PREVIEW / futures_5min / 2015-03-24

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-03-24.parquet
  size:    220 KB
  rows:    14,202

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
2015-03-24 00:00:00	ES	Futures	2215.68	2215.68	2214.89	2214.89	361.0
2015-03-24 00:05:00	ES	Futures	2215.16	2215.42	2214.89	2214.89	159.0
2015-03-24 00:10:00	ES	Futures	2214.89	2215.42	2214.89	2215.16	125.0
2015-03-24 00:15:00	ES	Futures	2214.89	2215.16	2214.63	2214.89	295.0
2015-03-24 00:20:00	ES	Futures	2214.89	2214.89	2214.36	2214.89	149.0
2015-03-24 00:25:00	ES	Futures	2214.63	2214.89	2214.63	2214.63	34.0
2015-03-24 00:30:00	ES	Futures	2214.63	2214.63	2214.1	2214.1	238.0
2015-03-24 00:35:00	ES	Futures	2214.1	2214.63	2213.84	2214.36	464.0
2015-03-24 00:40:00	ES	Futures	2214.36	2214.89	2214.1	2214.89	184.0
2015-03-24 00:45:00	ES	Futures	2214.63	2215.16	2214.63	2214.63	128.0
2015-03-24 00:50:00	ES	Futures	2214.89	2215.42	2214.89	2214.89	289.0
2015-03-24 00:55:00	ES	Futures	2215.16	2215.42	2214.89	2214.89	102.0
2015-03-24 01:00:00	ES	Futures	2214.89	2215.16	2214.1	2214.1	526.0
2015-03-24 01:05:00	ES	Futures	2214.1	2214.1	2213.31	2213.57	945.0
2015-03-24 01:10:00	ES	Futures	2213.57	2213.57	2213.04	2213.04	262.0
2015-03-24 01:15:00	ES	Futures	2213.31	2213.84	2213.31	2213.57	321.0
2015-03-24 01:20:00	ES	Futures	2213.57	2214.1	2213.57	2214.1	166.0
2015-03-24 01:25:00	ES	Futures	2214.1	2214.36	2214.1	2214.1	183.0
2015-03-24 01:30:00	ES	Futures	2214.36	2214.36	2213.57	2213.57	153.0
2015-03-24 01:35:00	ES	Futures	2213.57	2213.84	2213.57	2213.57	21.0
2015-03-24 01:40:00	ES	Futures	2213.57	2214.36	2213.57	2214.1	258.0
2015-03-24 01:45:00	ES	Futures	2214.1	2214.36	2214.1	2214.1	70.0
2015-03-24 01:50:00	ES	Futures	2214.1	2214.1	2213.57	2213.84	401.0
2015-03-24 01:55:00	ES	Futures	2213.84	2214.1	2213.57	2213.57	113.0
2015-03-24 02:00:00	ES	Futures	2213.84	2214.1	2213.57	2213.84	140.0
2015-03-24 02:05:00	ES	Futures	2213.84	2214.1	2213.84	2213.84	129.0
2015-03-24 02:10:00	ES	Futures	2213.84	2214.1	2213.57	2213.57	63.0
2015-03-24 02:15:00	ES	Futures	2213.84	2214.1	2213.57	2213.57	78.0
2015-03-24 02:20:00	ES	Futures	2213.57	2214.1	2213.57	2213.84	85.0
2015-03-24 02:25:00	ES	Futures	2213.84	2214.1	2213.84	2213.84	42.0
2015-03-24 02:30:00	ES	Futures	2214.1	2214.36	2213.84	2214.36	92.0
2015-03-24 02:35:00	ES	Futures	2214.36	2214.36	2214.1	2214.1	91.0
2015-03-24 02:40:00	ES	Futures	2214.36	2214.63	2214.36	2214.63	196.0
2015-03-24 02:45:00	ES	Futures	2214.36	2214.63	2214.36	2214.36	39.0
2015-03-24 02:50:00	ES	Futures	2214.63	2214.63	2214.1	2214.1	104.0
2015-03-24 02:55:00	ES	Futures	2214.1	2214.36	2214.1	2214.1	190.0
2015-03-24 03:00:00	ES	Futures	2214.1	2214.36	2213.84	2214.36	819.0
2015-03-24 03:05:00	ES	Futures	2214.1	2214.63	2213.84	2214.63	663.0
2015-03-24 03:10:00	ES	Futures	2214.63	2214.89	2213.84	2214.1	917.0
2015-03-24 03:15:00	ES	Futures	2214.1	2214.1	2213.04	2213.04	625.0
2015-03-24 03:20:00	ES	Futures	2213.04	2213.57	2212.78	2213.04	534.0
2015-03-24 03:25:00	ES	Futures	2213.04	2213.31	2212.25	2213.04	1015.0
2015-03-24 03:30:00	ES	Futures	2213.04	2213.84	2212.78	2213.31	711.0
2015-03-24 03:35:00	ES	Futures	2213.31	2213.57	2211.72	2211.99	1134.0
2015-03-24 03:40:00	ES	Futures	2211.72	2211.99	2211.72	2211.72	446.0
2015-03-24 03:45:00	ES	Futures	2211.72	2213.57	2211.72	2213.31	1098.0
2015-03-24 03:50:00	ES	Futures	2213.31	2213.84	2213.04	2213.31	731.0
2015-03-24 03:55:00	ES	Futures	2213.04	2213.57	2212.78	2213.04	1063.0
2015-03-24 04:00:00	ES	Futures	2213.04	2213.04	2210.93	2211.19	2404.0
2015-03-24 04:05:00	ES	Futures	2211.46	2211.46	2209.87	2210.93	2999.0

> showing 50 of 14,202 rows — these rows as CSV

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