PREVIEW / futures_5min / 2015-03-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-03-22.parquet
  size:    46 KB
  rows:    2,391

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
2015-03-22 18:00:00	ES	Futures	2216.21	2222.02	2215.95	2220.7	2747.0
2015-03-22 18:05:00	ES	Futures	2220.97	2224.66	2220.7	2223.61	2796.0
2015-03-22 18:10:00	ES	Futures	2223.61	2224.4	2223.08	2224.4	994.0
2015-03-22 18:15:00	ES	Futures	2224.14	2224.93	2224.14	2224.14	929.0
2015-03-22 18:20:00	ES	Futures	2224.14	2224.14	2223.87	2223.87	538.0
2015-03-22 18:25:00	ES	Futures	2224.14	2224.14	2223.34	2223.61	508.0
2015-03-22 18:30:00	ES	Futures	2223.61	2223.61	2223.08	2223.34	142.0
2015-03-22 18:35:00	ES	Futures	2223.61	2223.87	2223.34	2223.61	139.0
2015-03-22 18:40:00	ES	Futures	2223.34	2223.34	2222.82	2223.34	267.0
2015-03-22 18:45:00	ES	Futures	2223.34	2223.34	2222.82	2223.08	124.0
2015-03-22 18:50:00	ES	Futures	2223.08	2223.08	2222.82	2222.82	71.0
2015-03-22 18:55:00	ES	Futures	2222.82	2222.82	2221.76	2221.76	626.0
2015-03-22 19:00:00	ES	Futures	2222.02	2222.29	2221.76	2222.02	238.0
2015-03-22 19:05:00	ES	Futures	2222.29	2222.29	2221.76	2221.76	170.0
2015-03-22 19:10:00	ES	Futures	2221.76	2222.02	2221.49	2221.49	188.0
2015-03-22 19:15:00	ES	Futures	2221.76	2222.02	2221.49	2221.76	203.0
2015-03-22 19:20:00	ES	Futures	2221.76	2221.76	2221.23	2221.49	387.0
2015-03-22 19:25:00	ES	Futures	2221.49	2221.76	2221.49	2221.76	95.0
2015-03-22 19:30:00	ES	Futures	2221.49	2221.76	2221.49	2221.76	215.0
2015-03-22 19:35:00	ES	Futures	2221.49	2221.76	2221.49	2221.76	16.0
2015-03-22 19:40:00	ES	Futures	2221.49	2221.76	2221.49	2221.76	19.0
2015-03-22 19:45:00	ES	Futures	2221.76	2221.76	2221.49	2221.76	45.0
2015-03-22 19:50:00	ES	Futures	2221.49	2221.76	2221.49	2221.49	99.0
2015-03-22 19:55:00	ES	Futures	2221.49	2221.76	2220.97	2221.23	333.0
2015-03-22 20:00:00	ES	Futures	2221.23	2221.23	2220.7	2220.7	595.0
2015-03-22 20:05:00	ES	Futures	2220.97	2221.23	2220.44	2220.7	507.0
2015-03-22 20:10:00	ES	Futures	2220.7	2220.97	2220.44	2220.7	208.0
2015-03-22 20:15:00	ES	Futures	2220.7	2221.23	2220.44	2220.7	296.0
2015-03-22 20:20:00	ES	Futures	2220.7	2220.97	2220.44	2220.44	181.0
2015-03-22 20:25:00	ES	Futures	2220.44	2220.97	2220.44	2220.44	209.0
2015-03-22 20:30:00	ES	Futures	2220.44	2220.7	2220.17	2220.44	540.0
2015-03-22 20:35:00	ES	Futures	2220.44	2220.7	2220.17	2220.44	293.0
2015-03-22 20:40:00	ES	Futures	2220.44	2220.7	2220.17	2220.44	196.0
2015-03-22 20:45:00	ES	Futures	2220.17	2220.44	2220.17	2220.44	289.0
2015-03-22 20:50:00	ES	Futures	2220.17	2220.7	2219.91	2220.17	248.0
2015-03-22 20:55:00	ES	Futures	2220.17	2220.7	2220.17	2220.44	63.0
2015-03-22 21:00:00	ES	Futures	2220.7	2220.7	2220.17	2220.17	486.0
2015-03-22 21:05:00	ES	Futures	2220.17	2220.44	2219.91	2220.44	66.0
2015-03-22 21:10:00	ES	Futures	2220.44	2220.44	2219.38	2219.65	668.0
2015-03-22 21:15:00	ES	Futures	2219.91	2219.91	2219.65	2219.91	56.0
2015-03-22 21:20:00	ES	Futures	2219.91	2219.91	2219.38	2219.65	126.0
2015-03-22 21:25:00	ES	Futures	2219.65	2219.65	2219.38	2219.38	128.0
2015-03-22 21:30:00	ES	Futures	2219.65	2219.91	2219.65	2219.65	79.0
2015-03-22 21:35:00	ES	Futures	2219.91	2219.91	2219.65	2219.91	143.0
2015-03-22 21:40:00	ES	Futures	2219.91	2220.17	2219.65	2219.65	154.0
2015-03-22 21:45:00	ES	Futures	2219.91	2220.17	2219.65	2219.91	98.0
2015-03-22 21:50:00	ES	Futures	2220.17	2220.17	2219.91	2219.91	62.0
2015-03-22 21:55:00	ES	Futures	2220.17	2220.7	2220.17	2220.44	163.0
2015-03-22 22:00:00	ES	Futures	2220.7	2220.7	2220.44	2220.7	129.0
2015-03-22 22:05:00	ES	Futures	2220.7	2220.7	2220.44	2220.44	139.0

> showing 50 of 2,391 rows — these rows as CSV

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