PREVIEW / futures_5min / 2015-08-06

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-06.parquet
  size:    213 KB
  rows:    13,893

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
2015-08-06 00:00:00	ES	Futures	2227.97	2228.5	2227.97	2228.5	198.0
2015-08-06 00:05:00	ES	Futures	2228.76	2228.76	2227.7	2227.97	306.0
2015-08-06 00:10:00	ES	Futures	2227.7	2227.97	2227.7	2227.7	100.0
2015-08-06 00:15:00	ES	Futures	2227.97	2228.23	2227.7	2227.97	78.0
2015-08-06 00:20:00	ES	Futures	2227.97	2227.97	2227.7	2227.97	222.0
2015-08-06 00:25:00	ES	Futures	2227.7	2227.97	2227.7	2227.97	75.0
2015-08-06 00:30:00	ES	Futures	2227.7	2228.23	2227.7	2227.7	148.0
2015-08-06 00:35:00	ES	Futures	2227.7	2227.97	2227.43	2227.43	52.0
2015-08-06 00:40:00	ES	Futures	2227.43	2227.7	2227.43	2227.7	58.0
2015-08-06 00:45:00	ES	Futures	2227.7	2227.7	2227.43	2227.7	59.0
2015-08-06 00:50:00	ES	Futures	2227.7	2227.7	2227.43	2227.7	20.0
2015-08-06 00:55:00	ES	Futures	2227.7	2227.97	2227.43	2227.97	180.0
2015-08-06 01:00:00	ES	Futures	2227.7	2227.97	2226.9	2227.7	644.0
2015-08-06 01:05:00	ES	Futures	2227.7	2227.97	2227.7	2227.7	84.0
2015-08-06 01:10:00	ES	Futures	2227.97	2228.23	2227.7	2228.23	199.0
2015-08-06 01:15:00	ES	Futures	2228.23	2228.76	2227.97	2227.97	373.0
2015-08-06 01:20:00	ES	Futures	2227.97	2228.23	2227.7	2227.7	99.0
2015-08-06 01:25:00	ES	Futures	2227.7	2228.23	2227.7	2228.23	194.0
2015-08-06 01:30:00	ES	Futures	2228.23	2228.23	2227.17	2227.43	328.0
2015-08-06 01:35:00	ES	Futures	2227.7	2227.7	2227.43	2227.43	70.0
2015-08-06 01:40:00	ES	Futures	2227.43	2227.7	2227.17	2227.17	158.0
2015-08-06 01:45:00	ES	Futures	2227.43	2227.43	2227.17	2227.43	48.0
2015-08-06 01:50:00	ES	Futures	2227.7	2227.97	2227.17	2227.97	251.0
2015-08-06 01:55:00	ES	Futures	2227.97	2228.23	2227.7	2227.7	358.0
2015-08-06 02:00:00	ES	Futures	2227.97	2229.03	2227.7	2229.03	697.0
2015-08-06 02:05:00	ES	Futures	2229.03	2229.03	2227.43	2228.23	1165.0
2015-08-06 02:10:00	ES	Futures	2228.23	2228.5	2227.97	2228.23	339.0
2015-08-06 02:15:00	ES	Futures	2227.97	2228.23	2227.7	2227.97	232.0
2015-08-06 02:20:00	ES	Futures	2227.97	2228.5	2227.7	2228.5	246.0
2015-08-06 02:25:00	ES	Futures	2228.5	2229.03	2228.23	2229.03	344.0
2015-08-06 02:30:00	ES	Futures	2228.76	2229.3	2228.76	2229.03	431.0
2015-08-06 02:35:00	ES	Futures	2229.03	2229.3	2228.5	2228.76	177.0
2015-08-06 02:40:00	ES	Futures	2229.03	2229.03	2228.76	2228.76	210.0
2015-08-06 02:45:00	ES	Futures	2229.03	2229.3	2228.76	2229.03	194.0
2015-08-06 02:50:00	ES	Futures	2229.3	2229.56	2229.03	2229.03	361.0
2015-08-06 02:55:00	ES	Futures	2229.03	2229.56	2229.03	2229.3	300.0
2015-08-06 03:00:00	ES	Futures	2229.56	2229.83	2228.23	2228.23	1855.0
2015-08-06 03:05:00	ES	Futures	2228.5	2229.56	2227.7	2229.56	1363.0
2015-08-06 03:10:00	ES	Futures	2229.56	2230.63	2229.56	2230.1	1245.0
2015-08-06 03:15:00	ES	Futures	2229.83	2230.63	2228.5	2230.36	2118.0
2015-08-06 03:20:00	ES	Futures	2230.1	2231.16	2230.1	2230.89	1244.0
2015-08-06 03:25:00	ES	Futures	2230.89	2231.69	2230.63	2231.43	1005.0
2015-08-06 03:30:00	ES	Futures	2231.43	2232.23	2230.89	2231.69	1222.0
2015-08-06 03:35:00	ES	Futures	2231.69	2231.69	2230.89	2231.16	683.0
2015-08-06 03:40:00	ES	Futures	2231.16	2231.16	2230.36	2230.63	562.0
2015-08-06 03:45:00	ES	Futures	2230.89	2231.16	2230.1	2230.63	695.0
2015-08-06 03:50:00	ES	Futures	2230.63	2231.16	2230.36	2230.36	826.0
2015-08-06 03:55:00	ES	Futures	2230.36	2230.63	2229.3	2230.36	1326.0
2015-08-06 04:00:00	ES	Futures	2230.1	2230.36	2229.83	2230.36	536.0
2015-08-06 04:05:00	ES	Futures	2230.1	2231.43	2230.1	2231.16	850.0

> showing 50 of 13,893 rows — these rows as CSV

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