PREVIEW / futures_5min / 2015-05-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-27.parquet
  size:    231 KB
  rows:    14,289

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
2015-05-27 00:00:00	ES	Futures	2222.02	2222.02	2221.76	2222.02	12.0
2015-05-27 00:05:00	ES	Futures	2222.02	2222.55	2221.76	2221.76	503.0
2015-05-27 00:10:00	ES	Futures	2222.02	2222.82	2222.02	2222.82	505.0
2015-05-27 00:15:00	ES	Futures	2222.55	2223.08	2222.55	2222.82	509.0
2015-05-27 00:20:00	ES	Futures	2223.08	2223.08	2222.29	2222.55	113.0
2015-05-27 00:25:00	ES	Futures	2222.29	2222.29	2222.02	2222.02	170.0
2015-05-27 00:30:00	ES	Futures	2222.02	2222.55	2222.02	2222.29	57.0
2015-05-27 00:35:00	ES	Futures	2222.55	2222.55	2222.02	2222.02	170.0
2015-05-27 00:40:00	ES	Futures	2222.02	2222.29	2222.02	2222.02	233.0
2015-05-27 00:45:00	ES	Futures	2222.02	2222.29	2222.02	2222.02	279.0
2015-05-27 00:50:00	ES	Futures	2222.02	2222.02	2221.76	2221.76	96.0
2015-05-27 00:55:00	ES	Futures	2221.76	2222.02	2221.49	2221.49	259.0
2015-05-27 01:00:00	ES	Futures	2221.49	2221.76	2221.49	2221.49	202.0
2015-05-27 01:05:00	ES	Futures	2221.49	2221.76	2221.49	2221.49	83.0
2015-05-27 01:10:00	ES	Futures	2221.49	2221.76	2221.23	2221.23	278.0
2015-05-27 01:15:00	ES	Futures	2221.23	2221.49	2220.7	2220.7	679.0
2015-05-27 01:20:00	ES	Futures	2220.7	2221.23	2220.44	2220.97	430.0
2015-05-27 01:25:00	ES	Futures	2221.23	2221.49	2221.23	2221.49	164.0
2015-05-27 01:30:00	ES	Futures	2221.49	2222.02	2221.23	2222.02	329.0
2015-05-27 01:35:00	ES	Futures	2222.02	2222.29	2222.02	2222.02	283.0
2015-05-27 01:40:00	ES	Futures	2222.29	2222.29	2222.02	2222.29	63.0
2015-05-27 01:45:00	ES	Futures	2222.29	2222.55	2222.02	2222.02	240.0
2015-05-27 01:50:00	ES	Futures	2222.02	2222.29	2221.76	2222.02	163.0
2015-05-27 01:55:00	ES	Futures	2222.02	2222.29	2221.76	2222.02	212.0
2015-05-27 02:00:00	ES	Futures	2221.76	2222.55	2221.76	2222.02	506.0
2015-05-27 02:05:00	ES	Futures	2222.02	2222.29	2221.49	2221.49	438.0
2015-05-27 02:10:00	ES	Futures	2221.76	2222.02	2221.49	2221.76	262.0
2015-05-27 02:15:00	ES	Futures	2221.49	2222.55	2221.49	2222.29	322.0
2015-05-27 02:20:00	ES	Futures	2222.29	2222.55	2221.76	2222.02	360.0
2015-05-27 02:25:00	ES	Futures	2222.02	2222.82	2222.02	2222.55	641.0
2015-05-27 02:30:00	ES	Futures	2222.82	2224.14	2222.29	2224.14	926.0
2015-05-27 02:35:00	ES	Futures	2223.87	2224.14	2223.34	2223.61	1156.0
2015-05-27 02:40:00	ES	Futures	2223.61	2223.87	2223.61	2223.61	263.0
2015-05-27 02:45:00	ES	Futures	2223.87	2223.87	2223.08	2223.34	694.0
2015-05-27 02:50:00	ES	Futures	2223.08	2223.34	2222.55	2222.55	969.0
2015-05-27 02:55:00	ES	Futures	2222.55	2223.08	2222.55	2222.82	477.0
2015-05-27 03:00:00	ES	Futures	2222.82	2224.66	2222.55	2223.34	2982.0
2015-05-27 03:05:00	ES	Futures	2223.61	2224.14	2222.02	2222.29	2075.0
2015-05-27 03:10:00	ES	Futures	2222.29	2222.82	2221.23	2221.49	2160.0
2015-05-27 03:15:00	ES	Futures	2221.23	2221.76	2220.97	2221.49	1998.0
2015-05-27 03:20:00	ES	Futures	2221.49	2222.02	2221.23	2221.23	1128.0
2015-05-27 03:25:00	ES	Futures	2221.23	2222.82	2221.23	2222.55	1297.0
2015-05-27 03:30:00	ES	Futures	2222.55	2223.61	2222.29	2223.61	1041.0
2015-05-27 03:35:00	ES	Futures	2223.61	2223.61	2222.55	2223.08	903.0
2015-05-27 03:40:00	ES	Futures	2223.34	2223.34	2221.49	2222.02	1616.0
2015-05-27 03:45:00	ES	Futures	2221.76	2222.29	2221.23	2221.76	1214.0
2015-05-27 03:50:00	ES	Futures	2221.49	2221.49	2220.7	2220.7	1884.0
2015-05-27 03:55:00	ES	Futures	2220.7	2221.23	2220.17	2221.23	2285.0
2015-05-27 04:00:00	ES	Futures	2221.23	2221.76	2220.7	2221.76	1364.0
2015-05-27 04:05:00	ES	Futures	2221.76	2222.55	2221.76	2222.02	623.0

> showing 50 of 14,289 rows — these rows as CSV

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