PREVIEW / futures_5min / 2015-03-31

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-03-31.parquet
  size:    240 KB
  rows:    14,710

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
2015-03-31 00:00:00	ES	Futures	2189.54	2190.06	2189.54	2189.54	109.0
2015-03-31 00:05:00	ES	Futures	2189.54	2189.8	2189.54	2189.54	27.0
2015-03-31 00:10:00	ES	Futures	2189.54	2189.8	2189.54	2189.54	141.0
2015-03-31 00:15:00	ES	Futures	2189.8	2189.8	2189.8	2189.8	3.0
2015-03-31 00:20:00	ES	Futures	2189.54	2190.06	2189.54	2190.06	83.0
2015-03-31 00:25:00	ES	Futures	2190.06	2190.06	2189.27	2189.27	117.0
2015-03-31 00:30:00	ES	Futures	2189.27	2189.27	2188.74	2189.27	279.0
2015-03-31 00:35:00	ES	Futures	2189.54	2189.54	2189.27	2189.54	91.0
2015-03-31 00:40:00	ES	Futures	2189.54	2189.54	2189.27	2189.54	131.0
2015-03-31 00:45:00	ES	Futures	2189.27	2189.27	2188.74	2189.01	92.0
2015-03-31 00:50:00	ES	Futures	2189.01	2189.01	2188.48	2188.48	427.0
2015-03-31 00:55:00	ES	Futures	2188.48	2189.01	2188.22	2189.01	560.0
2015-03-31 01:00:00	ES	Futures	2189.01	2189.27	2188.74	2189.01	117.0
2015-03-31 01:05:00	ES	Futures	2189.01	2189.01	2188.22	2188.74	287.0
2015-03-31 01:10:00	ES	Futures	2188.48	2189.01	2188.48	2189.01	307.0
2015-03-31 01:15:00	ES	Futures	2189.01	2189.01	2187.95	2188.74	624.0
2015-03-31 01:20:00	ES	Futures	2189.01	2189.27	2188.74	2189.27	448.0
2015-03-31 01:25:00	ES	Futures	2189.27	2189.54	2188.22	2188.48	546.0
2015-03-31 01:30:00	ES	Futures	2188.74	2189.27	2188.48	2189.01	519.0
2015-03-31 01:35:00	ES	Futures	2189.01	2189.27	2188.74	2189.01	249.0
2015-03-31 01:40:00	ES	Futures	2188.74	2189.27	2188.74	2188.74	180.0
2015-03-31 01:45:00	ES	Futures	2188.74	2189.01	2188.48	2189.01	245.0
2015-03-31 01:50:00	ES	Futures	2188.74	2189.54	2188.74	2189.27	323.0
2015-03-31 01:55:00	ES	Futures	2189.27	2189.54	2188.22	2188.48	510.0
2015-03-31 02:00:00	ES	Futures	2188.48	2189.27	2188.22	2188.74	1261.0
2015-03-31 02:05:00	ES	Futures	2188.74	2188.74	2186.1	2186.37	3492.0
2015-03-31 02:10:00	ES	Futures	2186.1	2186.63	2185.57	2186.37	1393.0
2015-03-31 02:15:00	ES	Futures	2186.1	2187.16	2186.1	2187.16	412.0
2015-03-31 02:20:00	ES	Futures	2186.9	2187.42	2186.63	2187.16	538.0
2015-03-31 02:25:00	ES	Futures	2186.9	2187.69	2186.9	2187.42	690.0
2015-03-31 02:30:00	ES	Futures	2187.16	2187.69	2186.9	2187.42	500.0
2015-03-31 02:35:00	ES	Futures	2187.42	2188.22	2187.42	2187.95	519.0
2015-03-31 02:40:00	ES	Futures	2187.69	2187.95	2187.42	2187.69	246.0
2015-03-31 02:45:00	ES	Futures	2187.42	2187.95	2187.16	2187.16	467.0
2015-03-31 02:50:00	ES	Futures	2187.16	2187.69	2187.16	2187.42	558.0
2015-03-31 02:55:00	ES	Futures	2187.69	2187.95	2187.42	2187.69	600.0
2015-03-31 03:00:00	ES	Futures	2187.95	2187.95	2186.9	2187.16	1592.0
2015-03-31 03:05:00	ES	Futures	2187.42	2189.54	2187.16	2189.27	2016.0
2015-03-31 03:10:00	ES	Futures	2189.54	2190.59	2188.48	2190.33	3353.0
2015-03-31 03:15:00	ES	Futures	2190.59	2191.12	2189.54	2189.54	2824.0
2015-03-31 03:20:00	ES	Futures	2189.54	2190.59	2189.01	2189.54	1559.0
2015-03-31 03:25:00	ES	Futures	2189.8	2190.33	2189.27	2190.06	691.0
2015-03-31 03:30:00	ES	Futures	2190.06	2190.33	2189.01	2189.54	1382.0
2015-03-31 03:35:00	ES	Futures	2189.54	2190.33	2189.01	2189.27	1000.0
2015-03-31 03:40:00	ES	Futures	2189.27	2190.06	2189.01	2189.27	776.0
2015-03-31 03:45:00	ES	Futures	2189.27	2190.86	2189.27	2190.33	1373.0
2015-03-31 03:50:00	ES	Futures	2190.06	2190.59	2189.8	2190.59	608.0
2015-03-31 03:55:00	ES	Futures	2190.33	2191.12	2189.8	2190.59	1324.0
2015-03-31 04:00:00	ES	Futures	2190.33	2190.86	2190.06	2190.33	945.0
2015-03-31 04:05:00	ES	Futures	2190.59	2190.59	2189.01	2189.54	1447.0

> showing 50 of 14,710 rows — these rows as CSV

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