PREVIEW / futures_5min / 2015-06-14

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-14.parquet
  size:    45 KB
  rows:    2,420

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
2015-06-14 18:00:00	ES	Futures	2211.46	2213.32	2209.59	2211.72	7377.0
2015-06-14 18:05:00	ES	Futures	2211.72	2212.26	2211.46	2211.99	656.0
2015-06-14 18:10:00	ES	Futures	2212.26	2212.26	2211.72	2211.72	577.0
2015-06-14 18:15:00	ES	Futures	2211.99	2211.99	2210.39	2210.66	812.0
2015-06-14 18:20:00	ES	Futures	2210.66	2211.46	2208.8	2209.33	884.0
2015-06-14 18:25:00	ES	Futures	2209.33	2209.59	2207.73	2208.53	1337.0
2015-06-14 18:30:00	ES	Futures	2208.8	2209.33	2206.67	2208.8	907.0
2015-06-14 18:35:00	ES	Futures	2208.53	2209.33	2208.26	2209.06	500.0
2015-06-14 18:40:00	ES	Futures	2209.33	2209.59	2208.53	2209.33	1002.0
2015-06-14 18:45:00	ES	Futures	2209.33	2209.86	2209.06	2209.59	156.0
2015-06-14 18:50:00	ES	Futures	2209.59	2210.93	2209.59	2210.93	567.0
2015-06-14 18:55:00	ES	Futures	2210.93	2211.46	2210.66	2210.93	494.0
2015-06-14 19:00:00	ES	Futures	2210.93	2211.46	2210.39	2210.93	446.0
2015-06-14 19:05:00	ES	Futures	2211.19	2211.46	2210.93	2211.19	291.0
2015-06-14 19:10:00	ES	Futures	2211.19	2211.72	2211.19	2211.72	281.0
2015-06-14 19:15:00	ES	Futures	2211.72	2211.72	2210.93	2211.19	263.0
2015-06-14 19:20:00	ES	Futures	2211.19	2211.46	2210.66	2211.19	199.0
2015-06-14 19:25:00	ES	Futures	2211.19	2211.46	2210.39	2210.66	470.0
2015-06-14 19:30:00	ES	Futures	2210.39	2210.66	2210.13	2210.66	105.0
2015-06-14 19:35:00	ES	Futures	2210.93	2211.19	2209.86	2210.13	544.0
2015-06-14 19:40:00	ES	Futures	2210.13	2210.39	2209.86	2210.13	128.0
2015-06-14 19:45:00	ES	Futures	2210.13	2210.93	2210.13	2210.93	159.0
2015-06-14 19:50:00	ES	Futures	2210.93	2211.46	2210.93	2211.46	176.0
2015-06-14 19:55:00	ES	Futures	2211.72	2212.26	2211.72	2211.72	387.0
2015-06-14 20:00:00	ES	Futures	2211.99	2212.26	2211.19	2211.46	425.0
2015-06-14 20:05:00	ES	Futures	2211.46	2211.46	2210.66	2210.66	570.0
2015-06-14 20:10:00	ES	Futures	2210.66	2210.93	2210.13	2210.93	405.0
2015-06-14 20:15:00	ES	Futures	2210.93	2211.99	2210.66	2211.72	455.0
2015-06-14 20:20:00	ES	Futures	2211.99	2212.26	2211.72	2212.26	364.0
2015-06-14 20:25:00	ES	Futures	2212.26	2213.59	2211.99	2212.26	1334.0
2015-06-14 20:30:00	ES	Futures	2212.52	2213.59	2212.52	2213.06	535.0
2015-06-14 20:35:00	ES	Futures	2213.06	2213.06	2212.52	2212.79	621.0
2015-06-14 20:40:00	ES	Futures	2212.79	2213.06	2212.52	2212.52	244.0
2015-06-14 20:45:00	ES	Futures	2212.52	2213.32	2212.52	2213.06	237.0
2015-06-14 20:50:00	ES	Futures	2213.06	2213.85	2212.79	2213.85	397.0
2015-06-14 20:55:00	ES	Futures	2213.59	2214.39	2213.32	2213.32	607.0
2015-06-14 21:00:00	ES	Futures	2213.06	2213.85	2212.79	2213.59	350.0
2015-06-14 21:05:00	ES	Futures	2213.59	2213.85	2213.32	2213.32	124.0
2015-06-14 21:10:00	ES	Futures	2213.59	2213.59	2212.79	2213.32	187.0
2015-06-14 21:15:00	ES	Futures	2213.32	2213.32	2212.52	2213.06	237.0
2015-06-14 21:20:00	ES	Futures	2213.06	2213.32	2213.06	2213.32	106.0
2015-06-14 21:25:00	ES	Futures	2213.59	2213.59	2213.06	2213.59	103.0
2015-06-14 21:30:00	ES	Futures	2213.59	2213.59	2212.79	2212.79	225.0
2015-06-14 21:35:00	ES	Futures	2212.79	2212.79	2211.72	2211.99	750.0
2015-06-14 21:40:00	ES	Futures	2212.26	2212.79	2212.26	2212.79	161.0
2015-06-14 21:45:00	ES	Futures	2212.79	2212.79	2211.99	2211.99	152.0
2015-06-14 21:50:00	ES	Futures	2211.99	2212.26	2211.99	2212.26	69.0
2015-06-14 21:55:00	ES	Futures	2211.99	2212.52	2211.99	2212.52	142.0
2015-06-14 22:00:00	ES	Futures	2212.26	2212.52	2211.72	2211.99	168.0
2015-06-14 22:05:00	ES	Futures	2212.26	2212.26	2211.72	2212.26	248.0

> showing 50 of 2,420 rows — these rows as CSV

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