PREVIEW / futures_5min / 2015-10-29

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-29.parquet
  size:    243 KB
  rows:    14,873

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
2015-10-29 00:00:00	ES	Futures	2224.1	2224.36	2224.1	2224.1	371.0
2015-10-29 00:05:00	ES	Futures	2224.1	2224.36	2223.83	2224.1	144.0
2015-10-29 00:10:00	ES	Futures	2224.36	2224.36	2223.56	2223.83	541.0
2015-10-29 00:15:00	ES	Futures	2223.83	2224.1	2223.56	2223.83	101.0
2015-10-29 00:20:00	ES	Futures	2223.83	2224.1	2223.56	2223.83	204.0
2015-10-29 00:25:00	ES	Futures	2223.83	2223.83	2223.29	2223.83	210.0
2015-10-29 00:30:00	ES	Futures	2223.83	2224.36	2223.83	2224.1	168.0
2015-10-29 00:35:00	ES	Futures	2224.36	2224.9	2224.36	2224.63	138.0
2015-10-29 00:40:00	ES	Futures	2224.63	2225.17	2224.63	2225.17	164.0
2015-10-29 00:45:00	ES	Futures	2225.17	2225.17	2224.63	2224.9	129.0
2015-10-29 00:50:00	ES	Futures	2224.9	2224.9	2224.63	2224.9	107.0
2015-10-29 00:55:00	ES	Futures	2224.63	2225.17	2224.63	2224.9	99.0
2015-10-29 01:00:00	ES	Futures	2224.63	2224.9	2224.36	2224.36	214.0
2015-10-29 01:05:00	ES	Futures	2224.36	2224.36	2223.83	2224.36	302.0
2015-10-29 01:10:00	ES	Futures	2224.63	2225.7	2224.63	2224.9	982.0
2015-10-29 01:15:00	ES	Futures	2225.17	2225.7	2224.9	2224.9	376.0
2015-10-29 01:20:00	ES	Futures	2224.9	2225.43	2224.9	2225.17	396.0
2015-10-29 01:25:00	ES	Futures	2225.17	2225.17	2224.1	2224.36	361.0
2015-10-29 01:30:00	ES	Futures	2224.36	2224.63	2223.83	2224.1	257.0
2015-10-29 01:35:00	ES	Futures	2224.1	2225.43	2223.83	2225.17	642.0
2015-10-29 01:40:00	ES	Futures	2225.17	2225.43	2224.63	2225.17	262.0
2015-10-29 01:45:00	ES	Futures	2225.17	2225.43	2224.36	2224.9	283.0
2015-10-29 01:50:00	ES	Futures	2224.9	2224.9	2224.36	2224.63	138.0
2015-10-29 01:55:00	ES	Futures	2224.63	2225.17	2224.1	2224.9	309.0
2015-10-29 02:00:00	ES	Futures	2224.63	2224.63	2223.83	2223.83	569.0
2015-10-29 02:05:00	ES	Futures	2223.83	2224.63	2223.83	2224.36	184.0
2015-10-29 02:10:00	ES	Futures	2224.36	2224.9	2224.36	2224.63	202.0
2015-10-29 02:15:00	ES	Futures	2224.63	2224.9	2224.36	2224.9	114.0
2015-10-29 02:20:00	ES	Futures	2224.9	2224.9	2224.36	2224.63	184.0
2015-10-29 02:25:00	ES	Futures	2224.63	2225.43	2224.1	2225.17	205.0
2015-10-29 02:30:00	ES	Futures	2224.9	2225.17	2224.1	2224.63	212.0
2015-10-29 02:35:00	ES	Futures	2224.63	2224.63	2224.1	2224.1	104.0
2015-10-29 02:40:00	ES	Futures	2224.1	2224.9	2224.1	2224.63	215.0
2015-10-29 02:45:00	ES	Futures	2224.63	2224.63	2224.36	2224.63	247.0
2015-10-29 02:50:00	ES	Futures	2224.63	2224.9	2224.36	2224.9	307.0
2015-10-29 02:55:00	ES	Futures	2224.63	2225.17	2224.63	2225.17	58.0
2015-10-29 03:00:00	ES	Futures	2224.9	2225.17	2224.36	2225.17	1053.0
2015-10-29 03:05:00	ES	Futures	2225.17	2225.43	2224.36	2225.17	614.0
2015-10-29 03:10:00	ES	Futures	2224.9	2226.24	2224.63	2226.24	1215.0
2015-10-29 03:15:00	ES	Futures	2226.24	2226.51	2225.7	2226.24	592.0
2015-10-29 03:20:00	ES	Futures	2226.51	2226.77	2225.97	2226.24	420.0
2015-10-29 03:25:00	ES	Futures	2226.51	2226.77	2226.24	2226.51	603.0
2015-10-29 03:30:00	ES	Futures	2226.51	2227.04	2226.24	2226.51	990.0
2015-10-29 03:35:00	ES	Futures	2226.51	2227.04	2226.24	2226.77	575.0
2015-10-29 03:40:00	ES	Futures	2226.51	2226.77	2225.97	2226.51	647.0
2015-10-29 03:45:00	ES	Futures	2226.51	2226.51	2226.24	2226.24	322.0
2015-10-29 03:50:00	ES	Futures	2226.24	2226.77	2225.97	2226.51	627.0
2015-10-29 03:55:00	ES	Futures	2226.51	2227.04	2225.97	2226.24	816.0
2015-10-29 04:00:00	ES	Futures	2226.24	2226.51	2224.36	2224.63	2841.0
2015-10-29 04:05:00	ES	Futures	2224.63	2224.9	2223.03	2223.56	2909.0

> showing 50 of 14,873 rows — these rows as CSV

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