PREVIEW / futures_5min / 2015-05-19

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-19.parquet
  size:    244 KB
  rows:    14,531

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
2015-05-19 00:00:00	ES	Futures	2248.7	2248.7	2248.43	2248.7	77.0
2015-05-19 00:05:00	ES	Futures	2248.43	2248.7	2248.43	2248.43	39.0
2015-05-19 00:10:00	ES	Futures	2248.7	2248.7	2248.43	2248.43	202.0
2015-05-19 00:15:00	ES	Futures	2248.43	2248.43	2248.17	2248.43	49.0
2015-05-19 00:20:00	ES	Futures	2248.43	2248.43	2248.17	2248.17	23.0
2015-05-19 00:25:00	ES	Futures	2248.17	2248.17	2248.17	2248.17	95.0
2015-05-19 00:30:00	ES	Futures	2248.17	2248.7	2247.91	2248.7	189.0
2015-05-19 00:35:00	ES	Futures	2248.7	2248.96	2248.7	2248.96	69.0
2015-05-19 00:40:00	ES	Futures	2248.96	2248.96	2248.7	2248.7	49.0
2015-05-19 00:45:00	ES	Futures	2248.7	2248.7	2248.43	2248.43	74.0
2015-05-19 00:50:00	ES	Futures	2248.43	2248.7	2248.43	2248.7	32.0
2015-05-19 00:55:00	ES	Futures	2248.7	2248.96	2248.43	2248.7	67.0
2015-05-19 01:00:00	ES	Futures	2248.7	2248.7	2248.7	2248.7	219.0
2015-05-19 01:05:00	ES	Futures	2248.7	2248.96	2248.43	2248.7	65.0
2015-05-19 01:10:00	ES	Futures	2248.7	2248.96	2248.43	2248.43	117.0
2015-05-19 01:15:00	ES	Futures	2248.7	2248.7	2248.43	2248.7	86.0
2015-05-19 01:20:00	ES	Futures	2248.43	2248.96	2248.43	2248.43	164.0
2015-05-19 01:25:00	ES	Futures	2248.7	2248.7	2248.43	2248.43	156.0
2015-05-19 01:30:00	ES	Futures	2248.7	2248.7	2248.43	2248.43	97.0
2015-05-19 01:35:00	ES	Futures	2248.43	2248.7	2248.43	2248.43	175.0
2015-05-19 01:40:00	ES	Futures	2248.43	2248.7	2248.43	2248.7	94.0
2015-05-19 01:45:00	ES	Futures	2248.43	2248.7	2248.17	2248.43	104.0
2015-05-19 01:50:00	ES	Futures	2248.7	2248.7	2248.17	2248.17	154.0
2015-05-19 01:55:00	ES	Futures	2248.43	2248.43	2247.91	2247.91	198.0
2015-05-19 02:00:00	ES	Futures	2248.17	2248.43	2247.64	2247.64	800.0
2015-05-19 02:05:00	ES	Futures	2247.91	2248.17	2247.38	2248.17	948.0
2015-05-19 02:10:00	ES	Futures	2247.91	2247.91	2247.38	2247.38	631.0
2015-05-19 02:15:00	ES	Futures	2247.38	2247.64	2247.38	2247.38	115.0
2015-05-19 02:20:00	ES	Futures	2247.64	2248.7	2247.38	2248.17	1007.0
2015-05-19 02:25:00	ES	Futures	2248.17	2248.43	2247.64	2248.43	1192.0
2015-05-19 02:30:00	ES	Futures	2248.43	2248.96	2248.43	2248.7	985.0
2015-05-19 02:35:00	ES	Futures	2248.7	2248.7	2247.91	2248.17	398.0
2015-05-19 02:40:00	ES	Futures	2248.17	2248.96	2247.91	2248.7	601.0
2015-05-19 02:45:00	ES	Futures	2248.7	2249.23	2248.17	2248.96	1076.0
2015-05-19 02:50:00	ES	Futures	2248.96	2249.23	2248.17	2248.7	1197.0
2015-05-19 02:55:00	ES	Futures	2248.7	2249.23	2248.43	2248.43	587.0
2015-05-19 03:00:00	ES	Futures	2248.7	2252.13	2248.43	2251.6	7896.0
2015-05-19 03:05:00	ES	Futures	2251.87	2254.51	2251.34	2252.92	14739.0
2015-05-19 03:10:00	ES	Futures	2252.92	2253.19	2251.87	2252.13	5756.0
2015-05-19 03:15:00	ES	Futures	2252.4	2253.45	2252.4	2252.92	2937.0
2015-05-19 03:20:00	ES	Futures	2252.92	2254.25	2252.13	2252.13	4153.0
2015-05-19 03:25:00	ES	Futures	2252.4	2252.66	2250.81	2251.6	3035.0
2015-05-19 03:30:00	ES	Futures	2251.6	2252.13	2250.81	2251.34	2567.0
2015-05-19 03:35:00	ES	Futures	2251.6	2251.87	2250.81	2251.87	2353.0
2015-05-19 03:40:00	ES	Futures	2251.87	2252.4	2251.6	2251.6	983.0
2015-05-19 03:45:00	ES	Futures	2251.34	2252.4	2251.34	2252.13	2011.0
2015-05-19 03:50:00	ES	Futures	2251.87	2252.4	2251.6	2251.87	918.0
2015-05-19 03:55:00	ES	Futures	2251.87	2252.4	2251.6	2252.13	1550.0
2015-05-19 04:00:00	ES	Futures	2252.13	2252.4	2251.6	2251.87	1530.0
2015-05-19 04:05:00	ES	Futures	2251.87	2252.4	2251.87	2252.13	1751.0

> showing 50 of 14,531 rows — these rows as CSV

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