PREVIEW / futures_5min / 2015-12-29

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-12-29.parquet
  size:    214 KB
  rows:    14,077

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
2015-12-29 00:00:00	ES	Futures	2205.56	2205.56	2205.3	2205.3	85.0
2015-12-29 00:05:00	ES	Futures	2205.03	2205.83	2205.03	2205.83	265.0
2015-12-29 00:10:00	ES	Futures	2205.56	2205.83	2205.3	2205.83	173.0
2015-12-29 00:15:00	ES	Futures	2205.56	2205.83	2205.56	2205.83	119.0
2015-12-29 00:20:00	ES	Futures	2205.83	2205.83	2205.03	2205.03	253.0
2015-12-29 00:25:00	ES	Futures	2205.03	2205.56	2205.03	2205.3	186.0
2015-12-29 00:30:00	ES	Futures	2205.03	2205.56	2204.76	2204.76	178.0
2015-12-29 00:35:00	ES	Futures	2204.76	2205.03	2204.76	2204.76	99.0
2015-12-29 00:40:00	ES	Futures	2204.76	2205.56	2204.76	2205.3	288.0
2015-12-29 00:45:00	ES	Futures	2205.3	2205.56	2205.03	2205.03	117.0
2015-12-29 00:50:00	ES	Futures	2205.03	2205.3	2205.03	2205.03	65.0
2015-12-29 00:55:00	ES	Futures	2205.03	2205.03	2204.76	2205.03	129.0
2015-12-29 01:00:00	ES	Futures	2205.03	2205.3	2204.76	2204.76	292.0
2015-12-29 01:05:00	ES	Futures	2204.76	2205.03	2204.49	2204.49	133.0
2015-12-29 01:10:00	ES	Futures	2204.76	2204.76	2204.22	2204.22	237.0
2015-12-29 01:15:00	ES	Futures	2203.95	2204.49	2203.95	2204.22	141.0
2015-12-29 01:20:00	ES	Futures	2204.22	2204.49	2203.95	2203.95	107.0
2015-12-29 01:25:00	ES	Futures	2203.95	2204.22	2203.68	2203.95	127.0
2015-12-29 01:30:00	ES	Futures	2204.22	2204.49	2203.95	2204.49	100.0
2015-12-29 01:35:00	ES	Futures	2204.49	2204.76	2204.49	2204.49	41.0
2015-12-29 01:40:00	ES	Futures	2204.76	2204.76	2204.49	2204.49	84.0
2015-12-29 01:45:00	ES	Futures	2204.22	2204.49	2204.22	2204.22	7.0
2015-12-29 01:50:00	ES	Futures	2204.49	2204.76	2204.22	2204.22	112.0
2015-12-29 01:55:00	ES	Futures	2204.22	2204.76	2204.22	2204.76	48.0
2015-12-29 02:00:00	ES	Futures	2204.49	2205.56	2204.49	2204.76	495.0
2015-12-29 02:05:00	ES	Futures	2204.76	2205.56	2204.49	2205.3	343.0
2015-12-29 02:10:00	ES	Futures	2205.3	2205.56	2204.76	2205.03	328.0
2015-12-29 02:15:00	ES	Futures	2205.3	2205.3	2204.22	2204.22	164.0
2015-12-29 02:20:00	ES	Futures	2204.49	2205.03	2204.22	2205.03	124.0
2015-12-29 02:25:00	ES	Futures	2205.03	2205.3	2204.76	2205.03	123.0
2015-12-29 02:30:00	ES	Futures	2204.76	2205.3	2204.49	2205.3	215.0
2015-12-29 02:35:00	ES	Futures	2205.56	2206.1	2205.56	2205.83	712.0
2015-12-29 02:40:00	ES	Futures	2205.83	2205.83	2205.3	2205.3	262.0
2015-12-29 02:45:00	ES	Futures	2205.56	2205.56	2205.03	2205.56	274.0
2015-12-29 02:50:00	ES	Futures	2205.3	2205.83	2205.3	2205.83	193.0
2015-12-29 02:55:00	ES	Futures	2205.56	2205.83	2205.03	2205.03	305.0
2015-12-29 03:00:00	ES	Futures	2205.3	2207.18	2205.3	2206.91	1605.0
2015-12-29 03:05:00	ES	Futures	2206.91	2207.98	2206.64	2207.44	1492.0
2015-12-29 03:10:00	ES	Futures	2207.44	2209.33	2207.44	2209.33	1685.0
2015-12-29 03:15:00	ES	Futures	2209.06	2209.59	2207.98	2209.06	1377.0
2015-12-29 03:20:00	ES	Futures	2209.33	2210.13	2209.06	2209.59	1228.0
2015-12-29 03:25:00	ES	Futures	2209.59	2210.13	2208.79	2209.86	667.0
2015-12-29 03:30:00	ES	Futures	2209.86	2210.94	2209.33	2210.67	1950.0
2015-12-29 03:35:00	ES	Futures	2210.67	2210.67	2210.13	2210.4	637.0
2015-12-29 03:40:00	ES	Futures	2210.4	2210.94	2209.59	2209.86	1167.0
2015-12-29 03:45:00	ES	Futures	2209.59	2210.67	2209.59	2210.67	449.0
2015-12-29 03:50:00	ES	Futures	2210.67	2210.67	2210.13	2210.67	441.0
2015-12-29 03:55:00	ES	Futures	2210.67	2211.48	2210.13	2211.21	528.0
2015-12-29 04:00:00	ES	Futures	2211.21	2211.74	2210.94	2210.94	1065.0
2015-12-29 04:05:00	ES	Futures	2211.21	2212.01	2210.94	2211.48	1365.0

> showing 50 of 14,077 rows — these rows as CSV

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