PREVIEW / futures_5min / 2015-03-30

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-03-30.parquet
  size:    220 KB
  rows:    14,116

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
2015-03-30 00:00:00	ES	Futures	2175.01	2175.8	2174.75	2175.54	242.0
2015-03-30 00:05:00	ES	Futures	2175.54	2175.8	2174.75	2174.75	106.0
2015-03-30 00:10:00	ES	Futures	2175.01	2176.07	2175.01	2175.8	305.0
2015-03-30 00:15:00	ES	Futures	2175.8	2176.86	2175.8	2176.86	858.0
2015-03-30 00:20:00	ES	Futures	2176.59	2176.59	2176.33	2176.33	129.0
2015-03-30 00:25:00	ES	Futures	2176.33	2176.86	2176.33	2176.33	102.0
2015-03-30 00:30:00	ES	Futures	2176.33	2176.86	2176.33	2176.86	446.0
2015-03-30 00:35:00	ES	Futures	2176.86	2176.86	2175.8	2176.33	773.0
2015-03-30 00:40:00	ES	Futures	2176.59	2176.59	2175.8	2176.07	350.0
2015-03-30 00:45:00	ES	Futures	2176.07	2176.33	2175.54	2175.54	151.0
2015-03-30 00:50:00	ES	Futures	2175.54	2175.8	2175.27	2175.54	82.0
2015-03-30 00:55:00	ES	Futures	2175.27	2176.33	2175.27	2176.33	119.0
2015-03-30 01:00:00	ES	Futures	2176.07	2176.33	2175.27	2175.8	161.0
2015-03-30 01:05:00	ES	Futures	2175.8	2175.8	2174.75	2175.54	460.0
2015-03-30 01:10:00	ES	Futures	2175.54	2175.8	2175.01	2175.27	172.0
2015-03-30 01:15:00	ES	Futures	2175.01	2175.27	2174.75	2175.01	130.0
2015-03-30 01:20:00	ES	Futures	2174.75	2175.27	2174.75	2174.75	235.0
2015-03-30 01:25:00	ES	Futures	2174.75	2175.01	2174.48	2174.75	130.0
2015-03-30 01:30:00	ES	Futures	2174.75	2174.75	2173.95	2174.22	294.0
2015-03-30 01:35:00	ES	Futures	2174.22	2174.75	2174.22	2174.48	247.0
2015-03-30 01:40:00	ES	Futures	2174.22	2175.01	2174.22	2174.75	208.0
2015-03-30 01:45:00	ES	Futures	2174.75	2175.54	2174.48	2175.54	298.0
2015-03-30 01:50:00	ES	Futures	2175.27	2176.07	2175.01	2176.07	548.0
2015-03-30 01:55:00	ES	Futures	2175.8	2176.33	2173.69	2173.69	1231.0
2015-03-30 02:00:00	ES	Futures	2173.69	2174.22	2172.9	2173.16	1099.0
2015-03-30 02:05:00	ES	Futures	2173.16	2173.69	2172.9	2173.43	889.0
2015-03-30 02:10:00	ES	Futures	2173.43	2173.43	2172.9	2173.16	387.0
2015-03-30 02:15:00	ES	Futures	2173.43	2173.43	2172.63	2173.16	449.0
2015-03-30 02:20:00	ES	Futures	2173.16	2173.69	2172.63	2173.43	278.0
2015-03-30 02:25:00	ES	Futures	2173.43	2174.22	2173.16	2173.43	405.0
2015-03-30 02:30:00	ES	Futures	2173.43	2173.43	2172.63	2172.63	479.0
2015-03-30 02:35:00	ES	Futures	2172.63	2174.75	2172.63	2173.43	888.0
2015-03-30 02:40:00	ES	Futures	2173.43	2174.22	2172.9	2173.43	395.0
2015-03-30 02:45:00	ES	Futures	2173.43	2173.43	2172.63	2172.9	407.0
2015-03-30 02:50:00	ES	Futures	2172.9	2172.9	2172.37	2172.9	361.0
2015-03-30 02:55:00	ES	Futures	2172.9	2174.22	2172.63	2174.22	1082.0
2015-03-30 03:00:00	ES	Futures	2173.95	2176.07	2173.69	2175.8	3005.0
2015-03-30 03:05:00	ES	Futures	2175.54	2176.07	2174.75	2175.8	1781.0
2015-03-30 03:10:00	ES	Futures	2176.07	2176.59	2175.01	2175.27	2241.0
2015-03-30 03:15:00	ES	Futures	2175.54	2177.12	2175.54	2176.86	1615.0
2015-03-30 03:20:00	ES	Futures	2176.59	2177.12	2175.8	2176.07	1385.0
2015-03-30 03:25:00	ES	Futures	2176.07	2177.12	2175.54	2175.8	1430.0
2015-03-30 03:30:00	ES	Futures	2176.07	2177.39	2175.8	2176.59	1612.0
2015-03-30 03:35:00	ES	Futures	2176.59	2177.39	2175.54	2176.59	2041.0
2015-03-30 03:40:00	ES	Futures	2176.86	2180.03	2176.86	2179.76	5325.0
2015-03-30 03:45:00	ES	Futures	2180.03	2185.57	2179.76	2185.31	9797.0
2015-03-30 03:50:00	ES	Futures	2185.31	2185.84	2184.52	2185.05	1982.0
2015-03-30 03:55:00	ES	Futures	2185.05	2185.31	2184.25	2184.25	1583.0
2015-03-30 04:00:00	ES	Futures	2184.25	2185.31	2184.25	2184.52	1805.0
2015-03-30 04:05:00	ES	Futures	2184.52	2184.78	2182.67	2183.46	3289.0

> showing 50 of 14,116 rows — these rows as CSV

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