PREVIEW / futures_5min / 2015-07-03

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-03.parquet
  size:    130 KB
  rows:    7,812

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
2015-07-03 00:00:00	ES	Futures	2203.74	2204.0	2203.47	2204.0	43.0
2015-07-03 00:05:00	ES	Futures	2203.74	2204.54	2203.74	2204.27	207.0
2015-07-03 00:10:00	ES	Futures	2204.27	2204.27	2204.0	2204.27	57.0
2015-07-03 00:15:00	ES	Futures	2204.0	2204.27	2204.0	2204.0	71.0
2015-07-03 00:20:00	ES	Futures	2204.0	2204.0	2203.74	2203.74	4.0
2015-07-03 00:25:00	ES	Futures	2203.74	2204.27	2203.74	2204.27	37.0
2015-07-03 00:30:00	ES	Futures	2204.27	2204.27	2204.0	2204.0	106.0
2015-07-03 00:35:00	ES	Futures	2204.27	2204.27	2204.0	2204.27	72.0
2015-07-03 00:40:00	ES	Futures	2204.27	2204.27	2204.27	2204.27	7.0
2015-07-03 00:45:00	ES	Futures	2204.27	2204.27	2204.27	2204.27	19.0
2015-07-03 00:50:00	ES	Futures	2204.27	2204.27	2204.0	2204.27	7.0
2015-07-03 00:55:00	ES	Futures	2204.27	2204.54	2204.0	2204.54	184.0
2015-07-03 01:00:00	ES	Futures	2204.8	2204.8	2204.27	2204.54	63.0
2015-07-03 01:05:00	ES	Futures	2204.27	2205.07	2204.27	2205.07	157.0
2015-07-03 01:10:00	ES	Futures	2204.8	2205.07	2204.8	2205.07	177.0
2015-07-03 01:15:00	ES	Futures	2205.07	2205.87	2204.8	2205.33	331.0
2015-07-03 01:20:00	ES	Futures	2205.6	2206.4	2205.6	2206.4	480.0
2015-07-03 01:25:00	ES	Futures	2206.13	2206.4	2205.33	2205.87	489.0
2015-07-03 01:30:00	ES	Futures	2205.6	2205.6	2205.07	2205.33	233.0
2015-07-03 01:35:00	ES	Futures	2205.33	2205.6	2205.33	2205.6	82.0
2015-07-03 01:40:00	ES	Futures	2205.33	2205.6	2205.33	2205.33	65.0
2015-07-03 01:45:00	ES	Futures	2205.07	2205.33	2204.8	2205.07	122.0
2015-07-03 01:50:00	ES	Futures	2204.8	2205.07	2204.8	2205.07	46.0
2015-07-03 01:55:00	ES	Futures	2204.8	2205.07	2204.8	2205.07	20.0
2015-07-03 02:00:00	ES	Futures	2205.07	2205.07	2204.0	2204.54	1093.0
2015-07-03 02:05:00	ES	Futures	2204.54	2205.33	2204.54	2204.54	774.0
2015-07-03 02:10:00	ES	Futures	2204.54	2204.8	2204.0	2204.54	325.0
2015-07-03 02:15:00	ES	Futures	2204.54	2205.07	2204.54	2204.8	138.0
2015-07-03 02:20:00	ES	Futures	2204.54	2204.54	2203.47	2203.47	223.0
2015-07-03 02:25:00	ES	Futures	2203.74	2203.74	2203.47	2203.74	273.0
2015-07-03 02:30:00	ES	Futures	2203.74	2204.54	2203.47	2204.0	412.0
2015-07-03 02:35:00	ES	Futures	2203.74	2204.27	2203.47	2204.27	499.0
2015-07-03 02:40:00	ES	Futures	2204.0	2204.8	2204.0	2204.0	267.0
2015-07-03 02:45:00	ES	Futures	2204.0	2204.27	2204.0	2204.27	126.0
2015-07-03 02:50:00	ES	Futures	2204.54	2205.07	2204.54	2205.07	172.0
2015-07-03 02:55:00	ES	Futures	2205.07	2205.33	2204.8	2205.07	336.0
2015-07-03 03:00:00	ES	Futures	2205.07	2205.6	2202.67	2202.67	1900.0
2015-07-03 03:05:00	ES	Futures	2202.94	2204.0	2202.14	2202.94	1490.0
2015-07-03 03:10:00	ES	Futures	2202.94	2205.33	2202.67	2205.07	968.0
2015-07-03 03:15:00	ES	Futures	2205.07	2205.07	2203.47	2204.27	1163.0
2015-07-03 03:20:00	ES	Futures	2204.27	2204.54	2203.74	2204.27	1423.0
2015-07-03 03:25:00	ES	Futures	2204.27	2205.33	2204.27	2204.8	1762.0
2015-07-03 03:30:00	ES	Futures	2205.07	2205.87	2203.74	2204.0	1423.0
2015-07-03 03:35:00	ES	Futures	2204.27	2205.07	2203.74	2204.0	863.0
2015-07-03 03:40:00	ES	Futures	2203.74	2204.54	2203.2	2203.47	734.0
2015-07-03 03:45:00	ES	Futures	2203.47	2203.74	2202.94	2202.94	1242.0
2015-07-03 03:50:00	ES	Futures	2202.94	2203.2	2201.61	2202.67	1250.0
2015-07-03 03:55:00	ES	Futures	2202.67	2203.47	2202.41	2202.94	560.0
2015-07-03 04:00:00	ES	Futures	2202.94	2202.94	2201.61	2201.87	927.0
2015-07-03 04:05:00	ES	Futures	2202.14	2202.41	2201.07	2202.41	1030.0

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