PREVIEW / futures_5min / 2015-07-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-22.parquet
  size:    218 KB
  rows:    14,279

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
2015-07-22 00:00:00	ES	Futures	2243.67	2243.67	2243.14	2243.41	325.0
2015-07-22 00:05:00	ES	Futures	2243.14	2243.41	2243.14	2243.41	203.0
2015-07-22 00:10:00	ES	Futures	2243.41	2243.41	2243.14	2243.14	67.0
2015-07-22 00:15:00	ES	Futures	2243.14	2243.41	2242.88	2243.41	67.0
2015-07-22 00:20:00	ES	Futures	2243.14	2243.41	2243.14	2243.14	103.0
2015-07-22 00:25:00	ES	Futures	2243.41	2243.41	2243.14	2243.14	11.0
2015-07-22 00:30:00	ES	Futures	2243.41	2243.41	2243.14	2243.14	202.0
2015-07-22 00:35:00	ES	Futures	2243.14	2243.41	2243.14	2243.14	293.0
2015-07-22 00:40:00	ES	Futures	2243.14	2243.41	2242.88	2242.88	349.0
2015-07-22 00:45:00	ES	Futures	2242.88	2243.14	2242.88	2243.14	16.0
2015-07-22 00:50:00	ES	Futures	2242.88	2243.14	2242.88	2243.14	130.0
2015-07-22 00:55:00	ES	Futures	2243.14	2243.14	2242.88	2242.88	97.0
2015-07-22 01:00:00	ES	Futures	2242.88	2243.14	2242.88	2242.88	87.0
2015-07-22 01:05:00	ES	Futures	2242.88	2243.14	2242.88	2242.88	81.0
2015-07-22 01:10:00	ES	Futures	2242.61	2243.14	2242.61	2242.88	93.0
2015-07-22 01:15:00	ES	Futures	2242.88	2243.14	2242.88	2242.88	51.0
2015-07-22 01:20:00	ES	Futures	2243.14	2243.41	2242.88	2242.88	127.0
2015-07-22 01:25:00	ES	Futures	2242.88	2243.41	2242.88	2243.41	51.0
2015-07-22 01:30:00	ES	Futures	2243.41	2243.41	2243.14	2243.41	212.0
2015-07-22 01:35:00	ES	Futures	2243.14	2243.41	2243.14	2243.41	222.0
2015-07-22 01:40:00	ES	Futures	2243.41	2243.41	2242.88	2243.14	141.0
2015-07-22 01:45:00	ES	Futures	2242.88	2243.14	2242.88	2242.88	42.0
2015-07-22 01:50:00	ES	Futures	2243.14	2243.14	2242.34	2242.34	603.0
2015-07-22 01:55:00	ES	Futures	2242.61	2242.61	2242.34	2242.34	486.0
2015-07-22 02:00:00	ES	Futures	2242.34	2243.41	2241.81	2241.81	1889.0
2015-07-22 02:05:00	ES	Futures	2242.08	2242.34	2241.81	2242.34	628.0
2015-07-22 02:10:00	ES	Futures	2242.08	2243.14	2242.08	2242.88	1092.0
2015-07-22 02:15:00	ES	Futures	2243.14	2243.41	2242.61	2242.61	591.0
2015-07-22 02:20:00	ES	Futures	2242.88	2242.88	2242.08	2242.61	786.0
2015-07-22 02:25:00	ES	Futures	2242.61	2242.88	2242.34	2242.88	629.0
2015-07-22 02:30:00	ES	Futures	2242.88	2243.14	2241.28	2241.54	2181.0
2015-07-22 02:35:00	ES	Futures	2241.54	2242.08	2241.54	2241.81	817.0
2015-07-22 02:40:00	ES	Futures	2241.81	2242.08	2241.54	2241.81	372.0
2015-07-22 02:45:00	ES	Futures	2241.54	2242.61	2241.54	2242.61	595.0
2015-07-22 02:50:00	ES	Futures	2242.61	2243.14	2242.34	2242.88	587.0
2015-07-22 02:55:00	ES	Futures	2242.88	2243.14	2242.88	2242.88	284.0
2015-07-22 03:00:00	ES	Futures	2242.88	2243.14	2241.81	2241.81	3327.0
2015-07-22 03:05:00	ES	Futures	2241.81	2242.61	2241.54	2241.81	1881.0
2015-07-22 03:10:00	ES	Futures	2241.81	2242.61	2241.54	2242.08	1358.0
2015-07-22 03:15:00	ES	Futures	2242.08	2242.34	2241.28	2241.54	956.0
2015-07-22 03:20:00	ES	Futures	2241.54	2242.08	2241.28	2241.28	649.0
2015-07-22 03:25:00	ES	Futures	2241.28	2242.34	2241.28	2242.08	1676.0
2015-07-22 03:30:00	ES	Futures	2242.08	2242.34	2241.28	2242.08	1501.0
2015-07-22 03:35:00	ES	Futures	2242.34	2243.14	2242.08	2242.88	1772.0
2015-07-22 03:40:00	ES	Futures	2242.88	2242.88	2242.34	2242.61	1127.0
2015-07-22 03:45:00	ES	Futures	2242.88	2243.41	2242.61	2243.14	1548.0
2015-07-22 03:50:00	ES	Futures	2243.41	2243.67	2242.88	2243.14	1722.0
2015-07-22 03:55:00	ES	Futures	2243.14	2244.74	2243.14	2244.47	1934.0
2015-07-22 04:00:00	ES	Futures	2244.47	2245.01	2243.67	2245.01	1887.0
2015-07-22 04:05:00	ES	Futures	2244.74	2245.01	2243.94	2244.47	2131.0

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