21 01:05:00	ES	Futures	2150.21	2150.21	2149.67	2149.67	260.0
2015-12-21 01:10:00	ES	Futures	2149.94	2149.94	2149.13	2149.13	372.0
2015-12-21 01:15:00	ES	Futures	2149.4	2150.21	2149.13	2149.94	519.0
2015-12-21 01:20:00	ES	Futures	2149.94	2150.21	2149.13	2149.67	415.0
2015-12-21 01:25:00	ES	Futures	2149.4	2149.4	2149.13	2149.4	626.0
2015-12-21 01:30:00	ES	Futures	2149.67	2149.67	2148.87	2149.13	119.0
2015-12-21 01:35:00	ES	Futures	2149.4	2150.21	2149.13	2149.94	231.0
2015-12-21 01:40:00	ES	Futures	2150.21	2150.21	2149.67	2150.21	224.0
2015-12-21 01:45:00	ES	Futures	2150.21	2150.21	2149.94	2149.94	77.0
2015-12-21 01:50:00	ES	Futures	2149.94	2150.21	2149.67	2149.94	194.0
2015-12-21 01:55:00	ES	Futures	2149.67	2150.21	2149.4	2149.4	182.0
2015-12-21 02:00:00	ES	Futures	2149.67	2151.28	2149.4	2150.75	869.0
2015-12-21 02:05:00	ES	Futures	2150.75	2152.09	2150.48	2151.82	1141.0
2015-12-21 02:10:00	ES	Futures	2151.82	2152.36	2151.28	2151.82	979.0
2015-12-21 02:15:00	ES	Futures	2152.09	2152.36	2151.82	2151.82	382.0
2015-12-21 02:20:00	ES	Futures	2151.82	2152.36	2151.55	2152.09	512.0
2015-12-21 02:25:00	ES	Futures	2152.36	2152.63	2151.28	2151.82	503.0
2015-12-21 02:30:00	ES	Futures	2151.82	2153.17	2151.55	2151.82	1990.0
2015-12-21 02:35:00	ES	Futures	2151.55	2152.09	2150.48	2151.28	1145.0
2015-12-21 02:40:00	ES	Futures	2151.55	2151.55	2149.94	2150.48	934.0
2015-12-21 02:45:00	ES	Futures	2150.21	2151.02	2149.94	2150.21	427.0
2015-12-21 02:50:00	ES	Futures	2150.48	2150.75	2150.21	2150.48	436.0
2015-12-21 02:55:00	ES	Futures	2150.48	2150.75	2149.67	2149.67	509.0
2015-12-21 03:00:00	ES	Futures	2149.94	2151.55	2149.4	2150.21	2723.0
2015-12-21 03:05:00	ES	Futures	2150.21	2152.09	2149.4	2150.48	3345.0
2015-12-21 03:10:00	ES	Futures	2150.75	2152.9	2150.75	2152.63	1941.0
2015-12-21 03:15:00	ES	Futures	2152.36	2154.51	2151.28	2154.51	3623.0
2015-12-21 03:20:00	ES	Futures	2154.78	2157.46	2154.24	2156.66	5145.0
2015-12-21 03:25:00	ES	Futures	2156.66	2159.35	2156.66	2159.08	4555.0
2015-12-21 03:30:00	ES	Futures	2159.35	2159.61	2157.73	2158.81	3197.0
2015-12-21 03:35:00	ES	Futures	2158.81	2159.35	2158.27	2158.54	1064.0
2015-12-21 03:40:00	ES	Futures	2158.81	2159.61	2158.27	2158.27	1677.0
2015-12-21 03:45:00	ES	Futures	2158.27	2159.61	2158.0	2159.35	1656.0
2015-12-21 03:50:00	ES	Futures	2159.61	2160.69	2158.54	2160.69	2622.0
2015-12-21 03:55:00	ES	Futures	2160.69	2162.57	2160.42	2161.76	2988.0
2015-12-21 04:00:00	ES	Futures	2161.76	2163.11	2160.69	2160.69	2778.0
2015-12-21 04:05:00	ES	Futures	2160.69	2161.5	2159.88	2161.23	1950.0

> showing 50 of 14,658 rows — these rows as CSV

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