PREVIEW / futures_5min / 2015-06-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-01.parquet
  size:    227 KB
  rows:    13,963

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
2015-06-01 00:00:00	ES	Futures	2228.63	2228.89	2228.63	2228.89	172.0
2015-06-01 00:05:00	ES	Futures	2228.63	2228.89	2228.36	2228.89	51.0
2015-06-01 00:10:00	ES	Futures	2228.89	2228.89	2228.63	2228.89	17.0
2015-06-01 00:15:00	ES	Futures	2228.89	2228.89	2228.36	2228.63	189.0
2015-06-01 00:20:00	ES	Futures	2228.63	2228.89	2228.63	2228.89	92.0
2015-06-01 00:25:00	ES	Futures	2228.63	2229.42	2228.63	2229.15	311.0
2015-06-01 00:30:00	ES	Futures	2229.42	2229.42	2229.15	2229.15	100.0
2015-06-01 00:35:00	ES	Futures	2229.15	2229.42	2229.15	2229.42	132.0
2015-06-01 00:40:00	ES	Futures	2229.42	2229.42	2229.15	2229.42	37.0
2015-06-01 00:45:00	ES	Futures	2229.42	2229.42	2229.15	2229.42	61.0
2015-06-01 00:50:00	ES	Futures	2229.42	2229.42	2229.15	2229.15	73.0
2015-06-01 00:55:00	ES	Futures	2229.15	2229.68	2229.15	2229.15	179.0
2015-06-01 01:00:00	ES	Futures	2229.42	2229.42	2229.15	2229.15	164.0
2015-06-01 01:05:00	ES	Futures	2229.15	2229.15	2228.89	2229.15	27.0
2015-06-01 01:10:00	ES	Futures	2228.89	2229.15	2228.63	2228.89	185.0
2015-06-01 01:15:00	ES	Futures	2229.15	2229.15	2228.89	2229.15	154.0
2015-06-01 01:20:00	ES	Futures	2229.15	2229.42	2228.89	2229.42	66.0
2015-06-01 01:25:00	ES	Futures	2229.42	2229.68	2229.15	2229.42	149.0
2015-06-01 01:30:00	ES	Futures	2229.42	2229.68	2229.15	2229.42	206.0
2015-06-01 01:35:00	ES	Futures	2229.42	2231.0	2229.42	2230.74	1250.0
2015-06-01 01:40:00	ES	Futures	2230.74	2230.74	2230.47	2230.47	274.0
2015-06-01 01:45:00	ES	Futures	2230.74	2231.0	2230.47	2230.74	418.0
2015-06-01 01:50:00	ES	Futures	2230.74	2230.74	2230.21	2230.47	124.0
2015-06-01 01:55:00	ES	Futures	2230.47	2231.27	2230.21	2231.27	764.0
2015-06-01 02:00:00	ES	Futures	2231.27	2231.53	2230.74	2231.0	1785.0
2015-06-01 02:05:00	ES	Futures	2231.0	2231.0	2230.21	2230.47	780.0
2015-06-01 02:10:00	ES	Futures	2230.21	2230.47	2229.15	2229.68	1153.0
2015-06-01 02:15:00	ES	Futures	2229.42	2230.47	2229.42	2230.21	1090.0
2015-06-01 02:20:00	ES	Futures	2230.21	2231.0	2229.95	2230.21	648.0
2015-06-01 02:25:00	ES	Futures	2230.21	2230.47	2229.15	2229.15	477.0
2015-06-01 02:30:00	ES	Futures	2229.42	2229.68	2229.15	2229.15	646.0
2015-06-01 02:35:00	ES	Futures	2229.15	2229.68	2229.15	2229.42	542.0
2015-06-01 02:40:00	ES	Futures	2229.68	2230.74	2229.42	2230.47	685.0
2015-06-01 02:45:00	ES	Futures	2230.47	2231.0	2230.21	2230.47	741.0
2015-06-01 02:50:00	ES	Futures	2230.47	2230.47	2229.95	2229.95	355.0
2015-06-01 02:55:00	ES	Futures	2230.21	2230.47	2229.95	2229.95	795.0
2015-06-01 03:00:00	ES	Futures	2229.95	2230.74	2229.15	2229.15	3294.0
2015-06-01 03:05:00	ES	Futures	2229.42	2230.21	2229.15	2230.21	1255.0
2015-06-01 03:10:00	ES	Futures	2229.95	2231.53	2229.68	2231.0	2134.0
2015-06-01 03:15:00	ES	Futures	2231.27	2233.38	2231.0	2233.12	2862.0
2015-06-01 03:20:00	ES	Futures	2233.12	2233.38	2232.32	2232.32	1725.0
2015-06-01 03:25:00	ES	Futures	2232.59	2233.12	2232.06	2232.59	1968.0
2015-06-01 03:30:00	ES	Futures	2232.59	2232.85	2231.8	2232.32	1164.0
2015-06-01 03:35:00	ES	Futures	2232.06	2233.38	2232.06	2232.59	1193.0
2015-06-01 03:40:00	ES	Futures	2232.32	2233.12	2232.06	2232.59	1297.0
2015-06-01 03:45:00	ES	Futures	2232.59	2232.85	2232.06	2232.06	1005.0
2015-06-01 03:50:00	ES	Futures	2232.06	2232.32	2231.53	2232.06	1327.0
2015-06-01 03:55:00	ES	Futures	2232.06	2232.32	2231.53	2232.32	1085.0
2015-06-01 04:00:00	ES	Futures	2232.06	2232.32	2231.53	2232.06	714.0
2015-06-01 04:05:00	ES	Futures	2232.06	2232.06	2230.21	2231.27	2323.0

> showing 50 of 13,963 rows — these rows as CSV

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