PREVIEW / futures_5min / 2015-02-25

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-25.parquet
  size:    210 KB
  rows:    14,360

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
2015-02-25 00:00:00	ES	Futures	2224.16	2224.16	2223.9	2223.9	38.0
2015-02-25 00:05:00	ES	Futures	2224.16	2224.42	2223.9	2224.16	213.0
2015-02-25 00:10:00	ES	Futures	2223.9	2224.16	2223.9	2224.16	17.0
2015-02-25 00:15:00	ES	Futures	2223.9	2224.16	2223.9	2224.16	64.0
2015-02-25 00:20:00	ES	Futures	2224.16	2224.16	2224.16	2224.16	70.0
2015-02-25 00:25:00	ES	Futures	2224.16	2224.16	2224.16	2224.16	171.0
2015-02-25 00:30:00	ES	Futures	2224.16	2224.42	2224.16	2224.16	45.0
2015-02-25 00:35:00	ES	Futures	2224.42	2224.42	2224.16	2224.16	52.0
2015-02-25 00:40:00	ES	Futures	2224.16	2224.42	2224.16	2224.16	209.0
2015-02-25 00:45:00	ES	Futures	2224.42	2224.42	2224.16	2224.42	32.0
2015-02-25 00:50:00	ES	Futures	2224.16	2224.42	2224.16	2224.42	16.0
2015-02-25 00:55:00	ES	Futures	2224.16	2224.69	2224.16	2224.42	337.0
2015-02-25 01:00:00	ES	Futures	2224.42	2224.42	2223.9	2224.16	210.0
2015-02-25 01:05:00	ES	Futures	2224.16	2224.42	2223.9	2224.16	167.0
2015-02-25 01:10:00	ES	Futures	2224.42	2225.21	2224.16	2224.95	225.0
2015-02-25 01:15:00	ES	Futures	2224.95	2225.21	2224.95	2224.95	83.0
2015-02-25 01:20:00	ES	Futures	2224.95	2225.21	2224.95	2225.21	42.0
2015-02-25 01:25:00	ES	Futures	2225.21	2225.21	2224.95	2225.21	142.0
2015-02-25 01:30:00	ES	Futures	2224.95	2224.95	2224.69	2224.69	68.0
2015-02-25 01:35:00	ES	Futures	2224.95	2224.95	2224.69	2224.95	24.0
2015-02-25 01:40:00	ES	Futures	2224.69	2224.95	2224.42	2224.69	45.0
2015-02-25 01:45:00	ES	Futures	2224.42	2224.69	2224.16	2224.16	62.0
2015-02-25 01:50:00	ES	Futures	2224.16	2224.42	2224.16	2224.42	27.0
2015-02-25 01:55:00	ES	Futures	2224.42	2224.69	2224.42	2224.42	63.0
2015-02-25 02:00:00	ES	Futures	2224.69	2224.69	2223.11	2223.63	983.0
2015-02-25 02:05:00	ES	Futures	2223.63	2223.9	2223.37	2223.37	428.0
2015-02-25 02:10:00	ES	Futures	2223.37	2223.9	2223.11	2223.37	320.0
2015-02-25 02:15:00	ES	Futures	2223.63	2223.9	2223.37	2223.37	458.0
2015-02-25 02:20:00	ES	Futures	2223.37	2223.37	2223.11	2223.11	350.0
2015-02-25 02:25:00	ES	Futures	2223.11	2223.37	2223.11	2223.37	102.0
2015-02-25 02:30:00	ES	Futures	2223.37	2223.37	2222.58	2222.58	666.0
2015-02-25 02:35:00	ES	Futures	2222.58	2222.84	2222.58	2222.58	183.0
2015-02-25 02:40:00	ES	Futures	2222.32	2222.84	2222.32	2222.58	380.0
2015-02-25 02:45:00	ES	Futures	2222.58	2223.37	2222.58	2223.37	326.0
2015-02-25 02:50:00	ES	Futures	2223.37	2223.37	2222.84	2223.11	279.0
2015-02-25 02:55:00	ES	Futures	2223.11	2223.11	2222.84	2222.84	239.0
2015-02-25 03:00:00	ES	Futures	2222.84	2224.42	2222.84	2224.42	1495.0
2015-02-25 03:05:00	ES	Futures	2224.42	2224.69	2223.9	2224.16	1359.0
2015-02-25 03:10:00	ES	Futures	2224.16	2224.69	2223.63	2224.16	1416.0
2015-02-25 03:15:00	ES	Futures	2224.16	2225.48	2224.16	2224.42	1584.0
2015-02-25 03:20:00	ES	Futures	2224.42	2225.21	2224.42	2224.69	990.0
2015-02-25 03:25:00	ES	Futures	2224.95	2225.21	2224.42	2224.69	686.0
2015-02-25 03:30:00	ES	Futures	2224.69	2224.95	2223.9	2224.42	1006.0
2015-02-25 03:35:00	ES	Futures	2224.42	2224.95	2224.42	2224.95	875.0
2015-02-25 03:40:00	ES	Futures	2224.69	2224.69	2224.16	2224.16	952.0
2015-02-25 03:45:00	ES	Futures	2224.42	2224.69	2223.9	2224.42	833.0
2015-02-25 03:50:00	ES	Futures	2224.42	2224.69	2223.37	2223.37	904.0
2015-02-25 03:55:00	ES	Futures	2223.63	2223.9	2223.37	2223.37	510.0
2015-02-25 04:00:00	ES	Futures	2223.63	2224.42	2223.37	2224.16	1439.0
2015-02-25 04:05:00	ES	Futures	2224.16	2224.42	2223.37	2223.9	636.0

> showing 50 of 14,360 rows — these rows as CSV

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