PREVIEW / futures_5min / 2015-06-28

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-28.parquet
  size:    56 KB
  rows:    2,660

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
2015-06-28 18:00:00	ES	Futures	2198.15	2198.15	2189.09	2189.36	29964.0
2015-06-28 18:05:00	ES	Futures	2189.09	2193.35	2187.5	2190.69	7762.0
2015-06-28 18:10:00	ES	Futures	2190.42	2191.49	2188.83	2190.42	2836.0
2015-06-28 18:15:00	ES	Futures	2190.42	2195.48	2190.16	2193.09	6934.0
2015-06-28 18:20:00	ES	Futures	2192.82	2195.48	2191.76	2194.15	3870.0
2015-06-28 18:25:00	ES	Futures	2194.42	2196.02	2193.89	2194.95	3277.0
2015-06-28 18:30:00	ES	Futures	2194.95	2196.28	2193.35	2196.28	3149.0
2015-06-28 18:35:00	ES	Futures	2196.28	2196.55	2195.22	2196.28	2389.0
2015-06-28 18:40:00	ES	Futures	2196.28	2198.15	2195.75	2197.88	4065.0
2015-06-28 18:45:00	ES	Futures	2197.88	2198.15	2195.48	2196.55	3240.0
2015-06-28 18:50:00	ES	Futures	2196.55	2198.68	2196.28	2198.41	2104.0
2015-06-28 18:55:00	ES	Futures	2198.68	2198.68	2196.81	2198.15	1023.0
2015-06-28 19:00:00	ES	Futures	2198.15	2199.21	2197.61	2198.68	2158.0
2015-06-28 19:05:00	ES	Futures	2198.94	2200.54	2198.15	2200.01	2448.0
2015-06-28 19:10:00	ES	Futures	2199.74	2202.41	2199.48	2201.34	4734.0
2015-06-28 19:15:00	ES	Futures	2201.34	2201.34	2200.28	2200.28	1348.0
2015-06-28 19:20:00	ES	Futures	2200.54	2200.54	2199.48	2199.48	1194.0
2015-06-28 19:25:00	ES	Futures	2199.74	2199.74	2196.81	2198.15	1864.0
2015-06-28 19:30:00	ES	Futures	2198.15	2198.68	2196.28	2196.55	1035.0
2015-06-28 19:35:00	ES	Futures	2196.81	2198.15	2196.28	2196.55	957.0
2015-06-28 19:40:00	ES	Futures	2196.28	2197.08	2196.02	2197.08	669.0
2015-06-28 19:45:00	ES	Futures	2196.81	2197.61	2195.48	2195.48	1785.0
2015-06-28 19:50:00	ES	Futures	2195.48	2195.48	2192.82	2195.48	3775.0
2015-06-28 19:55:00	ES	Futures	2195.48	2195.48	2194.42	2194.95	1180.0
2015-06-28 20:00:00	ES	Futures	2195.22	2196.55	2194.68	2196.55	1666.0
2015-06-28 20:05:00	ES	Futures	2196.55	2200.01	2196.28	2197.88	3358.0
2015-06-28 20:10:00	ES	Futures	2197.88	2198.15	2196.02	2196.81	1806.0
2015-06-28 20:15:00	ES	Futures	2196.81	2198.68	2196.55	2197.35	2268.0
2015-06-28 20:20:00	ES	Futures	2197.08	2198.68	2197.08	2197.88	1085.0
2015-06-28 20:25:00	ES	Futures	2197.88	2198.15	2196.28	2196.28	1035.0
2015-06-28 20:30:00	ES	Futures	2196.28	2196.81	2195.48	2196.02	1358.0
2015-06-28 20:35:00	ES	Futures	2196.28	2196.55	2195.48	2195.75	701.0
2015-06-28 20:40:00	ES	Futures	2195.75	2197.08	2195.75	2196.81	599.0
2015-06-28 20:45:00	ES	Futures	2197.08	2197.35	2196.81	2197.08	571.0
2015-06-28 20:50:00	ES	Futures	2196.81	2197.35	2196.81	2197.08	1178.0
2015-06-28 20:55:00	ES	Futures	2197.08	2197.35	2195.48	2197.08	2203.0
2015-06-28 21:00:00	ES	Futures	2197.08	2197.61	2196.81	2197.35	1456.0
2015-06-28 21:05:00	ES	Futures	2197.35	2197.61	2196.81	2197.61	953.0
2015-06-28 21:10:00	ES	Futures	2197.88	2198.41	2197.35	2198.15	633.0
2015-06-28 21:15:00	ES	Futures	2198.41	2200.01	2198.15	2199.48	2026.0
2015-06-28 21:20:00	ES	Futures	2199.48	2201.07	2198.94	2200.81	2543.0
2015-06-28 21:25:00	ES	Futures	2200.81	2202.14	2200.54	2201.87	1925.0
2015-06-28 21:30:00	ES	Futures	2201.87	2202.41	2201.07	2201.87	1782.0
2015-06-28 21:35:00	ES	Futures	2201.87	2201.87	2200.81	2201.61	1283.0
2015-06-28 21:40:00	ES	Futures	2201.61	2201.61	2200.81	2201.07	980.0
2015-06-28 21:45:00	ES	Futures	2201.07	2201.61	2200.81	2201.07	1281.0
2015-06-28 21:50:00	ES	Futures	2201.07	2202.14	2201.07	2201.87	1780.0
2015-06-28 21:55:00	ES	Futures	2201.87	2202.94	2201.34	2201.87	2387.0
2015-06-28 22:00:00	ES	Futures	2201.87	2202.14	2201.34	2201.34	870.0
2015-06-28 22:05:00	ES	Futures	2201.61	2202.14	2200.81	2201.07	1313.0

> showing 50 of 2,660 rows — these rows as CSV

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