PREVIEW / futures_5min / 2015-06-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-23.parquet
  size:    220 KB
  rows:    14,290

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
2015-06-23 00:00:00	ES	Futures	2254.86	2255.12	2254.59	2254.86	146.0
2015-06-23 00:05:00	ES	Futures	2254.59	2254.86	2254.59	2254.86	269.0
2015-06-23 00:10:00	ES	Futures	2254.86	2256.45	2254.86	2255.92	1323.0
2015-06-23 00:15:00	ES	Futures	2255.92	2256.19	2255.92	2256.19	185.0
2015-06-23 00:20:00	ES	Futures	2255.92	2256.19	2255.66	2255.66	124.0
2015-06-23 00:25:00	ES	Futures	2255.66	2256.19	2255.66	2255.66	145.0
2015-06-23 00:30:00	ES	Futures	2255.66	2256.19	2255.66	2255.92	92.0
2015-06-23 00:35:00	ES	Futures	2255.92	2256.19	2255.92	2255.92	67.0
2015-06-23 00:40:00	ES	Futures	2255.92	2256.19	2255.66	2255.66	187.0
2015-06-23 00:45:00	ES	Futures	2255.66	2256.45	2255.66	2256.19	391.0
2015-06-23 00:50:00	ES	Futures	2256.45	2256.45	2255.66	2256.19	601.0
2015-06-23 00:55:00	ES	Futures	2255.92	2256.45	2255.92	2256.45	332.0
2015-06-23 01:00:00	ES	Futures	2256.19	2256.19	2255.92	2255.92	76.0
2015-06-23 01:05:00	ES	Futures	2255.92	2256.45	2255.66	2256.45	451.0
2015-06-23 01:10:00	ES	Futures	2256.19	2256.99	2256.19	2256.99	354.0
2015-06-23 01:15:00	ES	Futures	2256.72	2256.72	2256.45	2256.72	468.0
2015-06-23 01:20:00	ES	Futures	2256.72	2256.72	2256.45	2256.72	98.0
2015-06-23 01:25:00	ES	Futures	2256.72	2256.99	2256.45	2256.72	323.0
2015-06-23 01:30:00	ES	Futures	2256.72	2256.99	2256.45	2256.72	135.0
2015-06-23 01:35:00	ES	Futures	2256.45	2256.45	2256.19	2256.45	252.0
2015-06-23 01:40:00	ES	Futures	2256.19	2256.72	2256.19	2256.45	101.0
2015-06-23 01:45:00	ES	Futures	2256.45	2256.72	2256.45	2256.72	93.0
2015-06-23 01:50:00	ES	Futures	2256.72	2256.72	2255.92	2256.19	665.0
2015-06-23 01:55:00	ES	Futures	2256.19	2257.52	2255.92	2257.25	1455.0
2015-06-23 02:00:00	ES	Futures	2257.25	2257.79	2256.99	2257.52	2086.0
2015-06-23 02:05:00	ES	Futures	2257.52	2258.32	2257.25	2257.52	2148.0
2015-06-23 02:10:00	ES	Futures	2257.52	2257.79	2256.72	2257.25	1178.0
2015-06-23 02:15:00	ES	Futures	2257.25	2257.79	2256.99	2257.52	904.0
2015-06-23 02:20:00	ES	Futures	2257.52	2257.52	2256.99	2257.52	887.0
2015-06-23 02:25:00	ES	Futures	2257.25	2257.52	2256.72	2256.72	973.0
2015-06-23 02:30:00	ES	Futures	2256.72	2256.99	2256.19	2256.45	1025.0
2015-06-23 02:35:00	ES	Futures	2256.45	2257.25	2256.19	2256.19	968.0
2015-06-23 02:40:00	ES	Futures	2256.45	2256.72	2256.19	2256.45	175.0
2015-06-23 02:45:00	ES	Futures	2256.45	2257.25	2256.45	2256.99	630.0
2015-06-23 02:50:00	ES	Futures	2256.99	2256.99	2256.45	2256.72	521.0
2015-06-23 02:55:00	ES	Futures	2256.72	2256.72	2256.45	2256.45	266.0
2015-06-23 03:00:00	ES	Futures	2256.72	2256.99	2255.12	2255.39	3059.0
2015-06-23 03:05:00	ES	Futures	2255.12	2256.45	2255.12	2256.19	1784.0
2015-06-23 03:10:00	ES	Futures	2256.19	2256.45	2255.66	2255.92	872.0
2015-06-23 03:15:00	ES	Futures	2256.19	2256.45	2255.12	2255.39	1299.0
2015-06-23 03:20:00	ES	Futures	2255.39	2255.39	2253.53	2254.32	2643.0
2015-06-23 03:25:00	ES	Futures	2254.32	2255.39	2254.32	2254.86	631.0
2015-06-23 03:30:00	ES	Futures	2254.86	2256.19	2254.86	2255.92	1545.0
2015-06-23 03:35:00	ES	Futures	2255.92	2256.99	2255.92	2256.72	1763.0
2015-06-23 03:40:00	ES	Futures	2256.72	2256.99	2255.92	2256.19	1272.0
2015-06-23 03:45:00	ES	Futures	2255.92	2256.45	2255.12	2255.39	1270.0
2015-06-23 03:50:00	ES	Futures	2255.39	2255.66	2254.59	2255.12	918.0
2015-06-23 03:55:00	ES	Futures	2254.86	2255.66	2254.32	2255.39	1066.0
2015-06-23 04:00:00	ES	Futures	2255.39	2255.92	2254.86	2255.39	1778.0
2015-06-23 04:05:00	ES	Futures	2255.39	2255.39	2254.06	2254.32	1185.0

> showing 50 of 14,290 rows — these rows as CSV

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