PREVIEW / futures_5min / 2015-05-12

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-12.parquet
  size:    250 KB
  rows:    14,615

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
2015-05-12 00:00:00	ES	Futures	2215.16	2215.42	2215.16	2215.16	137.0
2015-05-12 00:05:00	ES	Futures	2214.89	2215.16	2214.89	2215.16	77.0
2015-05-12 00:10:00	ES	Futures	2214.89	2215.16	2214.89	2215.16	133.0
2015-05-12 00:15:00	ES	Futures	2215.16	2215.16	2214.89	2215.16	29.0
2015-05-12 00:20:00	ES	Futures	2215.16	2215.42	2214.89	2214.89	102.0
2015-05-12 00:25:00	ES	Futures	2214.89	2215.16	2214.89	2215.16	73.0
2015-05-12 00:30:00	ES	Futures	2215.16	2215.16	2214.89	2214.89	42.0
2015-05-12 00:35:00	ES	Futures	2214.89	2215.68	2214.89	2215.42	424.0
2015-05-12 00:40:00	ES	Futures	2215.42	2215.95	2215.42	2215.42	300.0
2015-05-12 00:45:00	ES	Futures	2215.42	2215.95	2215.42	2215.42	191.0
2015-05-12 00:50:00	ES	Futures	2215.68	2216.21	2215.68	2215.95	192.0
2015-05-12 00:55:00	ES	Futures	2215.95	2216.21	2215.68	2215.95	192.0
2015-05-12 01:00:00	ES	Futures	2215.95	2216.21	2215.68	2216.21	220.0
2015-05-12 01:05:00	ES	Futures	2216.21	2217.27	2215.95	2216.48	1000.0
2015-05-12 01:10:00	ES	Futures	2216.74	2218.06	2216.48	2217.53	1247.0
2015-05-12 01:15:00	ES	Futures	2217.53	2218.06	2217.27	2217.27	274.0
2015-05-12 01:20:00	ES	Futures	2217.0	2217.8	2217.0	2217.8	447.0
2015-05-12 01:25:00	ES	Futures	2217.53	2218.06	2217.27	2217.27	238.0
2015-05-12 01:30:00	ES	Futures	2217.53	2217.53	2217.27	2217.53	228.0
2015-05-12 01:35:00	ES	Futures	2217.53	2217.53	2217.27	2217.27	101.0
2015-05-12 01:40:00	ES	Futures	2217.27	2217.8	2217.27	2217.53	245.0
2015-05-12 01:45:00	ES	Futures	2217.53	2218.33	2217.53	2217.8	258.0
2015-05-12 01:50:00	ES	Futures	2217.8	2218.06	2217.53	2218.06	329.0
2015-05-12 01:55:00	ES	Futures	2217.8	2218.33	2217.8	2218.06	189.0
2015-05-12 02:00:00	ES	Futures	2218.06	2219.65	2218.06	2219.12	2074.0
2015-05-12 02:05:00	ES	Futures	2219.12	2219.38	2216.74	2216.74	1523.0
2015-05-12 02:10:00	ES	Futures	2217.0	2217.53	2215.95	2216.48	1569.0
2015-05-12 02:15:00	ES	Futures	2216.21	2216.48	2215.42	2216.21	899.0
2015-05-12 02:20:00	ES	Futures	2216.21	2216.74	2214.63	2214.89	3074.0
2015-05-12 02:25:00	ES	Futures	2214.63	2214.63	2212.78	2213.31	2291.0
2015-05-12 02:30:00	ES	Futures	2213.31	2213.57	2212.51	2212.78	1279.0
2015-05-12 02:35:00	ES	Futures	2212.51	2213.84	2212.51	2213.84	987.0
2015-05-12 02:40:00	ES	Futures	2213.57	2213.84	2212.51	2213.31	1431.0
2015-05-12 02:45:00	ES	Futures	2213.31	2213.84	2213.04	2213.04	867.0
2015-05-12 02:50:00	ES	Futures	2213.31	2213.84	2212.51	2213.57	1200.0
2015-05-12 02:55:00	ES	Futures	2213.31	2213.84	2213.31	2213.57	1173.0
2015-05-12 03:00:00	ES	Futures	2213.57	2213.84	2213.04	2213.04	1962.0
2015-05-12 03:05:00	ES	Futures	2213.04	2213.57	2212.78	2213.31	2086.0
2015-05-12 03:10:00	ES	Futures	2213.31	2213.31	2210.4	2210.93	5748.0
2015-05-12 03:15:00	ES	Futures	2210.93	2211.19	2209.61	2210.14	3166.0
2015-05-12 03:20:00	ES	Futures	2210.14	2211.46	2209.35	2211.19	2780.0
2015-05-12 03:25:00	ES	Futures	2210.93	2213.04	2210.67	2212.51	2248.0
2015-05-12 03:30:00	ES	Futures	2212.51	2212.78	2210.93	2210.93	1560.0
2015-05-12 03:35:00	ES	Futures	2210.67	2210.93	2209.35	2209.87	2260.0
2015-05-12 03:40:00	ES	Futures	2210.14	2210.93	2209.35	2209.61	1978.0
2015-05-12 03:45:00	ES	Futures	2209.35	2209.87	2208.82	2209.61	1919.0
2015-05-12 03:50:00	ES	Futures	2209.61	2210.4	2209.35	2209.61	1550.0
2015-05-12 03:55:00	ES	Futures	2209.61	2210.67	2209.35	2210.4	1456.0
2015-05-12 04:00:00	ES	Futures	2210.4	2210.4	2207.5	2207.76	3666.0
2015-05-12 04:05:00	ES	Futures	2207.76	2208.55	2206.97	2207.23	2333.0

> showing 50 of 14,615 rows — these rows as CSV

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