PREVIEW / futures_5min / 2015-08-03

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-03.parquet
  size:    229 KB
  rows:    14,020

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
2015-08-03 00:00:00	ES	Futures	2233.29	2233.29	2233.02	2233.02	20.0
2015-08-03 00:05:00	ES	Futures	2233.02	2233.29	2232.76	2233.02	112.0
2015-08-03 00:10:00	ES	Futures	2233.02	2233.02	2232.76	2232.76	11.0
2015-08-03 00:15:00	ES	Futures	2233.02	2233.02	2232.49	2232.49	173.0
2015-08-03 00:20:00	ES	Futures	2232.49	2232.76	2232.23	2232.76	145.0
2015-08-03 00:25:00	ES	Futures	2232.76	2232.76	2232.49	2232.49	39.0
2015-08-03 00:30:00	ES	Futures	2232.49	2232.76	2232.49	2232.76	8.0
2015-08-03 00:35:00	ES	Futures	2232.76	2232.76	2232.49	2232.76	77.0
2015-08-03 00:40:00	ES	Futures	2232.76	2233.02	2232.76	2233.02	60.0
2015-08-03 00:45:00	ES	Futures	2232.76	2233.02	2232.76	2232.76	62.0
2015-08-03 00:50:00	ES	Futures	2233.02	2233.02	2232.76	2233.02	55.0
2015-08-03 00:55:00	ES	Futures	2233.02	2233.56	2233.02	2233.29	122.0
2015-08-03 01:00:00	ES	Futures	2233.29	2233.56	2233.02	2233.02	139.0
2015-08-03 01:05:00	ES	Futures	2233.02	2233.56	2233.02	2233.29	183.0
2015-08-03 01:10:00	ES	Futures	2233.29	2233.29	2233.02	2233.29	114.0
2015-08-03 01:15:00	ES	Futures	2233.29	2233.82	2233.02	2233.82	146.0
2015-08-03 01:20:00	ES	Futures	2233.82	2233.82	2233.56	2233.82	207.0
2015-08-03 01:25:00	ES	Futures	2233.82	2233.82	2233.56	2233.56	213.0
2015-08-03 01:30:00	ES	Futures	2233.56	2233.82	2233.02	2233.56	366.0
2015-08-03 01:35:00	ES	Futures	2233.29	2233.29	2233.02	2233.02	236.0
2015-08-03 01:40:00	ES	Futures	2233.02	2233.29	2232.76	2233.29	84.0
2015-08-03 01:45:00	ES	Futures	2233.29	2233.29	2232.49	2232.49	89.0
2015-08-03 01:50:00	ES	Futures	2232.76	2232.76	2232.23	2232.49	359.0
2015-08-03 01:55:00	ES	Futures	2232.49	2232.49	2231.69	2231.96	539.0
2015-08-03 02:00:00	ES	Futures	2232.23	2232.23	2231.16	2231.16	769.0
2015-08-03 02:05:00	ES	Futures	2231.16	2232.23	2230.36	2232.23	1512.0
2015-08-03 02:10:00	ES	Futures	2232.23	2232.76	2231.96	2232.23	1219.0
2015-08-03 02:15:00	ES	Futures	2232.49	2232.49	2231.43	2231.69	304.0
2015-08-03 02:20:00	ES	Futures	2231.69	2231.96	2231.69	2231.69	330.0
2015-08-03 02:25:00	ES	Futures	2231.69	2231.96	2231.43	2231.69	367.0
2015-08-03 02:30:00	ES	Futures	2231.69	2232.23	2231.69	2231.96	287.0
2015-08-03 02:35:00	ES	Futures	2232.23	2232.23	2231.96	2232.23	237.0
2015-08-03 02:40:00	ES	Futures	2232.23	2232.49	2231.69	2231.96	769.0
2015-08-03 02:45:00	ES	Futures	2232.23	2232.76	2232.23	2232.49	366.0
2015-08-03 02:50:00	ES	Futures	2232.49	2232.76	2232.23	2232.49	338.0
2015-08-03 02:55:00	ES	Futures	2232.49	2233.29	2232.23	2233.29	434.0
2015-08-03 03:00:00	ES	Futures	2233.29	2234.09	2233.02	2233.82	2497.0
2015-08-03 03:05:00	ES	Futures	2233.82	2233.82	2232.49	2232.76	1500.0
2015-08-03 03:10:00	ES	Futures	2233.02	2234.09	2233.02	2233.56	1455.0
2015-08-03 03:15:00	ES	Futures	2233.29	2233.29	2231.69	2232.49	1194.0
2015-08-03 03:20:00	ES	Futures	2232.23	2232.49	2231.43	2232.49	1921.0
2015-08-03 03:25:00	ES	Futures	2232.49	2232.49	2230.36	2230.36	2238.0
2015-08-03 03:30:00	ES	Futures	2230.36	2230.89	2229.56	2230.89	2442.0
2015-08-03 03:35:00	ES	Futures	2230.89	2231.96	2230.63	2231.96	1389.0
2015-08-03 03:40:00	ES	Futures	2231.96	2232.23	2230.89	2231.43	1847.0
2015-08-03 03:45:00	ES	Futures	2231.43	2231.69	2230.63	2231.69	1314.0
2015-08-03 03:50:00	ES	Futures	2231.96	2236.49	2231.96	2236.22	4847.0
2015-08-03 03:55:00	ES	Futures	2235.95	2239.15	2235.95	2237.82	6365.0
2015-08-03 04:00:00	ES	Futures	2237.82	2238.62	2235.95	2236.22	2941.0
2015-08-03 04:05:00	ES	Futures	2235.95	2236.75	2235.95	2236.22	1321.0

> showing 50 of 14,020 rows — these rows as CSV

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