PREVIEW / futures_5min / 2015-04-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-27.parquet
  size:    231 KB
  rows:    14,110

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
2015-04-27 00:00:00	ES	Futures	2231.53	2231.8	2231.53	2231.53	80.0
2015-04-27 00:05:00	ES	Futures	2231.27	2231.8	2231.27	2231.53	61.0
2015-04-27 00:10:00	ES	Futures	2231.53	2231.53	2231.53	2231.53	50.0
2015-04-27 00:15:00	ES	Futures	2231.8	2231.8	2231.53	2231.53	15.0
2015-04-27 00:20:00	ES	Futures	2231.8	2231.8	2231.53	2231.8	16.0
2015-04-27 00:25:00	ES	Futures	2231.8	2231.8	2231.53	2231.8	3.0
2015-04-27 00:30:00	ES	Futures	2231.8	2232.06	2231.53	2231.53	113.0
2015-04-27 00:35:00	ES	Futures	2231.53	2231.8	2231.53	2231.8	150.0
2015-04-27 00:40:00	ES	Futures	2231.8	2231.8	2231.53	2231.8	8.0
2015-04-27 00:45:00	ES	Futures	2231.53	2231.53	2231.27	2231.53	78.0
2015-04-27 00:50:00	ES	Futures	2231.8	2231.8	2231.53	2231.53	138.0
2015-04-27 00:55:00	ES	Futures	2231.53	2232.32	2231.53	2232.32	206.0
2015-04-27 01:00:00	ES	Futures	2232.06	2232.32	2231.8	2232.06	152.0
2015-04-27 01:05:00	ES	Futures	2231.8	2232.06	2231.8	2231.8	85.0
2015-04-27 01:10:00	ES	Futures	2231.8	2231.8	2231.53	2231.53	170.0
2015-04-27 01:15:00	ES	Futures	2231.8	2232.06	2231.27	2231.27	264.0
2015-04-27 01:20:00	ES	Futures	2231.53	2231.53	2231.53	2231.53	94.0
2015-04-27 01:25:00	ES	Futures	2231.53	2231.53	2231.27	2231.27	26.0
2015-04-27 01:30:00	ES	Futures	2231.27	2231.53	2230.74	2231.0	293.0
2015-04-27 01:35:00	ES	Futures	2231.0	2231.27	2231.0	2231.0	184.0
2015-04-27 01:40:00	ES	Futures	2231.0	2231.27	2230.74	2231.27	110.0
2015-04-27 01:45:00	ES	Futures	2231.27	2231.8	2231.27	2231.53	272.0
2015-04-27 01:50:00	ES	Futures	2231.53	2231.8	2231.27	2231.8	96.0
2015-04-27 01:55:00	ES	Futures	2231.8	2231.8	2231.53	2231.8	129.0
2015-04-27 02:00:00	ES	Futures	2231.8	2233.64	2231.53	2233.12	1919.0
2015-04-27 02:05:00	ES	Futures	2233.12	2233.12	2231.53	2231.53	784.0
2015-04-27 02:10:00	ES	Futures	2231.53	2232.32	2231.53	2232.32	510.0
2015-04-27 02:15:00	ES	Futures	2232.32	2232.85	2231.8	2232.59	320.0
2015-04-27 02:20:00	ES	Futures	2232.59	2232.85	2232.32	2232.59	229.0
2015-04-27 02:25:00	ES	Futures	2232.59	2232.85	2232.32	2232.32	265.0
2015-04-27 02:30:00	ES	Futures	2232.59	2232.85	2231.53	2231.53	350.0
2015-04-27 02:35:00	ES	Futures	2231.53	2232.06	2231.53	2232.06	337.0
2015-04-27 02:40:00	ES	Futures	2232.06	2232.85	2232.06	2232.85	266.0
2015-04-27 02:45:00	ES	Futures	2232.85	2233.91	2232.59	2233.64	916.0
2015-04-27 02:50:00	ES	Futures	2233.38	2233.38	2232.85	2233.12	347.0
2015-04-27 02:55:00	ES	Futures	2233.38	2233.91	2232.85	2233.91	754.0
2015-04-27 03:00:00	ES	Futures	2234.17	2234.44	2233.38	2234.17	3392.0
2015-04-27 03:05:00	ES	Futures	2233.91	2236.02	2233.91	2234.44	4811.0
2015-04-27 03:10:00	ES	Futures	2234.7	2235.23	2233.12	2233.64	3851.0
2015-04-27 03:15:00	ES	Futures	2233.64	2233.64	2230.21	2230.74	5545.0
2015-04-27 03:20:00	ES	Futures	2230.47	2231.53	2229.95	2231.53	3132.0
2015-04-27 03:25:00	ES	Futures	2231.27	2231.27	2229.95	2230.47	1722.0
2015-04-27 03:30:00	ES	Futures	2230.47	2230.47	2227.57	2229.68	5051.0
2015-04-27 03:35:00	ES	Futures	2229.42	2230.74	2229.42	2230.74	2085.0
2015-04-27 03:40:00	ES	Futures	2230.74	2231.0	2229.42	2229.95	1270.0
2015-04-27 03:45:00	ES	Futures	2229.95	2230.21	2228.89	2229.42	1394.0
2015-04-27 03:50:00	ES	Futures	2229.42	2229.68	2228.63	2228.89	1059.0
2015-04-27 03:55:00	ES	Futures	2228.89	2230.21	2228.63	2229.42	1291.0
2015-04-27 04:00:00	ES	Futures	2229.42	2230.74	2229.42	2230.74	2975.0
2015-04-27 04:05:00	ES	Futures	2230.74	2233.12	2230.74	2231.8	3568.0

> showing 50 of 14,110 rows — these rows as CSV

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