PREVIEW / futures_5min / 2015-07-08

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-08.parquet
  size:    264 KB
  rows:    14,917

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
2015-07-08 00:00:00	ES	Futures	2192.29	2192.29	2191.49	2192.02	379.0
2015-07-08 00:05:00	ES	Futures	2192.02	2192.82	2191.76	2192.82	582.0
2015-07-08 00:10:00	ES	Futures	2192.82	2193.09	2192.55	2192.82	604.0
2015-07-08 00:15:00	ES	Futures	2192.82	2192.82	2192.29	2192.55	302.0
2015-07-08 00:20:00	ES	Futures	2192.55	2192.55	2192.02	2192.02	400.0
2015-07-08 00:25:00	ES	Futures	2192.29	2192.29	2190.96	2191.22	562.0
2015-07-08 00:30:00	ES	Futures	2191.22	2191.22	2190.69	2190.96	447.0
2015-07-08 00:35:00	ES	Futures	2191.22	2191.22	2189.89	2190.96	954.0
2015-07-08 00:40:00	ES	Futures	2190.96	2191.22	2190.42	2190.42	481.0
2015-07-08 00:45:00	ES	Futures	2190.42	2190.69	2189.63	2190.16	883.0
2015-07-08 00:50:00	ES	Futures	2190.16	2190.42	2189.63	2189.63	649.0
2015-07-08 00:55:00	ES	Futures	2189.89	2190.16	2189.36	2190.16	909.0
2015-07-08 01:00:00	ES	Futures	2190.16	2192.29	2189.89	2192.29	1156.0
2015-07-08 01:05:00	ES	Futures	2192.29	2192.29	2191.49	2191.76	554.0
2015-07-08 01:10:00	ES	Futures	2191.76	2192.29	2191.76	2191.76	257.0
2015-07-08 01:15:00	ES	Futures	2191.76	2192.02	2190.96	2190.96	271.0
2015-07-08 01:20:00	ES	Futures	2190.96	2192.29	2190.69	2192.29	649.0
2015-07-08 01:25:00	ES	Futures	2192.02	2192.55	2191.49	2191.76	544.0
2015-07-08 01:30:00	ES	Futures	2192.02	2192.82	2192.02	2192.82	652.0
2015-07-08 01:35:00	ES	Futures	2192.82	2193.89	2192.29	2193.09	2184.0
2015-07-08 01:40:00	ES	Futures	2192.82	2193.35	2192.55	2192.82	490.0
2015-07-08 01:45:00	ES	Futures	2192.82	2193.89	2192.29	2193.62	562.0
2015-07-08 01:50:00	ES	Futures	2193.35	2194.95	2193.35	2193.62	1363.0
2015-07-08 01:55:00	ES	Futures	2193.62	2193.89	2191.49	2191.49	1532.0
2015-07-08 02:00:00	ES	Futures	2191.49	2192.02	2188.83	2189.36	5585.0
2015-07-08 02:05:00	ES	Futures	2189.09	2189.89	2187.76	2188.83	2674.0
2015-07-08 02:10:00	ES	Futures	2189.09	2189.63	2188.56	2188.83	1356.0
2015-07-08 02:15:00	ES	Futures	2188.56	2189.09	2185.63	2185.9	3597.0
2015-07-08 02:20:00	ES	Futures	2185.9	2186.96	2185.9	2186.96	1123.0
2015-07-08 02:25:00	ES	Futures	2186.7	2187.5	2185.9	2186.16	1390.0
2015-07-08 02:30:00	ES	Futures	2186.16	2186.16	2184.83	2185.9	2557.0
2015-07-08 02:35:00	ES	Futures	2185.9	2185.9	2183.77	2184.03	2738.0
2015-07-08 02:40:00	ES	Futures	2184.03	2184.03	2182.7	2182.7	4044.0
2015-07-08 02:45:00	ES	Futures	2182.97	2185.1	2182.44	2183.77	3685.0
2015-07-08 02:50:00	ES	Futures	2183.77	2186.16	2182.97	2185.37	3356.0
2015-07-08 02:55:00	ES	Futures	2185.1	2185.37	2184.03	2184.3	1153.0
2015-07-08 03:00:00	ES	Futures	2184.57	2186.16	2182.17	2182.44	4386.0
2015-07-08 03:05:00	ES	Futures	2182.44	2185.63	2182.17	2185.1	6185.0
2015-07-08 03:10:00	ES	Futures	2185.1	2186.7	2184.03	2186.16	5136.0
2015-07-08 03:15:00	ES	Futures	2185.9	2186.16	2184.83	2185.9	2686.0
2015-07-08 03:20:00	ES	Futures	2185.9	2186.16	2184.03	2184.57	2490.0
2015-07-08 03:25:00	ES	Futures	2184.57	2185.1	2183.24	2183.24	3473.0
2015-07-08 03:30:00	ES	Futures	2183.5	2183.5	2178.98	2179.24	7877.0
2015-07-08 03:35:00	ES	Futures	2179.24	2179.51	2174.98	2176.85	9388.0
2015-07-08 03:40:00	ES	Futures	2176.85	2178.44	2176.31	2177.11	5350.0
2015-07-08 03:45:00	ES	Futures	2176.85	2180.84	2176.85	2180.31	4346.0
2015-07-08 03:50:00	ES	Futures	2180.04	2183.5	2179.24	2183.5	9215.0
2015-07-08 03:55:00	ES	Futures	2183.24	2186.43	2182.97	2185.1	5501.0
2015-07-08 04:00:00	ES	Futures	2185.37	2188.83	2183.5	2187.5	7521.0
2015-07-08 04:05:00	ES	Futures	2187.76	2191.22	2187.76	2189.63	6952.0

> showing 50 of 14,917 rows — these rows as CSV

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