PREVIEW / futures_5min / 2015-06-29

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-06-29.parquet
  size:    261 KB
  rows:    14,729

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
2015-06-29 00:00:00	ES	Futures	2199.74	2200.28	2199.48	2200.01	339.0
2015-06-29 00:05:00	ES	Futures	2200.01	2200.54	2199.74	2200.54	237.0
2015-06-29 00:10:00	ES	Futures	2200.28	2200.54	2200.01	2200.28	278.0
2015-06-29 00:15:00	ES	Futures	2200.28	2200.81	2200.01	2200.01	329.0
2015-06-29 00:20:00	ES	Futures	2200.01	2200.28	2199.48	2199.74	462.0
2015-06-29 00:25:00	ES	Futures	2199.48	2200.28	2199.48	2199.74	321.0
2015-06-29 00:30:00	ES	Futures	2199.74	2199.74	2198.68	2199.21	510.0
2015-06-29 00:35:00	ES	Futures	2199.21	2199.48	2198.68	2199.48	258.0
2015-06-29 00:40:00	ES	Futures	2199.48	2200.28	2199.21	2199.48	393.0
2015-06-29 00:45:00	ES	Futures	2199.74	2199.74	2199.21	2199.48	202.0
2015-06-29 00:50:00	ES	Futures	2199.21	2199.21	2196.81	2197.61	1556.0
2015-06-29 00:55:00	ES	Futures	2197.61	2198.15	2197.35	2197.35	1096.0
2015-06-29 01:00:00	ES	Futures	2197.61	2198.15	2196.55	2196.81	1219.0
2015-06-29 01:05:00	ES	Futures	2196.81	2197.08	2196.55	2196.55	509.0
2015-06-29 01:10:00	ES	Futures	2196.55	2196.81	2196.02	2196.28	940.0
2015-06-29 01:15:00	ES	Futures	2196.28	2196.55	2196.02	2196.55	527.0
2015-06-29 01:20:00	ES	Futures	2196.55	2196.81	2196.02	2196.28	527.0
2015-06-29 01:25:00	ES	Futures	2196.28	2196.28	2195.75	2196.02	832.0
2015-06-29 01:30:00	ES	Futures	2196.28	2196.81	2196.02	2196.81	424.0
2015-06-29 01:35:00	ES	Futures	2196.81	2198.41	2196.81	2198.15	1363.0
2015-06-29 01:40:00	ES	Futures	2198.15	2199.21	2198.15	2198.94	1026.0
2015-06-29 01:45:00	ES	Futures	2198.94	2198.94	2198.15	2198.68	673.0
2015-06-29 01:50:00	ES	Futures	2198.68	2201.07	2198.68	2201.07	1205.0
2015-06-29 01:55:00	ES	Futures	2200.81	2201.61	2200.28	2201.07	1613.0
2015-06-29 02:00:00	ES	Futures	2201.07	2202.41	2199.74	2199.74	6307.0
2015-06-29 02:05:00	ES	Futures	2199.48	2202.41	2198.68	2201.87	5810.0
2015-06-29 02:10:00	ES	Futures	2201.87	2202.41	2200.81	2200.81	1328.0
2015-06-29 02:15:00	ES	Futures	2201.07	2203.47	2200.81	2203.47	2149.0
2015-06-29 02:20:00	ES	Futures	2203.74	2204.0	2202.67	2203.2	1658.0
2015-06-29 02:25:00	ES	Futures	2203.47	2205.33	2202.67	2204.8	2145.0
2015-06-29 02:30:00	ES	Futures	2205.07	2205.87	2204.0	2204.27	3394.0
2015-06-29 02:35:00	ES	Futures	2204.27	2205.6	2204.27	2205.33	1408.0
2015-06-29 02:40:00	ES	Futures	2205.07	2205.33	2203.2	2204.27	1756.0
2015-06-29 02:45:00	ES	Futures	2204.27	2206.4	2204.27	2205.87	1525.0
2015-06-29 02:50:00	ES	Futures	2205.87	2206.4	2205.6	2205.87	914.0
2015-06-29 02:55:00	ES	Futures	2205.87	2206.13	2204.8	2205.07	1901.0
2015-06-29 03:00:00	ES	Futures	2204.8	2205.33	2204.0	2204.54	6717.0
2015-06-29 03:05:00	ES	Futures	2204.27	2206.4	2204.0	2205.33	5395.0
2015-06-29 03:10:00	ES	Futures	2205.33	2205.6	2203.2	2204.0	4573.0
2015-06-29 03:15:00	ES	Futures	2203.74	2205.33	2203.2	2205.07	2579.0
2015-06-29 03:20:00	ES	Futures	2205.33	2206.67	2204.8	2205.87	3253.0
2015-06-29 03:25:00	ES	Futures	2205.87	2208.26	2205.33	2208.0	4513.0
2015-06-29 03:30:00	ES	Futures	2207.73	2208.53	2206.67	2207.2	4550.0
2015-06-29 03:35:00	ES	Futures	2207.2	2207.46	2206.93	2206.93	2018.0
2015-06-29 03:40:00	ES	Futures	2207.2	2208.26	2206.67	2207.46	2838.0
2015-06-29 03:45:00	ES	Futures	2207.2	2211.72	2207.2	2210.66	7191.0
2015-06-29 03:50:00	ES	Futures	2210.39	2211.19	2209.59	2210.39	4230.0
2015-06-29 03:55:00	ES	Futures	2210.39	2210.39	2208.8	2209.33	4498.0
2015-06-29 04:00:00	ES	Futures	2209.33	2210.13	2208.0	2209.59	3665.0
2015-06-29 04:05:00	ES	Futures	2209.59	2210.39	2208.53	2209.33	2820.0

> showing 50 of 14,729 rows — these rows as CSV

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