PREVIEW / futures_5min / 2015-05-20

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-20.parquet
  size:    210 KB
  rows:    14,193

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
2015-05-20 00:00:00	ES	Futures	2243.42	2243.68	2243.42	2243.68	53.0
2015-05-20 00:05:00	ES	Futures	2243.42	2243.68	2243.15	2243.42	101.0
2015-05-20 00:10:00	ES	Futures	2243.42	2243.42	2243.42	2243.42	51.0
2015-05-20 00:15:00	ES	Futures	2243.42	2243.68	2243.15	2243.42	258.0
2015-05-20 00:20:00	ES	Futures	2243.42	2243.42	2243.15	2243.15	54.0
2015-05-20 00:25:00	ES	Futures	2243.15	2243.68	2243.15	2243.42	83.0
2015-05-20 00:30:00	ES	Futures	2243.42	2243.68	2243.15	2243.42	140.0
2015-05-20 00:35:00	ES	Futures	2243.42	2243.68	2243.42	2243.42	56.0
2015-05-20 00:40:00	ES	Futures	2243.42	2243.68	2243.42	2243.42	38.0
2015-05-20 00:45:00	ES	Futures	2243.42	2244.21	2243.42	2244.21	482.0
2015-05-20 00:50:00	ES	Futures	2244.21	2245.27	2244.21	2245.27	936.0
2015-05-20 00:55:00	ES	Futures	2245.0	2245.79	2245.0	2245.53	360.0
2015-05-20 01:00:00	ES	Futures	2245.53	2245.79	2245.0	2245.0	395.0
2015-05-20 01:05:00	ES	Futures	2245.0	2245.53	2245.0	2245.27	224.0
2015-05-20 01:10:00	ES	Futures	2245.27	2245.53	2245.27	2245.27	63.0
2015-05-20 01:15:00	ES	Futures	2245.0	2245.53	2245.0	2245.27	261.0
2015-05-20 01:20:00	ES	Futures	2245.27	2245.53	2245.0	2245.0	321.0
2015-05-20 01:25:00	ES	Futures	2245.0	2245.27	2245.0	2245.27	33.0
2015-05-20 01:30:00	ES	Futures	2245.0	2245.0	2244.74	2244.74	63.0
2015-05-20 01:35:00	ES	Futures	2244.74	2245.0	2244.47	2244.74	180.0
2015-05-20 01:40:00	ES	Futures	2244.47	2244.74	2243.94	2244.21	669.0
2015-05-20 01:45:00	ES	Futures	2244.21	2244.47	2243.94	2243.94	231.0
2015-05-20 01:50:00	ES	Futures	2243.94	2244.47	2243.94	2244.21	60.0
2015-05-20 01:55:00	ES	Futures	2244.21	2245.0	2243.68	2244.74	668.0
2015-05-20 02:00:00	ES	Futures	2244.74	2245.53	2244.47	2244.74	820.0
2015-05-20 02:05:00	ES	Futures	2244.74	2245.27	2244.74	2245.27	355.0
2015-05-20 02:10:00	ES	Futures	2245.0	2245.53	2245.0	2245.27	686.0
2015-05-20 02:15:00	ES	Futures	2245.27	2245.27	2244.74	2244.74	320.0
2015-05-20 02:20:00	ES	Futures	2244.74	2244.74	2243.94	2244.21	518.0
2015-05-20 02:25:00	ES	Futures	2244.21	2244.47	2243.94	2244.21	233.0
2015-05-20 02:30:00	ES	Futures	2244.21	2244.47	2243.94	2244.21	213.0
2015-05-20 02:35:00	ES	Futures	2244.21	2244.21	2243.42	2243.42	446.0
2015-05-20 02:40:00	ES	Futures	2243.42	2243.42	2242.89	2243.15	646.0
2015-05-20 02:45:00	ES	Futures	2243.15	2244.74	2243.15	2244.74	764.0
2015-05-20 02:50:00	ES	Futures	2244.74	2245.27	2244.21	2244.21	770.0
2015-05-20 02:55:00	ES	Futures	2244.21	2245.0	2244.21	2244.47	981.0
2015-05-20 03:00:00	ES	Futures	2244.47	2245.53	2244.21	2245.27	3073.0
2015-05-20 03:05:00	ES	Futures	2245.0	2245.0	2244.21	2244.74	1958.0
2015-05-20 03:10:00	ES	Futures	2244.74	2246.85	2244.47	2245.79	3281.0
2015-05-20 03:15:00	ES	Futures	2245.79	2246.06	2244.74	2245.0	1312.0
2015-05-20 03:20:00	ES	Futures	2244.74	2245.53	2244.47	2245.53	1039.0
2015-05-20 03:25:00	ES	Futures	2245.53	2245.79	2244.74	2245.27	1470.0
2015-05-20 03:30:00	ES	Futures	2245.0	2245.79	2245.0	2245.27	908.0
2015-05-20 03:35:00	ES	Futures	2245.0	2246.06	2245.0	2245.27	1550.0
2015-05-20 03:40:00	ES	Futures	2245.27	2245.27	2244.74	2245.0	635.0
2015-05-20 03:45:00	ES	Futures	2245.0	2245.27	2244.47	2245.0	672.0
2015-05-20 03:50:00	ES	Futures	2244.74	2245.27	2244.47	2244.74	415.0
2015-05-20 03:55:00	ES	Futures	2244.74	2244.74	2243.42	2243.94	1111.0
2015-05-20 04:00:00	ES	Futures	2243.94	2243.94	2243.15	2243.15	792.0
2015-05-20 04:05:00	ES	Futures	2243.15	2243.68	2243.15	2243.42	571.0

> showing 50 of 14,193 rows — these rows as CSV

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