PREVIEW / futures_5min / 2015-06-17

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-17.parquet
  size:    244 KB
  rows:    14,536

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
2015-06-17 00:00:00	ES	Futures	2225.04	2225.3	2225.04	2225.3	21.0
2015-06-17 00:05:00	ES	Futures	2225.04	2225.3	2225.04	2225.04	93.0
2015-06-17 00:10:00	ES	Futures	2225.04	2225.3	2225.04	2225.04	16.0
2015-06-17 00:15:00	ES	Futures	2225.04	2225.3	2225.04	2225.04	14.0
2015-06-17 00:20:00	ES	Futures	2225.3	2225.57	2225.3	2225.57	66.0
2015-06-17 00:25:00	ES	Futures	2225.3	2225.57	2225.3	2225.57	141.0
2015-06-17 00:30:00	ES	Futures	2225.57	2225.57	2225.04	2225.3	249.0
2015-06-17 00:35:00	ES	Futures	2225.57	2225.84	2225.3	2225.84	35.0
2015-06-17 00:40:00	ES	Futures	2225.84	2225.84	2225.3	2225.57	146.0
2015-06-17 00:45:00	ES	Futures	2225.57	2225.57	2225.04	2225.3	120.0
2015-06-17 00:50:00	ES	Futures	2225.3	2225.57	2225.3	2225.57	10.0
2015-06-17 00:55:00	ES	Futures	2225.3	2225.57	2225.3	2225.3	14.0
2015-06-17 01:00:00	ES	Futures	2225.57	2225.57	2225.3	2225.57	22.0
2015-06-17 01:05:00	ES	Futures	2225.57	2226.1	2225.57	2225.84	338.0
2015-06-17 01:10:00	ES	Futures	2225.57	2226.63	2225.3	2226.37	645.0
2015-06-17 01:15:00	ES	Futures	2226.37	2228.76	2226.37	2227.97	2249.0
2015-06-17 01:20:00	ES	Futures	2227.97	2227.97	2227.43	2227.7	290.0
2015-06-17 01:25:00	ES	Futures	2227.7	2227.97	2227.43	2227.97	437.0
2015-06-17 01:30:00	ES	Futures	2227.97	2227.97	2227.43	2227.43	222.0
2015-06-17 01:35:00	ES	Futures	2227.43	2227.43	2227.17	2227.43	291.0
2015-06-17 01:40:00	ES	Futures	2227.17	2227.43	2227.17	2227.17	132.0
2015-06-17 01:45:00	ES	Futures	2227.17	2227.43	2227.17	2227.17	64.0
2015-06-17 01:50:00	ES	Futures	2227.17	2227.17	2226.63	2226.9	551.0
2015-06-17 01:55:00	ES	Futures	2226.9	2226.9	2226.63	2226.9	97.0
2015-06-17 02:00:00	ES	Futures	2227.17	2228.23	2226.63	2228.23	1155.0
2015-06-17 02:05:00	ES	Futures	2228.23	2229.56	2228.23	2229.3	2280.0
2015-06-17 02:10:00	ES	Futures	2229.3	2229.3	2228.76	2228.76	567.0
2015-06-17 02:15:00	ES	Futures	2229.03	2229.3	2228.76	2228.76	476.0
2015-06-17 02:20:00	ES	Futures	2228.76	2229.3	2228.5	2228.76	443.0
2015-06-17 02:25:00	ES	Futures	2229.03	2229.03	2228.76	2229.03	216.0
2015-06-17 02:30:00	ES	Futures	2228.76	2229.3	2228.5	2228.76	586.0
2015-06-17 02:35:00	ES	Futures	2228.5	2229.03	2228.23	2228.76	1208.0
2015-06-17 02:40:00	ES	Futures	2229.03	2229.03	2227.97	2227.97	441.0
2015-06-17 02:45:00	ES	Futures	2228.23	2229.03	2227.97	2228.76	675.0
2015-06-17 02:50:00	ES	Futures	2228.76	2228.76	2228.23	2228.5	851.0
2015-06-17 02:55:00	ES	Futures	2228.5	2228.76	2228.23	2228.76	367.0
2015-06-17 03:00:00	ES	Futures	2228.5	2228.76	2226.9	2227.97	2670.0
2015-06-17 03:05:00	ES	Futures	2227.97	2230.1	2227.7	2229.83	1757.0
2015-06-17 03:10:00	ES	Futures	2230.1	2231.43	2229.83	2230.63	4051.0
2015-06-17 03:15:00	ES	Futures	2230.36	2230.63	2228.23	2229.3	1858.0
2015-06-17 03:20:00	ES	Futures	2229.3	2230.63	2228.76	2230.63	1436.0
2015-06-17 03:25:00	ES	Futures	2230.63	2230.63	2229.03	2229.03	1892.0
2015-06-17 03:30:00	ES	Futures	2229.03	2229.83	2227.7	2229.3	3695.0
2015-06-17 03:35:00	ES	Futures	2229.3	2230.1	2229.03	2230.1	1093.0
2015-06-17 03:40:00	ES	Futures	2230.1	2231.69	2229.83	2231.43	3640.0
2015-06-17 03:45:00	ES	Futures	2231.43	2231.43	2230.1	2230.1	2071.0
2015-06-17 03:50:00	ES	Futures	2230.1	2230.1	2228.76	2229.03	1951.0
2015-06-17 03:55:00	ES	Futures	2228.76	2229.56	2227.7	2229.56	2390.0
2015-06-17 04:00:00	ES	Futures	2229.56	2230.1	2228.76	2229.83	1238.0
2015-06-17 04:05:00	ES	Futures	2229.83	2230.1	2228.76	2229.56	1112.0

> showing 50 of 14,536 rows — these rows as CSV

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