PREVIEW / futures_5min / 2015-07-31

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-07-31.parquet
  size:    213 KB
  rows:    11,807

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
2015-07-31 00:00:00	ES	Futures	2238.62	2238.62	2238.35	2238.35	103.0
2015-07-31 00:05:00	ES	Futures	2238.62	2238.88	2238.62	2238.88	116.0
2015-07-31 00:10:00	ES	Futures	2238.88	2238.88	2238.62	2238.88	39.0
2015-07-31 00:15:00	ES	Futures	2238.88	2239.15	2238.88	2238.88	176.0
2015-07-31 00:20:00	ES	Futures	2239.15	2239.15	2238.88	2239.15	47.0
2015-07-31 00:25:00	ES	Futures	2239.15	2239.15	2238.88	2239.15	49.0
2015-07-31 00:30:00	ES	Futures	2239.15	2239.41	2238.88	2239.41	127.0
2015-07-31 00:35:00	ES	Futures	2239.41	2239.41	2239.15	2239.41	43.0
2015-07-31 00:40:00	ES	Futures	2239.41	2239.41	2239.15	2239.41	30.0
2015-07-31 00:45:00	ES	Futures	2239.41	2239.68	2239.41	2239.41	134.0
2015-07-31 00:50:00	ES	Futures	2239.41	2239.41	2239.15	2239.41	56.0
2015-07-31 00:55:00	ES	Futures	2239.15	2239.68	2239.15	2239.68	106.0
2015-07-31 01:00:00	ES	Futures	2239.41	2239.68	2239.41	2239.68	104.0
2015-07-31 01:05:00	ES	Futures	2239.41	2239.68	2239.41	2239.68	159.0
2015-07-31 01:10:00	ES	Futures	2239.68	2239.68	2239.41	2239.68	74.0
2015-07-31 01:15:00	ES	Futures	2239.68	2239.95	2239.41	2239.95	494.0
2015-07-31 01:20:00	ES	Futures	2239.95	2239.95	2239.15	2239.41	214.0
2015-07-31 01:25:00	ES	Futures	2239.41	2240.48	2239.41	2239.68	371.0
2015-07-31 01:30:00	ES	Futures	2239.68	2239.95	2239.41	2239.95	368.0
2015-07-31 01:35:00	ES	Futures	2239.68	2240.48	2239.68	2240.48	222.0
2015-07-31 01:40:00	ES	Futures	2240.48	2240.48	2240.21	2240.21	197.0
2015-07-31 01:45:00	ES	Futures	2239.95	2240.21	2239.68	2240.21	115.0
2015-07-31 01:50:00	ES	Futures	2240.21	2240.48	2239.95	2240.48	232.0
2015-07-31 01:55:00	ES	Futures	2240.48	2240.48	2239.95	2240.48	329.0
2015-07-31 02:00:00	ES	Futures	2240.21	2240.75	2240.21	2240.48	899.0
2015-07-31 02:05:00	ES	Futures	2240.48	2240.75	2239.68	2240.48	809.0
2015-07-31 02:10:00	ES	Futures	2240.48	2241.01	2240.21	2241.01	479.0
2015-07-31 02:15:00	ES	Futures	2240.75	2241.01	2240.48	2240.48	223.0
2015-07-31 02:20:00	ES	Futures	2240.75	2240.75	2239.41	2239.68	629.0
2015-07-31 02:25:00	ES	Futures	2239.41	2239.95	2239.41	2239.68	439.0
2015-07-31 02:30:00	ES	Futures	2239.41	2239.68	2239.41	2239.68	104.0
2015-07-31 02:35:00	ES	Futures	2239.68	2239.68	2239.15	2239.41	279.0
2015-07-31 02:40:00	ES	Futures	2239.68	2239.95	2239.41	2239.95	314.0
2015-07-31 02:45:00	ES	Futures	2239.68	2239.95	2239.15	2239.15	364.0
2015-07-31 02:50:00	ES	Futures	2239.41	2239.41	2238.62	2239.15	614.0
2015-07-31 02:55:00	ES	Futures	2239.15	2240.21	2239.15	2240.21	620.0
2015-07-31 03:00:00	ES	Futures	2239.95	2240.48	2239.41	2239.41	1390.0
2015-07-31 03:05:00	ES	Futures	2239.41	2239.41	2238.08	2239.41	1420.0
2015-07-31 03:10:00	ES	Futures	2239.41	2240.48	2238.88	2239.41	1945.0
2015-07-31 03:15:00	ES	Futures	2239.68	2241.01	2239.41	2240.75	1837.0
2015-07-31 03:20:00	ES	Futures	2241.01	2243.94	2240.75	2242.61	7059.0
2015-07-31 03:25:00	ES	Futures	2242.61	2243.14	2241.01	2241.54	1953.0
2015-07-31 03:30:00	ES	Futures	2241.81	2242.34	2241.01	2241.54	1537.0
2015-07-31 03:35:00	ES	Futures	2241.54	2242.34	2241.01	2241.54	1140.0
2015-07-31 03:40:00	ES	Futures	2241.54	2241.81	2240.75	2241.28	800.0
2015-07-31 03:45:00	ES	Futures	2241.01	2242.08	2241.01	2241.28	1101.0
2015-07-31 03:50:00	ES	Futures	2241.28	2241.81	2240.75	2241.01	643.0
2015-07-31 03:55:00	ES	Futures	2241.28	2241.54	2239.95	2240.21	1223.0
2015-07-31 04:00:00	ES	Futures	2240.48	2240.48	2239.41	2239.95	1643.0
2015-07-31 04:05:00	ES	Futures	2239.95	2240.48	2239.68	2239.95	1202.0

> showing 50 of 11,807 rows — these rows as CSV

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