PREVIEW / futures_5min / 2015-05-11

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-11.parquet
  size:    234 KB
  rows:    14,240

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
2015-05-11 00:00:00	ES	Futures	2226.51	2226.51	2226.25	2226.51	43.0
2015-05-11 00:05:00	ES	Futures	2226.51	2226.78	2226.51	2226.51	21.0
2015-05-11 00:10:00	ES	Futures	2226.78	2226.78	2226.51	2226.51	83.0
2015-05-11 00:15:00	ES	Futures	2226.25	2226.25	2226.25	2226.25	3.0
2015-05-11 00:20:00	ES	Futures	2226.25	2226.51	2226.25	2226.51	20.0
2015-05-11 00:25:00	ES	Futures	2226.51	2226.78	2226.25	2226.51	67.0
2015-05-11 00:30:00	ES	Futures	2226.51	2226.78	2226.25	2226.25	111.0
2015-05-11 00:35:00	ES	Futures	2226.51	2226.51	2226.25	2226.25	120.0
2015-05-11 00:40:00	ES	Futures	2226.51	2226.78	2226.51	2226.78	259.0
2015-05-11 00:45:00	ES	Futures	2226.51	2226.78	2226.51	2226.78	78.0
2015-05-11 00:50:00	ES	Futures	2226.51	2226.78	2226.51	2226.78	135.0
2015-05-11 00:55:00	ES	Futures	2226.51	2226.78	2226.51	2226.78	90.0
2015-05-11 01:00:00	ES	Futures	2226.78	2227.31	2226.78	2227.04	381.0
2015-05-11 01:05:00	ES	Futures	2227.31	2227.57	2227.04	2227.31	124.0
2015-05-11 01:10:00	ES	Futures	2227.31	2228.1	2227.31	2227.83	447.0
2015-05-11 01:15:00	ES	Futures	2227.57	2227.83	2227.57	2227.57	250.0
2015-05-11 01:20:00	ES	Futures	2227.57	2228.1	2227.57	2228.1	171.0
2015-05-11 01:25:00	ES	Futures	2227.83	2228.63	2227.57	2228.36	656.0
2015-05-11 01:30:00	ES	Futures	2228.1	2228.1	2227.57	2227.83	158.0
2015-05-11 01:35:00	ES	Futures	2227.83	2228.1	2227.83	2227.83	31.0
2015-05-11 01:40:00	ES	Futures	2227.83	2228.1	2227.83	2227.83	17.0
2015-05-11 01:45:00	ES	Futures	2227.83	2228.36	2227.83	2228.1	204.0
2015-05-11 01:50:00	ES	Futures	2228.1	2228.1	2227.83	2228.1	59.0
2015-05-11 01:55:00	ES	Futures	2227.83	2228.1	2227.57	2227.57	139.0
2015-05-11 02:00:00	ES	Futures	2227.57	2227.83	2227.04	2227.04	925.0
2015-05-11 02:05:00	ES	Futures	2227.31	2228.36	2226.51	2227.57	1202.0
2015-05-11 02:10:00	ES	Futures	2227.83	2227.83	2226.78	2227.04	456.0
2015-05-11 02:15:00	ES	Futures	2227.04	2227.57	2226.25	2226.25	789.0
2015-05-11 02:20:00	ES	Futures	2226.25	2227.04	2226.25	2226.78	604.0
2015-05-11 02:25:00	ES	Futures	2226.78	2227.31	2226.25	2226.78	768.0
2015-05-11 02:30:00	ES	Futures	2227.04	2227.57	2226.78	2227.31	422.0
2015-05-11 02:35:00	ES	Futures	2227.57	2227.57	2227.04	2227.57	269.0
2015-05-11 02:40:00	ES	Futures	2227.57	2227.57	2226.51	2226.51	487.0
2015-05-11 02:45:00	ES	Futures	2226.51	2227.04	2226.51	2227.04	381.0
2015-05-11 02:50:00	ES	Futures	2226.78	2227.57	2226.51	2227.04	497.0
2015-05-11 02:55:00	ES	Futures	2226.78	2227.83	2226.78	2227.31	536.0
2015-05-11 03:00:00	ES	Futures	2227.57	2227.83	2225.98	2226.25	2018.0
2015-05-11 03:05:00	ES	Futures	2226.25	2226.78	2225.46	2226.51	1679.0
2015-05-11 03:10:00	ES	Futures	2226.25	2227.57	2225.98	2227.04	1735.0
2015-05-11 03:15:00	ES	Futures	2227.04	2227.57	2226.78	2227.57	991.0
2015-05-11 03:20:00	ES	Futures	2227.57	2227.57	2226.51	2227.04	1263.0
2015-05-11 03:25:00	ES	Futures	2226.78	2227.57	2226.25	2227.31	1485.0
2015-05-11 03:30:00	ES	Futures	2227.31	2227.31	2225.98	2226.25	954.0
2015-05-11 03:35:00	ES	Futures	2226.25	2227.04	2225.72	2226.51	1845.0
2015-05-11 03:40:00	ES	Futures	2226.51	2227.57	2226.25	2227.04	1364.0
2015-05-11 03:45:00	ES	Futures	2227.04	2227.04	2225.98	2225.98	829.0
2015-05-11 03:50:00	ES	Futures	2225.98	2226.78	2225.98	2225.98	832.0
2015-05-11 03:55:00	ES	Futures	2226.25	2226.51	2225.72	2225.72	816.0
2015-05-11 04:00:00	ES	Futures	2225.72	2226.25	2225.46	2226.25	1321.0
2015-05-11 04:05:00	ES	Futures	2225.98	2226.78	2225.46	2226.78	1134.0

> showing 50 of 14,240 rows — these rows as CSV

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