PREVIEW / futures_5min / 2015-12-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-23.parquet
  size:    216 KB
  rows:    13,994

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
2015-12-23 00:00:00	ES	Futures	2185.41	2185.95	2185.41	2185.95	149.0
2015-12-23 00:05:00	ES	Futures	2185.68	2185.68	2185.14	2185.41	120.0
2015-12-23 00:10:00	ES	Futures	2185.41	2185.41	2185.14	2185.41	18.0
2015-12-23 00:15:00	ES	Futures	2185.14	2185.41	2185.14	2185.41	14.0
2015-12-23 00:20:00	ES	Futures	2185.41	2185.41	2184.6	2184.87	340.0
2015-12-23 00:25:00	ES	Futures	2184.87	2185.41	2184.87	2185.14	80.0
2015-12-23 00:30:00	ES	Futures	2185.14	2185.68	2185.14	2185.41	112.0
2015-12-23 00:35:00	ES	Futures	2185.68	2185.95	2185.68	2185.68	90.0
2015-12-23 00:40:00	ES	Futures	2185.68	2185.68	2185.14	2185.14	53.0
2015-12-23 00:45:00	ES	Futures	2185.14	2185.95	2185.14	2185.95	97.0
2015-12-23 00:50:00	ES	Futures	2185.95	2185.95	2185.14	2185.68	146.0
2015-12-23 00:55:00	ES	Futures	2185.41	2185.68	2184.87	2185.14	142.0
2015-12-23 01:00:00	ES	Futures	2184.87	2185.41	2184.87	2185.14	165.0
2015-12-23 01:05:00	ES	Futures	2185.14	2185.41	2185.14	2185.14	44.0
2015-12-23 01:10:00	ES	Futures	2185.14	2185.41	2185.14	2185.41	103.0
2015-12-23 01:15:00	ES	Futures	2185.68	2185.68	2185.14	2185.41	43.0
2015-12-23 01:20:00	ES	Futures	2185.41	2186.22	2185.41	2185.95	220.0
2015-12-23 01:25:00	ES	Futures	2185.68	2185.95	2185.41	2185.41	55.0
2015-12-23 01:30:00	ES	Futures	2185.41	2185.68	2185.14	2185.14	233.0
2015-12-23 01:35:00	ES	Futures	2185.14	2185.68	2185.14	2185.41	234.0
2015-12-23 01:40:00	ES	Futures	2185.41	2185.41	2185.14	2185.41	89.0
2015-12-23 01:45:00	ES	Futures	2185.41	2185.68	2184.87	2185.68	432.0
2015-12-23 01:50:00	ES	Futures	2185.68	2186.22	2185.68	2185.68	222.0
2015-12-23 01:55:00	ES	Futures	2185.68	2185.95	2185.14	2185.14	200.0
2015-12-23 02:00:00	ES	Futures	2185.14	2185.95	2185.14	2185.95	280.0
2015-12-23 02:05:00	ES	Futures	2185.95	2186.49	2185.68	2185.95	625.0
2015-12-23 02:10:00	ES	Futures	2185.95	2185.95	2185.14	2185.41	836.0
2015-12-23 02:15:00	ES	Futures	2185.68	2185.95	2185.14	2185.68	456.0
2015-12-23 02:20:00	ES	Futures	2185.68	2185.68	2185.41	2185.68	212.0
2015-12-23 02:25:00	ES	Futures	2185.68	2185.95	2185.41	2185.68	244.0
2015-12-23 02:30:00	ES	Futures	2185.95	2185.95	2185.68	2185.68	142.0
2015-12-23 02:35:00	ES	Futures	2185.68	2185.68	2184.87	2185.14	284.0
2015-12-23 02:40:00	ES	Futures	2185.14	2185.68	2184.87	2185.68	163.0
2015-12-23 02:45:00	ES	Futures	2185.41	2185.95	2185.41	2185.68	218.0
2015-12-23 02:50:00	ES	Futures	2185.68	2186.22	2185.68	2186.22	342.0
2015-12-23 02:55:00	ES	Futures	2186.22	2187.02	2185.95	2186.49	641.0
2015-12-23 03:00:00	ES	Futures	2186.49	2188.64	2186.49	2187.29	2819.0
2015-12-23 03:05:00	ES	Futures	2187.02	2187.83	2186.22	2187.56	1190.0
2015-12-23 03:10:00	ES	Futures	2187.83	2189.98	2187.56	2189.71	2284.0
2015-12-23 03:15:00	ES	Futures	2189.98	2191.05	2189.17	2190.52	2768.0
2015-12-23 03:20:00	ES	Futures	2190.52	2192.13	2190.52	2191.32	2693.0
2015-12-23 03:25:00	ES	Futures	2191.59	2192.13	2190.52	2190.78	1314.0
2015-12-23 03:30:00	ES	Futures	2191.05	2192.13	2190.78	2191.05	1281.0
2015-12-23 03:35:00	ES	Futures	2191.05	2191.32	2189.71	2190.25	993.0
2015-12-23 03:40:00	ES	Futures	2190.25	2190.52	2189.71	2190.25	539.0
2015-12-23 03:45:00	ES	Futures	2190.25	2190.25	2189.17	2189.71	595.0
2015-12-23 03:50:00	ES	Futures	2189.71	2189.71	2188.9	2189.44	436.0
2015-12-23 03:55:00	ES	Futures	2189.71	2189.98	2189.17	2189.44	332.0
2015-12-23 04:00:00	ES	Futures	2189.44	2190.78	2189.17	2190.52	1003.0
2015-12-23 04:05:00	ES	Futures	2190.25	2190.78	2189.44	2189.44	720.0

> showing 50 of 13,994 rows — these rows as CSV

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