PREVIEW / futures_5min / 2015-07-06

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-06.parquet
  size:    247 KB
  rows:    14,529

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
2015-07-06 00:00:00	ES	Futures	2177.91	2178.44	2177.91	2177.91	469.0
2015-07-06 00:05:00	ES	Futures	2178.18	2178.18	2177.64	2177.64	267.0
2015-07-06 00:10:00	ES	Futures	2177.64	2177.64	2177.11	2177.11	240.0
2015-07-06 00:15:00	ES	Futures	2177.38	2177.38	2176.85	2176.85	347.0
2015-07-06 00:20:00	ES	Futures	2176.85	2177.64	2176.85	2177.64	118.0
2015-07-06 00:25:00	ES	Futures	2177.64	2177.64	2177.11	2177.11	252.0
2015-07-06 00:30:00	ES	Futures	2177.11	2177.11	2175.25	2175.51	1169.0
2015-07-06 00:35:00	ES	Futures	2175.78	2175.78	2174.72	2175.25	726.0
2015-07-06 00:40:00	ES	Futures	2174.98	2175.51	2174.72	2175.25	652.0
2015-07-06 00:45:00	ES	Futures	2175.25	2175.51	2174.72	2174.98	312.0
2015-07-06 00:50:00	ES	Futures	2174.98	2175.25	2174.45	2174.45	703.0
2015-07-06 00:55:00	ES	Futures	2174.45	2174.72	2173.65	2173.65	999.0
2015-07-06 01:00:00	ES	Futures	2173.92	2173.92	2173.12	2173.38	611.0
2015-07-06 01:05:00	ES	Futures	2173.38	2173.65	2173.12	2173.38	817.0
2015-07-06 01:10:00	ES	Futures	2173.12	2173.92	2173.12	2173.65	681.0
2015-07-06 01:15:00	ES	Futures	2173.65	2174.98	2173.65	2174.72	1245.0
2015-07-06 01:20:00	ES	Futures	2174.72	2174.98	2174.18	2174.45	719.0
2015-07-06 01:25:00	ES	Futures	2174.45	2174.72	2173.38	2173.65	724.0
2015-07-06 01:30:00	ES	Futures	2173.38	2174.45	2173.38	2173.92	519.0
2015-07-06 01:35:00	ES	Futures	2173.65	2175.78	2172.85	2175.51	1930.0
2015-07-06 01:40:00	ES	Futures	2175.25	2180.31	2175.25	2180.04	4352.0
2015-07-06 01:45:00	ES	Futures	2179.77	2182.97	2179.77	2180.31	5189.0
2015-07-06 01:50:00	ES	Futures	2180.31	2180.31	2177.91	2178.71	2576.0
2015-07-06 01:55:00	ES	Futures	2178.71	2180.84	2176.85	2178.71	1976.0
2015-07-06 02:00:00	ES	Futures	2178.44	2180.31	2178.18	2180.04	3311.0
2015-07-06 02:05:00	ES	Futures	2179.77	2181.9	2179.77	2181.11	2885.0
2015-07-06 02:10:00	ES	Futures	2180.84	2182.7	2180.57	2182.44	2148.0
2015-07-06 02:15:00	ES	Futures	2182.17	2183.24	2182.17	2182.7	2099.0
2015-07-06 02:20:00	ES	Futures	2182.7	2184.03	2182.44	2184.03	2196.0
2015-07-06 02:25:00	ES	Futures	2184.03	2186.7	2183.77	2185.9	2653.0
2015-07-06 02:30:00	ES	Futures	2185.9	2186.16	2184.83	2185.1	2006.0
2015-07-06 02:35:00	ES	Futures	2185.1	2185.63	2184.03	2184.3	2043.0
2015-07-06 02:40:00	ES	Futures	2184.57	2185.1	2184.03	2185.1	1542.0
2015-07-06 02:45:00	ES	Futures	2185.1	2187.23	2184.83	2186.7	2198.0
2015-07-06 02:50:00	ES	Futures	2186.7	2187.23	2185.37	2185.9	1359.0
2015-07-06 02:55:00	ES	Futures	2185.63	2186.96	2185.63	2186.43	1280.0
2015-07-06 03:00:00	ES	Futures	2186.43	2186.96	2184.57	2186.96	4738.0
2015-07-06 03:05:00	ES	Futures	2186.96	2190.42	2186.16	2189.09	8512.0
2015-07-06 03:10:00	ES	Futures	2189.09	2189.09	2187.23	2188.03	2997.0
2015-07-06 03:15:00	ES	Futures	2187.76	2189.89	2187.23	2188.56	4027.0
2015-07-06 03:20:00	ES	Futures	2188.56	2190.96	2188.29	2189.89	4148.0
2015-07-06 03:25:00	ES	Futures	2189.89	2190.16	2186.96	2188.29	3669.0
2015-07-06 03:30:00	ES	Futures	2188.03	2189.89	2187.76	2189.63	2454.0
2015-07-06 03:35:00	ES	Futures	2189.63	2190.16	2188.83	2189.09	2457.0
2015-07-06 03:40:00	ES	Futures	2189.09	2189.63	2187.76	2188.03	2018.0
2015-07-06 03:45:00	ES	Futures	2188.03	2190.69	2188.03	2190.16	2326.0
2015-07-06 03:50:00	ES	Futures	2190.16	2190.16	2186.96	2187.5	3880.0
2015-07-06 03:55:00	ES	Futures	2187.5	2189.09	2186.96	2189.09	2439.0
2015-07-06 04:00:00	ES	Futures	2188.83	2189.63	2188.03	2188.03	1678.0
2015-07-06 04:05:00	ES	Futures	2188.03	2188.83	2187.76	2187.76	1194.0

> showing 50 of 14,529 rows — these rows as CSV

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