PREVIEW / futures_5min / 2015-07-12

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-12.parquet
  size:    49 KB
  rows:    2,470

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
2015-07-12 18:00:00	ES	Futures	2188.29	2194.42	2185.37	2192.55	11475.0
2015-07-12 18:05:00	ES	Futures	2192.55	2195.75	2191.76	2192.55	4441.0
2015-07-12 18:10:00	ES	Futures	2192.55	2194.42	2192.29	2193.89	1729.0
2015-07-12 18:15:00	ES	Futures	2193.89	2198.68	2193.62	2197.08	4287.0
2015-07-12 18:20:00	ES	Futures	2197.08	2197.35	2194.68	2194.68	1763.0
2015-07-12 18:25:00	ES	Futures	2194.95	2194.95	2193.62	2194.42	1140.0
2015-07-12 18:30:00	ES	Futures	2194.68	2194.95	2192.55	2192.82	1701.0
2015-07-12 18:35:00	ES	Futures	2193.09	2194.42	2193.09	2194.42	760.0
2015-07-12 18:40:00	ES	Futures	2194.42	2194.42	2192.02	2192.29	903.0
2015-07-12 18:45:00	ES	Futures	2192.29	2193.35	2192.02	2193.35	695.0
2015-07-12 18:50:00	ES	Futures	2193.62	2193.62	2192.55	2193.09	545.0
2015-07-12 18:55:00	ES	Futures	2193.09	2193.09	2191.49	2191.76	932.0
2015-07-12 19:00:00	ES	Futures	2192.02	2193.09	2191.76	2192.29	1914.0
2015-07-12 19:05:00	ES	Futures	2192.29	2193.62	2192.02	2193.62	769.0
2015-07-12 19:10:00	ES	Futures	2193.62	2193.89	2192.02	2192.29	724.0
2015-07-12 19:15:00	ES	Futures	2192.29	2193.35	2192.02	2193.35	414.0
2015-07-12 19:20:00	ES	Futures	2193.35	2194.95	2193.09	2194.68	1093.0
2015-07-12 19:25:00	ES	Futures	2194.68	2196.02	2194.68	2194.95	1037.0
2015-07-12 19:30:00	ES	Futures	2194.95	2195.48	2194.68	2194.95	395.0
2015-07-12 19:35:00	ES	Futures	2195.22	2195.22	2193.35	2193.89	550.0
2015-07-12 19:40:00	ES	Futures	2193.89	2194.68	2193.62	2194.68	157.0
2015-07-12 19:45:00	ES	Futures	2194.68	2194.68	2194.42	2194.42	130.0
2015-07-12 19:50:00	ES	Futures	2194.42	2194.68	2193.62	2194.42	567.0
2015-07-12 19:55:00	ES	Futures	2194.42	2194.42	2193.62	2193.89	328.0
2015-07-12 20:00:00	ES	Futures	2193.89	2194.15	2193.09	2193.62	748.0
2015-07-12 20:05:00	ES	Futures	2193.62	2193.89	2192.55	2193.09	501.0
2015-07-12 20:10:00	ES	Futures	2193.09	2193.35	2192.82	2193.09	387.0
2015-07-12 20:15:00	ES	Futures	2193.09	2193.35	2192.02	2192.29	1208.0
2015-07-12 20:20:00	ES	Futures	2192.02	2192.55	2192.02	2192.55	513.0
2015-07-12 20:25:00	ES	Futures	2192.82	2193.62	2192.55	2193.09	577.0
2015-07-12 20:30:00	ES	Futures	2193.09	2193.89	2193.09	2193.62	260.0
2015-07-12 20:35:00	ES	Futures	2193.89	2193.89	2192.82	2193.09	624.0
2015-07-12 20:40:00	ES	Futures	2192.82	2193.35	2192.29	2192.55	381.0
2015-07-12 20:45:00	ES	Futures	2192.82	2193.09	2192.29	2192.82	480.0
2015-07-12 20:50:00	ES	Futures	2192.82	2193.35	2192.55	2192.55	639.0
2015-07-12 20:55:00	ES	Futures	2192.55	2193.35	2192.29	2193.35	429.0
2015-07-12 21:00:00	ES	Futures	2193.09	2193.89	2192.82	2193.35	579.0
2015-07-12 21:05:00	ES	Futures	2193.35	2194.42	2193.35	2193.35	581.0
2015-07-12 21:10:00	ES	Futures	2193.35	2193.62	2192.82	2193.62	293.0
2015-07-12 21:15:00	ES	Futures	2193.35	2193.89	2192.82	2193.09	216.0
2015-07-12 21:20:00	ES	Futures	2193.09	2193.62	2192.82	2193.62	260.0
2015-07-12 21:25:00	ES	Futures	2193.62	2193.89	2193.09	2193.89	215.0
2015-07-12 21:30:00	ES	Futures	2193.89	2193.89	2193.35	2193.62	629.0
2015-07-12 21:35:00	ES	Futures	2193.89	2194.95	2193.89	2194.42	1817.0
2015-07-12 21:40:00	ES	Futures	2194.15	2194.68	2194.15	2194.68	559.0
2015-07-12 21:45:00	ES	Futures	2194.95	2194.95	2193.62	2193.62	600.0
2015-07-12 21:50:00	ES	Futures	2193.62	2194.15	2193.09	2193.35	476.0
2015-07-12 21:55:00	ES	Futures	2193.09	2194.95	2193.09	2194.42	554.0
2015-07-12 22:00:00	ES	Futures	2194.68	2196.02	2194.42	2195.75	1399.0
2015-07-12 22:05:00	ES	Futures	2195.75	2196.55	2195.48	2196.02	955.0

> showing 50 of 2,470 rows — these rows as CSV

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