PREVIEW / futures_5min / 2015-08-14

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-14.parquet
  size:    183 KB
  rows:    11,433

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
2015-08-14 00:00:00	ES	Futures	2214.39	2214.65	2214.12	2214.65	168.0
2015-08-14 00:05:00	ES	Futures	2214.65	2214.65	2214.12	2214.12	212.0
2015-08-14 00:10:00	ES	Futures	2214.39	2214.65	2214.12	2214.65	161.0
2015-08-14 00:15:00	ES	Futures	2214.65	2214.65	2214.39	2214.65	41.0
2015-08-14 00:20:00	ES	Futures	2214.65	2215.45	2214.65	2215.45	208.0
2015-08-14 00:25:00	ES	Futures	2215.45	2215.72	2215.19	2215.19	205.0
2015-08-14 00:30:00	ES	Futures	2215.19	2215.19	2214.92	2215.19	35.0
2015-08-14 00:35:00	ES	Futures	2215.19	2215.19	2214.92	2215.19	29.0
2015-08-14 00:40:00	ES	Futures	2215.19	2215.19	2214.92	2215.19	115.0
2015-08-14 00:45:00	ES	Futures	2215.19	2215.19	2214.65	2214.92	86.0
2015-08-14 00:50:00	ES	Futures	2214.65	2214.92	2214.65	2214.65	32.0
2015-08-14 00:55:00	ES	Futures	2214.92	2214.92	2214.65	2214.92	93.0
2015-08-14 01:00:00	ES	Futures	2214.92	2215.72	2214.92	2215.45	249.0
2015-08-14 01:05:00	ES	Futures	2215.72	2216.25	2215.45	2216.25	197.0
2015-08-14 01:10:00	ES	Futures	2216.25	2216.25	2215.45	2215.45	201.0
2015-08-14 01:15:00	ES	Futures	2215.19	2215.45	2214.39	2214.65	371.0
2015-08-14 01:20:00	ES	Futures	2214.65	2214.92	2214.39	2214.92	121.0
2015-08-14 01:25:00	ES	Futures	2214.92	2215.45	2214.92	2215.19	192.0
2015-08-14 01:30:00	ES	Futures	2215.19	2215.72	2215.19	2215.72	256.0
2015-08-14 01:35:00	ES	Futures	2215.72	2216.52	2215.45	2216.25	325.0
2015-08-14 01:40:00	ES	Futures	2216.25	2217.05	2215.72	2216.78	283.0
2015-08-14 01:45:00	ES	Futures	2216.52	2216.78	2216.25	2216.52	216.0
2015-08-14 01:50:00	ES	Futures	2216.78	2217.05	2216.52	2216.78	358.0
2015-08-14 01:55:00	ES	Futures	2216.78	2216.78	2215.45	2215.45	479.0
2015-08-14 02:00:00	ES	Futures	2215.45	2215.98	2214.12	2215.72	808.0
2015-08-14 02:05:00	ES	Futures	2215.45	2217.32	2215.45	2217.05	958.0
2015-08-14 02:10:00	ES	Futures	2216.78	2216.78	2215.72	2215.72	578.0
2015-08-14 02:15:00	ES	Futures	2215.72	2216.78	2215.72	2216.52	1093.0
2015-08-14 02:20:00	ES	Futures	2216.78	2217.05	2216.52	2216.52	384.0
2015-08-14 02:25:00	ES	Futures	2216.52	2217.05	2215.72	2215.72	399.0
2015-08-14 02:30:00	ES	Futures	2215.98	2216.25	2215.45	2215.72	503.0
2015-08-14 02:35:00	ES	Futures	2215.45	2215.98	2214.92	2215.98	460.0
2015-08-14 02:40:00	ES	Futures	2215.72	2215.98	2215.45	2215.72	234.0
2015-08-14 02:45:00	ES	Futures	2215.72	2215.98	2215.19	2215.45	222.0
2015-08-14 02:50:00	ES	Futures	2215.45	2215.98	2215.45	2215.98	447.0
2015-08-14 02:55:00	ES	Futures	2215.98	2217.58	2215.98	2217.32	934.0
2015-08-14 03:00:00	ES	Futures	2217.58	2217.85	2215.98	2217.32	3059.0
2015-08-14 03:05:00	ES	Futures	2217.05	2218.11	2215.45	2215.98	2525.0
2015-08-14 03:10:00	ES	Futures	2215.98	2217.32	2215.98	2216.52	2828.0
2015-08-14 03:15:00	ES	Futures	2216.78	2216.78	2214.92	2216.78	2015.0
2015-08-14 03:20:00	ES	Futures	2216.52	2217.32	2215.72	2216.78	1989.0
2015-08-14 03:25:00	ES	Futures	2216.78	2217.58	2216.52	2217.32	1656.0
2015-08-14 03:30:00	ES	Futures	2217.58	2218.91	2217.32	2217.85	2606.0
2015-08-14 03:35:00	ES	Futures	2218.11	2218.65	2217.05	2218.11	2020.0
2015-08-14 03:40:00	ES	Futures	2218.11	2218.38	2217.85	2218.11	1595.0
2015-08-14 03:45:00	ES	Futures	2218.11	2219.98	2217.58	2219.18	2308.0
2015-08-14 03:50:00	ES	Futures	2219.18	2220.78	2218.91	2218.91	3770.0
2015-08-14 03:55:00	ES	Futures	2219.18	2219.71	2218.65	2219.45	1501.0
2015-08-14 04:00:00	ES	Futures	2219.45	2219.71	2218.65	2219.18	1940.0
2015-08-14 04:05:00	ES	Futures	2219.18	2219.45	2217.58	2217.85	1793.0

> showing 50 of 11,433 rows — these rows as CSV

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