PREVIEW / futures_5min / 2015-07-05

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-05.parquet
  size:    53 KB
  rows:    2,567

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
2015-07-05 18:00:00	ES	Futures	2169.66	2172.32	2166.46	2170.99	20694.0
2015-07-05 18:05:00	ES	Futures	2171.25	2173.92	2170.46	2171.79	7536.0
2015-07-05 18:10:00	ES	Futures	2171.79	2174.45	2171.25	2172.85	4007.0
2015-07-05 18:15:00	ES	Futures	2172.85	2173.38	2171.25	2171.79	3789.0
2015-07-05 18:20:00	ES	Futures	2171.79	2172.32	2171.25	2171.25	1630.0
2015-07-05 18:25:00	ES	Futures	2171.52	2171.52	2171.25	2171.25	1432.0
2015-07-05 18:30:00	ES	Futures	2171.25	2171.52	2170.19	2171.52	2585.0
2015-07-05 18:35:00	ES	Futures	2171.52	2174.72	2171.52	2174.18	4393.0
2015-07-05 18:40:00	ES	Futures	2174.18	2174.98	2173.38	2173.65	1858.0
2015-07-05 18:45:00	ES	Futures	2173.65	2173.65	2172.59	2173.65	2335.0
2015-07-05 18:50:00	ES	Futures	2173.65	2173.92	2173.38	2173.92	635.0
2015-07-05 18:55:00	ES	Futures	2173.92	2173.92	2173.38	2173.65	1515.0
2015-07-05 19:00:00	ES	Futures	2173.65	2173.92	2173.38	2173.65	841.0
2015-07-05 19:05:00	ES	Futures	2173.65	2174.18	2172.59	2173.12	1422.0
2015-07-05 19:10:00	ES	Futures	2173.12	2173.65	2172.59	2173.65	369.0
2015-07-05 19:15:00	ES	Futures	2173.65	2173.92	2172.59	2173.38	853.0
2015-07-05 19:20:00	ES	Futures	2173.65	2174.72	2173.38	2174.18	1067.0
2015-07-05 19:25:00	ES	Futures	2174.18	2176.05	2174.18	2174.72	1833.0
2015-07-05 19:30:00	ES	Futures	2174.72	2175.51	2174.18	2174.18	667.0
2015-07-05 19:35:00	ES	Futures	2174.45	2174.72	2173.92	2173.92	1268.0
2015-07-05 19:40:00	ES	Futures	2173.92	2175.78	2173.92	2174.72	1505.0
2015-07-05 19:45:00	ES	Futures	2174.98	2175.25	2174.18	2174.45	974.0
2015-07-05 19:50:00	ES	Futures	2174.45	2174.72	2174.18	2174.18	464.0
2015-07-05 19:55:00	ES	Futures	2174.45	2174.98	2174.18	2174.45	855.0
2015-07-05 20:00:00	ES	Futures	2174.45	2177.38	2174.45	2176.85	2397.0
2015-07-05 20:05:00	ES	Futures	2177.11	2177.38	2176.85	2176.85	964.0
2015-07-05 20:10:00	ES	Futures	2176.85	2177.11	2176.31	2176.85	952.0
2015-07-05 20:15:00	ES	Futures	2176.85	2177.91	2176.58	2177.38	2075.0
2015-07-05 20:20:00	ES	Futures	2177.64	2177.91	2177.38	2177.91	315.0
2015-07-05 20:25:00	ES	Futures	2177.91	2178.18	2177.64	2178.18	3102.0
2015-07-05 20:30:00	ES	Futures	2177.91	2178.18	2177.11	2177.91	1115.0
2015-07-05 20:35:00	ES	Futures	2177.91	2178.18	2177.64	2177.91	417.0
2015-07-05 20:40:00	ES	Futures	2178.18	2178.98	2177.91	2178.18	1248.0
2015-07-05 20:45:00	ES	Futures	2178.18	2178.71	2177.91	2177.91	1321.0
2015-07-05 20:50:00	ES	Futures	2177.91	2178.44	2177.11	2177.11	908.0
2015-07-05 20:55:00	ES	Futures	2177.38	2177.38	2175.78	2176.58	1917.0
2015-07-05 21:00:00	ES	Futures	2176.31	2176.85	2175.78	2176.05	686.0
2015-07-05 21:05:00	ES	Futures	2176.31	2176.58	2176.05	2176.58	451.0
2015-07-05 21:10:00	ES	Futures	2176.58	2177.11	2176.31	2176.31	448.0
2015-07-05 21:15:00	ES	Futures	2176.58	2176.85	2175.78	2176.05	1118.0
2015-07-05 21:20:00	ES	Futures	2176.31	2177.38	2176.05	2177.11	660.0
2015-07-05 21:25:00	ES	Futures	2177.11	2177.91	2176.05	2176.58	1000.0
2015-07-05 21:30:00	ES	Futures	2176.58	2176.85	2176.05	2176.05	608.0
2015-07-05 21:35:00	ES	Futures	2176.31	2177.11	2176.05	2176.58	361.0
2015-07-05 21:40:00	ES	Futures	2176.85	2177.11	2176.58	2176.85	357.0
2015-07-05 21:45:00	ES	Futures	2177.11	2177.38	2176.58	2177.11	365.0
2015-07-05 21:50:00	ES	Futures	2177.11	2177.38	2176.58	2177.11	413.0
2015-07-05 21:55:00	ES	Futures	2177.38	2177.38	2176.85	2176.85	207.0
2015-07-05 22:00:00	ES	Futures	2176.85	2176.85	2175.78	2175.78	692.0
2015-07-05 22:05:00	ES	Futures	2176.31	2176.31	2175.78	2175.78	568.0

> showing 50 of 2,567 rows — these rows as CSV

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