PREVIEW / futures_5min / 2015-12-24

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-24.parquet
  size:    118 KB
  rows:    7,274

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
2015-12-24 00:00:00	ES	Futures	2205.3	2205.3	2204.76	2204.76	283.0
2015-12-24 00:05:00	ES	Futures	2204.76	2205.03	2204.49	2204.49	83.0
2015-12-24 00:10:00	ES	Futures	2204.76	2204.76	2204.49	2204.49	120.0
2015-12-24 00:15:00	ES	Futures	2204.76	2204.76	2203.95	2203.95	772.0
2015-12-24 00:20:00	ES	Futures	2203.95	2203.95	2203.41	2203.68	789.0
2015-12-24 00:25:00	ES	Futures	2203.68	2204.22	2203.68	2204.22	261.0
2015-12-24 00:30:00	ES	Futures	2204.22	2204.22	2203.41	2203.41	199.0
2015-12-24 00:35:00	ES	Futures	2203.68	2203.95	2203.68	2203.95	186.0
2015-12-24 00:40:00	ES	Futures	2203.68	2204.49	2203.68	2203.95	102.0
2015-12-24 00:45:00	ES	Futures	2204.22	2204.22	2203.41	2203.95	238.0
2015-12-24 00:50:00	ES	Futures	2203.68	2203.95	2203.41	2203.41	189.0
2015-12-24 00:55:00	ES	Futures	2203.41	2204.22	2202.88	2203.95	487.0
2015-12-24 01:00:00	ES	Futures	2204.22	2204.22	2203.15	2203.15	461.0
2015-12-24 01:05:00	ES	Futures	2203.15	2203.95	2202.88	2203.68	284.0
2015-12-24 01:10:00	ES	Futures	2203.95	2204.22	2203.95	2204.22	124.0
2015-12-24 01:15:00	ES	Futures	2204.22	2204.22	2203.15	2203.41	189.0
2015-12-24 01:20:00	ES	Futures	2203.15	2203.41	2202.88	2203.15	124.0
2015-12-24 01:25:00	ES	Futures	2203.15	2203.68	2202.88	2203.68	364.0
2015-12-24 01:30:00	ES	Futures	2203.41	2203.68	2203.41	2203.41	172.0
2015-12-24 01:35:00	ES	Futures	2203.68	2203.68	2203.41	2203.41	39.0
2015-12-24 01:40:00	ES	Futures	2203.68	2203.68	2203.41	2203.41	86.0
2015-12-24 01:45:00	ES	Futures	2203.41	2203.95	2203.41	2203.95	170.0
2015-12-24 01:50:00	ES	Futures	2203.95	2203.95	2203.68	2203.68	29.0
2015-12-24 01:55:00	ES	Futures	2203.68	2203.95	2203.68	2203.95	28.0
2015-12-24 02:00:00	ES	Futures	2203.95	2203.95	2203.68	2203.95	86.0
2015-12-24 02:05:00	ES	Futures	2203.68	2203.95	2203.41	2203.68	179.0
2015-12-24 02:10:00	ES	Futures	2203.68	2205.03	2203.68	2205.03	402.0
2015-12-24 02:15:00	ES	Futures	2204.76	2204.76	2203.41	2203.41	399.0
2015-12-24 02:20:00	ES	Futures	2203.41	2204.76	2203.41	2204.76	271.0
2015-12-24 02:25:00	ES	Futures	2204.76	2204.76	2204.49	2204.49	124.0
2015-12-24 02:30:00	ES	Futures	2204.49	2204.49	2204.22	2204.22	77.0
2015-12-24 02:35:00	ES	Futures	2204.49	2204.49	2203.41	2203.95	280.0
2015-12-24 02:40:00	ES	Futures	2203.95	2203.95	2203.41	2203.68	189.0
2015-12-24 02:45:00	ES	Futures	2203.41	2203.68	2203.41	2203.41	255.0
2015-12-24 02:50:00	ES	Futures	2203.15	2203.68	2203.15	2203.15	218.0
2015-12-24 02:55:00	ES	Futures	2203.41	2203.41	2203.15	2203.15	88.0
2015-12-24 03:00:00	ES	Futures	2203.41	2204.49	2203.15	2204.22	555.0
2015-12-24 03:05:00	ES	Futures	2204.22	2204.49	2203.95	2204.49	144.0
2015-12-24 03:10:00	ES	Futures	2204.49	2204.76	2203.95	2204.22	168.0
2015-12-24 03:15:00	ES	Futures	2203.95	2204.22	2203.41	2203.68	298.0
2015-12-24 03:20:00	ES	Futures	2203.68	2203.95	2202.88	2203.15	586.0
2015-12-24 03:25:00	ES	Futures	2203.41	2204.76	2203.15	2203.68	357.0
2015-12-24 03:30:00	ES	Futures	2203.95	2204.22	2203.41	2203.95	284.0
2015-12-24 03:35:00	ES	Futures	2203.95	2203.95	2203.15	2203.41	235.0
2015-12-24 03:40:00	ES	Futures	2203.41	2203.41	2202.88	2203.15	235.0
2015-12-24 03:45:00	ES	Futures	2203.15	2203.15	2202.88	2202.88	216.0
2015-12-24 03:50:00	ES	Futures	2203.15	2203.41	2202.88	2203.41	221.0
2015-12-24 03:55:00	ES	Futures	2203.41	2203.95	2203.15	2203.15	247.0
2015-12-24 04:00:00	ES	Futures	2203.15	2203.68	2202.88	2203.68	182.0
2015-12-24 04:05:00	ES	Futures	2203.41	2203.95	2202.88	2203.15	216.0

> showing 50 of 7,274 rows — these rows as CSV

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