PREVIEW / futures_5min / 2015-06-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-09.parquet
  size:    235 KB
  rows:    14,243

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
2015-06-09 00:00:00	ES	Futures	2197.46	2197.72	2197.46	2197.46	186.0
2015-06-09 00:05:00	ES	Futures	2197.46	2197.72	2197.46	2197.72	12.0
2015-06-09 00:10:00	ES	Futures	2197.46	2197.99	2197.46	2197.99	167.0
2015-06-09 00:15:00	ES	Futures	2197.72	2197.99	2197.46	2197.72	137.0
2015-06-09 00:20:00	ES	Futures	2197.72	2197.72	2197.72	2197.72	22.0
2015-06-09 00:25:00	ES	Futures	2197.72	2197.72	2197.46	2197.72	6.0
2015-06-09 00:30:00	ES	Futures	2197.72	2197.72	2197.46	2197.46	18.0
2015-06-09 00:35:00	ES	Futures	2197.46	2197.46	2197.2	2197.2	188.0
2015-06-09 00:40:00	ES	Futures	2197.2	2197.2	2196.67	2197.2	117.0
2015-06-09 00:45:00	ES	Futures	2197.2	2197.46	2197.2	2197.46	151.0
2015-06-09 00:50:00	ES	Futures	2197.46	2197.72	2197.46	2197.72	108.0
2015-06-09 00:55:00	ES	Futures	2197.72	2197.99	2197.72	2197.99	201.0
2015-06-09 01:00:00	ES	Futures	2197.99	2197.99	2197.2	2197.2	320.0
2015-06-09 01:05:00	ES	Futures	2197.2	2197.2	2196.93	2197.2	205.0
2015-06-09 01:10:00	ES	Futures	2197.2	2197.2	2196.93	2196.93	35.0
2015-06-09 01:15:00	ES	Futures	2196.93	2196.93	2196.14	2196.67	664.0
2015-06-09 01:20:00	ES	Futures	2196.67	2196.67	2196.4	2196.67	25.0
2015-06-09 01:25:00	ES	Futures	2196.67	2196.93	2196.14	2196.93	353.0
2015-06-09 01:30:00	ES	Futures	2196.67	2196.93	2196.14	2196.14	397.0
2015-06-09 01:35:00	ES	Futures	2196.4	2196.4	2195.61	2196.14	564.0
2015-06-09 01:40:00	ES	Futures	2196.4	2196.4	2196.14	2196.4	112.0
2015-06-09 01:45:00	ES	Futures	2196.4	2196.4	2196.14	2196.4	38.0
2015-06-09 01:50:00	ES	Futures	2196.4	2196.4	2196.14	2196.14	133.0
2015-06-09 01:55:00	ES	Futures	2196.4	2196.4	2196.14	2196.4	167.0
2015-06-09 02:00:00	ES	Futures	2196.4	2197.72	2196.4	2196.93	1475.0
2015-06-09 02:05:00	ES	Futures	2196.93	2196.93	2195.61	2195.88	1543.0
2015-06-09 02:10:00	ES	Futures	2195.88	2196.14	2195.61	2195.88	759.0
2015-06-09 02:15:00	ES	Futures	2196.14	2196.4	2195.88	2195.88	983.0
2015-06-09 02:20:00	ES	Futures	2195.88	2195.88	2195.35	2195.61	1351.0
2015-06-09 02:25:00	ES	Futures	2195.88	2195.88	2195.35	2195.88	673.0
2015-06-09 02:30:00	ES	Futures	2195.88	2196.14	2195.35	2195.35	396.0
2015-06-09 02:35:00	ES	Futures	2195.61	2196.4	2195.61	2196.14	424.0
2015-06-09 02:40:00	ES	Futures	2196.4	2197.46	2196.4	2197.2	880.0
2015-06-09 02:45:00	ES	Futures	2197.2	2197.99	2196.93	2197.46	949.0
2015-06-09 02:50:00	ES	Futures	2197.46	2197.46	2197.2	2197.46	735.0
2015-06-09 02:55:00	ES	Futures	2197.46	2197.72	2196.93	2197.46	1189.0
2015-06-09 03:00:00	ES	Futures	2197.46	2197.99	2196.4	2197.2	2034.0
2015-06-09 03:05:00	ES	Futures	2196.93	2197.2	2195.08	2196.14	1907.0
2015-06-09 03:10:00	ES	Futures	2195.88	2197.2	2195.88	2196.4	1837.0
2015-06-09 03:15:00	ES	Futures	2196.4	2199.04	2196.4	2198.52	4052.0
2015-06-09 03:20:00	ES	Futures	2198.25	2199.04	2197.99	2197.99	2405.0
2015-06-09 03:25:00	ES	Futures	2197.99	2198.25	2197.2	2197.72	1138.0
2015-06-09 03:30:00	ES	Futures	2197.72	2199.04	2197.46	2198.78	1707.0
2015-06-09 03:35:00	ES	Futures	2199.04	2199.57	2197.99	2198.25	1792.0
2015-06-09 03:40:00	ES	Futures	2198.25	2198.25	2197.72	2197.72	1179.0
2015-06-09 03:45:00	ES	Futures	2197.72	2197.99	2196.93	2197.46	1985.0
2015-06-09 03:50:00	ES	Futures	2197.72	2197.72	2196.4	2196.4	2142.0
2015-06-09 03:55:00	ES	Futures	2196.4	2197.99	2196.14	2197.72	1273.0
2015-06-09 04:00:00	ES	Futures	2197.46	2198.78	2196.93	2197.72	1358.0
2015-06-09 04:05:00	ES	Futures	2197.46	2198.52	2197.46	2198.25	1121.0

> showing 50 of 14,243 rows — these rows as CSV

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