PREVIEW / futures_5min / 2015-04-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-22.parquet
  size:    239 KB
  rows:    14,295

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
2015-04-22 00:00:00	ES	Futures	2210.93	2211.19	2210.4	2210.67	101.0
2015-04-22 00:05:00	ES	Futures	2210.67	2210.93	2210.67	2210.67	110.0
2015-04-22 00:10:00	ES	Futures	2210.67	2210.93	2210.67	2210.93	64.0
2015-04-22 00:15:00	ES	Futures	2210.67	2210.93	2210.67	2210.67	53.0
2015-04-22 00:20:00	ES	Futures	2210.67	2211.46	2210.67	2210.93	733.0
2015-04-22 00:25:00	ES	Futures	2211.19	2211.72	2210.93	2210.93	419.0
2015-04-22 00:30:00	ES	Futures	2211.19	2211.19	2210.67	2210.67	83.0
2015-04-22 00:35:00	ES	Futures	2210.67	2211.19	2210.67	2211.19	31.0
2015-04-22 00:40:00	ES	Futures	2211.19	2211.19	2210.67	2210.93	45.0
2015-04-22 00:45:00	ES	Futures	2210.93	2211.19	2210.67	2210.67	68.0
2015-04-22 00:50:00	ES	Futures	2210.93	2211.46	2210.67	2211.19	218.0
2015-04-22 00:55:00	ES	Futures	2210.93	2211.46	2210.93	2210.93	161.0
2015-04-22 01:00:00	ES	Futures	2211.19	2211.19	2210.67	2210.93	103.0
2015-04-22 01:05:00	ES	Futures	2210.93	2210.93	2210.4	2210.4	245.0
2015-04-22 01:10:00	ES	Futures	2210.4	2210.93	2210.14	2210.14	312.0
2015-04-22 01:15:00	ES	Futures	2210.4	2210.4	2210.14	2210.14	56.0
2015-04-22 01:20:00	ES	Futures	2210.14	2210.67	2210.14	2210.67	158.0
2015-04-22 01:25:00	ES	Futures	2210.67	2210.93	2210.4	2210.67	248.0
2015-04-22 01:30:00	ES	Futures	2210.67	2210.67	2210.4	2210.67	156.0
2015-04-22 01:35:00	ES	Futures	2210.67	2211.19	2210.67	2210.67	371.0
2015-04-22 01:40:00	ES	Futures	2210.67	2210.93	2210.4	2210.67	153.0
2015-04-22 01:45:00	ES	Futures	2210.93	2210.93	2210.67	2210.67	101.0
2015-04-22 01:50:00	ES	Futures	2210.67	2211.19	2210.67	2211.19	92.0
2015-04-22 01:55:00	ES	Futures	2210.93	2211.19	2210.67	2211.19	239.0
2015-04-22 02:00:00	ES	Futures	2210.93	2212.25	2210.67	2212.25	580.0
2015-04-22 02:05:00	ES	Futures	2211.99	2212.25	2210.4	2210.4	515.0
2015-04-22 02:10:00	ES	Futures	2210.67	2211.46	2210.4	2211.19	363.0
2015-04-22 02:15:00	ES	Futures	2211.19	2211.19	2210.4	2210.93	343.0
2015-04-22 02:20:00	ES	Futures	2210.93	2211.46	2210.4	2210.4	542.0
2015-04-22 02:25:00	ES	Futures	2210.4	2210.93	2210.4	2210.67	280.0
2015-04-22 02:30:00	ES	Futures	2210.67	2211.46	2210.67	2211.46	847.0
2015-04-22 02:35:00	ES	Futures	2211.72	2211.72	2210.93	2210.93	366.0
2015-04-22 02:40:00	ES	Futures	2210.93	2211.46	2210.67	2211.46	264.0
2015-04-22 02:45:00	ES	Futures	2211.19	2211.72	2211.19	2211.19	274.0
2015-04-22 02:50:00	ES	Futures	2211.19	2212.25	2211.19	2211.99	257.0
2015-04-22 02:55:00	ES	Futures	2211.72	2214.1	2211.72	2213.84	1395.0
2015-04-22 03:00:00	ES	Futures	2214.1	2214.89	2213.04	2214.36	3157.0
2015-04-22 03:05:00	ES	Futures	2214.63	2216.74	2214.36	2216.48	5641.0
2015-04-22 03:10:00	ES	Futures	2216.74	2217.0	2215.16	2215.68	2471.0
2015-04-22 03:15:00	ES	Futures	2215.95	2217.0	2215.68	2216.48	1898.0
2015-04-22 03:20:00	ES	Futures	2216.48	2216.48	2215.16	2215.42	994.0
2015-04-22 03:25:00	ES	Futures	2215.16	2216.48	2215.16	2215.68	842.0
2015-04-22 03:30:00	ES	Futures	2215.68	2215.95	2214.63	2214.89	1022.0
2015-04-22 03:35:00	ES	Futures	2214.89	2215.42	2213.57	2214.63	1664.0
2015-04-22 03:40:00	ES	Futures	2214.63	2214.63	2213.57	2214.1	1046.0
2015-04-22 03:45:00	ES	Futures	2213.84	2214.1	2211.46	2212.51	3514.0
2015-04-22 03:50:00	ES	Futures	2212.51	2212.51	2211.46	2211.46	1907.0
2015-04-22 03:55:00	ES	Futures	2211.72	2212.78	2210.67	2212.78	3081.0
2015-04-22 04:00:00	ES	Futures	2212.78	2213.04	2204.33	2204.33	10333.0
2015-04-22 04:05:00	ES	Futures	2204.33	2205.91	2199.31	2200.89	15099.0

> showing 50 of 14,295 rows — these rows as CSV

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