PREVIEW / futures_5min / 2015-07-27

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-27.parquet
  size:    240 KB
  rows:    14,522

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
2015-07-27 00:00:00	ES	Futures	2212.52	2212.79	2212.52	2212.52	62.0
2015-07-27 00:05:00	ES	Futures	2212.79	2213.06	2212.52	2213.06	209.0
2015-07-27 00:10:00	ES	Futures	2212.79	2213.06	2212.52	2212.79	162.0
2015-07-27 00:15:00	ES	Futures	2213.06	2213.06	2212.52	2212.79	279.0
2015-07-27 00:20:00	ES	Futures	2212.52	2212.79	2212.52	2212.52	91.0
2015-07-27 00:25:00	ES	Futures	2212.79	2213.06	2212.52	2213.06	146.0
2015-07-27 00:30:00	ES	Futures	2213.32	2213.32	2213.06	2213.32	88.0
2015-07-27 00:35:00	ES	Futures	2213.32	2213.32	2212.79	2212.79	168.0
2015-07-27 00:40:00	ES	Futures	2212.79	2213.32	2212.79	2213.06	232.0
2015-07-27 00:45:00	ES	Futures	2213.06	2213.06	2212.79	2213.06	185.0
2015-07-27 00:50:00	ES	Futures	2212.79	2213.06	2212.26	2212.52	322.0
2015-07-27 00:55:00	ES	Futures	2212.52	2212.52	2211.46	2211.72	1038.0
2015-07-27 01:00:00	ES	Futures	2211.72	2211.72	2211.46	2211.46	330.0
2015-07-27 01:05:00	ES	Futures	2211.46	2211.99	2211.19	2211.99	288.0
2015-07-27 01:10:00	ES	Futures	2211.99	2212.26	2211.72	2212.26	240.0
2015-07-27 01:15:00	ES	Futures	2211.99	2212.52	2211.72	2212.26	491.0
2015-07-27 01:20:00	ES	Futures	2212.26	2212.52	2212.26	2212.52	60.0
2015-07-27 01:25:00	ES	Futures	2212.52	2212.52	2212.26	2212.52	29.0
2015-07-27 01:30:00	ES	Futures	2212.26	2212.79	2212.26	2212.52	265.0
2015-07-27 01:35:00	ES	Futures	2212.52	2212.79	2212.26	2212.79	58.0
2015-07-27 01:40:00	ES	Futures	2212.79	2212.79	2212.26	2212.26	41.0
2015-07-27 01:45:00	ES	Futures	2212.26	2213.85	2212.26	2213.59	707.0
2015-07-27 01:50:00	ES	Futures	2213.32	2213.32	2213.06	2213.32	173.0
2015-07-27 01:55:00	ES	Futures	2213.32	2213.85	2213.32	2213.85	277.0
2015-07-27 02:00:00	ES	Futures	2213.59	2214.12	2212.52	2213.32	1195.0
2015-07-27 02:05:00	ES	Futures	2213.06	2213.59	2213.06	2213.59	317.0
2015-07-27 02:10:00	ES	Futures	2213.59	2214.12	2213.32	2213.85	401.0
2015-07-27 02:15:00	ES	Futures	2213.85	2214.65	2213.32	2214.39	939.0
2015-07-27 02:20:00	ES	Futures	2214.39	2214.65	2213.85	2214.39	548.0
2015-07-27 02:25:00	ES	Futures	2214.39	2214.39	2213.85	2214.12	374.0
2015-07-27 02:30:00	ES	Futures	2214.12	2215.72	2214.12	2214.92	1719.0
2015-07-27 02:35:00	ES	Futures	2214.65	2214.65	2212.79	2213.32	1130.0
2015-07-27 02:40:00	ES	Futures	2213.06	2213.06	2211.19	2212.52	4041.0
2015-07-27 02:45:00	ES	Futures	2212.52	2212.52	2211.99	2212.52	627.0
2015-07-27 02:50:00	ES	Futures	2212.26	2212.52	2211.72	2211.99	422.0
2015-07-27 02:55:00	ES	Futures	2211.99	2211.99	2211.46	2211.72	1377.0
2015-07-27 03:00:00	ES	Futures	2211.72	2213.59	2211.72	2212.52	1940.0
2015-07-27 03:05:00	ES	Futures	2212.52	2212.52	2210.39	2210.39	3375.0
2015-07-27 03:10:00	ES	Futures	2210.39	2210.66	2209.06	2209.06	4090.0
2015-07-27 03:15:00	ES	Futures	2209.06	2209.33	2208.26	2208.53	4028.0
2015-07-27 03:20:00	ES	Futures	2208.8	2209.06	2207.73	2208.8	5440.0
2015-07-27 03:25:00	ES	Futures	2209.06	2210.39	2208.53	2210.13	3026.0
2015-07-27 03:30:00	ES	Futures	2210.39	2210.66	2209.33	2210.13	2498.0
2015-07-27 03:35:00	ES	Futures	2209.86	2210.13	2209.33	2209.59	2164.0
2015-07-27 03:40:00	ES	Futures	2209.86	2210.13	2209.33	2209.33	1538.0
2015-07-27 03:45:00	ES	Futures	2209.06	2209.59	2208.26	2208.26	2725.0
2015-07-27 03:50:00	ES	Futures	2208.26	2208.53	2207.2	2207.46	2100.0
2015-07-27 03:55:00	ES	Futures	2207.46	2207.73	2206.4	2206.67	3776.0
2015-07-27 04:00:00	ES	Futures	2206.4	2209.33	2206.13	2208.53	3442.0
2015-07-27 04:05:00	ES	Futures	2208.8	2210.13	2208.8	2209.86	1561.0

> showing 50 of 14,522 rows — these rows as CSV

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