PREVIEW / futures_5min / 2015-05-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-04.parquet
  size:    209 KB
  rows:    13,404

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
2015-05-04 00:00:00	ES	Futures	2218.59	2218.85	2218.59	2218.59	21.0
2015-05-04 00:05:00	ES	Futures	2218.59	2218.85	2218.59	2218.85	67.0
2015-05-04 00:10:00	ES	Futures	2218.59	2218.85	2218.59	2218.59	8.0
2015-05-04 00:15:00	ES	Futures	2218.85	2218.85	2218.33	2218.33	21.0
2015-05-04 00:20:00	ES	Futures	2218.59	2218.59	2218.33	2218.33	16.0
2015-05-04 00:25:00	ES	Futures	2218.59	2218.59	2218.33	2218.59	12.0
2015-05-04 00:30:00	ES	Futures	2218.59	2218.59	2218.33	2218.59	27.0
2015-05-04 00:35:00	ES	Futures	2218.33	2218.59	2218.33	2218.33	11.0
2015-05-04 00:40:00	ES	Futures	2218.33	2218.59	2218.33	2218.33	12.0
2015-05-04 00:45:00	ES	Futures	2218.59	2218.59	2218.33	2218.59	27.0
2015-05-04 00:50:00	ES	Futures	2218.59	2218.85	2218.59	2218.85	68.0
2015-05-04 00:55:00	ES	Futures	2218.85	2218.85	2218.59	2218.85	15.0
2015-05-04 01:00:00	ES	Futures	2218.59	2218.85	2218.33	2218.33	80.0
2015-05-04 01:05:00	ES	Futures	2218.59	2218.59	2218.06	2218.33	171.0
2015-05-04 01:10:00	ES	Futures	2218.06	2218.33	2218.06	2218.33	18.0
2015-05-04 01:15:00	ES	Futures	2218.06	2218.33	2218.06	2218.33	16.0
2015-05-04 01:20:00	ES	Futures	2218.06	2218.33	2218.06	2218.33	11.0
2015-05-04 01:25:00	ES	Futures	2218.33	2218.59	2218.06	2218.33	64.0
2015-05-04 01:30:00	ES	Futures	2218.59	2218.59	2218.33	2218.59	52.0
2015-05-04 01:35:00	ES	Futures	2218.59	2218.59	2218.06	2218.06	44.0
2015-05-04 01:40:00	ES	Futures	2218.06	2218.06	2218.06	2218.06	30.0
2015-05-04 01:45:00	ES	Futures	2218.06	2218.33	2218.06	2218.33	36.0
2015-05-04 01:50:00	ES	Futures	2218.33	2218.59	2218.06	2218.59	107.0
2015-05-04 01:55:00	ES	Futures	2218.59	2219.12	2218.33	2218.59	704.0
2015-05-04 02:00:00	ES	Futures	2218.85	2218.85	2218.06	2218.33	867.0
2015-05-04 02:05:00	ES	Futures	2218.59	2218.59	2217.8	2217.8	370.0
2015-05-04 02:10:00	ES	Futures	2218.06	2218.06	2217.8	2217.8	207.0
2015-05-04 02:15:00	ES	Futures	2217.8	2218.06	2217.0	2217.27	798.0
2015-05-04 02:20:00	ES	Futures	2217.53	2218.06	2217.27	2217.8	327.0
2015-05-04 02:25:00	ES	Futures	2217.8	2218.06	2217.53	2217.8	219.0
2015-05-04 02:30:00	ES	Futures	2218.06	2218.33	2217.8	2217.8	337.0
2015-05-04 02:35:00	ES	Futures	2218.06	2219.12	2218.06	2218.33	482.0
2015-05-04 02:40:00	ES	Futures	2218.33	2219.12	2218.06	2218.06	528.0
2015-05-04 02:45:00	ES	Futures	2218.06	2218.59	2217.8	2218.06	344.0
2015-05-04 02:50:00	ES	Futures	2218.33	2218.59	2217.8	2218.59	358.0
2015-05-04 02:55:00	ES	Futures	2218.59	2218.59	2217.27	2217.53	823.0
2015-05-04 03:00:00	ES	Futures	2217.8	2218.06	2216.48	2217.8	2875.0
2015-05-04 03:05:00	ES	Futures	2217.8	2217.8	2216.74	2217.0	1451.0
2015-05-04 03:10:00	ES	Futures	2217.0	2218.59	2216.74	2218.59	1213.0
2015-05-04 03:15:00	ES	Futures	2218.59	2219.91	2217.8	2219.12	2208.0
2015-05-04 03:20:00	ES	Futures	2219.12	2219.38	2217.8	2218.06	2783.0
2015-05-04 03:25:00	ES	Futures	2218.06	2219.38	2217.8	2218.59	3121.0
2015-05-04 03:30:00	ES	Futures	2218.33	2219.65	2218.33	2219.12	1360.0
2015-05-04 03:35:00	ES	Futures	2219.38	2220.97	2219.38	2219.91	1844.0
2015-05-04 03:40:00	ES	Futures	2219.91	2220.97	2219.38	2220.17	1751.0
2015-05-04 03:45:00	ES	Futures	2220.44	2220.44	2218.59	2220.17	1724.0
2015-05-04 03:50:00	ES	Futures	2219.91	2220.7	2219.38	2219.65	1578.0
2015-05-04 03:55:00	ES	Futures	2219.91	2220.7	2219.12	2219.12	948.0
2015-05-04 04:00:00	ES	Futures	2219.38	2219.91	2218.59	2219.91	758.0
2015-05-04 04:05:00	ES	Futures	2219.65	2219.91	2219.12	2219.91	649.0

> showing 50 of 13,404 rows — these rows as CSV

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