PREVIEW / futures_5min / 2015-12-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-27.parquet
  size:    40 KB
  rows:    2,267

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
2015-12-27 18:00:00	ES	Futures	2204.76	2207.18	2203.95	2205.3	1329.0
2015-12-27 18:05:00	ES	Futures	2205.3	2206.1	2205.3	2205.83	174.0
2015-12-27 18:10:00	ES	Futures	2206.1	2207.18	2206.1	2206.91	362.0
2015-12-27 18:15:00	ES	Futures	2206.91	2208.25	2206.91	2207.44	710.0
2015-12-27 18:20:00	ES	Futures	2207.71	2207.71	2206.1	2206.37	424.0
2015-12-27 18:25:00	ES	Futures	2206.37	2206.37	2205.56	2205.83	220.0
2015-12-27 18:30:00	ES	Futures	2205.83	2207.18	2205.83	2206.1	234.0
2015-12-27 18:35:00	ES	Futures	2206.1	2206.1	2205.03	2205.56	242.0
2015-12-27 18:40:00	ES	Futures	2205.56	2206.1	2205.56	2205.56	175.0
2015-12-27 18:45:00	ES	Futures	2205.56	2205.56	2205.03	2205.56	266.0
2015-12-27 18:50:00	ES	Futures	2205.56	2205.56	2204.76	2204.76	126.0
2015-12-27 18:55:00	ES	Futures	2205.03	2205.56	2204.76	2205.56	123.0
2015-12-27 19:00:00	ES	Futures	2205.56	2206.1	2205.3	2205.56	300.0
2015-12-27 19:05:00	ES	Futures	2205.83	2205.83	2204.49	2205.3	539.0
2015-12-27 19:10:00	ES	Futures	2205.3	2205.3	2204.76	2204.76	139.0
2015-12-27 19:15:00	ES	Futures	2204.49	2205.3	2204.49	2205.3	232.0
2015-12-27 19:20:00	ES	Futures	2205.3	2205.83	2205.03	2205.3	227.0
2015-12-27 19:25:00	ES	Futures	2205.3	2205.56	2204.76	2205.03	147.0
2015-12-27 19:30:00	ES	Futures	2205.03	2205.56	2205.03	2205.56	115.0
2015-12-27 19:35:00	ES	Futures	2205.3	2205.56	2204.76	2205.03	133.0
2015-12-27 19:40:00	ES	Futures	2205.3	2205.3	2205.03	2205.3	30.0
2015-12-27 19:45:00	ES	Futures	2205.56	2205.56	2205.03	2205.03	102.0
2015-12-27 19:50:00	ES	Futures	2205.03	2205.56	2205.03	2205.3	152.0
2015-12-27 19:55:00	ES	Futures	2205.56	2205.56	2205.03	2205.03	221.0
2015-12-27 20:00:00	ES	Futures	2205.3	2205.56	2204.76	2204.76	456.0
2015-12-27 20:05:00	ES	Futures	2204.76	2205.03	2204.76	2204.76	156.0
2015-12-27 20:10:00	ES	Futures	2204.76	2204.76	2204.49	2204.76	133.0
2015-12-27 20:15:00	ES	Futures	2204.49	2204.76	2203.95	2203.95	215.0
2015-12-27 20:20:00	ES	Futures	2204.22	2204.22	2203.68	2203.95	441.0
2015-12-27 20:25:00	ES	Futures	2203.95	2204.49	2203.95	2203.95	255.0
2015-12-27 20:30:00	ES	Futures	2204.22	2204.22	2203.68	2203.95	175.0
2015-12-27 20:35:00	ES	Futures	2203.95	2204.22	2203.68	2203.68	141.0
2015-12-27 20:40:00	ES	Futures	2203.41	2203.95	2203.41	2203.41	187.0
2015-12-27 20:45:00	ES	Futures	2203.68	2203.95	2203.41	2203.68	105.0
2015-12-27 20:50:00	ES	Futures	2203.68	2204.22	2203.41	2203.68	210.0
2015-12-27 20:55:00	ES	Futures	2203.68	2204.49	2203.68	2204.22	81.0
2015-12-27 21:00:00	ES	Futures	2204.22	2204.49	2204.22	2204.49	94.0
2015-12-27 21:05:00	ES	Futures	2204.22	2204.22	2204.22	2204.22	17.0
2015-12-27 21:10:00	ES	Futures	2204.22	2204.22	2203.95	2204.22	54.0
2015-12-27 21:15:00	ES	Futures	2203.95	2204.49	2203.95	2204.49	54.0
2015-12-27 21:20:00	ES	Futures	2204.22	2204.76	2204.22	2204.49	64.0
2015-12-27 21:25:00	ES	Futures	2204.49	2204.76	2204.49	2204.76	11.0
2015-12-27 21:30:00	ES	Futures	2204.49	2205.3	2204.49	2205.03	305.0
2015-12-27 21:35:00	ES	Futures	2205.03	2205.3	2204.76	2204.76	120.0
2015-12-27 21:40:00	ES	Futures	2204.76	2205.03	2204.76	2205.03	44.0
2015-12-27 21:45:00	ES	Futures	2205.03	2205.03	2205.03	2205.03	39.0
2015-12-27 21:50:00	ES	Futures	2204.76	2205.3	2204.76	2205.3	26.0
2015-12-27 21:55:00	ES	Futures	2205.03	2205.3	2204.76	2204.76	37.0
2015-12-27 22:00:00	ES	Futures	2204.76	2205.03	2204.76	2205.03	53.0
2015-12-27 22:05:00	ES	Futures	2205.03	2205.3	2205.03	2205.3	72.0

> showing 50 of 2,267 rows — these rows as CSV

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