PREVIEW / futures_5min / 2015-06-02

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-02.parquet
  size:    244 KB
  rows:    14,192

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
2015-06-02 00:00:00	ES	Futures	2227.83	2228.1	2227.57	2228.1	387.0
2015-06-02 00:05:00	ES	Futures	2228.1	2228.36	2227.83	2228.1	54.0
2015-06-02 00:10:00	ES	Futures	2228.1	2228.1	2227.83	2228.1	101.0
2015-06-02 00:15:00	ES	Futures	2228.1	2228.1	2227.83	2227.83	20.0
2015-06-02 00:20:00	ES	Futures	2228.1	2228.36	2227.83	2228.36	116.0
2015-06-02 00:25:00	ES	Futures	2228.36	2228.36	2227.83	2227.83	67.0
2015-06-02 00:30:00	ES	Futures	2228.1	2228.1	2227.83	2228.1	98.0
2015-06-02 00:35:00	ES	Futures	2228.36	2228.36	2228.1	2228.36	30.0
2015-06-02 00:40:00	ES	Futures	2228.1	2228.36	2228.1	2228.1	130.0
2015-06-02 00:45:00	ES	Futures	2228.36	2228.36	2227.83	2228.1	112.0
2015-06-02 00:50:00	ES	Futures	2228.1	2228.1	2227.83	2227.83	69.0
2015-06-02 00:55:00	ES	Futures	2228.1	2228.1	2227.31	2227.57	432.0
2015-06-02 01:00:00	ES	Futures	2227.83	2227.83	2227.57	2227.57	43.0
2015-06-02 01:05:00	ES	Futures	2227.83	2227.83	2227.31	2227.57	170.0
2015-06-02 01:10:00	ES	Futures	2227.83	2227.83	2227.57	2227.57	146.0
2015-06-02 01:15:00	ES	Futures	2227.83	2227.83	2227.57	2227.83	95.0
2015-06-02 01:20:00	ES	Futures	2227.83	2228.1	2227.83	2228.1	266.0
2015-06-02 01:25:00	ES	Futures	2228.1	2228.1	2227.31	2227.57	454.0
2015-06-02 01:30:00	ES	Futures	2227.57	2228.36	2227.57	2227.83	293.0
2015-06-02 01:35:00	ES	Futures	2227.83	2227.83	2227.57	2227.57	51.0
2015-06-02 01:40:00	ES	Futures	2227.83	2228.1	2227.57	2227.57	83.0
2015-06-02 01:45:00	ES	Futures	2227.83	2228.1	2227.57	2227.83	187.0
2015-06-02 01:50:00	ES	Futures	2227.83	2228.36	2227.83	2228.36	117.0
2015-06-02 01:55:00	ES	Futures	2228.1	2228.36	2227.83	2228.1	129.0
2015-06-02 02:00:00	ES	Futures	2228.1	2228.63	2227.31	2227.57	1003.0
2015-06-02 02:05:00	ES	Futures	2227.83	2228.1	2227.04	2227.04	744.0
2015-06-02 02:10:00	ES	Futures	2227.31	2227.57	2226.78	2227.04	599.0
2015-06-02 02:15:00	ES	Futures	2227.04	2227.31	2226.78	2227.31	178.0
2015-06-02 02:20:00	ES	Futures	2227.04	2228.1	2227.04	2227.83	1152.0
2015-06-02 02:25:00	ES	Futures	2227.83	2228.36	2227.57	2228.1	892.0
2015-06-02 02:30:00	ES	Futures	2228.1	2228.1	2227.31	2228.1	346.0
2015-06-02 02:35:00	ES	Futures	2228.36	2229.95	2228.1	2229.68	1043.0
2015-06-02 02:40:00	ES	Futures	2229.68	2230.21	2229.15	2229.95	533.0
2015-06-02 02:45:00	ES	Futures	2229.95	2231.53	2229.95	2231.0	969.0
2015-06-02 02:50:00	ES	Futures	2231.0	2231.0	2230.21	2230.21	431.0
2015-06-02 02:55:00	ES	Futures	2230.21	2231.0	2229.95	2230.74	1192.0
2015-06-02 03:00:00	ES	Futures	2231.0	2231.27	2227.83	2228.63	2766.0
2015-06-02 03:05:00	ES	Futures	2228.63	2228.89	2227.04	2228.36	2664.0
2015-06-02 03:10:00	ES	Futures	2228.36	2228.63	2227.04	2227.31	2643.0
2015-06-02 03:15:00	ES	Futures	2227.31	2228.36	2227.31	2228.1	1466.0
2015-06-02 03:20:00	ES	Futures	2228.1	2228.89	2225.98	2226.25	1981.0
2015-06-02 03:25:00	ES	Futures	2226.51	2226.51	2225.72	2226.25	2126.0
2015-06-02 03:30:00	ES	Futures	2226.25	2227.83	2225.98	2227.83	1400.0
2015-06-02 03:35:00	ES	Futures	2227.57	2228.1	2227.31	2228.1	1002.0
2015-06-02 03:40:00	ES	Futures	2228.1	2228.63	2226.78	2228.63	1519.0
2015-06-02 03:45:00	ES	Futures	2228.36	2229.15	2228.1	2229.15	591.0
2015-06-02 03:50:00	ES	Futures	2228.89	2229.68	2228.89	2229.42	730.0
2015-06-02 03:55:00	ES	Futures	2229.15	2229.95	2228.1	2228.1	886.0
2015-06-02 04:00:00	ES	Futures	2228.1	2228.36	2226.51	2227.31	2203.0
2015-06-02 04:05:00	ES	Futures	2227.31	2228.89	2227.04	2228.36	1280.0

> showing 50 of 14,192 rows — these rows as CSV

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