PREVIEW / futures_5min / 2015-07-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-23.parquet
  size:    238 KB
  rows:    14,353

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
2015-07-23 00:00:00	ES	Futures	2249.8	2249.8	2249.53	2249.53	113.0
2015-07-23 00:05:00	ES	Futures	2249.8	2249.8	2249.27	2249.27	214.0
2015-07-23 00:10:00	ES	Futures	2249.53	2249.53	2249.27	2249.53	13.0
2015-07-23 00:15:00	ES	Futures	2249.53	2249.53	2249.27	2249.53	55.0
2015-07-23 00:20:00	ES	Futures	2249.53	2249.53	2249.27	2249.53	37.0
2015-07-23 00:25:00	ES	Futures	2249.53	2249.53	2249.27	2249.53	70.0
2015-07-23 00:30:00	ES	Futures	2249.53	2249.8	2249.53	2249.8	49.0
2015-07-23 00:35:00	ES	Futures	2249.8	2249.8	2249.53	2249.53	102.0
2015-07-23 00:40:00	ES	Futures	2249.53	2249.53	2249.27	2249.53	66.0
2015-07-23 00:45:00	ES	Futures	2249.53	2249.8	2249.53	2249.8	143.0
2015-07-23 00:50:00	ES	Futures	2249.8	2250.06	2249.8	2250.06	135.0
2015-07-23 00:55:00	ES	Futures	2250.06	2250.86	2249.8	2250.6	305.0
2015-07-23 01:00:00	ES	Futures	2250.33	2250.6	2250.06	2250.33	149.0
2015-07-23 01:05:00	ES	Futures	2250.33	2250.33	2250.06	2250.33	187.0
2015-07-23 01:10:00	ES	Futures	2250.33	2250.6	2249.8	2250.33	183.0
2015-07-23 01:15:00	ES	Futures	2250.6	2250.6	2250.33	2250.6	43.0
2015-07-23 01:20:00	ES	Futures	2250.6	2250.6	2250.33	2250.33	112.0
2015-07-23 01:25:00	ES	Futures	2250.33	2250.33	2250.06	2250.06	97.0
2015-07-23 01:30:00	ES	Futures	2250.33	2250.33	2250.06	2250.33	61.0
2015-07-23 01:35:00	ES	Futures	2250.06	2250.33	2250.06	2250.33	15.0
2015-07-23 01:40:00	ES	Futures	2250.33	2250.33	2250.06	2250.33	46.0
2015-07-23 01:45:00	ES	Futures	2250.06	2250.33	2249.8	2250.33	221.0
2015-07-23 01:50:00	ES	Futures	2250.6	2250.6	2250.06	2250.33	344.0
2015-07-23 01:55:00	ES	Futures	2250.33	2250.33	2249.8	2250.06	140.0
2015-07-23 02:00:00	ES	Futures	2249.8	2251.13	2249.8	2250.33	1373.0
2015-07-23 02:05:00	ES	Futures	2250.33	2250.6	2250.06	2250.33	350.0
2015-07-23 02:10:00	ES	Futures	2250.33	2250.33	2250.06	2250.33	284.0
2015-07-23 02:15:00	ES	Futures	2250.06	2250.33	2249.53	2249.53	566.0
2015-07-23 02:20:00	ES	Futures	2249.8	2249.8	2249.53	2249.8	117.0
2015-07-23 02:25:00	ES	Futures	2249.8	2250.33	2249.53	2249.8	699.0
2015-07-23 02:30:00	ES	Futures	2250.06	2250.06	2249.27	2249.27	424.0
2015-07-23 02:35:00	ES	Futures	2249.53	2249.53	2249.27	2249.27	185.0
2015-07-23 02:40:00	ES	Futures	2249.27	2249.8	2249.27	2249.8	120.0
2015-07-23 02:45:00	ES	Futures	2249.8	2250.33	2249.53	2250.06	489.0
2015-07-23 02:50:00	ES	Futures	2250.06	2251.13	2250.06	2250.86	849.0
2015-07-23 02:55:00	ES	Futures	2250.86	2250.86	2250.33	2250.86	481.0
2015-07-23 03:00:00	ES	Futures	2250.86	2251.13	2250.06	2250.33	1719.0
2015-07-23 03:05:00	ES	Futures	2250.06	2250.86	2249.53	2249.8	1806.0
2015-07-23 03:10:00	ES	Futures	2249.8	2249.8	2249.27	2249.53	1662.0
2015-07-23 03:15:00	ES	Futures	2249.53	2250.33	2249.27	2250.06	1099.0
2015-07-23 03:20:00	ES	Futures	2249.8	2250.06	2249.27	2249.27	943.0
2015-07-23 03:25:00	ES	Futures	2249.27	2249.53	2249.0	2249.53	1563.0
2015-07-23 03:30:00	ES	Futures	2249.27	2249.53	2248.73	2249.27	1447.0
2015-07-23 03:35:00	ES	Futures	2249.27	2249.8	2248.73	2249.8	925.0
2015-07-23 03:40:00	ES	Futures	2249.8	2249.8	2249.0	2249.0	1287.0
2015-07-23 03:45:00	ES	Futures	2249.0	2249.0	2248.2	2248.73	1538.0
2015-07-23 03:50:00	ES	Futures	2248.73	2249.27	2248.47	2249.27	1079.0
2015-07-23 03:55:00	ES	Futures	2249.27	2249.53	2249.0	2249.27	1559.0
2015-07-23 04:00:00	ES	Futures	2249.0	2249.27	2248.47	2248.73	602.0
2015-07-23 04:05:00	ES	Futures	2248.47	2248.73	2247.14	2247.4	1993.0

> showing 50 of 14,353 rows — these rows as CSV

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