PREVIEW / futures_5min / 2015-08-18

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-08-18.parquet
  size:    204 KB
  rows:    13,640

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
2015-08-18 00:00:00	ES	Futures	2237.02	2237.28	2236.49	2236.49	469.0
2015-08-18 00:05:00	ES	Futures	2236.49	2237.02	2236.49	2236.49	257.0
2015-08-18 00:10:00	ES	Futures	2236.75	2237.02	2235.95	2236.22	415.0
2015-08-18 00:15:00	ES	Futures	2236.22	2236.75	2235.95	2236.75	245.0
2015-08-18 00:20:00	ES	Futures	2236.49	2236.75	2236.49	2236.49	100.0
2015-08-18 00:25:00	ES	Futures	2236.49	2236.49	2236.22	2236.22	154.0
2015-08-18 00:30:00	ES	Futures	2236.22	2236.49	2236.22	2236.22	113.0
2015-08-18 00:35:00	ES	Futures	2236.22	2236.49	2235.95	2235.95	139.0
2015-08-18 00:40:00	ES	Futures	2235.95	2236.49	2235.95	2236.49	124.0
2015-08-18 00:45:00	ES	Futures	2236.22	2236.49	2236.22	2236.49	142.0
2015-08-18 00:50:00	ES	Futures	2236.49	2237.28	2236.22	2237.28	243.0
2015-08-18 00:55:00	ES	Futures	2237.02	2237.28	2237.02	2237.28	87.0
2015-08-18 01:00:00	ES	Futures	2237.28	2237.28	2236.75	2236.75	288.0
2015-08-18 01:05:00	ES	Futures	2236.75	2236.75	2236.49	2236.49	113.0
2015-08-18 01:10:00	ES	Futures	2236.49	2236.75	2236.22	2236.22	129.0
2015-08-18 01:15:00	ES	Futures	2236.22	2236.49	2236.22	2236.22	255.0
2015-08-18 01:20:00	ES	Futures	2236.22	2236.75	2236.22	2236.22	183.0
2015-08-18 01:25:00	ES	Futures	2236.22	2236.49	2236.22	2236.22	115.0
2015-08-18 01:30:00	ES	Futures	2236.22	2236.49	2235.95	2235.95	270.0
2015-08-18 01:35:00	ES	Futures	2235.95	2236.22	2235.42	2235.69	360.0
2015-08-18 01:40:00	ES	Futures	2235.69	2235.69	2235.15	2235.42	189.0
2015-08-18 01:45:00	ES	Futures	2235.42	2235.95	2235.15	2235.42	484.0
2015-08-18 01:50:00	ES	Futures	2235.42	2235.69	2234.89	2235.15	368.0
2015-08-18 01:55:00	ES	Futures	2235.15	2235.69	2235.15	2235.42	216.0
2015-08-18 02:00:00	ES	Futures	2235.42	2236.49	2235.15	2235.95	649.0
2015-08-18 02:05:00	ES	Futures	2235.95	2236.22	2235.15	2235.42	548.0
2015-08-18 02:10:00	ES	Futures	2235.42	2235.42	2234.89	2234.89	322.0
2015-08-18 02:15:00	ES	Futures	2235.15	2235.15	2234.36	2234.62	766.0
2015-08-18 02:20:00	ES	Futures	2234.89	2234.89	2233.56	2233.82	1792.0
2015-08-18 02:25:00	ES	Futures	2234.09	2234.36	2233.56	2233.82	736.0
2015-08-18 02:30:00	ES	Futures	2233.82	2233.82	2232.76	2233.29	1498.0
2015-08-18 02:35:00	ES	Futures	2233.56	2233.56	2231.96	2232.76	2801.0
2015-08-18 02:40:00	ES	Futures	2232.76	2232.76	2231.69	2231.96	936.0
2015-08-18 02:45:00	ES	Futures	2231.69	2232.23	2231.43	2232.23	2130.0
2015-08-18 02:50:00	ES	Futures	2232.23	2233.02	2231.69	2231.69	1227.0
2015-08-18 02:55:00	ES	Futures	2231.96	2232.23	2231.69	2232.23	363.0
2015-08-18 03:00:00	ES	Futures	2232.23	2233.82	2231.96	2233.02	2055.0
2015-08-18 03:05:00	ES	Futures	2232.76	2233.82	2232.49	2233.29	1696.0
2015-08-18 03:10:00	ES	Futures	2233.29	2233.82	2232.23	2233.56	2093.0
2015-08-18 03:15:00	ES	Futures	2233.82	2234.36	2232.49	2233.02	1361.0
2015-08-18 03:20:00	ES	Futures	2233.02	2235.69	2233.02	2235.69	3544.0
2015-08-18 03:25:00	ES	Futures	2235.69	2236.75	2234.89	2236.75	3323.0
2015-08-18 03:30:00	ES	Futures	2236.75	2236.75	2234.89	2235.15	1465.0
2015-08-18 03:35:00	ES	Futures	2235.15	2235.42	2233.82	2234.09	1633.0
2015-08-18 03:40:00	ES	Futures	2234.09	2234.62	2233.56	2234.09	2315.0
2015-08-18 03:45:00	ES	Futures	2233.82	2234.09	2233.29	2233.29	1107.0
2015-08-18 03:50:00	ES	Futures	2233.56	2233.56	2229.83	2230.1	4716.0
2015-08-18 03:55:00	ES	Futures	2230.1	2230.89	2229.56	2230.1	4310.0
2015-08-18 04:00:00	ES	Futures	2230.1	2231.16	2229.56	2231.16	3139.0
2015-08-18 04:05:00	ES	Futures	2231.43	2231.69	2230.63	2230.89	1452.0

> showing 50 of 13,640 rows — these rows as CSV

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