PREVIEW / futures_5min / 2015-05-21

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-21.parquet
  size:    212 KB
  rows:    14,032

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
2015-05-21 00:00:00	ES	Futures	2238.13	2238.13	2237.87	2237.87	70.0
2015-05-21 00:05:00	ES	Futures	2238.13	2238.13	2237.87	2238.13	28.0
2015-05-21 00:10:00	ES	Futures	2238.13	2238.4	2237.87	2238.13	56.0
2015-05-21 00:15:00	ES	Futures	2238.13	2238.4	2238.13	2238.4	76.0
2015-05-21 00:20:00	ES	Futures	2238.13	2238.4	2237.87	2238.4	179.0
2015-05-21 00:25:00	ES	Futures	2238.13	2238.66	2238.13	2238.66	151.0
2015-05-21 00:30:00	ES	Futures	2238.66	2238.66	2238.4	2238.66	24.0
2015-05-21 00:35:00	ES	Futures	2238.66	2238.66	2238.13	2238.4	216.0
2015-05-21 00:40:00	ES	Futures	2238.66	2238.66	2237.87	2237.87	257.0
2015-05-21 00:45:00	ES	Futures	2238.13	2238.4	2237.87	2238.4	86.0
2015-05-21 00:50:00	ES	Futures	2238.4	2238.4	2238.13	2238.4	33.0
2015-05-21 00:55:00	ES	Futures	2238.13	2238.4	2238.13	2238.4	74.0
2015-05-21 01:00:00	ES	Futures	2238.4	2238.66	2238.13	2238.4	204.0
2015-05-21 01:05:00	ES	Futures	2238.13	2238.66	2238.13	2238.4	178.0
2015-05-21 01:10:00	ES	Futures	2238.4	2238.66	2238.13	2238.13	116.0
2015-05-21 01:15:00	ES	Futures	2238.13	2238.4	2238.13	2238.4	65.0
2015-05-21 01:20:00	ES	Futures	2238.13	2238.66	2238.13	2238.66	135.0
2015-05-21 01:25:00	ES	Futures	2238.66	2238.66	2238.4	2238.66	24.0
2015-05-21 01:30:00	ES	Futures	2238.4	2238.4	2238.13	2238.13	201.0
2015-05-21 01:35:00	ES	Futures	2238.4	2238.93	2238.4	2238.93	158.0
2015-05-21 01:40:00	ES	Futures	2238.66	2238.93	2238.66	2238.93	160.0
2015-05-21 01:45:00	ES	Futures	2238.66	2238.93	2238.66	2238.66	149.0
2015-05-21 01:50:00	ES	Futures	2238.93	2238.93	2238.66	2238.66	120.0
2015-05-21 01:55:00	ES	Futures	2238.93	2239.19	2238.66	2238.93	204.0
2015-05-21 02:00:00	ES	Futures	2238.93	2239.72	2238.93	2239.72	826.0
2015-05-21 02:05:00	ES	Futures	2239.45	2239.72	2238.93	2239.19	595.0
2015-05-21 02:10:00	ES	Futures	2239.19	2239.45	2238.93	2238.93	482.0
2015-05-21 02:15:00	ES	Futures	2238.93	2238.93	2237.87	2238.13	668.0
2015-05-21 02:20:00	ES	Futures	2238.4	2238.4	2237.61	2237.61	409.0
2015-05-21 02:25:00	ES	Futures	2237.61	2238.13	2237.61	2237.61	518.0
2015-05-21 02:30:00	ES	Futures	2237.87	2238.4	2237.34	2237.61	387.0
2015-05-21 02:35:00	ES	Futures	2237.34	2238.13	2237.34	2238.13	403.0
2015-05-21 02:40:00	ES	Futures	2238.13	2238.4	2237.61	2237.61	647.0
2015-05-21 02:45:00	ES	Futures	2237.61	2238.4	2237.61	2238.13	687.0
2015-05-21 02:50:00	ES	Futures	2237.87	2238.13	2237.61	2237.87	467.0
2015-05-21 02:55:00	ES	Futures	2237.87	2238.66	2237.61	2238.4	514.0
2015-05-21 03:00:00	ES	Futures	2238.4	2239.45	2238.13	2238.66	2378.0
2015-05-21 03:05:00	ES	Futures	2238.93	2238.93	2237.87	2238.13	1007.0
2015-05-21 03:10:00	ES	Futures	2238.4	2238.66	2237.87	2237.87	709.0
2015-05-21 03:15:00	ES	Futures	2237.87	2238.4	2237.87	2238.13	873.0
2015-05-21 03:20:00	ES	Futures	2238.13	2238.66	2237.87	2237.87	696.0
2015-05-21 03:25:00	ES	Futures	2237.87	2238.13	2236.81	2237.34	1134.0
2015-05-21 03:30:00	ES	Futures	2237.34	2237.61	2236.81	2237.61	982.0
2015-05-21 03:35:00	ES	Futures	2237.61	2237.87	2237.08	2237.08	930.0
2015-05-21 03:40:00	ES	Futures	2237.08	2237.34	2236.81	2237.08	586.0
2015-05-21 03:45:00	ES	Futures	2236.81	2237.08	2236.55	2236.81	1070.0
2015-05-21 03:50:00	ES	Futures	2236.81	2237.08	2236.55	2236.81	496.0
2015-05-21 03:55:00	ES	Futures	2236.81	2237.61	2236.02	2237.08	2438.0
2015-05-21 04:00:00	ES	Futures	2237.08	2238.66	2237.08	2237.87	1330.0
2015-05-21 04:05:00	ES	Futures	2238.13	2238.66	2237.61	2238.66	792.0

> showing 50 of 14,032 rows — these rows as CSV

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