PREVIEW / futures_5min / 2015-04-16

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-16.parquet
  size:    245 KB
  rows:    14,594

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
2015-04-16 00:00:00	ES	Futures	2220.97	2221.23	2220.7	2220.7	334.0
2015-04-16 00:05:00	ES	Futures	2220.97	2220.97	2220.44	2220.44	106.0
2015-04-16 00:10:00	ES	Futures	2220.44	2220.7	2220.44	2220.7	29.0
2015-04-16 00:15:00	ES	Futures	2220.7	2220.97	2220.7	2220.97	28.0
2015-04-16 00:20:00	ES	Futures	2220.7	2221.23	2220.7	2221.23	59.0
2015-04-16 00:25:00	ES	Futures	2221.23	2221.23	2220.7	2220.97	259.0
2015-04-16 00:30:00	ES	Futures	2220.97	2220.97	2220.7	2220.7	46.0
2015-04-16 00:35:00	ES	Futures	2220.7	2220.97	2220.7	2220.97	99.0
2015-04-16 00:40:00	ES	Futures	2220.97	2220.97	2220.97	2220.97	69.0
2015-04-16 00:45:00	ES	Futures	2220.7	2221.23	2220.7	2221.23	38.0
2015-04-16 00:50:00	ES	Futures	2221.23	2221.23	2220.97	2220.97	30.0
2015-04-16 00:55:00	ES	Futures	2220.7	2221.23	2220.7	2221.23	158.0
2015-04-16 01:00:00	ES	Futures	2221.23	2221.23	2220.7	2220.97	187.0
2015-04-16 01:05:00	ES	Futures	2221.23	2221.49	2220.97	2221.23	187.0
2015-04-16 01:10:00	ES	Futures	2221.23	2221.49	2220.97	2221.49	161.0
2015-04-16 01:15:00	ES	Futures	2221.49	2221.49	2220.97	2221.23	192.0
2015-04-16 01:20:00	ES	Futures	2220.97	2221.23	2220.97	2221.23	38.0
2015-04-16 01:25:00	ES	Futures	2220.97	2221.49	2220.97	2221.23	69.0
2015-04-16 01:30:00	ES	Futures	2221.23	2221.23	2220.7	2221.23	280.0
2015-04-16 01:35:00	ES	Futures	2220.97	2221.23	2220.97	2220.97	99.0
2015-04-16 01:40:00	ES	Futures	2221.23	2221.23	2220.7	2220.97	221.0
2015-04-16 01:45:00	ES	Futures	2220.7	2220.7	2220.17	2220.7	418.0
2015-04-16 01:50:00	ES	Futures	2220.7	2220.7	2220.44	2220.44	241.0
2015-04-16 01:55:00	ES	Futures	2220.7	2220.7	2220.17	2220.7	360.0
2015-04-16 02:00:00	ES	Futures	2220.44	2221.49	2220.44	2220.97	515.0
2015-04-16 02:05:00	ES	Futures	2220.97	2220.97	2220.17	2220.44	384.0
2015-04-16 02:10:00	ES	Futures	2220.44	2220.7	2219.91	2220.17	375.0
2015-04-16 02:15:00	ES	Futures	2220.44	2220.44	2219.91	2219.91	478.0
2015-04-16 02:20:00	ES	Futures	2220.17	2220.44	2219.91	2219.91	373.0
2015-04-16 02:25:00	ES	Futures	2219.65	2219.65	2218.85	2219.12	581.0
2015-04-16 02:30:00	ES	Futures	2219.38	2219.38	2218.59	2218.59	895.0
2015-04-16 02:35:00	ES	Futures	2218.85	2219.12	2218.59	2218.85	291.0
2015-04-16 02:40:00	ES	Futures	2218.59	2219.38	2218.59	2219.12	307.0
2015-04-16 02:45:00	ES	Futures	2218.85	2219.12	2218.59	2218.85	653.0
2015-04-16 02:50:00	ES	Futures	2218.85	2219.12	2218.59	2218.85	620.0
2015-04-16 02:55:00	ES	Futures	2218.85	2219.38	2218.59	2219.12	806.0
2015-04-16 03:00:00	ES	Futures	2219.12	2219.38	2217.53	2217.53	2432.0
2015-04-16 03:05:00	ES	Futures	2217.8	2219.38	2217.27	2218.33	3935.0
2015-04-16 03:10:00	ES	Futures	2218.06	2218.33	2217.0	2218.06	5341.0
2015-04-16 03:15:00	ES	Futures	2217.8	2218.59	2217.27	2217.53	1346.0
2015-04-16 03:20:00	ES	Futures	2217.53	2218.06	2217.0	2218.06	803.0
2015-04-16 03:25:00	ES	Futures	2217.8	2218.06	2217.27	2217.53	1989.0
2015-04-16 03:30:00	ES	Futures	2217.53	2218.33	2217.27	2217.53	1411.0
2015-04-16 03:35:00	ES	Futures	2217.53	2217.8	2216.48	2216.74	1755.0
2015-04-16 03:40:00	ES	Futures	2216.48	2218.06	2216.21	2218.06	1804.0
2015-04-16 03:45:00	ES	Futures	2218.06	2218.06	2216.48	2217.27	1561.0
2015-04-16 03:50:00	ES	Futures	2217.0	2217.53	2216.48	2217.0	1016.0
2015-04-16 03:55:00	ES	Futures	2217.0	2217.53	2217.0	2217.0	535.0
2015-04-16 04:00:00	ES	Futures	2216.74	2217.0	2216.21	2216.74	985.0
2015-04-16 04:05:00	ES	Futures	2216.74	2217.0	2216.48	2216.74	687.0

> showing 50 of 14,594 rows — these rows as CSV

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