PREVIEW / futures_5min / 2015-05-06

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-06.parquet
  size:    250 KB
  rows:    14,614

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
2015-05-06 00:00:00	ES	Futures	2209.61	2210.14	2209.61	2209.87	200.0
2015-05-06 00:05:00	ES	Futures	2210.14	2210.4	2209.87	2210.14	343.0
2015-05-06 00:10:00	ES	Futures	2210.14	2210.4	2210.14	2210.14	98.0
2015-05-06 00:15:00	ES	Futures	2210.14	2210.14	2209.87	2209.87	158.0
2015-05-06 00:20:00	ES	Futures	2209.87	2209.87	2209.35	2209.61	103.0
2015-05-06 00:25:00	ES	Futures	2209.61	2209.61	2209.08	2209.08	179.0
2015-05-06 00:30:00	ES	Futures	2209.08	2209.08	2208.29	2208.29	259.0
2015-05-06 00:35:00	ES	Futures	2208.29	2208.82	2208.02	2208.82	215.0
2015-05-06 00:40:00	ES	Futures	2208.55	2208.82	2208.29	2208.55	129.0
2015-05-06 00:45:00	ES	Futures	2208.29	2208.55	2208.29	2208.55	23.0
2015-05-06 00:50:00	ES	Futures	2208.29	2208.55	2208.29	2208.29	12.0
2015-05-06 00:55:00	ES	Futures	2208.29	2208.82	2208.29	2208.82	122.0
2015-05-06 01:00:00	ES	Futures	2208.82	2209.08	2208.82	2209.08	31.0
2015-05-06 01:05:00	ES	Futures	2209.08	2209.08	2208.55	2208.55	134.0
2015-05-06 01:10:00	ES	Futures	2208.82	2208.82	2207.76	2208.29	247.0
2015-05-06 01:15:00	ES	Futures	2208.02	2208.02	2207.76	2208.02	152.0
2015-05-06 01:20:00	ES	Futures	2208.02	2208.02	2207.76	2207.76	56.0
2015-05-06 01:25:00	ES	Futures	2207.76	2207.76	2207.5	2207.5	188.0
2015-05-06 01:30:00	ES	Futures	2207.5	2207.76	2206.44	2206.7	367.0
2015-05-06 01:35:00	ES	Futures	2206.7	2206.97	2205.91	2206.18	402.0
2015-05-06 01:40:00	ES	Futures	2206.18	2206.7	2205.65	2206.18	633.0
2015-05-06 01:45:00	ES	Futures	2205.91	2206.18	2205.38	2205.65	130.0
2015-05-06 01:50:00	ES	Futures	2205.65	2206.44	2205.38	2206.18	446.0
2015-05-06 01:55:00	ES	Futures	2206.18	2206.44	2205.91	2206.18	223.0
2015-05-06 02:00:00	ES	Futures	2206.18	2206.97	2205.38	2205.91	748.0
2015-05-06 02:05:00	ES	Futures	2205.91	2206.18	2204.59	2204.86	818.0
2015-05-06 02:10:00	ES	Futures	2204.59	2205.38	2204.59	2205.12	287.0
2015-05-06 02:15:00	ES	Futures	2204.86	2204.86	2203.53	2203.8	1065.0
2015-05-06 02:20:00	ES	Futures	2203.8	2204.06	2203.53	2203.8	605.0
2015-05-06 02:25:00	ES	Futures	2203.8	2204.06	2203.27	2203.53	427.0
2015-05-06 02:30:00	ES	Futures	2203.27	2203.8	2203.01	2203.8	427.0
2015-05-06 02:35:00	ES	Futures	2203.8	2204.06	2202.74	2203.01	852.0
2015-05-06 02:40:00	ES	Futures	2203.01	2203.53	2202.74	2202.74	942.0
2015-05-06 02:45:00	ES	Futures	2203.01	2203.53	2202.21	2203.27	1629.0
2015-05-06 02:50:00	ES	Futures	2203.53	2203.8	2202.74	2203.01	845.0
2015-05-06 02:55:00	ES	Futures	2203.01	2203.27	2202.74	2203.27	713.0
2015-05-06 03:00:00	ES	Futures	2203.27	2204.33	2202.74	2203.27	3867.0
2015-05-06 03:05:00	ES	Futures	2203.01	2204.06	2203.01	2203.53	2171.0
2015-05-06 03:10:00	ES	Futures	2203.53	2205.12	2203.53	2204.86	3574.0
2015-05-06 03:15:00	ES	Futures	2204.59	2205.38	2203.53	2203.53	2790.0
2015-05-06 03:20:00	ES	Futures	2203.53	2204.86	2203.53	2204.33	1622.0
2015-05-06 03:25:00	ES	Futures	2204.33	2204.86	2204.06	2204.33	1453.0
2015-05-06 03:30:00	ES	Futures	2204.59	2204.59	2201.69	2201.69	3148.0
2015-05-06 03:35:00	ES	Futures	2201.69	2202.21	2198.78	2199.31	6494.0
2015-05-06 03:40:00	ES	Futures	2199.31	2200.89	2199.04	2200.1	2831.0
2015-05-06 03:45:00	ES	Futures	2200.1	2201.95	2198.78	2201.69	3162.0
2015-05-06 03:50:00	ES	Futures	2201.69	2205.12	2201.42	2205.12	3759.0
2015-05-06 03:55:00	ES	Futures	2205.12	2205.65	2204.06	2204.06	2273.0
2015-05-06 04:00:00	ES	Futures	2204.33	2206.97	2203.8	2206.7	3108.0
2015-05-06 04:05:00	ES	Futures	2206.97	2208.02	2205.91	2208.02	3314.0

> showing 50 of 14,614 rows — these rows as CSV

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