PREVIEW / futures_5min / 2015-07-16

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-16.parquet
  size:    215 KB
  rows:    14,263

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
2015-07-16 00:00:00	ES	Futures	2247.4	2247.4	2247.14	2247.14	147.0
2015-07-16 00:05:00	ES	Futures	2247.14	2247.14	2246.87	2247.14	74.0
2015-07-16 00:10:00	ES	Futures	2247.14	2247.67	2247.14	2247.67	200.0
2015-07-16 00:15:00	ES	Futures	2247.4	2247.67	2247.4	2247.67	63.0
2015-07-16 00:20:00	ES	Futures	2247.67	2247.67	2247.4	2247.67	31.0
2015-07-16 00:25:00	ES	Futures	2247.4	2247.67	2247.14	2247.67	125.0
2015-07-16 00:30:00	ES	Futures	2247.67	2248.2	2247.67	2248.2	276.0
2015-07-16 00:35:00	ES	Futures	2247.93	2248.47	2247.93	2248.47	87.0
2015-07-16 00:40:00	ES	Futures	2248.47	2248.73	2248.2	2248.47	263.0
2015-07-16 00:45:00	ES	Futures	2248.47	2248.73	2248.2	2248.47	330.0
2015-07-16 00:50:00	ES	Futures	2248.47	2248.47	2247.67	2247.93	228.0
2015-07-16 00:55:00	ES	Futures	2247.67	2248.2	2247.67	2247.93	76.0
2015-07-16 01:00:00	ES	Futures	2248.2	2248.2	2247.14	2247.14	375.0
2015-07-16 01:05:00	ES	Futures	2247.14	2247.67	2247.14	2247.67	123.0
2015-07-16 01:10:00	ES	Futures	2247.67	2247.67	2247.4	2247.4	39.0
2015-07-16 01:15:00	ES	Futures	2247.4	2247.93	2247.4	2247.93	222.0
2015-07-16 01:20:00	ES	Futures	2247.93	2247.93	2247.4	2247.4	217.0
2015-07-16 01:25:00	ES	Futures	2247.4	2248.2	2247.4	2248.2	471.0
2015-07-16 01:30:00	ES	Futures	2248.2	2248.2	2247.67	2247.93	345.0
2015-07-16 01:35:00	ES	Futures	2247.67	2247.93	2247.67	2247.67	97.0
2015-07-16 01:40:00	ES	Futures	2247.93	2248.2	2247.67	2248.2	249.0
2015-07-16 01:45:00	ES	Futures	2247.93	2248.73	2247.93	2248.47	436.0
2015-07-16 01:50:00	ES	Futures	2248.47	2248.73	2248.2	2248.47	178.0
2015-07-16 01:55:00	ES	Futures	2248.47	2248.73	2248.2	2248.47	235.0
2015-07-16 02:00:00	ES	Futures	2248.73	2249.0	2247.67	2249.0	2135.0
2015-07-16 02:05:00	ES	Futures	2248.73	2249.53	2248.2	2249.27	1696.0
2015-07-16 02:10:00	ES	Futures	2249.27	2249.27	2247.93	2247.93	570.0
2015-07-16 02:15:00	ES	Futures	2247.93	2248.2	2247.67	2247.93	488.0
2015-07-16 02:20:00	ES	Futures	2247.93	2248.2	2247.67	2247.67	430.0
2015-07-16 02:25:00	ES	Futures	2247.67	2247.93	2247.4	2247.4	356.0
2015-07-16 02:30:00	ES	Futures	2247.4	2247.67	2246.87	2247.14	774.0
2015-07-16 02:35:00	ES	Futures	2247.14	2247.4	2246.87	2247.4	320.0
2015-07-16 02:40:00	ES	Futures	2247.4	2247.4	2246.6	2246.6	589.0
2015-07-16 02:45:00	ES	Futures	2246.87	2247.14	2246.6	2247.14	739.0
2015-07-16 02:50:00	ES	Futures	2246.87	2247.67	2246.87	2247.14	447.0
2015-07-16 02:55:00	ES	Futures	2247.14	2247.4	2246.87	2247.14	455.0
2015-07-16 03:00:00	ES	Futures	2247.14	2247.67	2246.34	2246.6	1544.0
2015-07-16 03:05:00	ES	Futures	2246.87	2247.4	2246.6	2247.14	1026.0
2015-07-16 03:10:00	ES	Futures	2247.14	2247.14	2246.34	2246.34	479.0
2015-07-16 03:15:00	ES	Futures	2246.6	2247.93	2246.34	2247.67	1652.0
2015-07-16 03:20:00	ES	Futures	2247.4	2248.47	2247.14	2248.47	1593.0
2015-07-16 03:25:00	ES	Futures	2248.2	2248.47	2247.67	2247.93	1531.0
2015-07-16 03:30:00	ES	Futures	2248.2	2249.0	2248.2	2248.2	1856.0
2015-07-16 03:35:00	ES	Futures	2248.2	2249.0	2247.67	2247.93	1374.0
2015-07-16 03:40:00	ES	Futures	2247.67	2248.73	2247.4	2248.73	1260.0
2015-07-16 03:45:00	ES	Futures	2248.73	2249.0	2248.2	2248.47	992.0
2015-07-16 03:50:00	ES	Futures	2248.73	2249.27	2248.2	2248.73	1471.0
2015-07-16 03:55:00	ES	Futures	2248.73	2249.53	2248.47	2248.47	1318.0
2015-07-16 04:00:00	ES	Futures	2248.73	2248.73	2248.2	2248.2	1082.0
2015-07-16 04:05:00	ES	Futures	2248.2	2248.73	2248.2	2248.2	427.0

> showing 50 of 14,263 rows — these rows as CSV

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