PREVIEW / futures_5min / 2015-02-19

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-19.parquet
  size:    231 KB
  rows:    14,064

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
2015-02-19 00:00:00	ES	Futures	2204.16	2204.69	2204.16	2204.16	45.0
2015-02-19 00:05:00	ES	Futures	2204.16	2204.42	2204.16	2204.16	45.0
2015-02-19 00:10:00	ES	Futures	2204.42	2204.69	2204.16	2204.42	49.0
2015-02-19 00:15:00	ES	Futures	2204.42	2204.69	2204.42	2204.69	223.0
2015-02-19 00:20:00	ES	Futures	2204.42	2204.69	2204.42	2204.42	41.0
2015-02-19 00:25:00	ES	Futures	2204.42	2204.69	2204.42	2204.69	32.0
2015-02-19 00:30:00	ES	Futures	2204.42	2204.69	2204.42	2204.42	19.0
2015-02-19 00:35:00	ES	Futures	2204.42	2204.42	2204.16	2204.42	77.0
2015-02-19 00:40:00	ES	Futures	2204.16	2204.42	2204.16	2204.16	60.0
2015-02-19 00:45:00	ES	Futures	2204.16	2204.69	2204.16	2204.42	26.0
2015-02-19 00:50:00	ES	Futures	2204.42	2204.69	2204.42	2204.69	11.0
2015-02-19 00:55:00	ES	Futures	2204.42	2204.69	2204.42	2204.42	32.0
2015-02-19 01:00:00	ES	Futures	2204.42	2204.69	2204.42	2204.69	57.0
2015-02-19 01:05:00	ES	Futures	2204.42	2204.42	2204.16	2204.16	64.0
2015-02-19 01:10:00	ES	Futures	2204.42	2204.69	2204.16	2204.69	167.0
2015-02-19 01:15:00	ES	Futures	2204.42	2204.69	2204.16	2204.69	42.0
2015-02-19 01:20:00	ES	Futures	2204.42	2204.69	2204.16	2204.16	493.0
2015-02-19 01:25:00	ES	Futures	2204.16	2204.16	2203.63	2203.63	86.0
2015-02-19 01:30:00	ES	Futures	2203.63	2203.9	2203.63	2203.9	109.0
2015-02-19 01:35:00	ES	Futures	2203.9	2204.16	2203.9	2203.9	66.0
2015-02-19 01:40:00	ES	Futures	2203.9	2204.16	2203.9	2203.9	23.0
2015-02-19 01:45:00	ES	Futures	2203.9	2204.16	2203.9	2203.9	9.0
2015-02-19 01:50:00	ES	Futures	2204.16	2204.16	2203.9	2204.16	20.0
2015-02-19 01:55:00	ES	Futures	2203.9	2204.16	2203.9	2204.16	128.0
2015-02-19 02:00:00	ES	Futures	2204.16	2204.16	2203.9	2203.9	428.0
2015-02-19 02:05:00	ES	Futures	2204.16	2204.16	2203.63	2203.63	146.0
2015-02-19 02:10:00	ES	Futures	2203.63	2204.16	2203.63	2203.9	343.0
2015-02-19 02:15:00	ES	Futures	2203.9	2203.9	2203.37	2203.9	157.0
2015-02-19 02:20:00	ES	Futures	2203.63	2203.9	2203.63	2203.9	63.0
2015-02-19 02:25:00	ES	Futures	2203.63	2203.9	2203.63	2203.9	281.0
2015-02-19 02:30:00	ES	Futures	2203.9	2203.9	2202.58	2202.84	931.0
2015-02-19 02:35:00	ES	Futures	2202.58	2202.84	2201.53	2201.79	1509.0
2015-02-19 02:40:00	ES	Futures	2202.05	2202.32	2199.95	2201.53	3727.0
2015-02-19 02:45:00	ES	Futures	2201.53	2201.53	2200.48	2201.0	731.0
2015-02-19 02:50:00	ES	Futures	2201.0	2201.53	2200.74	2200.74	728.0
2015-02-19 02:55:00	ES	Futures	2200.74	2201.0	2200.21	2200.48	835.0
2015-02-19 03:00:00	ES	Futures	2200.48	2200.74	2199.42	2199.95	2045.0
2015-02-19 03:05:00	ES	Futures	2199.95	2200.48	2199.42	2199.95	1619.0
2015-02-19 03:10:00	ES	Futures	2200.21	2200.74	2199.69	2200.21	1286.0
2015-02-19 03:15:00	ES	Futures	2200.21	2200.21	2199.16	2199.69	1379.0
2015-02-19 03:20:00	ES	Futures	2199.42	2199.95	2198.63	2198.9	1317.0
2015-02-19 03:25:00	ES	Futures	2198.9	2199.16	2198.11	2198.9	1911.0
2015-02-19 03:30:00	ES	Futures	2198.9	2199.95	2198.37	2199.16	1283.0
2015-02-19 03:35:00	ES	Futures	2199.16	2199.42	2198.11	2198.63	1113.0
2015-02-19 03:40:00	ES	Futures	2198.63	2199.42	2197.05	2199.42	2675.0
2015-02-19 03:45:00	ES	Futures	2199.42	2199.69	2198.9	2199.42	959.0
2015-02-19 03:50:00	ES	Futures	2199.16	2199.69	2198.9	2199.69	589.0
2015-02-19 03:55:00	ES	Futures	2199.42	2201.27	2199.42	2200.21	1723.0
2015-02-19 04:00:00	ES	Futures	2200.21	2201.27	2200.21	2201.0	1232.0
2015-02-19 04:05:00	ES	Futures	2201.0	2202.32	2201.0	2201.0	2392.0

> showing 50 of 14,064 rows — these rows as CSV

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