PREVIEW / futures_5min / 2015-02-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-23.parquet
  size:    211 KB
  rows:    13,847

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
2015-02-23 00:00:00	ES	Futures	2217.32	2217.32	2217.05	2217.05	14.0
2015-02-23 00:05:00	ES	Futures	2217.05	2217.32	2217.05	2217.32	102.0
2015-02-23 00:10:00	ES	Futures	2217.32	2217.32	2216.79	2217.05	163.0
2015-02-23 00:15:00	ES	Futures	2217.05	2217.32	2217.05	2217.05	47.0
2015-02-23 00:20:00	ES	Futures	2217.05	2217.32	2217.05	2217.32	65.0
2015-02-23 00:25:00	ES	Futures	2217.05	2217.32	2217.05	2217.05	133.0
2015-02-23 00:30:00	ES	Futures	2216.79	2217.05	2216.79	2217.05	150.0
2015-02-23 00:35:00	ES	Futures	2217.05	2217.05	2216.79	2217.05	86.0
2015-02-23 00:40:00	ES	Futures	2217.05	2217.32	2216.79	2217.32	127.0
2015-02-23 00:45:00	ES	Futures	2217.05	2217.32	2217.05	2217.05	30.0
2015-02-23 00:50:00	ES	Futures	2217.05	2217.05	2216.79	2216.79	53.0
2015-02-23 00:55:00	ES	Futures	2217.05	2217.32	2216.79	2217.05	131.0
2015-02-23 01:00:00	ES	Futures	2217.32	2217.58	2217.05	2217.05	321.0
2015-02-23 01:05:00	ES	Futures	2217.32	2217.58	2217.05	2217.32	72.0
2015-02-23 01:10:00	ES	Futures	2217.32	2217.58	2217.32	2217.32	17.0
2015-02-23 01:15:00	ES	Futures	2217.05	2217.05	2217.05	2217.05	15.0
2015-02-23 01:20:00	ES	Futures	2217.32	2217.32	2217.05	2217.32	12.0
2015-02-23 01:25:00	ES	Futures	2217.05	2217.32	2217.05	2217.32	62.0
2015-02-23 01:30:00	ES	Futures	2217.05	2217.05	2216.79	2217.05	329.0
2015-02-23 01:35:00	ES	Futures	2217.05	2217.32	2216.79	2216.79	86.0
2015-02-23 01:40:00	ES	Futures	2216.79	2217.32	2216.79	2216.79	35.0
2015-02-23 01:45:00	ES	Futures	2217.05	2217.32	2217.05	2217.05	65.0
2015-02-23 01:50:00	ES	Futures	2217.32	2217.32	2217.05	2217.05	28.0
2015-02-23 01:55:00	ES	Futures	2217.32	2217.32	2217.05	2217.32	99.0
2015-02-23 02:00:00	ES	Futures	2217.05	2217.32	2216.79	2217.05	662.0
2015-02-23 02:05:00	ES	Futures	2217.05	2217.05	2216.53	2217.05	740.0
2015-02-23 02:10:00	ES	Futures	2217.05	2217.32	2216.79	2217.05	142.0
2015-02-23 02:15:00	ES	Futures	2217.05	2217.32	2216.79	2217.05	321.0
2015-02-23 02:20:00	ES	Futures	2217.05	2217.32	2216.26	2216.26	739.0
2015-02-23 02:25:00	ES	Futures	2216.26	2216.79	2216.26	2216.53	341.0
2015-02-23 02:30:00	ES	Futures	2216.26	2216.53	2216.0	2216.26	434.0
2015-02-23 02:35:00	ES	Futures	2216.26	2216.26	2216.0	2216.0	495.0
2015-02-23 02:40:00	ES	Futures	2216.26	2216.53	2216.0	2216.26	252.0
2015-02-23 02:45:00	ES	Futures	2216.53	2216.53	2216.0	2216.53	415.0
2015-02-23 02:50:00	ES	Futures	2216.53	2216.53	2216.0	2216.0	458.0
2015-02-23 02:55:00	ES	Futures	2216.26	2216.26	2215.48	2216.0	786.0
2015-02-23 03:00:00	ES	Futures	2216.0	2216.53	2215.48	2215.74	1764.0
2015-02-23 03:05:00	ES	Futures	2215.74	2216.0	2214.69	2214.69	1382.0
2015-02-23 03:10:00	ES	Futures	2214.95	2215.48	2214.42	2214.69	1730.0
2015-02-23 03:15:00	ES	Futures	2214.69	2215.21	2213.9	2214.16	1981.0
2015-02-23 03:20:00	ES	Futures	2213.9	2214.69	2213.9	2214.42	1324.0
2015-02-23 03:25:00	ES	Futures	2214.42	2215.21	2213.9	2214.69	1097.0
2015-02-23 03:30:00	ES	Futures	2214.95	2215.21	2213.63	2214.16	899.0
2015-02-23 03:35:00	ES	Futures	2214.16	2215.21	2213.9	2214.42	2169.0
2015-02-23 03:40:00	ES	Futures	2214.16	2214.42	2213.9	2213.9	974.0
2015-02-23 03:45:00	ES	Futures	2214.16	2214.16	2213.63	2213.63	913.0
2015-02-23 03:50:00	ES	Futures	2213.63	2214.42	2213.63	2214.16	842.0
2015-02-23 03:55:00	ES	Futures	2214.16	2214.69	2213.9	2214.42	438.0
2015-02-23 04:00:00	ES	Futures	2214.16	2214.42	2213.37	2213.9	1039.0
2015-02-23 04:05:00	ES	Futures	2213.63	2213.9	2212.58	2212.84	2868.0

> showing 50 of 13,847 rows — these rows as CSV

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