PREVIEW / futures_5min / 2015-08-07

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-07.parquet
  size:    207 KB
  rows:    11,704

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
2015-08-07 00:00:00	ES	Futures	2217.58	2217.58	2217.32	2217.32	85.0
2015-08-07 00:05:00	ES	Futures	2217.32	2217.58	2217.32	2217.32	39.0
2015-08-07 00:10:00	ES	Futures	2217.32	2217.58	2217.32	2217.58	34.0
2015-08-07 00:15:00	ES	Futures	2217.58	2217.85	2217.32	2217.58	352.0
2015-08-07 00:20:00	ES	Futures	2217.32	2217.58	2217.32	2217.32	136.0
2015-08-07 00:25:00	ES	Futures	2217.32	2217.58	2217.32	2217.32	31.0
2015-08-07 00:30:00	ES	Futures	2217.58	2217.58	2217.32	2217.32	79.0
2015-08-07 00:35:00	ES	Futures	2217.32	2217.58	2217.32	2217.32	18.0
2015-08-07 00:40:00	ES	Futures	2217.32	2217.58	2217.05	2217.05	154.0
2015-08-07 00:45:00	ES	Futures	2217.32	2217.32	2216.78	2217.05	180.0
2015-08-07 00:50:00	ES	Futures	2217.05	2217.05	2216.52	2216.78	145.0
2015-08-07 00:55:00	ES	Futures	2216.78	2217.05	2216.78	2217.05	104.0
2015-08-07 01:00:00	ES	Futures	2216.78	2217.05	2216.52	2216.52	102.0
2015-08-07 01:05:00	ES	Futures	2216.52	2216.52	2215.72	2215.98	389.0
2015-08-07 01:10:00	ES	Futures	2215.98	2216.52	2215.98	2215.98	146.0
2015-08-07 01:15:00	ES	Futures	2216.25	2216.25	2215.72	2215.98	120.0
2015-08-07 01:20:00	ES	Futures	2215.98	2216.25	2215.98	2216.25	156.0
2015-08-07 01:25:00	ES	Futures	2216.25	2216.25	2215.72	2215.72	136.0
2015-08-07 01:30:00	ES	Futures	2215.98	2216.25	2215.72	2215.98	320.0
2015-08-07 01:35:00	ES	Futures	2215.98	2216.25	2215.72	2216.25	121.0
2015-08-07 01:40:00	ES	Futures	2216.25	2216.52	2215.98	2215.98	95.0
2015-08-07 01:45:00	ES	Futures	2216.25	2216.25	2215.72	2215.98	63.0
2015-08-07 01:50:00	ES	Futures	2215.72	2216.25	2215.72	2216.25	163.0
2015-08-07 01:55:00	ES	Futures	2216.25	2216.52	2215.98	2216.25	163.0
2015-08-07 02:00:00	ES	Futures	2216.25	2216.25	2214.65	2214.92	1068.0
2015-08-07 02:05:00	ES	Futures	2214.92	2215.72	2214.92	2215.45	786.0
2015-08-07 02:10:00	ES	Futures	2215.45	2215.45	2214.92	2215.45	550.0
2015-08-07 02:15:00	ES	Futures	2215.19	2215.98	2215.19	2215.72	355.0
2015-08-07 02:20:00	ES	Futures	2215.45	2215.72	2215.45	2215.72	313.0
2015-08-07 02:25:00	ES	Futures	2215.72	2215.98	2214.92	2214.92	433.0
2015-08-07 02:30:00	ES	Futures	2215.19	2215.45	2214.92	2215.19	278.0
2015-08-07 02:35:00	ES	Futures	2214.92	2215.72	2214.65	2215.72	268.0
2015-08-07 02:40:00	ES	Futures	2215.72	2215.98	2215.45	2215.98	281.0
2015-08-07 02:45:00	ES	Futures	2215.72	2215.98	2215.45	2215.72	256.0
2015-08-07 02:50:00	ES	Futures	2215.72	2216.25	2214.92	2214.92	504.0
2015-08-07 02:55:00	ES	Futures	2215.19	2215.19	2213.59	2213.85	1549.0
2015-08-07 03:00:00	ES	Futures	2213.59	2213.59	2210.93	2211.19	4836.0
2015-08-07 03:05:00	ES	Futures	2211.46	2212.26	2210.39	2211.72	2963.0
2015-08-07 03:10:00	ES	Futures	2211.99	2211.99	2210.66	2211.19	1165.0
2015-08-07 03:15:00	ES	Futures	2211.19	2212.26	2211.19	2211.72	1527.0
2015-08-07 03:20:00	ES	Futures	2211.46	2211.99	2210.93	2210.93	975.0
2015-08-07 03:25:00	ES	Futures	2210.66	2211.99	2210.39	2211.19	1648.0
2015-08-07 03:30:00	ES	Futures	2210.93	2213.06	2210.93	2212.52	1182.0
2015-08-07 03:35:00	ES	Futures	2212.52	2213.32	2212.26	2213.06	1467.0
2015-08-07 03:40:00	ES	Futures	2213.06	2213.59	2211.72	2211.99	1071.0
2015-08-07 03:45:00	ES	Futures	2211.99	2212.79	2211.72	2211.99	793.0
2015-08-07 03:50:00	ES	Futures	2212.26	2212.52	2211.19	2211.46	1600.0
2015-08-07 03:55:00	ES	Futures	2211.46	2213.06	2211.46	2212.52	1279.0
2015-08-07 04:00:00	ES	Futures	2212.52	2213.06	2212.26	2212.52	1333.0
2015-08-07 04:05:00	ES	Futures	2212.52	2213.06	2212.26	2212.79	639.0

> showing 50 of 11,704 rows — these rows as CSV

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