PREVIEW / futures_5min / 2015-07-21

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-21.parquet
  size:    236 KB
  rows:    14,372

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
2015-07-21 00:00:00	ES	Futures	2259.65	2259.65	2259.38	2259.38	31.0
2015-07-21 00:05:00	ES	Futures	2259.65	2259.92	2259.38	2259.92	212.0
2015-07-21 00:10:00	ES	Futures	2259.92	2259.92	2259.92	2259.92	21.0
2015-07-21 00:15:00	ES	Futures	2259.92	2260.18	2259.92	2259.92	26.0
2015-07-21 00:20:00	ES	Futures	2259.92	2259.92	2259.92	2259.92	106.0
2015-07-21 00:25:00	ES	Futures	2259.92	2259.92	2259.92	2259.92	18.0
2015-07-21 00:30:00	ES	Futures	2259.92	2260.18	2259.92	2259.92	107.0
2015-07-21 00:35:00	ES	Futures	2259.92	2260.18	2259.92	2260.18	10.0
2015-07-21 00:40:00	ES	Futures	2260.18	2260.18	2259.92	2259.92	20.0
2015-07-21 00:45:00	ES	Futures	2259.92	2260.45	2259.92	2260.18	103.0
2015-07-21 00:50:00	ES	Futures	2260.18	2260.45	2260.18	2260.45	47.0
2015-07-21 00:55:00	ES	Futures	2260.45	2260.71	2260.45	2260.45	172.0
2015-07-21 01:00:00	ES	Futures	2260.71	2260.98	2260.45	2260.98	409.0
2015-07-21 01:05:00	ES	Futures	2260.98	2260.98	2260.71	2260.98	279.0
2015-07-21 01:10:00	ES	Futures	2260.71	2261.25	2260.71	2261.25	60.0
2015-07-21 01:15:00	ES	Futures	2260.98	2261.25	2260.98	2261.25	158.0
2015-07-21 01:20:00	ES	Futures	2261.25	2261.25	2260.98	2261.25	131.0
2015-07-21 01:25:00	ES	Futures	2261.25	2261.51	2260.98	2261.25	106.0
2015-07-21 01:30:00	ES	Futures	2261.51	2261.78	2261.51	2261.78	355.0
2015-07-21 01:35:00	ES	Futures	2261.51	2262.58	2261.51	2262.31	691.0
2015-07-21 01:40:00	ES	Futures	2262.31	2262.58	2262.05	2262.31	342.0
2015-07-21 01:45:00	ES	Futures	2262.31	2262.58	2262.31	2262.31	360.0
2015-07-21 01:50:00	ES	Futures	2262.58	2262.58	2262.05	2262.05	89.0
2015-07-21 01:55:00	ES	Futures	2262.05	2262.31	2262.05	2262.05	100.0
2015-07-21 02:00:00	ES	Futures	2262.05	2262.31	2261.78	2261.78	654.0
2015-07-21 02:05:00	ES	Futures	2261.78	2261.78	2260.98	2261.51	470.0
2015-07-21 02:10:00	ES	Futures	2261.25	2261.51	2260.71	2260.71	371.0
2015-07-21 02:15:00	ES	Futures	2260.71	2261.51	2260.71	2261.25	281.0
2015-07-21 02:20:00	ES	Futures	2261.25	2261.25	2260.98	2261.25	412.0
2015-07-21 02:25:00	ES	Futures	2260.98	2261.25	2260.98	2260.98	88.0
2015-07-21 02:30:00	ES	Futures	2260.98	2260.98	2260.71	2260.71	177.0
2015-07-21 02:35:00	ES	Futures	2260.71	2261.51	2260.71	2261.25	308.0
2015-07-21 02:40:00	ES	Futures	2261.25	2261.78	2261.25	2261.51	161.0
2015-07-21 02:45:00	ES	Futures	2261.25	2261.51	2261.25	2261.25	479.0
2015-07-21 02:50:00	ES	Futures	2261.25	2261.51	2260.98	2261.25	198.0
2015-07-21 02:55:00	ES	Futures	2261.25	2261.51	2261.25	2261.51	142.0
2015-07-21 03:00:00	ES	Futures	2261.51	2263.11	2261.25	2262.58	2123.0
2015-07-21 03:05:00	ES	Futures	2262.31	2262.84	2260.98	2261.51	1583.0
2015-07-21 03:10:00	ES	Futures	2261.25	2261.78	2260.71	2260.98	1100.0
2015-07-21 03:15:00	ES	Futures	2260.98	2261.51	2260.71	2261.25	1328.0
2015-07-21 03:20:00	ES	Futures	2261.25	2261.51	2260.71	2260.98	1227.0
2015-07-21 03:25:00	ES	Futures	2260.98	2261.51	2260.71	2260.98	402.0
2015-07-21 03:30:00	ES	Futures	2260.98	2261.51	2260.98	2261.25	492.0
2015-07-21 03:35:00	ES	Futures	2261.25	2261.78	2260.98	2260.98	811.0
2015-07-21 03:40:00	ES	Futures	2260.98	2261.51	2260.71	2260.98	1305.0
2015-07-21 03:45:00	ES	Futures	2260.71	2260.98	2260.18	2260.71	1181.0
2015-07-21 03:50:00	ES	Futures	2260.45	2260.71	2259.38	2260.18	1373.0
2015-07-21 03:55:00	ES	Futures	2260.18	2260.98	2260.18	2260.45	927.0
2015-07-21 04:00:00	ES	Futures	2260.18	2260.45	2259.65	2259.92	949.0
2015-07-21 04:05:00	ES	Futures	2259.92	2260.18	2259.92	2259.92	550.0

> showing 50 of 14,372 rows — these rows as CSV

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