PREVIEW / futures_5min / 2015-03-26

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-03-26.parquet
  size:    252 KB
  rows:    14,456

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
2015-03-26 00:00:00	ES	Futures	2169.73	2169.73	2169.46	2169.73	221.0
2015-03-26 00:05:00	ES	Futures	2169.73	2169.73	2168.94	2169.2	182.0
2015-03-26 00:10:00	ES	Futures	2169.2	2169.73	2169.2	2169.46	123.0
2015-03-26 00:15:00	ES	Futures	2169.73	2169.73	2169.2	2169.2	112.0
2015-03-26 00:20:00	ES	Futures	2169.2	2169.2	2168.94	2168.94	74.0
2015-03-26 00:25:00	ES	Futures	2168.67	2169.46	2168.67	2169.46	184.0
2015-03-26 00:30:00	ES	Futures	2169.46	2170.78	2169.46	2169.73	910.0
2015-03-26 00:35:00	ES	Futures	2169.73	2169.73	2169.2	2169.46	94.0
2015-03-26 00:40:00	ES	Futures	2169.46	2169.99	2169.46	2169.73	162.0
2015-03-26 00:45:00	ES	Futures	2169.73	2170.26	2169.73	2169.99	119.0
2015-03-26 00:50:00	ES	Futures	2169.99	2169.99	2169.2	2169.73	400.0
2015-03-26 00:55:00	ES	Futures	2169.73	2169.73	2169.46	2169.46	53.0
2015-03-26 01:00:00	ES	Futures	2169.73	2169.73	2168.94	2169.2	197.0
2015-03-26 01:05:00	ES	Futures	2169.46	2169.99	2169.2	2169.99	168.0
2015-03-26 01:10:00	ES	Futures	2169.99	2169.99	2169.2	2169.2	94.0
2015-03-26 01:15:00	ES	Futures	2169.2	2169.46	2168.94	2169.46	184.0
2015-03-26 01:20:00	ES	Futures	2169.2	2169.46	2169.2	2169.46	117.0
2015-03-26 01:25:00	ES	Futures	2169.46	2169.73	2168.94	2169.2	357.0
2015-03-26 01:30:00	ES	Futures	2169.46	2169.46	2168.67	2168.94	316.0
2015-03-26 01:35:00	ES	Futures	2168.94	2168.94	2168.67	2168.94	387.0
2015-03-26 01:40:00	ES	Futures	2168.94	2169.46	2168.67	2168.94	240.0
2015-03-26 01:45:00	ES	Futures	2168.94	2169.2	2168.67	2169.2	230.0
2015-03-26 01:50:00	ES	Futures	2169.46	2169.46	2168.94	2168.94	181.0
2015-03-26 01:55:00	ES	Futures	2168.94	2169.46	2168.94	2169.2	82.0
2015-03-26 02:00:00	ES	Futures	2169.2	2169.73	2168.67	2168.67	457.0
2015-03-26 02:05:00	ES	Futures	2168.67	2169.2	2168.41	2168.67	215.0
2015-03-26 02:10:00	ES	Futures	2168.67	2168.94	2166.56	2166.82	2012.0
2015-03-26 02:15:00	ES	Futures	2166.82	2168.67	2166.56	2167.88	520.0
2015-03-26 02:20:00	ES	Futures	2167.61	2167.61	2166.03	2166.56	609.0
2015-03-26 02:25:00	ES	Futures	2166.56	2166.82	2166.29	2166.56	206.0
2015-03-26 02:30:00	ES	Futures	2166.56	2166.82	2166.29	2166.29	271.0
2015-03-26 02:35:00	ES	Futures	2166.56	2166.56	2166.03	2166.29	542.0
2015-03-26 02:40:00	ES	Futures	2166.29	2166.29	2164.18	2165.24	2455.0
2015-03-26 02:45:00	ES	Futures	2165.24	2165.77	2164.71	2164.71	683.0
2015-03-26 02:50:00	ES	Futures	2164.71	2164.97	2162.6	2162.86	2201.0
2015-03-26 02:55:00	ES	Futures	2162.86	2163.92	2162.6	2162.6	755.0
2015-03-26 03:00:00	ES	Futures	2162.86	2163.12	2159.96	2160.75	5575.0
2015-03-26 03:05:00	ES	Futures	2160.75	2161.28	2159.69	2160.75	2215.0
2015-03-26 03:10:00	ES	Futures	2160.75	2162.33	2160.48	2161.54	1473.0
2015-03-26 03:15:00	ES	Futures	2161.54	2163.12	2161.54	2163.12	1468.0
2015-03-26 03:20:00	ES	Futures	2163.12	2163.39	2161.01	2161.28	1190.0
2015-03-26 03:25:00	ES	Futures	2161.28	2161.54	2160.75	2161.01	1028.0
2015-03-26 03:30:00	ES	Futures	2161.28	2162.6	2161.01	2162.07	1657.0
2015-03-26 03:35:00	ES	Futures	2162.07	2162.33	2161.01	2161.28	830.0
2015-03-26 03:40:00	ES	Futures	2161.28	2162.07	2160.75	2161.54	1213.0
2015-03-26 03:45:00	ES	Futures	2161.54	2161.54	2160.75	2161.01	735.0
2015-03-26 03:50:00	ES	Futures	2160.75	2161.28	2158.63	2158.9	3840.0
2015-03-26 03:55:00	ES	Futures	2158.9	2159.43	2158.11	2158.37	2757.0
2015-03-26 04:00:00	ES	Futures	2158.63	2159.16	2157.58	2158.63	5197.0
2015-03-26 04:05:00	ES	Futures	2158.63	2158.9	2155.99	2157.31	5450.0

> showing 50 of 14,456 rows — these rows as CSV

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