PREVIEW / futures_5min / 2015-03-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-03-27.parquet
  size:    200 KB
  rows:    12,045

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
2015-03-27 00:00:00	ES	Futures	2172.9	2172.9	2171.84	2171.84	351.0
2015-03-27 00:05:00	ES	Futures	2171.84	2173.69	2171.84	2173.69	613.0
2015-03-27 00:10:00	ES	Futures	2173.69	2173.69	2173.16	2173.43	254.0
2015-03-27 00:15:00	ES	Futures	2173.43	2173.69	2172.9	2173.69	366.0
2015-03-27 00:20:00	ES	Futures	2173.69	2173.69	2172.1	2172.37	303.0
2015-03-27 00:25:00	ES	Futures	2172.37	2172.63	2170.52	2171.58	872.0
2015-03-27 00:30:00	ES	Futures	2171.58	2171.58	2170.52	2171.05	564.0
2015-03-27 00:35:00	ES	Futures	2171.05	2171.58	2171.05	2171.31	142.0
2015-03-27 00:40:00	ES	Futures	2171.58	2171.84	2169.99	2170.26	727.0
2015-03-27 00:45:00	ES	Futures	2170.26	2170.52	2169.46	2169.73	574.0
2015-03-27 00:50:00	ES	Futures	2169.73	2170.26	2169.2	2169.2	268.0
2015-03-27 00:55:00	ES	Futures	2169.46	2169.99	2168.67	2169.73	693.0
2015-03-27 01:00:00	ES	Futures	2169.46	2170.52	2168.14	2170.52	952.0
2015-03-27 01:05:00	ES	Futures	2170.52	2170.78	2169.2	2169.73	473.0
2015-03-27 01:10:00	ES	Futures	2169.99	2169.99	2167.88	2168.14	718.0
2015-03-27 01:15:00	ES	Futures	2168.41	2168.67	2167.35	2168.41	660.0
2015-03-27 01:20:00	ES	Futures	2168.41	2168.41	2167.35	2167.35	488.0
2015-03-27 01:25:00	ES	Futures	2167.35	2167.61	2166.82	2167.35	477.0
2015-03-27 01:30:00	ES	Futures	2167.61	2169.46	2167.35	2168.14	503.0
2015-03-27 01:35:00	ES	Futures	2168.14	2169.2	2167.88	2168.67	399.0
2015-03-27 01:40:00	ES	Futures	2168.67	2171.05	2168.67	2170.52	665.0
2015-03-27 01:45:00	ES	Futures	2170.26	2170.52	2169.2	2169.2	144.0
2015-03-27 01:50:00	ES	Futures	2169.46	2169.46	2167.88	2168.94	323.0
2015-03-27 01:55:00	ES	Futures	2169.2	2169.73	2168.67	2169.73	144.0
2015-03-27 02:00:00	ES	Futures	2169.99	2170.26	2168.94	2169.2	246.0
2015-03-27 02:05:00	ES	Futures	2169.46	2170.52	2168.94	2170.26	440.0
2015-03-27 02:10:00	ES	Futures	2170.52	2170.52	2168.94	2168.94	261.0
2015-03-27 02:15:00	ES	Futures	2168.94	2169.2	2167.88	2168.41	236.0
2015-03-27 02:20:00	ES	Futures	2168.14	2169.2	2168.14	2168.14	206.0
2015-03-27 02:25:00	ES	Futures	2168.14	2168.67	2167.88	2168.41	182.0
2015-03-27 02:30:00	ES	Futures	2168.14	2168.14	2167.09	2168.14	428.0
2015-03-27 02:35:00	ES	Futures	2167.88	2168.41	2167.61	2167.61	125.0
2015-03-27 02:40:00	ES	Futures	2167.35	2167.88	2167.35	2167.88	120.0
2015-03-27 02:45:00	ES	Futures	2167.61	2168.14	2167.35	2167.61	145.0
2015-03-27 02:50:00	ES	Futures	2167.61	2169.2	2167.61	2169.2	296.0
2015-03-27 02:55:00	ES	Futures	2169.2	2169.46	2168.94	2168.94	451.0
2015-03-27 03:00:00	ES	Futures	2168.94	2169.2	2166.82	2167.35	821.0
2015-03-27 03:05:00	ES	Futures	2167.35	2168.14	2167.09	2167.88	555.0
2015-03-27 03:10:00	ES	Futures	2167.88	2168.14	2167.61	2167.88	402.0
2015-03-27 03:15:00	ES	Futures	2167.88	2168.41	2167.35	2167.61	752.0
2015-03-27 03:20:00	ES	Futures	2167.35	2167.61	2167.09	2167.35	291.0
2015-03-27 03:25:00	ES	Futures	2167.09	2167.35	2167.09	2167.09	222.0
2015-03-27 03:30:00	ES	Futures	2166.82	2167.09	2165.24	2165.77	1679.0
2015-03-27 03:35:00	ES	Futures	2165.5	2166.56	2165.5	2165.77	533.0
2015-03-27 03:40:00	ES	Futures	2166.03	2167.35	2165.77	2166.82	402.0
2015-03-27 03:45:00	ES	Futures	2166.56	2167.61	2166.29	2167.09	688.0
2015-03-27 03:50:00	ES	Futures	2167.09	2167.35	2166.82	2166.82	570.0
2015-03-27 03:55:00	ES	Futures	2166.82	2167.35	2166.56	2167.35	424.0
2015-03-27 04:00:00	ES	Futures	2167.35	2167.61	2166.56	2167.09	1337.0
2015-03-27 04:05:00	ES	Futures	2167.09	2167.35	2165.77	2166.29	1302.0

> showing 50 of 12,045 rows — these rows as CSV

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