PREVIEW / futures_5min / 2015-06-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-22.parquet
  size:    243 KB
  rows:    14,385

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
2015-06-22 00:00:00	ES	Futures	2243.67	2244.21	2243.67	2243.67	197.0
2015-06-22 00:05:00	ES	Futures	2243.67	2243.94	2243.67	2243.67	108.0
2015-06-22 00:10:00	ES	Futures	2243.94	2243.94	2243.67	2243.67	72.0
2015-06-22 00:15:00	ES	Futures	2243.94	2243.94	2243.67	2243.67	118.0
2015-06-22 00:20:00	ES	Futures	2243.41	2243.94	2243.41	2243.94	26.0
2015-06-22 00:25:00	ES	Futures	2243.67	2243.67	2243.67	2243.67	116.0
2015-06-22 00:30:00	ES	Futures	2243.94	2243.94	2243.67	2243.67	70.0
2015-06-22 00:35:00	ES	Futures	2243.67	2243.67	2243.41	2243.41	18.0
2015-06-22 00:40:00	ES	Futures	2243.41	2243.67	2243.41	2243.41	26.0
2015-06-22 00:45:00	ES	Futures	2243.67	2243.94	2243.41	2243.67	183.0
2015-06-22 00:50:00	ES	Futures	2243.67	2243.94	2243.67	2243.94	140.0
2015-06-22 00:55:00	ES	Futures	2243.94	2243.94	2243.67	2243.67	52.0
2015-06-22 01:00:00	ES	Futures	2243.94	2243.94	2243.67	2243.94	51.0
2015-06-22 01:05:00	ES	Futures	2243.94	2244.21	2243.67	2243.94	122.0
2015-06-22 01:10:00	ES	Futures	2243.94	2243.94	2243.67	2243.94	42.0
2015-06-22 01:15:00	ES	Futures	2243.94	2243.94	2243.41	2243.67	211.0
2015-06-22 01:20:00	ES	Futures	2243.94	2243.94	2243.41	2243.41	466.0
2015-06-22 01:25:00	ES	Futures	2243.14	2243.67	2242.88	2243.41	402.0
2015-06-22 01:30:00	ES	Futures	2243.41	2244.21	2243.41	2243.94	447.0
2015-06-22 01:35:00	ES	Futures	2244.21	2244.21	2243.94	2243.94	27.0
2015-06-22 01:40:00	ES	Futures	2244.21	2244.21	2243.67	2244.21	262.0
2015-06-22 01:45:00	ES	Futures	2243.94	2244.47	2243.94	2244.21	363.0
2015-06-22 01:50:00	ES	Futures	2244.21	2245.01	2244.21	2245.01	1094.0
2015-06-22 01:55:00	ES	Futures	2245.01	2245.27	2244.74	2245.01	772.0
2015-06-22 02:00:00	ES	Futures	2245.01	2246.87	2244.47	2246.6	4808.0
2015-06-22 02:05:00	ES	Futures	2246.6	2246.87	2246.07	2246.34	1688.0
2015-06-22 02:10:00	ES	Futures	2246.34	2246.87	2246.07	2246.34	689.0
2015-06-22 02:15:00	ES	Futures	2246.6	2246.87	2246.07	2246.34	1307.0
2015-06-22 02:20:00	ES	Futures	2246.34	2247.4	2246.07	2247.14	1971.0
2015-06-22 02:25:00	ES	Futures	2247.14	2247.93	2247.14	2247.93	1706.0
2015-06-22 02:30:00	ES	Futures	2247.67	2247.93	2247.4	2247.67	1239.0
2015-06-22 02:35:00	ES	Futures	2247.67	2249.53	2247.4	2249.27	2743.0
2015-06-22 02:40:00	ES	Futures	2249.0	2249.8	2248.47	2248.73	2322.0
2015-06-22 02:45:00	ES	Futures	2249.0	2249.8	2248.73	2249.27	859.0
2015-06-22 02:50:00	ES	Futures	2249.53	2249.53	2249.0	2249.27	614.0
2015-06-22 02:55:00	ES	Futures	2249.53	2250.6	2249.27	2250.06	1543.0
2015-06-22 03:00:00	ES	Futures	2250.06	2250.33	2249.0	2249.53	3229.0
2015-06-22 03:05:00	ES	Futures	2249.53	2250.6	2249.27	2250.6	3605.0
2015-06-22 03:10:00	ES	Futures	2250.33	2251.13	2250.06	2250.33	2709.0
2015-06-22 03:15:00	ES	Futures	2250.33	2251.93	2250.33	2251.4	2698.0
2015-06-22 03:20:00	ES	Futures	2251.4	2251.66	2250.6	2250.86	2167.0
2015-06-22 03:25:00	ES	Futures	2250.86	2251.66	2250.33	2251.4	881.0
2015-06-22 03:30:00	ES	Futures	2251.66	2252.19	2250.6	2251.13	3082.0
2015-06-22 03:35:00	ES	Futures	2250.86	2252.19	2250.86	2250.86	1763.0
2015-06-22 03:40:00	ES	Futures	2250.86	2251.66	2250.86	2251.4	1273.0
2015-06-22 03:45:00	ES	Futures	2251.66	2251.66	2250.86	2250.86	530.0
2015-06-22 03:50:00	ES	Futures	2251.13	2251.93	2250.86	2251.13	1346.0
2015-06-22 03:55:00	ES	Futures	2251.13	2252.46	2251.13	2251.93	2285.0
2015-06-22 04:00:00	ES	Futures	2252.19	2252.46	2251.4	2251.93	1953.0
2015-06-22 04:05:00	ES	Futures	2251.66	2252.46	2251.66	2252.19	1614.0

> showing 50 of 14,385 rows — these rows as CSV

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