PREVIEW / futures_5min / 2015-05-14

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-14.parquet
  size:    241 KB
  rows:    14,368

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
2015-05-14 00:00:00	ES	Futures	2213.31	2213.57	2213.31	2213.57	145.0
2015-05-14 00:05:00	ES	Futures	2213.31	2213.57	2213.04	2213.57	199.0
2015-05-14 00:10:00	ES	Futures	2213.57	2213.57	2213.31	2213.31	61.0
2015-05-14 00:15:00	ES	Futures	2213.31	2213.31	2213.04	2213.31	111.0
2015-05-14 00:20:00	ES	Futures	2213.31	2213.57	2213.31	2213.57	101.0
2015-05-14 00:25:00	ES	Futures	2213.57	2213.57	2213.31	2213.31	51.0
2015-05-14 00:30:00	ES	Futures	2213.04	2213.31	2213.04	2213.04	77.0
2015-05-14 00:35:00	ES	Futures	2213.31	2213.57	2213.31	2213.57	28.0
2015-05-14 00:40:00	ES	Futures	2213.31	2213.57	2213.31	2213.57	92.0
2015-05-14 00:45:00	ES	Futures	2213.04	2213.57	2213.04	2213.57	95.0
2015-05-14 00:50:00	ES	Futures	2213.31	2213.57	2213.31	2213.31	10.0
2015-05-14 00:55:00	ES	Futures	2213.57	2214.1	2213.57	2213.84	168.0
2015-05-14 01:00:00	ES	Futures	2213.84	2214.1	2213.57	2213.84	117.0
2015-05-14 01:05:00	ES	Futures	2213.84	2214.1	2213.57	2214.1	297.0
2015-05-14 01:10:00	ES	Futures	2214.1	2214.36	2214.1	2214.1	262.0
2015-05-14 01:15:00	ES	Futures	2214.1	2214.1	2213.57	2213.57	292.0
2015-05-14 01:20:00	ES	Futures	2213.57	2213.84	2213.57	2213.84	88.0
2015-05-14 01:25:00	ES	Futures	2213.57	2214.1	2213.57	2214.1	93.0
2015-05-14 01:30:00	ES	Futures	2213.84	2214.1	2213.57	2213.84	165.0
2015-05-14 01:35:00	ES	Futures	2213.57	2213.84	2213.57	2213.84	20.0
2015-05-14 01:40:00	ES	Futures	2213.84	2213.84	2213.57	2213.84	56.0
2015-05-14 01:45:00	ES	Futures	2213.84	2214.36	2213.84	2213.84	119.0
2015-05-14 01:50:00	ES	Futures	2213.84	2214.1	2213.84	2213.84	184.0
2015-05-14 01:55:00	ES	Futures	2213.57	2214.1	2213.57	2213.84	105.0
2015-05-14 02:00:00	ES	Futures	2213.57	2214.36	2213.57	2213.57	807.0
2015-05-14 02:05:00	ES	Futures	2213.57	2214.36	2213.31	2214.1	641.0
2015-05-14 02:10:00	ES	Futures	2214.36	2214.36	2213.84	2214.1	312.0
2015-05-14 02:15:00	ES	Futures	2214.36	2214.36	2213.57	2213.57	543.0
2015-05-14 02:20:00	ES	Futures	2213.84	2213.84	2212.25	2212.25	1040.0
2015-05-14 02:25:00	ES	Futures	2212.51	2212.78	2211.72	2211.99	1217.0
2015-05-14 02:30:00	ES	Futures	2211.99	2212.51	2211.46	2212.25	939.0
2015-05-14 02:35:00	ES	Futures	2211.99	2212.51	2211.72	2211.99	648.0
2015-05-14 02:40:00	ES	Futures	2212.25	2213.04	2211.99	2212.78	516.0
2015-05-14 02:45:00	ES	Futures	2212.78	2214.1	2212.51	2213.84	1529.0
2015-05-14 02:50:00	ES	Futures	2213.57	2214.63	2213.57	2214.63	888.0
2015-05-14 02:55:00	ES	Futures	2214.63	2215.16	2214.1	2215.16	463.0
2015-05-14 03:00:00	ES	Futures	2215.16	2216.74	2214.89	2215.16	2870.0
2015-05-14 03:05:00	ES	Futures	2215.16	2215.16	2211.19	2212.51	4619.0
2015-05-14 03:10:00	ES	Futures	2212.78	2214.1	2210.14	2210.67	4060.0
2015-05-14 03:15:00	ES	Futures	2210.67	2213.04	2210.4	2212.25	2445.0
2015-05-14 03:20:00	ES	Futures	2212.25	2214.1	2211.99	2212.78	1787.0
2015-05-14 03:25:00	ES	Futures	2213.04	2213.84	2212.78	2213.31	623.0
2015-05-14 03:30:00	ES	Futures	2213.31	2213.57	2212.25	2213.57	633.0
2015-05-14 03:35:00	ES	Futures	2213.57	2213.84	2212.78	2213.04	488.0
2015-05-14 03:40:00	ES	Futures	2213.04	2215.42	2212.78	2215.16	1348.0
2015-05-14 03:45:00	ES	Futures	2215.16	2216.74	2215.16	2215.95	1876.0
2015-05-14 03:50:00	ES	Futures	2216.21	2222.55	2215.95	2220.97	9157.0
2015-05-14 03:55:00	ES	Futures	2220.97	2222.29	2219.91	2220.44	3627.0
2015-05-14 04:00:00	ES	Futures	2220.44	2221.49	2220.17	2220.44	1561.0
2015-05-14 04:05:00	ES	Futures	2220.44	2220.44	2218.06	2218.33	1730.0

> showing 50 of 14,368 rows — these rows as CSV

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