PREVIEW / futures_5min / 2015-06-08

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-08.parquet
  size:    230 KB
  rows:    14,000

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
2015-06-08 00:00:00	ES	Futures	2208.55	2209.08	2208.55	2209.08	329.0
2015-06-08 00:05:00	ES	Futures	2209.08	2209.08	2208.82	2209.08	185.0
2015-06-08 00:10:00	ES	Futures	2209.08	2209.08	2208.55	2209.08	379.0
2015-06-08 00:15:00	ES	Futures	2208.82	2209.08	2208.82	2208.82	113.0
2015-06-08 00:20:00	ES	Futures	2208.82	2209.08	2208.82	2208.82	176.0
2015-06-08 00:25:00	ES	Futures	2208.82	2209.08	2208.82	2208.82	97.0
2015-06-08 00:30:00	ES	Futures	2208.82	2209.08	2208.82	2208.82	68.0
2015-06-08 00:35:00	ES	Futures	2208.82	2209.08	2208.55	2208.82	123.0
2015-06-08 00:40:00	ES	Futures	2209.08	2209.08	2208.82	2208.82	143.0
2015-06-08 00:45:00	ES	Futures	2208.55	2208.82	2208.29	2208.55	321.0
2015-06-08 00:50:00	ES	Futures	2208.55	2208.55	2208.55	2208.55	11.0
2015-06-08 00:55:00	ES	Futures	2208.55	2208.82	2208.55	2208.55	47.0
2015-06-08 01:00:00	ES	Futures	2208.82	2208.82	2208.29	2208.55	81.0
2015-06-08 01:05:00	ES	Futures	2208.55	2208.55	2208.29	2208.55	44.0
2015-06-08 01:10:00	ES	Futures	2208.55	2208.55	2208.29	2208.29	77.0
2015-06-08 01:15:00	ES	Futures	2208.55	2208.55	2208.02	2208.29	149.0
2015-06-08 01:20:00	ES	Futures	2208.29	2208.55	2208.02	2208.29	74.0
2015-06-08 01:25:00	ES	Futures	2208.29	2208.55	2208.02	2208.55	77.0
2015-06-08 01:30:00	ES	Futures	2208.55	2209.35	2208.55	2208.82	382.0
2015-06-08 01:35:00	ES	Futures	2209.08	2209.61	2208.82	2209.61	472.0
2015-06-08 01:40:00	ES	Futures	2209.61	2209.87	2209.35	2209.61	202.0
2015-06-08 01:45:00	ES	Futures	2209.35	2209.87	2209.35	2209.61	103.0
2015-06-08 01:50:00	ES	Futures	2209.87	2209.87	2209.61	2209.87	60.0
2015-06-08 01:55:00	ES	Futures	2209.87	2209.87	2209.61	2209.87	174.0
2015-06-08 02:00:00	ES	Futures	2209.87	2210.4	2209.08	2209.08	1287.0
2015-06-08 02:05:00	ES	Futures	2209.08	2209.61	2208.82	2209.08	1046.0
2015-06-08 02:10:00	ES	Futures	2209.08	2209.61	2208.29	2208.29	402.0
2015-06-08 02:15:00	ES	Futures	2208.29	2209.35	2208.02	2208.55	725.0
2015-06-08 02:20:00	ES	Futures	2208.55	2209.35	2207.76	2207.76	1094.0
2015-06-08 02:25:00	ES	Futures	2208.02	2208.82	2206.7	2207.76	1967.0
2015-06-08 02:30:00	ES	Futures	2207.76	2208.55	2207.5	2208.02	672.0
2015-06-08 02:35:00	ES	Futures	2208.02	2208.55	2207.23	2207.76	791.0
2015-06-08 02:40:00	ES	Futures	2207.76	2208.82	2207.76	2208.55	476.0
2015-06-08 02:45:00	ES	Futures	2208.82	2209.61	2208.55	2209.61	721.0
2015-06-08 02:50:00	ES	Futures	2209.61	2210.67	2209.08	2210.4	1420.0
2015-06-08 02:55:00	ES	Futures	2210.67	2210.93	2210.14	2210.14	870.0
2015-06-08 03:00:00	ES	Futures	2210.4	2210.4	2207.5	2208.02	3247.0
2015-06-08 03:05:00	ES	Futures	2208.02	2211.19	2207.76	2210.4	2154.0
2015-06-08 03:10:00	ES	Futures	2210.4	2210.93	2209.61	2210.4	1576.0
2015-06-08 03:15:00	ES	Futures	2210.4	2211.46	2209.61	2211.19	2454.0
2015-06-08 03:20:00	ES	Futures	2211.19	2211.46	2210.14	2210.14	1344.0
2015-06-08 03:25:00	ES	Futures	2210.14	2210.4	2209.08	2209.61	1913.0
2015-06-08 03:30:00	ES	Futures	2209.87	2210.14	2209.35	2209.35	1265.0
2015-06-08 03:35:00	ES	Futures	2209.61	2210.14	2208.82	2209.35	1018.0
2015-06-08 03:40:00	ES	Futures	2209.35	2209.35	2206.44	2206.7	3395.0
2015-06-08 03:45:00	ES	Futures	2206.7	2207.76	2206.44	2207.5	2027.0
2015-06-08 03:50:00	ES	Futures	2207.5	2209.08	2207.5	2208.82	1471.0
2015-06-08 03:55:00	ES	Futures	2208.82	2210.14	2208.82	2209.87	1883.0
2015-06-08 04:00:00	ES	Futures	2209.61	2210.14	2209.08	2209.35	1407.0
2015-06-08 04:05:00	ES	Futures	2209.35	2210.4	2208.02	2208.29	2184.0

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