PREVIEW / futures_5min / 2015-05-05

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-05.parquet
  size:    256 KB
  rows:    14,616

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
2015-05-05 00:00:00	ES	Futures	2225.72	2225.98	2225.46	2225.72	149.0
2015-05-05 00:05:00	ES	Futures	2225.72	2226.51	2225.46	2225.98	936.0
2015-05-05 00:10:00	ES	Futures	2225.98	2226.51	2225.98	2226.25	130.0
2015-05-05 00:15:00	ES	Futures	2226.25	2226.51	2225.98	2226.25	177.0
2015-05-05 00:20:00	ES	Futures	2226.51	2226.51	2225.98	2226.25	47.0
2015-05-05 00:25:00	ES	Futures	2226.25	2226.51	2226.25	2226.25	27.0
2015-05-05 00:30:00	ES	Futures	2226.25	2226.78	2226.25	2226.78	149.0
2015-05-05 00:35:00	ES	Futures	2226.78	2227.04	2226.51	2226.78	155.0
2015-05-05 00:40:00	ES	Futures	2226.51	2226.78	2225.98	2226.25	140.0
2015-05-05 00:45:00	ES	Futures	2226.25	2226.51	2226.25	2226.25	37.0
2015-05-05 00:50:00	ES	Futures	2226.51	2226.51	2226.25	2226.25	21.0
2015-05-05 00:55:00	ES	Futures	2226.25	2226.51	2226.25	2226.25	18.0
2015-05-05 01:00:00	ES	Futures	2226.25	2226.51	2225.98	2225.98	98.0
2015-05-05 01:05:00	ES	Futures	2225.98	2226.25	2225.98	2226.25	60.0
2015-05-05 01:10:00	ES	Futures	2226.25	2226.25	2225.72	2225.72	60.0
2015-05-05 01:15:00	ES	Futures	2225.72	2226.78	2225.72	2226.25	152.0
2015-05-05 01:20:00	ES	Futures	2226.25	2227.04	2226.25	2226.51	143.0
2015-05-05 01:25:00	ES	Futures	2226.51	2227.04	2225.98	2225.98	246.0
2015-05-05 01:30:00	ES	Futures	2225.98	2226.51	2225.72	2225.98	258.0
2015-05-05 01:35:00	ES	Futures	2225.98	2226.25	2225.46	2225.46	111.0
2015-05-05 01:40:00	ES	Futures	2225.72	2226.25	2225.46	2225.98	112.0
2015-05-05 01:45:00	ES	Futures	2225.98	2226.25	2225.72	2225.98	84.0
2015-05-05 01:50:00	ES	Futures	2225.98	2225.98	2225.98	2225.98	25.0
2015-05-05 01:55:00	ES	Futures	2225.98	2226.25	2225.72	2225.98	167.0
2015-05-05 02:00:00	ES	Futures	2225.98	2227.04	2225.98	2226.51	987.0
2015-05-05 02:05:00	ES	Futures	2226.51	2227.57	2226.51	2226.78	715.0
2015-05-05 02:10:00	ES	Futures	2226.78	2227.04	2226.51	2226.51	253.0
2015-05-05 02:15:00	ES	Futures	2226.51	2226.51	2226.25	2226.25	211.0
2015-05-05 02:20:00	ES	Futures	2226.25	2226.51	2225.72	2225.98	251.0
2015-05-05 02:25:00	ES	Futures	2225.98	2226.25	2225.46	2225.72	588.0
2015-05-05 02:30:00	ES	Futures	2225.72	2225.98	2225.46	2225.98	601.0
2015-05-05 02:35:00	ES	Futures	2225.72	2225.98	2225.46	2225.72	289.0
2015-05-05 02:40:00	ES	Futures	2225.72	2225.98	2225.46	2225.46	83.0
2015-05-05 02:45:00	ES	Futures	2225.46	2225.72	2225.19	2225.19	461.0
2015-05-05 02:50:00	ES	Futures	2225.46	2225.46	2225.19	2225.46	161.0
2015-05-05 02:55:00	ES	Futures	2225.46	2225.72	2225.19	2225.72	737.0
2015-05-05 03:00:00	ES	Futures	2225.46	2226.25	2225.19	2225.72	1868.0
2015-05-05 03:05:00	ES	Futures	2225.46	2225.98	2224.93	2225.46	2271.0
2015-05-05 03:10:00	ES	Futures	2225.46	2225.72	2223.61	2223.61	2428.0
2015-05-05 03:15:00	ES	Futures	2223.61	2224.14	2223.34	2223.61	1722.0
2015-05-05 03:20:00	ES	Futures	2223.34	2224.66	2223.34	2224.66	1512.0
2015-05-05 03:25:00	ES	Futures	2224.66	2224.66	2223.87	2224.4	948.0
2015-05-05 03:30:00	ES	Futures	2224.4	2225.46	2224.14	2224.66	1635.0
2015-05-05 03:35:00	ES	Futures	2224.4	2224.93	2223.61	2224.14	1032.0
2015-05-05 03:40:00	ES	Futures	2224.14	2224.4	2223.87	2224.4	1413.0
2015-05-05 03:45:00	ES	Futures	2224.14	2224.66	2223.87	2224.4	833.0
2015-05-05 03:50:00	ES	Futures	2224.4	2225.19	2224.14	2225.19	1324.0
2015-05-05 03:55:00	ES	Futures	2225.19	2225.46	2224.66	2224.93	1179.0
2015-05-05 04:00:00	ES	Futures	2224.93	2225.46	2224.66	2225.19	1076.0
2015-05-05 04:05:00	ES	Futures	2225.19	2225.19	2223.87	2224.14	737.0

> showing 50 of 14,616 rows — these rows as CSV

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