PREVIEW / futures_5min / 2015-04-30

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-30.parquet
  size:    265 KB
  rows:    14,866

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
2015-04-30 00:00:00	ES	Futures	2217.27	2217.53	2217.0	2217.27	162.0
2015-04-30 00:05:00	ES	Futures	2217.27	2217.27	2216.21	2216.74	1054.0
2015-04-30 00:10:00	ES	Futures	2216.74	2217.0	2216.48	2217.0	148.0
2015-04-30 00:15:00	ES	Futures	2217.0	2217.0	2215.42	2216.21	609.0
2015-04-30 00:20:00	ES	Futures	2215.95	2216.48	2215.68	2215.95	396.0
2015-04-30 00:25:00	ES	Futures	2215.95	2216.21	2215.95	2216.21	107.0
2015-04-30 00:30:00	ES	Futures	2215.95	2216.21	2215.16	2215.68	541.0
2015-04-30 00:35:00	ES	Futures	2215.68	2215.95	2215.42	2215.68	130.0
2015-04-30 00:40:00	ES	Futures	2215.68	2215.95	2215.42	2215.95	189.0
2015-04-30 00:45:00	ES	Futures	2216.21	2216.21	2215.68	2215.95	226.0
2015-04-30 00:50:00	ES	Futures	2215.68	2215.95	2215.16	2215.42	343.0
2015-04-30 00:55:00	ES	Futures	2215.16	2215.42	2214.89	2214.89	289.0
2015-04-30 01:00:00	ES	Futures	2215.16	2215.68	2214.89	2215.42	313.0
2015-04-30 01:05:00	ES	Futures	2215.42	2215.68	2214.36	2214.36	1181.0
2015-04-30 01:10:00	ES	Futures	2214.63	2214.63	2214.36	2214.63	138.0
2015-04-30 01:15:00	ES	Futures	2214.36	2214.63	2214.36	2214.36	293.0
2015-04-30 01:20:00	ES	Futures	2214.36	2215.16	2214.36	2214.63	815.0
2015-04-30 01:25:00	ES	Futures	2214.89	2215.16	2214.63	2214.89	195.0
2015-04-30 01:30:00	ES	Futures	2215.16	2215.16	2214.63	2214.89	245.0
2015-04-30 01:35:00	ES	Futures	2214.89	2215.16	2214.63	2214.89	349.0
2015-04-30 01:40:00	ES	Futures	2214.89	2215.16	2214.63	2214.89	145.0
2015-04-30 01:45:00	ES	Futures	2215.16	2216.48	2214.89	2216.21	607.0
2015-04-30 01:50:00	ES	Futures	2216.21	2216.74	2216.21	2216.74	434.0
2015-04-30 01:55:00	ES	Futures	2216.74	2217.27	2216.48	2217.0	943.0
2015-04-30 02:00:00	ES	Futures	2217.0	2218.06	2215.16	2216.21	1893.0
2015-04-30 02:05:00	ES	Futures	2216.21	2217.53	2215.95	2216.48	1407.0
2015-04-30 02:10:00	ES	Futures	2216.21	2217.0	2215.68	2216.48	982.0
2015-04-30 02:15:00	ES	Futures	2216.21	2216.74	2216.21	2216.48	513.0
2015-04-30 02:20:00	ES	Futures	2216.48	2216.74	2215.68	2216.48	1332.0
2015-04-30 02:25:00	ES	Futures	2216.48	2217.0	2216.21	2217.0	518.0
2015-04-30 02:30:00	ES	Futures	2216.74	2218.06	2216.74	2218.06	714.0
2015-04-30 02:35:00	ES	Futures	2218.06	2218.06	2217.27	2217.8	888.0
2015-04-30 02:40:00	ES	Futures	2217.53	2217.8	2217.0	2217.53	633.0
2015-04-30 02:45:00	ES	Futures	2217.27	2217.27	2216.74	2216.74	334.0
2015-04-30 02:50:00	ES	Futures	2217.0	2218.06	2216.74	2218.06	737.0
2015-04-30 02:55:00	ES	Futures	2218.06	2218.85	2217.8	2218.59	1209.0
2015-04-30 03:00:00	ES	Futures	2218.59	2218.85	2216.74	2218.06	3566.0
2015-04-30 03:05:00	ES	Futures	2217.8	2217.8	2215.68	2215.68	3651.0
2015-04-30 03:10:00	ES	Futures	2215.68	2216.21	2214.63	2214.89	3011.0
2015-04-30 03:15:00	ES	Futures	2214.63	2216.21	2214.36	2215.16	4027.0
2015-04-30 03:20:00	ES	Futures	2214.89	2215.95	2214.89	2215.95	2037.0
2015-04-30 03:25:00	ES	Futures	2215.68	2215.95	2211.99	2213.57	5706.0
2015-04-30 03:30:00	ES	Futures	2213.57	2213.57	2211.72	2212.78	3670.0
2015-04-30 03:35:00	ES	Futures	2212.51	2215.16	2212.51	2214.63	3413.0
2015-04-30 03:40:00	ES	Futures	2214.36	2215.16	2212.78	2213.84	2952.0
2015-04-30 03:45:00	ES	Futures	2213.84	2214.89	2213.57	2214.1	2102.0
2015-04-30 03:50:00	ES	Futures	2214.36	2216.21	2214.1	2215.42	2906.0
2015-04-30 03:55:00	ES	Futures	2215.16	2215.16	2212.51	2213.31	4196.0
2015-04-30 04:00:00	ES	Futures	2213.04	2213.84	2212.25	2212.51	3766.0
2015-04-30 04:05:00	ES	Futures	2212.51	2212.51	2208.82	2210.4	8737.0

> showing 50 of 14,866 rows — these rows as CSV

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