PREVIEW / futures_5min / 2015-07-29

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-29.parquet
  size:    229 KB
  rows:    14,072

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
2015-07-29 00:00:00	ES	Futures	2220.24	2220.51	2219.98	2220.24	83.0
2015-07-29 00:05:00	ES	Futures	2220.51	2220.51	2219.98	2220.24	120.0
2015-07-29 00:10:00	ES	Futures	2220.24	2220.51	2220.24	2220.24	72.0
2015-07-29 00:15:00	ES	Futures	2220.51	2220.78	2220.24	2220.51	239.0
2015-07-29 00:20:00	ES	Futures	2220.51	2220.78	2220.51	2220.51	101.0
2015-07-29 00:25:00	ES	Futures	2220.78	2220.78	2220.51	2220.78	51.0
2015-07-29 00:30:00	ES	Futures	2220.78	2221.04	2220.24	2220.24	81.0
2015-07-29 00:35:00	ES	Futures	2220.51	2220.51	2220.51	2220.51	17.0
2015-07-29 00:40:00	ES	Futures	2220.51	2221.31	2220.51	2221.04	200.0
2015-07-29 00:45:00	ES	Futures	2221.04	2221.31	2220.78	2221.04	130.0
2015-07-29 00:50:00	ES	Futures	2220.78	2220.78	2220.78	2220.78	33.0
2015-07-29 00:55:00	ES	Futures	2221.04	2221.04	2220.78	2220.78	83.0
2015-07-29 01:00:00	ES	Futures	2220.78	2220.78	2220.51	2220.78	122.0
2015-07-29 01:05:00	ES	Futures	2220.51	2220.78	2220.24	2220.78	144.0
2015-07-29 01:10:00	ES	Futures	2220.78	2221.04	2220.78	2221.04	175.0
2015-07-29 01:15:00	ES	Futures	2220.78	2221.04	2220.78	2221.04	19.0
2015-07-29 01:20:00	ES	Futures	2220.78	2220.78	2220.51	2220.78	106.0
2015-07-29 01:25:00	ES	Futures	2220.78	2221.04	2220.51	2220.51	142.0
2015-07-29 01:30:00	ES	Futures	2220.51	2220.51	2219.98	2219.98	256.0
2015-07-29 01:35:00	ES	Futures	2219.98	2220.24	2219.98	2220.24	54.0
2015-07-29 01:40:00	ES	Futures	2220.24	2220.78	2219.98	2220.78	211.0
2015-07-29 01:45:00	ES	Futures	2220.78	2221.31	2220.51	2220.78	494.0
2015-07-29 01:50:00	ES	Futures	2221.04	2221.04	2220.78	2221.04	28.0
2015-07-29 01:55:00	ES	Futures	2221.04	2221.84	2220.78	2221.58	495.0
2015-07-29 02:00:00	ES	Futures	2221.31	2221.58	2220.78	2221.31	909.0
2015-07-29 02:05:00	ES	Futures	2221.58	2221.58	2220.78	2221.04	417.0
2015-07-29 02:10:00	ES	Futures	2221.31	2222.37	2220.78	2222.11	462.0
2015-07-29 02:15:00	ES	Futures	2222.37	2222.37	2221.84	2221.84	368.0
2015-07-29 02:20:00	ES	Futures	2221.58	2222.37	2221.58	2222.37	413.0
2015-07-29 02:25:00	ES	Futures	2222.37	2223.44	2222.37	2223.44	778.0
2015-07-29 02:30:00	ES	Futures	2223.44	2224.77	2222.91	2224.77	1533.0
2015-07-29 02:35:00	ES	Futures	2224.5	2226.1	2224.5	2225.3	2223.0
2015-07-29 02:40:00	ES	Futures	2225.3	2225.84	2225.04	2225.84	807.0
2015-07-29 02:45:00	ES	Futures	2225.84	2226.1	2225.57	2226.1	832.0
2015-07-29 02:50:00	ES	Futures	2226.1	2227.7	2225.84	2226.9	2557.0
2015-07-29 02:55:00	ES	Futures	2226.9	2226.9	2226.37	2226.63	820.0
2015-07-29 03:00:00	ES	Futures	2226.63	2227.17	2226.1	2226.63	1430.0
2015-07-29 03:05:00	ES	Futures	2226.37	2227.17	2225.57	2226.9	2011.0
2015-07-29 03:10:00	ES	Futures	2226.9	2226.9	2224.5	2224.77	1849.0
2015-07-29 03:15:00	ES	Futures	2225.04	2225.84	2223.71	2225.04	1967.0
2015-07-29 03:20:00	ES	Futures	2225.04	2225.57	2224.5	2225.57	1896.0
2015-07-29 03:25:00	ES	Futures	2225.57	2227.97	2225.57	2227.7	3311.0
2015-07-29 03:30:00	ES	Futures	2227.43	2227.7	2226.63	2227.17	1148.0
2015-07-29 03:35:00	ES	Futures	2227.17	2227.17	2226.63	2227.17	818.0
2015-07-29 03:40:00	ES	Futures	2227.17	2227.7	2226.9	2226.9	1558.0
2015-07-29 03:45:00	ES	Futures	2226.63	2227.43	2226.37	2226.63	1330.0
2015-07-29 03:50:00	ES	Futures	2226.63	2226.9	2226.1	2226.63	1231.0
2015-07-29 03:55:00	ES	Futures	2226.37	2227.17	2225.3	2225.84	2091.0
2015-07-29 04:00:00	ES	Futures	2225.57	2226.37	2225.57	2226.37	1186.0
2015-07-29 04:05:00	ES	Futures	2226.1	2226.63	2225.3	2225.3	1944.0

> showing 50 of 14,072 rows — these rows as CSV

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