PREVIEW / futures_5min / 2015-07-24

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-24.parquet
  size:    206 KB
  rows:    11,833

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
2015-07-24 00:00:00	ES	Futures	2234.36	2234.62	2234.09	2234.36	250.0
2015-07-24 00:05:00	ES	Futures	2234.09	2234.36	2234.09	2234.09	101.0
2015-07-24 00:10:00	ES	Futures	2234.36	2234.36	2234.09	2234.36	68.0
2015-07-24 00:15:00	ES	Futures	2234.36	2234.36	2233.82	2234.36	43.0
2015-07-24 00:20:00	ES	Futures	2234.36	2234.36	2233.82	2234.09	78.0
2015-07-24 00:25:00	ES	Futures	2234.09	2234.09	2233.82	2234.09	41.0
2015-07-24 00:30:00	ES	Futures	2234.09	2234.36	2233.82	2234.09	60.0
2015-07-24 00:35:00	ES	Futures	2234.36	2234.36	2234.09	2234.36	15.0
2015-07-24 00:40:00	ES	Futures	2234.36	2234.36	2234.09	2234.36	44.0
2015-07-24 00:45:00	ES	Futures	2234.09	2234.36	2233.82	2234.09	71.0
2015-07-24 00:50:00	ES	Futures	2234.36	2234.36	2234.09	2234.36	28.0
2015-07-24 00:55:00	ES	Futures	2234.09	2234.62	2234.09	2234.36	149.0
2015-07-24 01:00:00	ES	Futures	2234.62	2235.15	2234.36	2234.89	350.0
2015-07-24 01:05:00	ES	Futures	2234.89	2235.15	2234.89	2234.89	165.0
2015-07-24 01:10:00	ES	Futures	2235.15	2235.42	2234.89	2235.42	283.0
2015-07-24 01:15:00	ES	Futures	2235.15	2235.95	2235.15	2235.69	246.0
2015-07-24 01:20:00	ES	Futures	2235.42	2235.69	2235.42	2235.42	209.0
2015-07-24 01:25:00	ES	Futures	2235.42	2236.49	2235.42	2236.22	453.0
2015-07-24 01:30:00	ES	Futures	2236.22	2236.22	2235.42	2235.69	263.0
2015-07-24 01:35:00	ES	Futures	2235.42	2235.69	2235.42	2235.69	150.0
2015-07-24 01:40:00	ES	Futures	2235.69	2235.95	2235.69	2235.95	123.0
2015-07-24 01:45:00	ES	Futures	2235.95	2236.22	2235.42	2235.69	292.0
2015-07-24 01:50:00	ES	Futures	2235.69	2236.22	2235.69	2236.22	367.0
2015-07-24 01:55:00	ES	Futures	2236.22	2236.49	2235.69	2236.49	595.0
2015-07-24 02:00:00	ES	Futures	2236.22	2236.22	2235.69	2235.95	525.0
2015-07-24 02:05:00	ES	Futures	2235.69	2235.95	2234.62	2234.62	685.0
2015-07-24 02:10:00	ES	Futures	2234.62	2234.89	2234.09	2234.36	531.0
2015-07-24 02:15:00	ES	Futures	2234.62	2235.69	2234.09	2235.42	504.0
2015-07-24 02:20:00	ES	Futures	2235.42	2235.42	2235.15	2235.15	335.0
2015-07-24 02:25:00	ES	Futures	2235.15	2235.69	2235.15	2235.69	199.0
2015-07-24 02:30:00	ES	Futures	2235.69	2236.22	2235.42	2236.22	553.0
2015-07-24 02:35:00	ES	Futures	2235.95	2236.22	2235.69	2235.69	245.0
2015-07-24 02:40:00	ES	Futures	2235.69	2235.95	2235.42	2235.42	175.0
2015-07-24 02:45:00	ES	Futures	2235.42	2235.95	2235.42	2235.69	255.0
2015-07-24 02:50:00	ES	Futures	2235.69	2235.95	2235.15	2235.69	719.0
2015-07-24 02:55:00	ES	Futures	2235.69	2235.69	2235.15	2235.42	276.0
2015-07-24 03:00:00	ES	Futures	2235.69	2236.22	2235.15	2235.15	2153.0
2015-07-24 03:05:00	ES	Futures	2235.42	2235.42	2234.36	2234.36	1486.0
2015-07-24 03:10:00	ES	Futures	2234.62	2235.69	2234.36	2235.42	970.0
2015-07-24 03:15:00	ES	Futures	2235.42	2236.49	2234.89	2236.22	956.0
2015-07-24 03:20:00	ES	Futures	2236.22	2237.02	2235.69	2236.22	1338.0
2015-07-24 03:25:00	ES	Futures	2235.95	2236.22	2235.69	2235.95	465.0
2015-07-24 03:30:00	ES	Futures	2236.22	2236.49	2235.15	2235.95	1114.0
2015-07-24 03:35:00	ES	Futures	2235.95	2236.75	2235.69	2235.95	1121.0
2015-07-24 03:40:00	ES	Futures	2235.95	2236.75	2235.95	2236.49	556.0
2015-07-24 03:45:00	ES	Futures	2236.75	2237.02	2235.95	2236.22	749.0
2015-07-24 03:50:00	ES	Futures	2236.22	2237.02	2236.22	2236.75	1280.0
2015-07-24 03:55:00	ES	Futures	2236.75	2237.02	2236.49	2237.02	869.0
2015-07-24 04:00:00	ES	Futures	2236.75	2238.88	2236.75	2238.35	3571.0
2015-07-24 04:05:00	ES	Futures	2238.35	2239.95	2238.08	2239.68	4424.0

> showing 50 of 11,833 rows — these rows as CSV

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