PREVIEW / futures_5min / 2015-05-28

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-05-28.parquet
  size:    215 KB
  rows:    14,066

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
2015-05-28 00:00:00	ES	Futures	2239.45	2239.72	2239.19	2239.72	165.0
2015-05-28 00:05:00	ES	Futures	2239.72	2239.72	2239.45	2239.45	127.0
2015-05-28 00:10:00	ES	Futures	2239.45	2239.72	2239.45	2239.72	283.0
2015-05-28 00:15:00	ES	Futures	2239.98	2239.98	2239.45	2239.45	90.0
2015-05-28 00:20:00	ES	Futures	2239.45	2239.72	2239.45	2239.72	20.0
2015-05-28 00:25:00	ES	Futures	2239.45	2239.72	2239.45	2239.72	78.0
2015-05-28 00:30:00	ES	Futures	2239.72	2239.72	2239.45	2239.72	30.0
2015-05-28 00:35:00	ES	Futures	2239.72	2239.72	2239.45	2239.72	11.0
2015-05-28 00:40:00	ES	Futures	2239.72	2239.72	2239.45	2239.45	16.0
2015-05-28 00:45:00	ES	Futures	2239.45	2239.45	2239.45	2239.45	161.0
2015-05-28 00:50:00	ES	Futures	2239.45	2239.72	2239.19	2239.19	201.0
2015-05-28 00:55:00	ES	Futures	2239.19	2239.45	2238.93	2238.93	253.0
2015-05-28 01:00:00	ES	Futures	2239.19	2239.19	2238.66	2238.93	254.0
2015-05-28 01:05:00	ES	Futures	2238.93	2239.19	2238.93	2239.19	123.0
2015-05-28 01:10:00	ES	Futures	2238.93	2239.19	2238.66	2238.93	289.0
2015-05-28 01:15:00	ES	Futures	2238.93	2239.19	2238.66	2239.19	193.0
2015-05-28 01:20:00	ES	Futures	2238.93	2239.19	2238.93	2239.19	114.0
2015-05-28 01:25:00	ES	Futures	2239.19	2239.45	2238.93	2238.93	123.0
2015-05-28 01:30:00	ES	Futures	2238.93	2239.19	2238.66	2238.66	127.0
2015-05-28 01:35:00	ES	Futures	2238.66	2238.93	2238.4	2238.66	433.0
2015-05-28 01:40:00	ES	Futures	2238.66	2238.66	2238.13	2238.4	472.0
2015-05-28 01:45:00	ES	Futures	2238.4	2238.66	2238.13	2238.13	372.0
2015-05-28 01:50:00	ES	Futures	2238.13	2238.4	2237.61	2238.13	514.0
2015-05-28 01:55:00	ES	Futures	2237.87	2238.4	2237.87	2238.13	263.0
2015-05-28 02:00:00	ES	Futures	2238.13	2238.4	2237.61	2237.87	1056.0
2015-05-28 02:05:00	ES	Futures	2237.87	2238.13	2237.61	2238.13	693.0
2015-05-28 02:10:00	ES	Futures	2237.87	2238.13	2237.34	2237.61	574.0
2015-05-28 02:15:00	ES	Futures	2237.61	2237.87	2237.34	2237.87	1012.0
2015-05-28 02:20:00	ES	Futures	2237.87	2238.13	2237.61	2237.87	522.0
2015-05-28 02:25:00	ES	Futures	2237.61	2238.66	2237.61	2238.66	466.0
2015-05-28 02:30:00	ES	Futures	2238.4	2238.66	2238.4	2238.4	155.0
2015-05-28 02:35:00	ES	Futures	2238.4	2238.93	2238.4	2238.4	593.0
2015-05-28 02:40:00	ES	Futures	2238.66	2238.93	2237.61	2237.87	728.0
2015-05-28 02:45:00	ES	Futures	2237.87	2238.4	2237.87	2237.87	494.0
2015-05-28 02:50:00	ES	Futures	2237.87	2238.13	2237.61	2237.61	312.0
2015-05-28 02:55:00	ES	Futures	2237.87	2237.87	2236.02	2236.29	2778.0
2015-05-28 03:00:00	ES	Futures	2236.02	2236.81	2235.49	2236.29	4177.0
2015-05-28 03:05:00	ES	Futures	2236.55	2237.08	2236.02	2236.29	1523.0
2015-05-28 03:10:00	ES	Futures	2236.55	2237.34	2236.55	2236.55	1411.0
2015-05-28 03:15:00	ES	Futures	2236.55	2236.81	2235.76	2235.76	1266.0
2015-05-28 03:20:00	ES	Futures	2235.76	2236.29	2234.96	2235.23	2028.0
2015-05-28 03:25:00	ES	Futures	2235.49	2236.02	2235.23	2236.02	1316.0
2015-05-28 03:30:00	ES	Futures	2236.02	2236.55	2235.76	2235.76	778.0
2015-05-28 03:35:00	ES	Futures	2235.76	2236.02	2235.49	2235.49	800.0
2015-05-28 03:40:00	ES	Futures	2235.49	2236.02	2235.49	2236.02	1193.0
2015-05-28 03:45:00	ES	Futures	2235.76	2236.55	2235.76	2236.02	1060.0
2015-05-28 03:50:00	ES	Futures	2236.02	2236.55	2235.76	2235.76	551.0
2015-05-28 03:55:00	ES	Futures	2235.76	2236.29	2234.7	2236.29	1378.0
2015-05-28 04:00:00	ES	Futures	2236.02	2236.29	2235.23	2236.02	753.0
2015-05-28 04:05:00	ES	Futures	2236.02	2237.34	2235.76	2237.08	1681.0

> showing 50 of 14,066 rows — these rows as CSV

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