PREVIEW / futures_5min / 2015-04-24

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-24.parquet
  size:    198 KB
  rows:    12,037

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
2015-04-24 00:00:00	ES	Futures	2226.78	2227.04	2226.51	2227.04	51.0
2015-04-24 00:05:00	ES	Futures	2226.78	2227.04	2226.78	2226.78	45.0
2015-04-24 00:10:00	ES	Futures	2226.78	2227.04	2226.78	2227.04	61.0
2015-04-24 00:15:00	ES	Futures	2226.78	2227.04	2226.25	2226.25	105.0
2015-04-24 00:20:00	ES	Futures	2226.25	2226.51	2226.25	2226.25	122.0
2015-04-24 00:25:00	ES	Futures	2226.25	2226.51	2225.98	2226.25	114.0
2015-04-24 00:30:00	ES	Futures	2226.25	2226.78	2226.25	2226.78	92.0
2015-04-24 00:35:00	ES	Futures	2226.78	2226.78	2225.98	2226.25	448.0
2015-04-24 00:40:00	ES	Futures	2225.98	2226.25	2225.46	2226.25	480.0
2015-04-24 00:45:00	ES	Futures	2226.51	2226.51	2225.46	2225.72	165.0
2015-04-24 00:50:00	ES	Futures	2225.72	2225.98	2225.46	2225.72	71.0
2015-04-24 00:55:00	ES	Futures	2225.72	2225.98	2225.46	2225.46	164.0
2015-04-24 01:00:00	ES	Futures	2225.46	2225.72	2225.19	2225.19	492.0
2015-04-24 01:05:00	ES	Futures	2225.46	2225.72	2224.66	2224.66	731.0
2015-04-24 01:10:00	ES	Futures	2224.93	2224.93	2223.34	2223.34	1012.0
2015-04-24 01:15:00	ES	Futures	2223.61	2223.61	2222.82	2223.08	821.0
2015-04-24 01:20:00	ES	Futures	2223.34	2223.87	2222.82	2223.87	558.0
2015-04-24 01:25:00	ES	Futures	2223.87	2223.87	2223.34	2223.61	168.0
2015-04-24 01:30:00	ES	Futures	2223.87	2223.87	2222.55	2222.82	613.0
2015-04-24 01:35:00	ES	Futures	2222.55	2222.55	2221.76	2222.29	1762.0
2015-04-24 01:40:00	ES	Futures	2222.55	2222.55	2222.02	2222.29	640.0
2015-04-24 01:45:00	ES	Futures	2222.55	2222.82	2222.29	2222.29	384.0
2015-04-24 01:50:00	ES	Futures	2222.29	2222.55	2222.02	2222.29	602.0
2015-04-24 01:55:00	ES	Futures	2222.29	2222.82	2221.76	2222.29	561.0
2015-04-24 02:00:00	ES	Futures	2222.55	2223.34	2222.29	2223.34	994.0
2015-04-24 02:05:00	ES	Futures	2223.34	2223.87	2223.08	2223.87	578.0
2015-04-24 02:10:00	ES	Futures	2223.87	2224.14	2223.34	2223.87	538.0
2015-04-24 02:15:00	ES	Futures	2223.87	2224.14	2223.34	2223.34	478.0
2015-04-24 02:20:00	ES	Futures	2223.34	2224.4	2223.34	2224.4	474.0
2015-04-24 02:25:00	ES	Futures	2224.4	2226.78	2224.4	2226.25	1969.0
2015-04-24 02:30:00	ES	Futures	2226.25	2226.25	2224.66	2224.66	888.0
2015-04-24 02:35:00	ES	Futures	2224.66	2225.72	2224.66	2225.19	620.0
2015-04-24 02:40:00	ES	Futures	2225.19	2225.72	2224.93	2225.19	567.0
2015-04-24 02:45:00	ES	Futures	2225.46	2226.51	2225.19	2226.25	780.0
2015-04-24 02:50:00	ES	Futures	2226.25	2226.78	2225.98	2226.25	584.0
2015-04-24 02:55:00	ES	Futures	2226.25	2226.25	2224.93	2225.46	664.0
2015-04-24 03:00:00	ES	Futures	2225.46	2228.1	2225.46	2227.31	3529.0
2015-04-24 03:05:00	ES	Futures	2227.57	2228.1	2226.78	2227.31	2649.0
2015-04-24 03:10:00	ES	Futures	2227.31	2227.31	2224.4	2225.19	3089.0
2015-04-24 03:15:00	ES	Futures	2225.46	2225.98	2223.34	2223.61	3562.0
2015-04-24 03:20:00	ES	Futures	2223.61	2224.93	2223.34	2223.87	1934.0
2015-04-24 03:25:00	ES	Futures	2223.87	2225.72	2223.61	2225.46	1403.0
2015-04-24 03:30:00	ES	Futures	2225.46	2226.51	2225.46	2225.72	2029.0
2015-04-24 03:35:00	ES	Futures	2225.72	2227.04	2225.46	2226.25	791.0
2015-04-24 03:40:00	ES	Futures	2226.25	2226.51	2225.46	2226.25	1178.0
2015-04-24 03:45:00	ES	Futures	2226.25	2227.83	2225.72	2227.31	2009.0
2015-04-24 03:50:00	ES	Futures	2227.04	2227.57	2226.51	2227.04	1186.0
2015-04-24 03:55:00	ES	Futures	2227.04	2227.31	2225.19	2225.46	916.0
2015-04-24 04:00:00	ES	Futures	2225.72	2226.78	2225.19	2225.98	1639.0
2015-04-24 04:05:00	ES	Futures	2226.25	2227.57	2225.98	2227.57	1387.0

> showing 50 of 12,037 rows — these rows as CSV

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