PREVIEW / futures_5min / 2015-08-17

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-17.parquet
  size:    200 KB
  rows:    13,290

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
2015-08-17 00:00:00	ES	Futures	2223.17	2223.44	2223.17	2223.17	81.0
2015-08-17 00:05:00	ES	Futures	2223.17	2223.71	2223.17	2223.71	123.0
2015-08-17 00:10:00	ES	Futures	2223.71	2223.97	2223.44	2223.44	142.0
2015-08-17 00:15:00	ES	Futures	2223.71	2223.71	2223.71	2223.71	122.0
2015-08-17 00:20:00	ES	Futures	2223.44	2223.71	2223.44	2223.71	22.0
2015-08-17 00:25:00	ES	Futures	2223.71	2224.5	2223.71	2223.97	465.0
2015-08-17 00:30:00	ES	Futures	2223.97	2224.24	2223.71	2223.71	177.0
2015-08-17 00:35:00	ES	Futures	2223.71	2223.71	2223.44	2223.71	118.0
2015-08-17 00:40:00	ES	Futures	2223.97	2224.24	2223.97	2224.24	69.0
2015-08-17 00:45:00	ES	Futures	2224.24	2224.24	2223.97	2224.24	46.0
2015-08-17 00:50:00	ES	Futures	2224.24	2224.24	2223.71	2223.97	90.0
2015-08-17 00:55:00	ES	Futures	2223.71	2223.97	2223.17	2223.71	222.0
2015-08-17 01:00:00	ES	Futures	2223.44	2223.71	2223.44	2223.71	141.0
2015-08-17 01:05:00	ES	Futures	2223.44	2223.97	2223.44	2223.71	58.0
2015-08-17 01:10:00	ES	Futures	2223.97	2224.24	2223.71	2223.97	103.0
2015-08-17 01:15:00	ES	Futures	2224.24	2224.24	2223.71	2224.24	225.0
2015-08-17 01:20:00	ES	Futures	2224.24	2224.24	2223.97	2224.24	32.0
2015-08-17 01:25:00	ES	Futures	2224.24	2224.24	2223.71	2223.71	119.0
2015-08-17 01:30:00	ES	Futures	2223.97	2224.24	2223.71	2224.24	197.0
2015-08-17 01:35:00	ES	Futures	2224.24	2224.24	2224.24	2224.24	64.0
2015-08-17 01:40:00	ES	Futures	2224.5	2225.04	2224.5	2225.04	369.0
2015-08-17 01:45:00	ES	Futures	2225.04	2225.84	2225.04	2225.04	373.0
2015-08-17 01:50:00	ES	Futures	2225.3	2225.3	2224.77	2224.77	185.0
2015-08-17 01:55:00	ES	Futures	2224.77	2225.3	2224.77	2225.3	328.0
2015-08-17 02:00:00	ES	Futures	2225.04	2225.57	2224.77	2225.3	968.0
2015-08-17 02:05:00	ES	Futures	2225.57	2225.84	2225.57	2225.84	146.0
2015-08-17 02:10:00	ES	Futures	2225.57	2225.84	2225.04	2225.04	529.0
2015-08-17 02:15:00	ES	Futures	2225.3	2225.84	2225.3	2225.57	294.0
2015-08-17 02:20:00	ES	Futures	2225.84	2227.7	2225.57	2226.9	1580.0
2015-08-17 02:25:00	ES	Futures	2226.9	2226.9	2226.37	2226.9	299.0
2015-08-17 02:30:00	ES	Futures	2226.63	2227.17	2226.63	2226.9	378.0
2015-08-17 02:35:00	ES	Futures	2226.9	2227.17	2226.63	2226.63	172.0
2015-08-17 02:40:00	ES	Futures	2226.9	2227.43	2226.9	2227.43	218.0
2015-08-17 02:45:00	ES	Futures	2227.17	2227.43	2226.63	2226.63	440.0
2015-08-17 02:50:00	ES	Futures	2226.9	2227.17	2226.63	2227.17	317.0
2015-08-17 02:55:00	ES	Futures	2226.9	2227.17	2226.9	2227.17	138.0
2015-08-17 03:00:00	ES	Futures	2226.9	2230.63	2226.1	2230.1	4977.0
2015-08-17 03:05:00	ES	Futures	2229.83	2230.1	2227.97	2228.5	2567.0
2015-08-17 03:10:00	ES	Futures	2228.5	2228.76	2227.17	2227.7	1432.0
2015-08-17 03:15:00	ES	Futures	2227.7	2229.03	2227.43	2228.5	1144.0
2015-08-17 03:20:00	ES	Futures	2228.76	2229.56	2228.23	2228.76	1695.0
2015-08-17 03:25:00	ES	Futures	2228.76	2229.03	2226.63	2226.9	1700.0
2015-08-17 03:30:00	ES	Futures	2226.9	2227.17	2225.3	2225.57	1697.0
2015-08-17 03:35:00	ES	Futures	2225.3	2225.57	2223.44	2223.97	3890.0
2015-08-17 03:40:00	ES	Futures	2223.97	2225.57	2223.44	2224.77	2425.0
2015-08-17 03:45:00	ES	Futures	2225.04	2225.04	2223.97	2225.04	1429.0
2015-08-17 03:50:00	ES	Futures	2225.04	2225.04	2221.58	2221.84	3774.0
2015-08-17 03:55:00	ES	Futures	2222.11	2222.91	2220.78	2222.37	4870.0
2015-08-17 04:00:00	ES	Futures	2222.37	2223.17	2222.11	2222.37	1686.0
2015-08-17 04:05:00	ES	Futures	2222.37	2222.64	2221.31	2221.84	1549.0

> showing 50 of 13,290 rows — these rows as CSV

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