PREVIEW / futures_5min / 2015-07-02

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-02.parquet
  size:    222 KB
  rows:    13,641

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
2015-07-02 00:00:00	ES	Futures	2203.74	2204.27	2203.74	2203.74	50.0
2015-07-02 00:05:00	ES	Futures	2203.74	2204.0	2203.47	2203.74	88.0
2015-07-02 00:10:00	ES	Futures	2203.47	2204.27	2203.47	2204.27	56.0
2015-07-02 00:15:00	ES	Futures	2204.0	2204.27	2203.74	2204.27	101.0
2015-07-02 00:20:00	ES	Futures	2204.27	2204.27	2203.74	2204.0	54.0
2015-07-02 00:25:00	ES	Futures	2203.74	2204.0	2203.2	2203.74	144.0
2015-07-02 00:30:00	ES	Futures	2203.74	2204.0	2203.47	2203.47	206.0
2015-07-02 00:35:00	ES	Futures	2203.74	2204.27	2203.2	2203.74	272.0
2015-07-02 00:40:00	ES	Futures	2203.74	2204.0	2203.74	2203.74	51.0
2015-07-02 00:45:00	ES	Futures	2204.0	2204.0	2203.47	2203.74	59.0
2015-07-02 00:50:00	ES	Futures	2204.0	2204.27	2204.0	2204.27	77.0
2015-07-02 00:55:00	ES	Futures	2204.27	2204.27	2204.0	2204.0	25.0
2015-07-02 01:00:00	ES	Futures	2204.27	2204.54	2204.0	2204.27	81.0
2015-07-02 01:05:00	ES	Futures	2204.54	2204.54	2204.27	2204.54	69.0
2015-07-02 01:10:00	ES	Futures	2204.54	2204.54	2204.27	2204.27	74.0
2015-07-02 01:15:00	ES	Futures	2204.54	2204.54	2203.74	2204.27	187.0
2015-07-02 01:20:00	ES	Futures	2204.27	2204.54	2204.0	2204.27	60.0
2015-07-02 01:25:00	ES	Futures	2204.27	2204.54	2204.0	2204.54	157.0
2015-07-02 01:30:00	ES	Futures	2204.54	2204.54	2204.0	2204.27	263.0
2015-07-02 01:35:00	ES	Futures	2204.27	2204.8	2204.0	2204.8	179.0
2015-07-02 01:40:00	ES	Futures	2204.8	2204.8	2203.74	2203.74	183.0
2015-07-02 01:45:00	ES	Futures	2203.74	2204.0	2203.2	2203.47	284.0
2015-07-02 01:50:00	ES	Futures	2203.47	2204.0	2203.47	2204.0	328.0
2015-07-02 01:55:00	ES	Futures	2204.0	2204.27	2203.74	2204.0	163.0
2015-07-02 02:00:00	ES	Futures	2204.0	2205.87	2203.74	2205.87	1284.0
2015-07-02 02:05:00	ES	Futures	2205.6	2206.67	2205.6	2206.13	1146.0
2015-07-02 02:10:00	ES	Futures	2206.13	2206.67	2205.87	2206.67	567.0
2015-07-02 02:15:00	ES	Futures	2206.4	2206.67	2205.87	2206.4	828.0
2015-07-02 02:20:00	ES	Futures	2206.4	2206.67	2205.87	2206.13	515.0
2015-07-02 02:25:00	ES	Futures	2205.87	2206.67	2205.6	2205.87	410.0
2015-07-02 02:30:00	ES	Futures	2205.87	2205.87	2204.8	2204.8	544.0
2015-07-02 02:35:00	ES	Futures	2204.8	2205.6	2204.54	2205.33	381.0
2015-07-02 02:40:00	ES	Futures	2205.6	2205.87	2204.27	2205.33	1290.0
2015-07-02 02:45:00	ES	Futures	2205.33	2206.93	2205.07	2206.13	1083.0
2015-07-02 02:50:00	ES	Futures	2206.13	2206.67	2206.13	2206.13	573.0
2015-07-02 02:55:00	ES	Futures	2206.4	2206.4	2205.87	2206.4	400.0
2015-07-02 03:00:00	ES	Futures	2206.4	2206.93	2205.33	2206.13	2445.0
2015-07-02 03:05:00	ES	Futures	2206.4	2208.53	2206.13	2208.26	2489.0
2015-07-02 03:10:00	ES	Futures	2208.0	2208.26	2206.13	2206.4	2394.0
2015-07-02 03:15:00	ES	Futures	2206.13	2207.73	2206.13	2207.73	2339.0
2015-07-02 03:20:00	ES	Futures	2207.73	2209.33	2207.46	2209.06	1680.0
2015-07-02 03:25:00	ES	Futures	2208.8	2210.13	2208.8	2209.33	2780.0
2015-07-02 03:30:00	ES	Futures	2209.33	2210.13	2209.33	2209.33	1557.0
2015-07-02 03:35:00	ES	Futures	2209.33	2210.66	2209.06	2210.39	1311.0
2015-07-02 03:40:00	ES	Futures	2210.39	2210.39	2209.33	2209.86	1354.0
2015-07-02 03:45:00	ES	Futures	2209.86	2210.39	2209.33	2209.33	1434.0
2015-07-02 03:50:00	ES	Futures	2209.06	2209.86	2208.53	2209.59	1561.0
2015-07-02 03:55:00	ES	Futures	2209.33	2209.86	2209.06	2209.06	762.0
2015-07-02 04:00:00	ES	Futures	2209.33	2209.33	2208.53	2209.33	1209.0
2015-07-02 04:05:00	ES	Futures	2209.33	2209.59	2208.53	2209.33	1225.0

> showing 50 of 13,641 rows — these rows as CSV

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