PREVIEW / futures_5min / 2015-05-07

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-07.parquet
  size:    264 KB
  rows:    14,752

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
2015-05-07 00:00:00	ES	Futures	2193.5	2193.5	2193.23	2193.5	13.0
2015-05-07 00:05:00	ES	Futures	2193.5	2193.76	2193.23	2193.5	50.0
2015-05-07 00:10:00	ES	Futures	2193.5	2194.03	2193.5	2193.76	71.0
2015-05-07 00:15:00	ES	Futures	2193.76	2194.03	2193.76	2193.76	120.0
2015-05-07 00:20:00	ES	Futures	2194.03	2194.03	2193.76	2194.03	10.0
2015-05-07 00:25:00	ES	Futures	2194.03	2194.82	2193.76	2194.55	543.0
2015-05-07 00:30:00	ES	Futures	2194.55	2194.82	2194.29	2194.82	253.0
2015-05-07 00:35:00	ES	Futures	2194.55	2194.82	2194.55	2194.55	266.0
2015-05-07 00:40:00	ES	Futures	2194.55	2194.55	2194.29	2194.29	48.0
2015-05-07 00:45:00	ES	Futures	2194.29	2194.82	2194.29	2194.82	193.0
2015-05-07 00:50:00	ES	Futures	2194.55	2194.82	2194.29	2194.29	112.0
2015-05-07 00:55:00	ES	Futures	2194.29	2194.55	2193.76	2194.03	278.0
2015-05-07 01:00:00	ES	Futures	2194.03	2194.03	2193.76	2194.03	60.0
2015-05-07 01:05:00	ES	Futures	2193.76	2194.03	2193.5	2193.5	126.0
2015-05-07 01:10:00	ES	Futures	2193.23	2193.5	2193.23	2193.23	284.0
2015-05-07 01:15:00	ES	Futures	2192.97	2192.97	2192.44	2192.97	474.0
2015-05-07 01:20:00	ES	Futures	2192.71	2193.23	2192.71	2192.97	169.0
2015-05-07 01:25:00	ES	Futures	2192.97	2192.97	2192.44	2192.71	263.0
2015-05-07 01:30:00	ES	Futures	2192.44	2192.44	2191.39	2191.91	602.0
2015-05-07 01:35:00	ES	Futures	2191.91	2191.91	2191.65	2191.91	231.0
2015-05-07 01:40:00	ES	Futures	2191.91	2192.18	2191.65	2192.18	130.0
2015-05-07 01:45:00	ES	Futures	2191.91	2192.71	2191.65	2192.18	171.0
2015-05-07 01:50:00	ES	Futures	2192.44	2192.44	2192.18	2192.18	103.0
2015-05-07 01:55:00	ES	Futures	2192.18	2192.44	2191.65	2191.91	288.0
2015-05-07 02:00:00	ES	Futures	2191.91	2192.44	2190.33	2190.59	788.0
2015-05-07 02:05:00	ES	Futures	2190.86	2190.86	2189.54	2189.54	897.0
2015-05-07 02:10:00	ES	Futures	2189.54	2190.06	2188.48	2188.74	1180.0
2015-05-07 02:15:00	ES	Futures	2188.74	2190.06	2188.74	2189.8	339.0
2015-05-07 02:20:00	ES	Futures	2189.8	2190.59	2189.8	2189.8	459.0
2015-05-07 02:25:00	ES	Futures	2190.06	2190.06	2189.8	2189.8	219.0
2015-05-07 02:30:00	ES	Futures	2189.8	2190.06	2189.01	2189.54	314.0
2015-05-07 02:35:00	ES	Futures	2189.8	2190.06	2188.22	2188.48	1037.0
2015-05-07 02:40:00	ES	Futures	2188.22	2188.48	2187.42	2188.48	1026.0
2015-05-07 02:45:00	ES	Futures	2188.22	2189.27	2187.69	2189.27	516.0
2015-05-07 02:50:00	ES	Futures	2189.27	2189.54	2187.95	2188.22	693.0
2015-05-07 02:55:00	ES	Futures	2188.22	2188.22	2187.42	2188.22	1017.0
2015-05-07 03:00:00	ES	Futures	2188.48	2188.48	2186.9	2187.69	2009.0
2015-05-07 03:05:00	ES	Futures	2187.69	2187.69	2186.1	2187.16	3796.0
2015-05-07 03:10:00	ES	Futures	2187.16	2187.69	2186.1	2186.63	3045.0
2015-05-07 03:15:00	ES	Futures	2186.63	2186.9	2184.52	2186.63	4860.0
2015-05-07 03:20:00	ES	Futures	2186.9	2186.9	2184.52	2185.31	2522.0
2015-05-07 03:25:00	ES	Futures	2185.05	2187.16	2184.25	2186.37	2793.0
2015-05-07 03:30:00	ES	Futures	2186.37	2187.16	2184.78	2187.16	2793.0
2015-05-07 03:35:00	ES	Futures	2186.9	2189.8	2186.9	2189.27	3687.0
2015-05-07 03:40:00	ES	Futures	2189.27	2189.54	2187.95	2188.48	3009.0
2015-05-07 03:45:00	ES	Futures	2188.48	2189.8	2188.22	2189.27	3380.0
2015-05-07 03:50:00	ES	Futures	2189.27	2189.27	2187.16	2187.42	3300.0
2015-05-07 03:55:00	ES	Futures	2187.16	2187.95	2185.57	2185.84	2233.0
2015-05-07 04:00:00	ES	Futures	2185.84	2190.06	2185.31	2189.54	3875.0
2015-05-07 04:05:00	ES	Futures	2189.54	2189.8	2188.48	2189.54	2852.0

> showing 50 of 14,752 rows — these rows as CSV

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