PREVIEW / futures_5min / 2015-05-26

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-26.parquet
  size:    235 KB
  rows:    14,087

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
2015-05-26 00:00:00	ES	Futures	2241.04	2241.04	2240.78	2241.04	52.0
2015-05-26 00:05:00	ES	Futures	2240.78	2241.04	2240.25	2240.51	291.0
2015-05-26 00:10:00	ES	Futures	2240.51	2241.04	2239.98	2240.25	405.0
2015-05-26 00:15:00	ES	Futures	2240.51	2240.51	2240.25	2240.25	243.0
2015-05-26 00:20:00	ES	Futures	2240.25	2240.25	2239.45	2239.72	354.0
2015-05-26 00:25:00	ES	Futures	2239.72	2239.98	2239.45	2239.72	233.0
2015-05-26 00:30:00	ES	Futures	2239.72	2239.98	2239.72	2239.72	62.0
2015-05-26 00:35:00	ES	Futures	2239.72	2239.98	2239.72	2239.98	21.0
2015-05-26 00:40:00	ES	Futures	2239.98	2239.98	2239.72	2239.98	31.0
2015-05-26 00:45:00	ES	Futures	2239.98	2239.98	2239.72	2239.98	20.0
2015-05-26 00:50:00	ES	Futures	2239.98	2239.98	2239.19	2239.72	473.0
2015-05-26 00:55:00	ES	Futures	2239.72	2239.72	2239.45	2239.45	130.0
2015-05-26 01:00:00	ES	Futures	2239.45	2239.72	2239.45	2239.72	25.0
2015-05-26 01:05:00	ES	Futures	2239.45	2239.72	2239.45	2239.72	97.0
2015-05-26 01:10:00	ES	Futures	2239.72	2239.72	2239.45	2239.72	21.0
2015-05-26 01:15:00	ES	Futures	2239.72	2239.72	2239.19	2239.45	73.0
2015-05-26 01:20:00	ES	Futures	2239.45	2239.72	2239.19	2239.45	82.0
2015-05-26 01:25:00	ES	Futures	2239.45	2239.72	2239.45	2239.72	50.0
2015-05-26 01:30:00	ES	Futures	2239.72	2239.98	2239.72	2239.98	101.0
2015-05-26 01:35:00	ES	Futures	2239.98	2239.98	2239.72	2239.98	57.0
2015-05-26 01:40:00	ES	Futures	2239.98	2240.25	2239.72	2240.25	54.0
2015-05-26 01:45:00	ES	Futures	2240.25	2240.51	2239.98	2239.98	132.0
2015-05-26 01:50:00	ES	Futures	2240.25	2240.25	2239.98	2239.98	62.0
2015-05-26 01:55:00	ES	Futures	2239.98	2240.78	2239.72	2240.78	316.0
2015-05-26 02:00:00	ES	Futures	2240.51	2242.1	2240.25	2241.04	1608.0
2015-05-26 02:05:00	ES	Futures	2241.04	2241.57	2241.04	2241.3	417.0
2015-05-26 02:10:00	ES	Futures	2241.04	2242.1	2241.04	2241.3	738.0
2015-05-26 02:15:00	ES	Futures	2241.3	2242.36	2241.3	2241.57	920.0
2015-05-26 02:20:00	ES	Futures	2241.57	2241.83	2240.78	2241.3	819.0
2015-05-26 02:25:00	ES	Futures	2241.3	2242.1	2241.3	2241.57	540.0
2015-05-26 02:30:00	ES	Futures	2241.83	2241.83	2240.78	2241.04	577.0
2015-05-26 02:35:00	ES	Futures	2241.04	2243.42	2240.78	2242.89	1831.0
2015-05-26 02:40:00	ES	Futures	2242.89	2243.68	2242.62	2242.89	745.0
2015-05-26 02:45:00	ES	Futures	2242.89	2243.15	2242.36	2242.62	616.0
2015-05-26 02:50:00	ES	Futures	2242.62	2243.15	2242.36	2242.62	956.0
2015-05-26 02:55:00	ES	Futures	2242.36	2242.89	2241.57	2241.83	1364.0
2015-05-26 03:00:00	ES	Futures	2242.1	2242.89	2241.57	2242.62	2358.0
2015-05-26 03:05:00	ES	Futures	2242.62	2244.47	2242.62	2244.21	3794.0
2015-05-26 03:10:00	ES	Futures	2244.47	2244.47	2242.89	2243.42	1438.0
2015-05-26 03:15:00	ES	Futures	2243.15	2243.42	2242.62	2242.89	1354.0
2015-05-26 03:20:00	ES	Futures	2242.89	2242.89	2241.83	2242.1	1258.0
2015-05-26 03:25:00	ES	Futures	2242.1	2242.1	2238.93	2240.25	3963.0
2015-05-26 03:30:00	ES	Futures	2240.25	2240.25	2237.87	2239.72	4581.0
2015-05-26 03:35:00	ES	Futures	2239.72	2239.72	2238.13	2238.66	1520.0
2015-05-26 03:40:00	ES	Futures	2238.4	2238.4	2235.23	2235.49	5848.0
2015-05-26 03:45:00	ES	Futures	2235.23	2235.49	2234.96	2235.49	4138.0
2015-05-26 03:50:00	ES	Futures	2235.23	2236.02	2234.96	2235.76	2738.0
2015-05-26 03:55:00	ES	Futures	2236.02	2236.29	2235.23	2235.49	2551.0
2015-05-26 04:00:00	ES	Futures	2235.23	2236.29	2234.96	2236.02	1829.0
2015-05-26 04:05:00	ES	Futures	2236.02	2236.02	2235.49	2235.76	1230.0

> showing 50 of 14,087 rows — these rows as CSV

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