PREVIEW / futures_5min / 2015-06-18

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-18.parquet
  size:    245 KB
  rows:    14,454

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
2015-06-18 00:00:00	ES	Futures	2220.24	2220.51	2219.98	2220.51	215.0
2015-06-18 00:05:00	ES	Futures	2220.24	2220.51	2220.24	2220.24	135.0
2015-06-18 00:10:00	ES	Futures	2220.24	2220.51	2219.98	2219.98	131.0
2015-06-18 00:15:00	ES	Futures	2220.24	2220.78	2219.98	2220.24	284.0
2015-06-18 00:20:00	ES	Futures	2220.24	2220.51	2220.24	2220.24	76.0
2015-06-18 00:25:00	ES	Futures	2220.24	2220.51	2219.98	2220.24	318.0
2015-06-18 00:30:00	ES	Futures	2220.24	2220.51	2219.98	2219.98	107.0
2015-06-18 00:35:00	ES	Futures	2220.24	2220.24	2219.98	2219.98	52.0
2015-06-18 00:40:00	ES	Futures	2219.98	2220.51	2219.71	2220.51	390.0
2015-06-18 00:45:00	ES	Futures	2220.78	2220.78	2219.45	2219.98	624.0
2015-06-18 00:50:00	ES	Futures	2219.98	2219.98	2218.91	2219.71	507.0
2015-06-18 00:55:00	ES	Futures	2219.71	2219.98	2219.18	2219.98	215.0
2015-06-18 01:00:00	ES	Futures	2219.98	2219.98	2219.71	2219.71	328.0
2015-06-18 01:05:00	ES	Futures	2219.98	2219.98	2219.45	2219.71	161.0
2015-06-18 01:10:00	ES	Futures	2219.71	2219.98	2219.45	2219.71	155.0
2015-06-18 01:15:00	ES	Futures	2219.98	2219.98	2219.18	2219.18	120.0
2015-06-18 01:20:00	ES	Futures	2219.18	2219.71	2219.18	2219.18	179.0
2015-06-18 01:25:00	ES	Futures	2219.18	2219.71	2219.18	2219.18	130.0
2015-06-18 01:30:00	ES	Futures	2219.18	2219.71	2219.18	2219.45	322.0
2015-06-18 01:35:00	ES	Futures	2219.71	2219.71	2218.91	2218.91	109.0
2015-06-18 01:40:00	ES	Futures	2219.18	2219.18	2218.91	2218.91	112.0
2015-06-18 01:45:00	ES	Futures	2218.91	2219.18	2218.65	2218.91	374.0
2015-06-18 01:50:00	ES	Futures	2218.65	2218.91	2218.65	2218.65	264.0
2015-06-18 01:55:00	ES	Futures	2218.91	2218.91	2217.32	2217.85	1313.0
2015-06-18 02:00:00	ES	Futures	2218.11	2220.24	2218.11	2219.71	1831.0
2015-06-18 02:05:00	ES	Futures	2220.24	2220.78	2219.98	2220.51	1940.0
2015-06-18 02:10:00	ES	Futures	2220.51	2220.78	2219.45	2220.78	1255.0
2015-06-18 02:15:00	ES	Futures	2220.78	2220.78	2219.71	2220.78	1976.0
2015-06-18 02:20:00	ES	Futures	2220.78	2221.84	2220.51	2221.84	1080.0
2015-06-18 02:25:00	ES	Futures	2221.84	2222.37	2221.58	2222.37	1160.0
2015-06-18 02:30:00	ES	Futures	2222.11	2222.64	2222.11	2222.64	510.0
2015-06-18 02:35:00	ES	Futures	2222.37	2222.64	2222.37	2222.64	692.0
2015-06-18 02:40:00	ES	Futures	2222.64	2223.71	2222.37	2223.71	1552.0
2015-06-18 02:45:00	ES	Futures	2223.71	2224.5	2222.91	2222.91	1434.0
2015-06-18 02:50:00	ES	Futures	2222.91	2224.5	2222.91	2224.24	1163.0
2015-06-18 02:55:00	ES	Futures	2224.24	2225.04	2224.24	2225.04	1130.0
2015-06-18 03:00:00	ES	Futures	2224.77	2226.1	2224.77	2224.77	3017.0
2015-06-18 03:05:00	ES	Futures	2224.77	2225.04	2223.44	2223.97	2554.0
2015-06-18 03:10:00	ES	Futures	2223.97	2225.3	2223.97	2224.24	2067.0
2015-06-18 03:15:00	ES	Futures	2224.5	2225.3	2224.24	2224.77	1521.0
2015-06-18 03:20:00	ES	Futures	2224.77	2224.77	2223.44	2223.71	1815.0
2015-06-18 03:25:00	ES	Futures	2223.71	2225.04	2223.17	2225.04	1496.0
2015-06-18 03:30:00	ES	Futures	2225.04	2227.17	2224.77	2226.9	2369.0
2015-06-18 03:35:00	ES	Futures	2226.9	2227.97	2226.1	2227.17	3549.0
2015-06-18 03:40:00	ES	Futures	2227.43	2228.76	2227.17	2228.23	3141.0
2015-06-18 03:45:00	ES	Futures	2228.5	2228.5	2227.17	2227.43	1436.0
2015-06-18 03:50:00	ES	Futures	2227.43	2228.76	2227.17	2228.23	1177.0
2015-06-18 03:55:00	ES	Futures	2228.23	2229.3	2227.97	2228.76	2495.0
2015-06-18 04:00:00	ES	Futures	2228.5	2228.76	2226.9	2227.17	1246.0
2015-06-18 04:05:00	ES	Futures	2227.17	2227.7	2226.37	2226.37	918.0

> showing 50 of 14,454 rows — these rows as CSV

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