PREVIEW / futures_5min / 2015-05-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-22.parquet
  size:    190 KB
  rows:    11,615

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
2015-05-22 00:00:00	ES	Futures	2249.76	2250.28	2249.76	2250.28	261.0
2015-05-22 00:05:00	ES	Futures	2250.28	2250.28	2249.76	2250.02	163.0
2015-05-22 00:10:00	ES	Futures	2250.02	2250.02	2249.76	2249.76	28.0
2015-05-22 00:15:00	ES	Futures	2250.02	2250.28	2249.76	2250.02	51.0
2015-05-22 00:20:00	ES	Futures	2250.02	2250.02	2249.76	2250.02	166.0
2015-05-22 00:25:00	ES	Futures	2250.02	2250.02	2249.76	2250.02	20.0
2015-05-22 00:30:00	ES	Futures	2250.02	2250.02	2250.02	2250.02	3.0
2015-05-22 00:35:00	ES	Futures	2249.76	2250.02	2249.76	2250.02	11.0
2015-05-22 00:40:00	ES	Futures	2250.02	2250.02	2249.76	2250.02	13.0
2015-05-22 00:45:00	ES	Futures	2250.02	2251.08	2249.76	2251.08	453.0
2015-05-22 00:50:00	ES	Futures	2251.08	2251.34	2250.55	2250.81	736.0
2015-05-22 00:55:00	ES	Futures	2251.08	2251.08	2250.81	2251.08	29.0
2015-05-22 01:00:00	ES	Futures	2250.81	2251.08	2250.28	2250.55	402.0
2015-05-22 01:05:00	ES	Futures	2250.55	2250.81	2250.28	2250.81	144.0
2015-05-22 01:10:00	ES	Futures	2250.55	2250.81	2250.28	2250.28	38.0
2015-05-22 01:15:00	ES	Futures	2250.55	2250.55	2250.28	2250.55	60.0
2015-05-22 01:20:00	ES	Futures	2250.81	2250.81	2250.55	2250.81	175.0
2015-05-22 01:25:00	ES	Futures	2250.55	2250.81	2250.55	2250.55	74.0
2015-05-22 01:30:00	ES	Futures	2250.81	2250.81	2250.55	2250.81	118.0
2015-05-22 01:35:00	ES	Futures	2250.81	2250.81	2250.55	2250.55	51.0
2015-05-22 01:40:00	ES	Futures	2250.55	2250.81	2249.76	2250.02	623.0
2015-05-22 01:45:00	ES	Futures	2250.02	2250.55	2250.02	2250.02	151.0
2015-05-22 01:50:00	ES	Futures	2250.28	2250.81	2250.02	2250.81	158.0
2015-05-22 01:55:00	ES	Futures	2250.55	2251.08	2250.55	2250.81	193.0
2015-05-22 02:00:00	ES	Futures	2251.08	2251.08	2250.28	2250.55	606.0
2015-05-22 02:05:00	ES	Futures	2250.28	2250.55	2250.28	2250.28	640.0
2015-05-22 02:10:00	ES	Futures	2250.28	2250.28	2250.02	2250.02	231.0
2015-05-22 02:15:00	ES	Futures	2250.02	2250.55	2250.02	2250.28	587.0
2015-05-22 02:20:00	ES	Futures	2250.55	2250.55	2250.28	2250.55	37.0
2015-05-22 02:25:00	ES	Futures	2250.55	2250.55	2249.76	2250.28	517.0
2015-05-22 02:30:00	ES	Futures	2250.28	2250.55	2250.02	2250.28	335.0
2015-05-22 02:35:00	ES	Futures	2250.28	2250.81	2250.28	2250.55	572.0
2015-05-22 02:40:00	ES	Futures	2250.55	2250.81	2250.28	2250.55	260.0
2015-05-22 02:45:00	ES	Futures	2250.81	2250.81	2250.02	2250.02	242.0
2015-05-22 02:50:00	ES	Futures	2250.02	2250.81	2250.02	2250.81	250.0
2015-05-22 02:55:00	ES	Futures	2250.81	2250.81	2250.28	2250.28	365.0
2015-05-22 03:00:00	ES	Futures	2250.55	2250.81	2249.49	2249.49	1920.0
2015-05-22 03:05:00	ES	Futures	2249.76	2249.76	2249.23	2249.49	802.0
2015-05-22 03:10:00	ES	Futures	2249.49	2249.76	2248.96	2249.23	761.0
2015-05-22 03:15:00	ES	Futures	2249.23	2250.02	2248.96	2249.76	650.0
2015-05-22 03:20:00	ES	Futures	2249.76	2250.02	2249.23	2249.49	880.0
2015-05-22 03:25:00	ES	Futures	2249.49	2249.49	2248.96	2249.23	714.0
2015-05-22 03:30:00	ES	Futures	2249.23	2249.49	2248.17	2248.43	1058.0
2015-05-22 03:35:00	ES	Futures	2248.43	2248.7	2247.91	2248.17	1273.0
2015-05-22 03:40:00	ES	Futures	2248.43	2248.7	2248.17	2248.43	525.0
2015-05-22 03:45:00	ES	Futures	2248.17	2248.7	2248.17	2248.7	221.0
2015-05-22 03:50:00	ES	Futures	2248.96	2248.96	2248.43	2248.7	374.0
2015-05-22 03:55:00	ES	Futures	2248.7	2248.96	2248.43	2248.96	314.0
2015-05-22 04:00:00	ES	Futures	2248.7	2249.23	2248.43	2248.7	614.0
2015-05-22 04:05:00	ES	Futures	2248.7	2249.23	2248.7	2248.96	257.0

> showing 50 of 11,615 rows — these rows as CSV

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