PREVIEW / futures_5min / 2015-05-24

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-24.parquet
  size:    33 KB
  rows:    1,864

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
2015-05-24 18:00:00	ES	Futures	2244.47	2245.0	2243.42	2244.74	492.0
2015-05-24 18:05:00	ES	Futures	2244.47	2244.74	2244.47	2244.74	85.0
2015-05-24 18:10:00	ES	Futures	2244.74	2245.27	2244.74	2245.27	234.0
2015-05-24 18:15:00	ES	Futures	2245.27	2245.27	2245.0	2245.0	66.0
2015-05-24 18:20:00	ES	Futures	2245.0	2245.27	2244.74	2244.74	84.0
2015-05-24 18:25:00	ES	Futures	2244.74	2245.0	2244.74	2245.0	16.0
2015-05-24 18:30:00	ES	Futures	2245.27	2245.27	2244.74	2245.27	77.0
2015-05-24 18:35:00	ES	Futures	2245.0	2245.0	2244.74	2245.0	45.0
2015-05-24 18:40:00	ES	Futures	2245.0	2245.0	2245.0	2245.0	22.0
2015-05-24 18:45:00	ES	Futures	2245.0	2245.0	2245.0	2245.0	44.0
2015-05-24 18:50:00	ES	Futures	2245.0	2245.27	2245.0	2245.0	62.0
2015-05-24 18:55:00	ES	Futures	2245.0	2245.27	2245.0	2245.27	42.0
2015-05-24 19:00:00	ES	Futures	2245.27	2245.27	2245.0	2245.27	72.0
2015-05-24 19:05:00	ES	Futures	2245.53	2246.06	2245.27	2246.06	154.0
2015-05-24 19:10:00	ES	Futures	2246.06	2246.32	2245.79	2246.06	152.0
2015-05-24 19:15:00	ES	Futures	2246.06	2246.32	2245.79	2245.79	48.0
2015-05-24 19:20:00	ES	Futures	2246.06	2246.06	2245.79	2245.79	14.0
2015-05-24 19:25:00	ES	Futures	2245.79	2245.79	2245.27	2245.27	57.0
2015-05-24 19:30:00	ES	Futures	2245.27	2245.27	2245.0	2245.0	160.0
2015-05-24 19:35:00	ES	Futures	2245.0	2245.0	2245.0	2245.0	23.0
2015-05-24 19:40:00	ES	Futures	2245.27	2245.27	2245.27	2245.27	9.0
2015-05-24 19:45:00	ES	Futures	2245.53	2245.53	2245.0	2245.0	18.0
2015-05-24 19:50:00	ES	Futures	2245.0	2245.27	2244.74	2244.74	139.0
2015-05-24 19:55:00	ES	Futures	2244.74	2244.74	2244.47	2244.74	61.0
2015-05-24 20:00:00	ES	Futures	2245.0	2245.0	2244.74	2244.74	79.0
2015-05-24 20:05:00	ES	Futures	2244.74	2245.0	2244.74	2244.74	83.0
2015-05-24 20:10:00	ES	Futures	2244.74	2245.27	2244.74	2245.0	69.0
2015-05-24 20:15:00	ES	Futures	2244.74	2245.0	2244.47	2244.47	120.0
2015-05-24 20:20:00	ES	Futures	2244.47	2244.74	2244.47	2244.74	24.0
2015-05-24 20:25:00	ES	Futures	2244.74	2244.74	2243.94	2244.47	329.0
2015-05-24 20:30:00	ES	Futures	2244.47	2244.74	2244.21	2244.74	67.0
2015-05-24 20:35:00	ES	Futures	2244.47	2244.47	2243.68	2243.94	224.0
2015-05-24 20:40:00	ES	Futures	2244.21	2244.47	2243.94	2244.47	267.0
2015-05-24 20:45:00	ES	Futures	2244.47	2244.74	2244.47	2244.74	71.0
2015-05-24 20:50:00	ES	Futures	2244.74	2245.53	2244.74	2245.27	217.0
2015-05-24 20:55:00	ES	Futures	2245.27	2245.79	2245.27	2245.27	95.0
2015-05-24 21:00:00	ES	Futures	2245.53	2245.53	2245.27	2245.27	73.0
2015-05-24 21:05:00	ES	Futures	2245.53	2245.53	2245.27	2245.27	44.0
2015-05-24 21:10:00	ES	Futures	2245.53	2245.79	2245.53	2245.53	54.0
2015-05-24 21:15:00	ES	Futures	2245.53	2245.53	2245.0	2245.0	170.0
2015-05-24 21:20:00	ES	Futures	2244.74	2244.74	2243.94	2243.94	215.0
2015-05-24 21:25:00	ES	Futures	2244.21	2244.47	2244.21	2244.47	243.0
2015-05-24 21:30:00	ES	Futures	2244.47	2245.27	2244.47	2245.0	125.0
2015-05-24 21:35:00	ES	Futures	2245.0	2245.27	2245.0	2245.0	10.0
2015-05-24 21:40:00	ES	Futures	2245.0	2245.27	2245.0	2245.27	111.0
2015-05-24 21:45:00	ES	Futures	2245.27	2245.53	2245.27	2245.53	161.0
2015-05-24 21:50:00	ES	Futures	2245.53	2245.79	2245.53	2245.53	75.0
2015-05-24 21:55:00	ES	Futures	2245.53	2245.79	2245.53	2245.79	99.0
2015-05-24 22:00:00	ES	Futures	2245.79	2246.32	2245.79	2246.32	240.0
2015-05-24 22:05:00	ES	Futures	2246.32	2246.59	2245.53	2245.53	238.0

> showing 50 of 1,864 rows — these rows as CSV

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