PREVIEW / futures_5min / 2015-04-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-23.parquet
  size:    240 KB
  rows:    14,087

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
2015-04-23 00:00:00	ES	Futures	2217.27	2217.53	2217.27	2217.53	92.0
2015-04-23 00:05:00	ES	Futures	2217.53	2217.53	2217.27	2217.53	193.0
2015-04-23 00:10:00	ES	Futures	2217.8	2217.8	2217.53	2217.53	31.0
2015-04-23 00:15:00	ES	Futures	2217.53	2217.53	2217.27	2217.27	82.0
2015-04-23 00:20:00	ES	Futures	2217.27	2217.8	2217.27	2217.53	114.0
2015-04-23 00:25:00	ES	Futures	2217.53	2217.8	2217.27	2217.27	192.0
2015-04-23 00:30:00	ES	Futures	2217.27	2217.53	2217.0	2217.27	141.0
2015-04-23 00:35:00	ES	Futures	2217.27	2217.53	2217.0	2217.53	39.0
2015-04-23 00:40:00	ES	Futures	2217.53	2217.53	2217.0	2217.27	53.0
2015-04-23 00:45:00	ES	Futures	2217.27	2217.27	2217.0	2217.27	190.0
2015-04-23 00:50:00	ES	Futures	2217.27	2217.27	2217.27	2217.27	62.0
2015-04-23 00:55:00	ES	Futures	2217.27	2217.27	2217.0	2217.0	34.0
2015-04-23 01:00:00	ES	Futures	2217.27	2217.27	2216.74	2217.0	260.0
2015-04-23 01:05:00	ES	Futures	2217.0	2217.53	2217.0	2217.53	226.0
2015-04-23 01:10:00	ES	Futures	2217.27	2217.53	2217.0	2217.27	116.0
2015-04-23 01:15:00	ES	Futures	2217.27	2217.53	2217.0	2217.27	126.0
2015-04-23 01:20:00	ES	Futures	2217.27	2217.53	2216.74	2217.0	210.0
2015-04-23 01:25:00	ES	Futures	2217.0	2217.0	2215.68	2215.95	664.0
2015-04-23 01:30:00	ES	Futures	2215.95	2217.0	2215.95	2216.74	278.0
2015-04-23 01:35:00	ES	Futures	2216.48	2217.0	2216.21	2216.48	403.0
2015-04-23 01:40:00	ES	Futures	2216.48	2216.74	2216.21	2216.74	163.0
2015-04-23 01:45:00	ES	Futures	2216.74	2217.27	2216.74	2217.27	216.0
2015-04-23 01:50:00	ES	Futures	2217.27	2218.33	2217.27	2217.53	609.0
2015-04-23 01:55:00	ES	Futures	2217.53	2218.06	2217.27	2217.8	279.0
2015-04-23 02:00:00	ES	Futures	2217.8	2219.12	2217.8	2218.06	1212.0
2015-04-23 02:05:00	ES	Futures	2218.06	2218.33	2217.8	2217.8	249.0
2015-04-23 02:10:00	ES	Futures	2218.06	2218.06	2217.53	2217.53	207.0
2015-04-23 02:15:00	ES	Futures	2217.53	2217.53	2216.21	2216.48	775.0
2015-04-23 02:20:00	ES	Futures	2216.21	2216.48	2215.95	2215.95	615.0
2015-04-23 02:25:00	ES	Futures	2216.21	2216.21	2215.68	2216.21	369.0
2015-04-23 02:30:00	ES	Futures	2216.48	2216.48	2216.21	2216.21	160.0
2015-04-23 02:35:00	ES	Futures	2215.95	2216.21	2215.68	2215.68	207.0
2015-04-23 02:40:00	ES	Futures	2215.68	2215.95	2214.89	2215.16	1052.0
2015-04-23 02:45:00	ES	Futures	2214.89	2215.16	2213.57	2214.1	2177.0
2015-04-23 02:50:00	ES	Futures	2214.1	2214.36	2213.57	2213.57	779.0
2015-04-23 02:55:00	ES	Futures	2213.57	2215.16	2213.57	2214.63	697.0
2015-04-23 03:00:00	ES	Futures	2214.89	2217.27	2214.36	2216.48	3464.0
2015-04-23 03:05:00	ES	Futures	2216.48	2217.53	2215.95	2215.95	1801.0
2015-04-23 03:10:00	ES	Futures	2215.95	2216.21	2214.89	2215.16	2289.0
2015-04-23 03:15:00	ES	Futures	2215.16	2215.16	2213.04	2213.57	4456.0
2015-04-23 03:20:00	ES	Futures	2213.57	2214.36	2212.51	2214.36	2564.0
2015-04-23 03:25:00	ES	Futures	2214.63	2214.89	2213.31	2213.84	2028.0
2015-04-23 03:30:00	ES	Futures	2213.84	2213.84	2209.08	2209.61	9740.0
2015-04-23 03:35:00	ES	Futures	2209.87	2210.67	2208.55	2210.67	5590.0
2015-04-23 03:40:00	ES	Futures	2210.4	2211.19	2209.87	2210.14	2257.0
2015-04-23 03:45:00	ES	Futures	2209.87	2210.67	2209.08	2210.67	2078.0
2015-04-23 03:50:00	ES	Futures	2210.93	2211.19	2210.14	2210.93	1096.0
2015-04-23 03:55:00	ES	Futures	2210.93	2211.19	2208.55	2208.82	3736.0
2015-04-23 04:00:00	ES	Futures	2209.08	2210.67	2208.55	2209.87	2231.0
2015-04-23 04:05:00	ES	Futures	2209.61	2210.93	2209.61	2210.4	1725.0

> showing 50 of 14,087 rows — these rows as CSV

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