PREVIEW / futures_5min / 2015-06-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-04.parquet
  size:    246 KB
  rows:    14,162

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
2015-06-04 00:00:00	ES	Futures	2232.06	2232.59	2232.06	2232.32	230.0
2015-06-04 00:05:00	ES	Futures	2232.32	2232.59	2232.32	2232.59	39.0
2015-06-04 00:10:00	ES	Futures	2232.32	2232.59	2232.32	2232.32	37.0
2015-06-04 00:15:00	ES	Futures	2232.59	2232.59	2232.32	2232.32	70.0
2015-06-04 00:20:00	ES	Futures	2232.59	2232.85	2232.32	2232.85	163.0
2015-06-04 00:25:00	ES	Futures	2232.85	2232.85	2232.06	2232.32	301.0
2015-06-04 00:30:00	ES	Futures	2232.06	2232.32	2232.06	2232.06	24.0
2015-06-04 00:35:00	ES	Futures	2232.32	2232.32	2232.06	2232.06	14.0
2015-06-04 00:40:00	ES	Futures	2232.06	2232.59	2232.06	2232.06	90.0
2015-06-04 00:45:00	ES	Futures	2232.06	2232.32	2231.8	2231.8	59.0
2015-06-04 00:50:00	ES	Futures	2231.8	2232.06	2231.8	2232.06	51.0
2015-06-04 00:55:00	ES	Futures	2232.06	2232.59	2232.06	2232.06	244.0
2015-06-04 01:00:00	ES	Futures	2232.06	2232.06	2231.27	2231.27	853.0
2015-06-04 01:05:00	ES	Futures	2231.27	2231.53	2230.47	2231.0	850.0
2015-06-04 01:10:00	ES	Futures	2231.0	2231.27	2228.63	2229.42	2989.0
2015-06-04 01:15:00	ES	Futures	2229.68	2230.74	2229.42	2230.47	670.0
2015-06-04 01:20:00	ES	Futures	2230.47	2231.0	2230.47	2230.47	210.0
2015-06-04 01:25:00	ES	Futures	2230.47	2230.74	2230.21	2230.21	252.0
2015-06-04 01:30:00	ES	Futures	2230.47	2230.47	2229.95	2230.21	455.0
2015-06-04 01:35:00	ES	Futures	2230.21	2230.21	2229.68	2229.95	293.0
2015-06-04 01:40:00	ES	Futures	2230.21	2231.27	2230.21	2231.27	547.0
2015-06-04 01:45:00	ES	Futures	2231.0	2231.27	2230.21	2230.47	364.0
2015-06-04 01:50:00	ES	Futures	2230.47	2231.0	2230.21	2230.74	328.0
2015-06-04 01:55:00	ES	Futures	2230.74	2231.53	2230.74	2231.27	260.0
2015-06-04 02:00:00	ES	Futures	2231.27	2231.53	2229.95	2230.47	1382.0
2015-06-04 02:05:00	ES	Futures	2230.74	2230.74	2229.42	2230.47	1061.0
2015-06-04 02:10:00	ES	Futures	2230.47	2231.0	2229.68	2230.47	669.0
2015-06-04 02:15:00	ES	Futures	2230.47	2231.0	2230.21	2230.74	639.0
2015-06-04 02:20:00	ES	Futures	2230.74	2231.8	2230.74	2231.8	603.0
2015-06-04 02:25:00	ES	Futures	2231.8	2231.8	2230.47	2230.47	349.0
2015-06-04 02:30:00	ES	Futures	2230.47	2231.53	2230.21	2230.21	496.0
2015-06-04 02:35:00	ES	Futures	2230.21	2232.06	2229.95	2231.53	819.0
2015-06-04 02:40:00	ES	Futures	2231.8	2232.59	2231.8	2232.06	656.0
2015-06-04 02:45:00	ES	Futures	2232.32	2232.59	2231.53	2232.06	573.0
2015-06-04 02:50:00	ES	Futures	2232.06	2232.59	2231.8	2232.32	205.0
2015-06-04 02:55:00	ES	Futures	2232.32	2232.85	2232.06	2232.32	653.0
2015-06-04 03:00:00	ES	Futures	2232.32	2232.32	2229.68	2229.95	2323.0
2015-06-04 03:05:00	ES	Futures	2230.21	2231.8	2229.68	2230.74	3463.0
2015-06-04 03:10:00	ES	Futures	2231.0	2232.32	2230.47	2231.53	1711.0
2015-06-04 03:15:00	ES	Futures	2231.8	2232.06	2231.0	2231.27	1013.0
2015-06-04 03:20:00	ES	Futures	2231.27	2231.27	2229.95	2230.74	1535.0
2015-06-04 03:25:00	ES	Futures	2231.0	2231.27	2229.68	2229.68	1316.0
2015-06-04 03:30:00	ES	Futures	2229.68	2229.95	2227.04	2227.31	5308.0
2015-06-04 03:35:00	ES	Futures	2227.31	2227.57	2225.46	2225.98	6759.0
2015-06-04 03:40:00	ES	Futures	2225.98	2225.98	2224.14	2224.66	5452.0
2015-06-04 03:45:00	ES	Futures	2224.66	2225.72	2224.66	2225.46	2744.0
2015-06-04 03:50:00	ES	Futures	2225.46	2225.46	2224.4	2224.93	1951.0
2015-06-04 03:55:00	ES	Futures	2225.19	2225.72	2221.76	2222.02	4575.0
2015-06-04 04:00:00	ES	Futures	2222.02	2222.55	2219.91	2222.02	9554.0
2015-06-04 04:05:00	ES	Futures	2221.76	2223.34	2221.76	2222.55	4283.0

> showing 50 of 14,162 rows — these rows as CSV

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