PREVIEW / futures_5min / 2015-07-13

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-13.parquet
  size:    243 KB
  rows:    14,398

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
2015-07-13 00:00:00	ES	Futures	2200.28	2202.14	2199.21	2202.14	1242.0
2015-07-13 00:05:00	ES	Futures	2201.87	2203.2	2201.34	2201.87	1055.0
2015-07-13 00:10:00	ES	Futures	2201.87	2202.41	2201.34	2201.87	474.0
2015-07-13 00:15:00	ES	Futures	2202.14	2202.41	2201.34	2201.61	284.0
2015-07-13 00:20:00	ES	Futures	2201.61	2202.67	2201.34	2202.67	329.0
2015-07-13 00:25:00	ES	Futures	2202.67	2204.27	2202.67	2203.47	1167.0
2015-07-13 00:30:00	ES	Futures	2203.47	2203.47	2201.34	2201.61	529.0
2015-07-13 00:35:00	ES	Futures	2201.87	2202.41	2201.61	2202.14	96.0
2015-07-13 00:40:00	ES	Futures	2201.87	2202.14	2201.61	2201.87	243.0
2015-07-13 00:45:00	ES	Futures	2201.87	2202.14	2197.88	2199.48	1971.0
2015-07-13 00:50:00	ES	Futures	2199.48	2200.81	2198.94	2199.74	429.0
2015-07-13 00:55:00	ES	Futures	2199.74	2200.54	2198.94	2198.94	239.0
2015-07-13 01:00:00	ES	Futures	2199.21	2200.28	2199.21	2200.01	213.0
2015-07-13 01:05:00	ES	Futures	2200.28	2201.07	2199.74	2201.07	185.0
2015-07-13 01:10:00	ES	Futures	2201.07	2201.07	2200.28	2200.28	221.0
2015-07-13 01:15:00	ES	Futures	2200.28	2201.07	2200.28	2201.07	134.0
2015-07-13 01:20:00	ES	Futures	2201.07	2201.61	2200.28	2201.34	329.0
2015-07-13 01:25:00	ES	Futures	2201.61	2202.41	2201.61	2202.14	525.0
2015-07-13 01:30:00	ES	Futures	2202.41	2202.41	2200.54	2200.54	572.0
2015-07-13 01:35:00	ES	Futures	2200.28	2201.34	2200.28	2200.28	200.0
2015-07-13 01:40:00	ES	Futures	2200.54	2200.81	2199.21	2199.21	508.0
2015-07-13 01:45:00	ES	Futures	2199.48	2200.54	2198.94	2200.28	778.0
2015-07-13 01:50:00	ES	Futures	2200.28	2202.67	2200.01	2200.54	1767.0
2015-07-13 01:55:00	ES	Futures	2200.81	2200.81	2198.94	2199.48	743.0
2015-07-13 02:00:00	ES	Futures	2199.21	2199.48	2197.35	2197.61	1857.0
2015-07-13 02:05:00	ES	Futures	2197.88	2198.94	2195.48	2197.35	2526.0
2015-07-13 02:10:00	ES	Futures	2197.35	2198.41	2196.81	2198.15	1083.0
2015-07-13 02:15:00	ES	Futures	2198.15	2199.21	2197.88	2198.68	1208.0
2015-07-13 02:20:00	ES	Futures	2198.41	2198.68	2197.08	2197.88	895.0
2015-07-13 02:25:00	ES	Futures	2197.61	2198.41	2196.55	2197.35	501.0
2015-07-13 02:30:00	ES	Futures	2197.35	2197.61	2196.81	2196.81	507.0
2015-07-13 02:35:00	ES	Futures	2197.08	2197.08	2195.48	2196.02	901.0
2015-07-13 02:40:00	ES	Futures	2195.75	2203.47	2195.75	2200.81	7333.0
2015-07-13 02:45:00	ES	Futures	2200.81	2209.86	2200.81	2208.8	11481.0
2015-07-13 02:50:00	ES	Futures	2208.8	2209.59	2205.6	2207.2	5423.0
2015-07-13 02:55:00	ES	Futures	2207.2	2214.12	2206.13	2211.19	12953.0
2015-07-13 03:00:00	ES	Futures	2211.19	2211.46	2206.67	2208.26	10210.0
2015-07-13 03:05:00	ES	Futures	2208.0	2208.26	2205.07	2206.93	4792.0
2015-07-13 03:10:00	ES	Futures	2207.2	2209.33	2206.4	2206.93	5777.0
2015-07-13 03:15:00	ES	Futures	2206.93	2211.19	2206.93	2210.66	5121.0
2015-07-13 03:20:00	ES	Futures	2210.66	2211.99	2208.8	2211.46	3809.0
2015-07-13 03:25:00	ES	Futures	2211.72	2213.06	2210.93	2211.46	6127.0
2015-07-13 03:30:00	ES	Futures	2211.46	2211.99	2209.86	2210.13	3085.0
2015-07-13 03:35:00	ES	Futures	2210.13	2210.66	2208.53	2208.8	3493.0
2015-07-13 03:40:00	ES	Futures	2208.8	2210.39	2207.73	2210.13	2704.0
2015-07-13 03:45:00	ES	Futures	2210.13	2210.66	2208.53	2210.13	1631.0
2015-07-13 03:50:00	ES	Futures	2210.13	2212.52	2209.86	2211.72	3649.0
2015-07-13 03:55:00	ES	Futures	2211.46	2211.72	2210.66	2211.46	1663.0
2015-07-13 04:00:00	ES	Futures	2211.46	2211.99	2210.66	2211.72	1762.0
2015-07-13 04:05:00	ES	Futures	2211.72	2212.79	2210.93	2211.72	2615.0

> showing 50 of 14,398 rows — these rows as CSV

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