PREVIEW / futures_5min / 2015-06-26

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-26.parquet
  size:    198 KB
  rows:    11,866

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
2015-06-26 00:00:00	ES	Futures	2229.03	2229.3	2229.03	2229.3	132.0
2015-06-26 00:05:00	ES	Futures	2229.56	2229.83	2229.3	2229.83	167.0
2015-06-26 00:10:00	ES	Futures	2229.83	2229.83	2229.56	2229.83	79.0
2015-06-26 00:15:00	ES	Futures	2229.83	2230.1	2229.56	2229.83	266.0
2015-06-26 00:20:00	ES	Futures	2229.56	2230.1	2229.56	2230.1	227.0
2015-06-26 00:25:00	ES	Futures	2230.1	2230.1	2229.56	2229.83	88.0
2015-06-26 00:30:00	ES	Futures	2229.83	2230.1	2229.83	2230.1	38.0
2015-06-26 00:35:00	ES	Futures	2230.1	2230.1	2229.83	2229.83	72.0
2015-06-26 00:40:00	ES	Futures	2229.83	2229.83	2229.56	2229.83	26.0
2015-06-26 00:45:00	ES	Futures	2229.83	2229.83	2229.3	2229.3	92.0
2015-06-26 00:50:00	ES	Futures	2229.56	2229.83	2229.3	2229.56	98.0
2015-06-26 00:55:00	ES	Futures	2229.83	2230.1	2229.56	2229.83	44.0
2015-06-26 01:00:00	ES	Futures	2230.1	2230.1	2229.03	2229.3	238.0
2015-06-26 01:05:00	ES	Futures	2229.56	2229.56	2229.03	2229.56	145.0
2015-06-26 01:10:00	ES	Futures	2229.56	2229.56	2229.03	2229.03	75.0
2015-06-26 01:15:00	ES	Futures	2229.3	2230.1	2229.03	2230.1	357.0
2015-06-26 01:20:00	ES	Futures	2229.83	2230.1	2229.56	2229.56	132.0
2015-06-26 01:25:00	ES	Futures	2229.83	2229.83	2229.3	2229.56	185.0
2015-06-26 01:30:00	ES	Futures	2229.56	2229.83	2229.3	2229.83	46.0
2015-06-26 01:35:00	ES	Futures	2229.83	2229.83	2229.3	2229.56	187.0
2015-06-26 01:40:00	ES	Futures	2229.3	2229.83	2229.3	2229.56	203.0
2015-06-26 01:45:00	ES	Futures	2229.03	2229.56	2227.97	2228.5	711.0
2015-06-26 01:50:00	ES	Futures	2228.76	2229.3	2227.7	2229.3	606.0
2015-06-26 01:55:00	ES	Futures	2229.3	2229.56	2229.03	2229.3	249.0
2015-06-26 02:00:00	ES	Futures	2229.3	2229.56	2227.7	2229.03	1955.0
2015-06-26 02:05:00	ES	Futures	2229.3	2229.56	2228.76	2229.3	1067.0
2015-06-26 02:10:00	ES	Futures	2229.3	2230.1	2229.03	2230.1	675.0
2015-06-26 02:15:00	ES	Futures	2229.83	2231.16	2229.83	2230.63	1820.0
2015-06-26 02:20:00	ES	Futures	2230.63	2230.89	2229.56	2229.83	596.0
2015-06-26 02:25:00	ES	Futures	2229.83	2230.36	2229.83	2229.83	688.0
2015-06-26 02:30:00	ES	Futures	2230.1	2230.63	2229.56	2230.36	816.0
2015-06-26 02:35:00	ES	Futures	2230.63	2231.43	2230.36	2230.89	755.0
2015-06-26 02:40:00	ES	Futures	2230.89	2230.89	2230.36	2230.63	362.0
2015-06-26 02:45:00	ES	Futures	2230.36	2230.63	2228.76	2229.03	1876.0
2015-06-26 02:50:00	ES	Futures	2229.03	2229.83	2228.76	2229.83	476.0
2015-06-26 02:55:00	ES	Futures	2229.83	2230.1	2229.03	2229.3	649.0
2015-06-26 03:00:00	ES	Futures	2229.3	2229.56	2228.5	2228.76	2047.0
2015-06-26 03:05:00	ES	Futures	2229.03	2229.03	2226.37	2226.9	3646.0
2015-06-26 03:10:00	ES	Futures	2227.17	2228.76	2226.9	2228.23	2438.0
2015-06-26 03:15:00	ES	Futures	2228.23	2229.03	2227.97	2229.03	1328.0
2015-06-26 03:20:00	ES	Futures	2229.03	2230.36	2228.5	2228.5	1921.0
2015-06-26 03:25:00	ES	Futures	2228.5	2228.76	2227.97	2228.23	1516.0
2015-06-26 03:30:00	ES	Futures	2227.97	2229.83	2227.43	2229.3	1726.0
2015-06-26 03:35:00	ES	Futures	2229.03	2230.1	2229.03	2229.83	1116.0
2015-06-26 03:40:00	ES	Futures	2229.83	2229.83	2228.5	2229.56	1087.0
2015-06-26 03:45:00	ES	Futures	2229.56	2230.1	2228.76	2228.76	1319.0
2015-06-26 03:50:00	ES	Futures	2228.76	2230.36	2228.76	2229.56	2058.0
2015-06-26 03:55:00	ES	Futures	2229.56	2230.1	2229.03	2229.03	854.0
2015-06-26 04:00:00	ES	Futures	2228.76	2229.56	2228.76	2229.3	1085.0
2015-06-26 04:05:00	ES	Futures	2229.3	2229.56	2228.5	2229.3	856.0

> showing 50 of 11,866 rows — these rows as CSV

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