PREVIEW / futures_5min / 2015-12-28

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-28.parquet
  size:    192 KB
  rows:    12,908

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
2015-12-28 00:00:00	ES	Futures	2205.56	2205.83	2205.3	2205.56	29.0
2015-12-28 00:05:00	ES	Futures	2205.56	2205.56	2205.3	2205.56	102.0
2015-12-28 00:10:00	ES	Futures	2205.3	2205.3	2204.22	2204.76	536.0
2015-12-28 00:15:00	ES	Futures	2204.76	2204.76	2203.95	2204.22	319.0
2015-12-28 00:20:00	ES	Futures	2204.22	2204.22	2203.95	2203.95	114.0
2015-12-28 00:25:00	ES	Futures	2204.22	2204.22	2203.95	2203.95	104.0
2015-12-28 00:30:00	ES	Futures	2203.95	2203.95	2201.53	2202.34	1134.0
2015-12-28 00:35:00	ES	Futures	2202.61	2203.15	2202.07	2202.07	215.0
2015-12-28 00:40:00	ES	Futures	2202.34	2202.88	2202.07	2202.61	113.0
2015-12-28 00:45:00	ES	Futures	2202.61	2203.68	2201.53	2203.15	983.0
2015-12-28 00:50:00	ES	Futures	2203.15	2203.41	2202.88	2202.88	95.0
2015-12-28 00:55:00	ES	Futures	2202.88	2203.15	2202.61	2202.61	198.0
2015-12-28 01:00:00	ES	Futures	2202.61	2202.88	2202.34	2202.88	219.0
2015-12-28 01:05:00	ES	Futures	2202.88	2203.41	2202.88	2203.41	196.0
2015-12-28 01:10:00	ES	Futures	2203.41	2203.68	2203.15	2203.41	69.0
2015-12-28 01:15:00	ES	Futures	2203.15	2203.68	2202.88	2203.15	67.0
2015-12-28 01:20:00	ES	Futures	2202.88	2203.15	2202.88	2202.88	72.0
2015-12-28 01:25:00	ES	Futures	2202.61	2202.88	2202.61	2202.61	70.0
2015-12-28 01:30:00	ES	Futures	2202.88	2202.88	2202.34	2202.61	172.0
2015-12-28 01:35:00	ES	Futures	2202.34	2202.61	2202.07	2202.34	111.0
2015-12-28 01:40:00	ES	Futures	2202.34	2202.61	2202.34	2202.61	38.0
2015-12-28 01:45:00	ES	Futures	2202.34	2202.61	2202.07	2202.34	152.0
2015-12-28 01:50:00	ES	Futures	2202.34	2202.88	2202.34	2202.61	217.0
2015-12-28 01:55:00	ES	Futures	2202.61	2202.88	2202.34	2202.61	48.0
2015-12-28 02:00:00	ES	Futures	2202.61	2203.41	2202.34	2202.61	576.0
2015-12-28 02:05:00	ES	Futures	2202.61	2202.61	2201.8	2202.07	668.0
2015-12-28 02:10:00	ES	Futures	2202.07	2202.61	2202.07	2202.61	257.0
2015-12-28 02:15:00	ES	Futures	2202.61	2203.15	2202.34	2202.88	183.0
2015-12-28 02:20:00	ES	Futures	2202.88	2204.22	2202.88	2203.41	537.0
2015-12-28 02:25:00	ES	Futures	2203.41	2204.22	2203.15	2203.95	523.0
2015-12-28 02:30:00	ES	Futures	2203.95	2204.22	2203.68	2204.22	242.0
2015-12-28 02:35:00	ES	Futures	2204.22	2205.03	2203.95	2205.03	564.0
2015-12-28 02:40:00	ES	Futures	2205.03	2205.3	2204.22	2204.22	376.0
2015-12-28 02:45:00	ES	Futures	2204.22	2204.76	2203.41	2203.41	469.0
2015-12-28 02:50:00	ES	Futures	2203.41	2204.22	2203.15	2203.68	478.0
2015-12-28 02:55:00	ES	Futures	2203.68	2204.49	2202.88	2202.88	520.0
2015-12-28 03:00:00	ES	Futures	2202.88	2203.68	2202.34	2202.88	954.0
2015-12-28 03:05:00	ES	Futures	2202.61	2202.88	2201.0	2202.07	1090.0
2015-12-28 03:10:00	ES	Futures	2202.07	2202.34	2201.53	2202.07	291.0
2015-12-28 03:15:00	ES	Futures	2202.07	2202.34	2201.0	2201.0	422.0
2015-12-28 03:20:00	ES	Futures	2201.0	2201.0	2199.92	2200.46	1815.0
2015-12-28 03:25:00	ES	Futures	2200.19	2200.73	2199.92	2199.92	712.0
2015-12-28 03:30:00	ES	Futures	2200.19	2200.73	2199.65	2200.73	715.0
2015-12-28 03:35:00	ES	Futures	2200.73	2201.8	2200.73	2201.0	785.0
2015-12-28 03:40:00	ES	Futures	2200.73	2201.8	2200.46	2201.26	622.0
2015-12-28 03:45:00	ES	Futures	2201.53	2202.07	2200.73	2201.53	613.0
2015-12-28 03:50:00	ES	Futures	2201.53	2201.8	2201.26	2201.26	236.0
2015-12-28 03:55:00	ES	Futures	2201.53	2201.8	2199.92	2200.19	540.0
2015-12-28 04:00:00	ES	Futures	2199.92	2201.0	2199.92	2200.46	612.0
2015-12-28 04:05:00	ES	Futures	2200.19	2200.73	2200.19	2200.46	401.0

> showing 50 of 12,908 rows — these rows as CSV

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