PREVIEW / futures_5min / 2015-04-19

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-19.parquet
  size:    43 KB
  rows:    2,384

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
2015-04-19 18:00:00	ES	Futures	2198.52	2199.04	2197.46	2198.78	6185.0
2015-04-19 18:05:00	ES	Futures	2199.04	2199.04	2196.93	2197.46	2043.0
2015-04-19 18:10:00	ES	Futures	2197.72	2197.72	2195.88	2196.4	1255.0
2015-04-19 18:15:00	ES	Futures	2196.67	2198.52	2196.14	2197.72	1420.0
2015-04-19 18:20:00	ES	Futures	2197.72	2198.25	2197.2	2198.25	922.0
2015-04-19 18:25:00	ES	Futures	2198.25	2198.52	2196.67	2196.67	820.0
2015-04-19 18:30:00	ES	Futures	2196.93	2197.99	2196.67	2197.99	367.0
2015-04-19 18:35:00	ES	Futures	2197.99	2198.78	2197.2	2197.72	1284.0
2015-04-19 18:40:00	ES	Futures	2197.72	2197.72	2197.2	2197.72	254.0
2015-04-19 18:45:00	ES	Futures	2197.72	2197.99	2197.46	2197.46	175.0
2015-04-19 18:50:00	ES	Futures	2197.72	2197.99	2197.46	2197.99	209.0
2015-04-19 18:55:00	ES	Futures	2197.99	2197.99	2197.99	2197.99	211.0
2015-04-19 19:00:00	ES	Futures	2197.99	2197.99	2197.72	2197.99	35.0
2015-04-19 19:05:00	ES	Futures	2197.99	2198.25	2197.72	2197.99	343.0
2015-04-19 19:10:00	ES	Futures	2197.99	2197.99	2196.4	2196.4	863.0
2015-04-19 19:15:00	ES	Futures	2196.67	2197.72	2196.14	2197.46	392.0
2015-04-19 19:20:00	ES	Futures	2197.46	2197.72	2197.2	2197.2	165.0
2015-04-19 19:25:00	ES	Futures	2197.2	2197.46	2196.93	2197.46	190.0
2015-04-19 19:30:00	ES	Futures	2197.46	2198.25	2197.2	2198.25	301.0
2015-04-19 19:35:00	ES	Futures	2198.25	2199.04	2197.99	2198.78	1023.0
2015-04-19 19:40:00	ES	Futures	2198.52	2198.78	2198.25	2198.52	277.0
2015-04-19 19:45:00	ES	Futures	2198.52	2198.52	2197.99	2198.52	280.0
2015-04-19 19:50:00	ES	Futures	2198.25	2199.31	2197.99	2199.04	586.0
2015-04-19 19:55:00	ES	Futures	2199.04	2199.04	2198.52	2199.04	422.0
2015-04-19 20:00:00	ES	Futures	2199.04	2199.04	2196.93	2197.2	639.0
2015-04-19 20:05:00	ES	Futures	2197.2	2197.46	2196.67	2196.67	395.0
2015-04-19 20:10:00	ES	Futures	2196.67	2197.2	2196.67	2196.93	372.0
2015-04-19 20:15:00	ES	Futures	2197.2	2197.99	2197.2	2197.99	525.0
2015-04-19 20:20:00	ES	Futures	2197.99	2198.25	2197.46	2197.99	549.0
2015-04-19 20:25:00	ES	Futures	2197.99	2198.25	2197.72	2197.99	394.0
2015-04-19 20:30:00	ES	Futures	2197.99	2197.99	2197.46	2197.46	115.0
2015-04-19 20:35:00	ES	Futures	2197.46	2197.72	2197.2	2197.72	270.0
2015-04-19 20:40:00	ES	Futures	2197.46	2197.99	2197.2	2197.72	556.0
2015-04-19 20:45:00	ES	Futures	2197.72	2198.52	2197.72	2197.99	497.0
2015-04-19 20:50:00	ES	Futures	2197.99	2198.25	2197.72	2197.99	256.0
2015-04-19 20:55:00	ES	Futures	2197.99	2198.25	2197.99	2198.25	120.0
2015-04-19 21:00:00	ES	Futures	2198.25	2198.25	2197.99	2197.99	279.0
2015-04-19 21:05:00	ES	Futures	2197.99	2198.25	2197.99	2197.99	117.0
2015-04-19 21:10:00	ES	Futures	2197.99	2199.04	2197.99	2198.78	490.0
2015-04-19 21:15:00	ES	Futures	2199.04	2199.57	2199.04	2199.31	949.0
2015-04-19 21:20:00	ES	Futures	2199.31	2199.31	2198.25	2198.78	879.0
2015-04-19 21:25:00	ES	Futures	2199.04	2199.04	2198.52	2198.52	300.0
2015-04-19 21:30:00	ES	Futures	2198.52	2199.57	2198.25	2198.52	1786.0
2015-04-19 21:35:00	ES	Futures	2198.25	2199.57	2198.25	2199.04	1120.0
2015-04-19 21:40:00	ES	Futures	2199.04	2199.31	2198.78	2199.31	458.0
2015-04-19 21:45:00	ES	Futures	2199.04	2199.84	2199.04	2199.04	1082.0
2015-04-19 21:50:00	ES	Futures	2199.31	2199.31	2198.78	2198.78	367.0
2015-04-19 21:55:00	ES	Futures	2199.04	2199.31	2198.52	2199.04	400.0
2015-04-19 22:00:00	ES	Futures	2199.31	2202.74	2199.04	2201.69	6251.0
2015-04-19 22:05:00	ES	Futures	2201.95	2202.21	2201.42	2201.69	1431.0

> showing 50 of 2,384 rows — these rows as CSV

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