PREVIEW / futures_5min / 2015-04-21

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-21.parquet
  size:    230 KB
  rows:    14,232

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
2015-04-21 00:00:00	ES	Futures	2214.36	2214.36	2213.84	2214.1	123.0
2015-04-21 00:05:00	ES	Futures	2214.1	2214.36	2213.84	2214.1	131.0
2015-04-21 00:10:00	ES	Futures	2213.84	2214.36	2213.84	2214.36	103.0
2015-04-21 00:15:00	ES	Futures	2214.36	2214.36	2213.84	2213.84	62.0
2015-04-21 00:20:00	ES	Futures	2213.84	2214.1	2213.31	2213.57	235.0
2015-04-21 00:25:00	ES	Futures	2213.57	2213.57	2213.31	2213.57	38.0
2015-04-21 00:30:00	ES	Futures	2213.31	2213.84	2213.31	2213.31	107.0
2015-04-21 00:35:00	ES	Futures	2213.31	2213.31	2212.78	2213.04	218.0
2015-04-21 00:40:00	ES	Futures	2213.04	2213.04	2212.78	2213.04	98.0
2015-04-21 00:45:00	ES	Futures	2212.78	2213.04	2212.78	2213.04	85.0
2015-04-21 00:50:00	ES	Futures	2213.04	2213.04	2212.78	2212.78	10.0
2015-04-21 00:55:00	ES	Futures	2212.78	2213.04	2212.78	2213.04	77.0
2015-04-21 01:00:00	ES	Futures	2212.78	2213.31	2212.78	2213.31	60.0
2015-04-21 01:05:00	ES	Futures	2213.04	2213.31	2213.04	2213.31	95.0
2015-04-21 01:10:00	ES	Futures	2213.31	2213.57	2213.04	2213.57	95.0
2015-04-21 01:15:00	ES	Futures	2213.57	2214.36	2213.57	2214.1	227.0
2015-04-21 01:20:00	ES	Futures	2214.1	2214.63	2214.1	2214.1	301.0
2015-04-21 01:25:00	ES	Futures	2214.36	2214.36	2213.57	2214.1	193.0
2015-04-21 01:30:00	ES	Futures	2214.1	2215.42	2214.1	2215.16	966.0
2015-04-21 01:35:00	ES	Futures	2215.16	2215.42	2214.89	2215.42	371.0
2015-04-21 01:40:00	ES	Futures	2215.42	2215.68	2215.16	2215.42	399.0
2015-04-21 01:45:00	ES	Futures	2215.16	2215.68	2214.1	2214.36	516.0
2015-04-21 01:50:00	ES	Futures	2214.36	2214.63	2214.1	2214.36	86.0
2015-04-21 01:55:00	ES	Futures	2214.36	2214.89	2213.57	2214.89	449.0
2015-04-21 02:00:00	ES	Futures	2214.89	2218.59	2214.63	2217.53	7249.0
2015-04-21 02:05:00	ES	Futures	2217.53	2218.06	2217.0	2217.0	481.0
2015-04-21 02:10:00	ES	Futures	2217.27	2217.27	2216.21	2216.21	521.0
2015-04-21 02:15:00	ES	Futures	2216.48	2216.74	2216.21	2216.74	192.0
2015-04-21 02:20:00	ES	Futures	2216.48	2217.0	2216.21	2216.48	333.0
2015-04-21 02:25:00	ES	Futures	2216.74	2217.27	2216.48	2217.27	320.0
2015-04-21 02:30:00	ES	Futures	2217.27	2217.8	2217.27	2217.27	693.0
2015-04-21 02:35:00	ES	Futures	2217.27	2217.27	2216.74	2216.74	358.0
2015-04-21 02:40:00	ES	Futures	2216.74	2217.27	2216.48	2216.48	742.0
2015-04-21 02:45:00	ES	Futures	2216.48	2217.53	2216.48	2217.53	753.0
2015-04-21 02:50:00	ES	Futures	2217.27	2218.85	2217.27	2218.33	2393.0
2015-04-21 02:55:00	ES	Futures	2218.33	2218.59	2218.06	2218.33	603.0
2015-04-21 03:00:00	ES	Futures	2218.33	2218.85	2218.06	2218.59	2529.0
2015-04-21 03:05:00	ES	Futures	2218.59	2219.65	2218.59	2219.38	3310.0
2015-04-21 03:10:00	ES	Futures	2219.38	2220.17	2218.85	2219.65	2589.0
2015-04-21 03:15:00	ES	Futures	2219.65	2221.23	2219.38	2220.7	2812.0
2015-04-21 03:20:00	ES	Futures	2220.7	2221.49	2220.44	2221.23	1584.0
2015-04-21 03:25:00	ES	Futures	2221.23	2221.49	2219.65	2219.91	1820.0
2015-04-21 03:30:00	ES	Futures	2219.91	2220.97	2219.91	2220.17	1816.0
2015-04-21 03:35:00	ES	Futures	2220.44	2220.97	2220.17	2220.44	1214.0
2015-04-21 03:40:00	ES	Futures	2220.44	2221.49	2220.44	2221.23	1957.0
2015-04-21 03:45:00	ES	Futures	2221.49	2223.08	2220.7	2223.08	6204.0
2015-04-21 03:50:00	ES	Futures	2222.82	2224.14	2222.55	2223.34	5693.0
2015-04-21 03:55:00	ES	Futures	2223.34	2223.87	2222.82	2223.08	2172.0
2015-04-21 04:00:00	ES	Futures	2223.08	2223.08	2222.02	2222.02	2022.0
2015-04-21 04:05:00	ES	Futures	2222.02	2222.82	2222.02	2222.55	1200.0

> showing 50 of 14,232 rows — these rows as CSV

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