PREVIEW / futures_5min / 2015-06-16

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-16.parquet
  size:    225 KB
  rows:    14,012

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
2015-06-16 00:00:00	ES	Futures	2207.46	2207.46	2206.93	2207.46	97.0
2015-06-16 00:05:00	ES	Futures	2207.46	2207.73	2207.2	2207.46	141.0
2015-06-16 00:10:00	ES	Futures	2207.46	2207.73	2207.2	2207.46	21.0
2015-06-16 00:15:00	ES	Futures	2207.46	2207.46	2207.2	2207.2	320.0
2015-06-16 00:20:00	ES	Futures	2206.93	2207.46	2206.93	2207.2	57.0
2015-06-16 00:25:00	ES	Futures	2207.46	2207.46	2206.93	2207.2	99.0
2015-06-16 00:30:00	ES	Futures	2207.46	2207.46	2207.2	2207.46	16.0
2015-06-16 00:35:00	ES	Futures	2207.46	2207.46	2207.2	2207.2	69.0
2015-06-16 00:40:00	ES	Futures	2207.46	2207.46	2206.93	2206.93	168.0
2015-06-16 00:45:00	ES	Futures	2206.93	2207.2	2206.93	2206.93	121.0
2015-06-16 00:50:00	ES	Futures	2207.2	2207.2	2206.93	2206.93	40.0
2015-06-16 00:55:00	ES	Futures	2206.93	2207.2	2206.93	2206.93	35.0
2015-06-16 01:00:00	ES	Futures	2206.93	2207.2	2206.93	2206.93	60.0
2015-06-16 01:05:00	ES	Futures	2207.2	2207.2	2206.67	2206.67	114.0
2015-06-16 01:10:00	ES	Futures	2206.67	2206.93	2206.67	2206.93	210.0
2015-06-16 01:15:00	ES	Futures	2206.93	2206.93	2206.67	2206.67	101.0
2015-06-16 01:20:00	ES	Futures	2206.93	2207.2	2206.67	2207.2	101.0
2015-06-16 01:25:00	ES	Futures	2206.93	2207.46	2206.93	2207.2	97.0
2015-06-16 01:30:00	ES	Futures	2207.46	2207.46	2206.67	2206.93	291.0
2015-06-16 01:35:00	ES	Futures	2207.2	2207.46	2206.93	2207.2	148.0
2015-06-16 01:40:00	ES	Futures	2207.46	2207.46	2207.2	2207.46	14.0
2015-06-16 01:45:00	ES	Futures	2207.46	2207.46	2207.2	2207.46	233.0
2015-06-16 01:50:00	ES	Futures	2207.2	2207.46	2207.2	2207.46	125.0
2015-06-16 01:55:00	ES	Futures	2207.2	2207.46	2206.93	2206.93	174.0
2015-06-16 02:00:00	ES	Futures	2207.2	2207.46	2206.13	2207.2	1561.0
2015-06-16 02:05:00	ES	Futures	2206.93	2207.2	2205.87	2206.13	807.0
2015-06-16 02:10:00	ES	Futures	2206.13	2206.4	2205.07	2205.33	1374.0
2015-06-16 02:15:00	ES	Futures	2205.33	2205.6	2203.47	2203.47	3282.0
2015-06-16 02:20:00	ES	Futures	2203.74	2204.54	2203.47	2203.74	1601.0
2015-06-16 02:25:00	ES	Futures	2203.74	2204.0	2202.41	2202.67	1223.0
2015-06-16 02:30:00	ES	Futures	2202.67	2203.47	2202.41	2203.2	1435.0
2015-06-16 02:35:00	ES	Futures	2203.2	2203.47	2202.67	2202.94	551.0
2015-06-16 02:40:00	ES	Futures	2202.94	2203.2	2202.14	2202.94	1695.0
2015-06-16 02:45:00	ES	Futures	2202.94	2204.0	2202.94	2203.74	1310.0
2015-06-16 02:50:00	ES	Futures	2203.47	2203.47	2201.87	2202.14	1628.0
2015-06-16 02:55:00	ES	Futures	2201.87	2202.94	2201.61	2201.61	971.0
2015-06-16 03:00:00	ES	Futures	2201.61	2202.94	2201.34	2202.41	2254.0
2015-06-16 03:05:00	ES	Futures	2202.41	2204.0	2201.87	2203.47	1853.0
2015-06-16 03:10:00	ES	Futures	2203.47	2203.47	2200.81	2201.07	2237.0
2015-06-16 03:15:00	ES	Futures	2201.07	2202.14	2200.81	2201.87	2816.0
2015-06-16 03:20:00	ES	Futures	2201.87	2202.41	2200.54	2200.81	1325.0
2015-06-16 03:25:00	ES	Futures	2200.81	2201.61	2200.81	2201.34	1570.0
2015-06-16 03:30:00	ES	Futures	2201.61	2201.61	2198.68	2198.94	5623.0
2015-06-16 03:35:00	ES	Futures	2198.94	2200.28	2198.68	2200.01	1963.0
2015-06-16 03:40:00	ES	Futures	2199.74	2200.28	2197.35	2197.61	3951.0
2015-06-16 03:45:00	ES	Futures	2197.35	2198.41	2197.08	2198.15	2605.0
2015-06-16 03:50:00	ES	Futures	2198.41	2198.41	2197.61	2197.61	1792.0
2015-06-16 03:55:00	ES	Futures	2197.61	2197.88	2196.02	2197.08	3616.0
2015-06-16 04:00:00	ES	Futures	2197.08	2199.21	2196.81	2198.94	3147.0
2015-06-16 04:05:00	ES	Futures	2198.94	2200.01	2197.88	2198.15	2051.0

> showing 50 of 14,012 rows — these rows as CSV

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