PREVIEW / futures_5min / 2015-01-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-04.parquet
  size:    55 KB
  rows:    2,639

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
2015-01-04 18:00:00	ES	Futures	2153.37	2153.9	2149.42	2151.27	4037.0
2015-01-04 18:05:00	ES	Futures	2151.53	2151.53	2148.9	2149.42	2193.0
2015-01-04 18:10:00	ES	Futures	2149.42	2149.95	2147.58	2147.58	2201.0
2015-01-04 18:15:00	ES	Futures	2147.85	2148.37	2146.79	2148.11	1250.0
2015-01-04 18:20:00	ES	Futures	2147.85	2148.63	2146.53	2146.79	1730.0
2015-01-04 18:25:00	ES	Futures	2147.06	2148.11	2146.53	2147.85	786.0
2015-01-04 18:30:00	ES	Futures	2147.85	2148.11	2147.32	2148.11	654.0
2015-01-04 18:35:00	ES	Futures	2148.11	2149.42	2147.85	2149.16	752.0
2015-01-04 18:40:00	ES	Futures	2149.16	2149.95	2148.11	2148.11	837.0
2015-01-04 18:45:00	ES	Futures	2148.11	2149.42	2147.85	2148.9	842.0
2015-01-04 18:50:00	ES	Futures	2149.16	2149.16	2147.32	2147.58	618.0
2015-01-04 18:55:00	ES	Futures	2147.58	2147.85	2146.27	2147.85	991.0
2015-01-04 19:00:00	ES	Futures	2147.58	2148.9	2147.06	2147.06	1602.0
2015-01-04 19:05:00	ES	Futures	2147.06	2147.85	2146.79	2147.06	511.0
2015-01-04 19:10:00	ES	Futures	2147.06	2147.32	2146.53	2147.06	542.0
2015-01-04 19:15:00	ES	Futures	2147.06	2147.32	2146.27	2147.06	914.0
2015-01-04 19:20:00	ES	Futures	2147.06	2148.63	2147.06	2148.37	924.0
2015-01-04 19:25:00	ES	Futures	2148.37	2148.37	2147.32	2147.58	486.0
2015-01-04 19:30:00	ES	Futures	2147.58	2147.85	2145.74	2146.53	1677.0
2015-01-04 19:35:00	ES	Futures	2146.27	2146.53	2143.64	2145.21	2877.0
2015-01-04 19:40:00	ES	Futures	2145.21	2145.48	2144.69	2145.21	250.0
2015-01-04 19:45:00	ES	Futures	2145.21	2146.0	2145.21	2145.48	455.0
2015-01-04 19:50:00	ES	Futures	2145.48	2146.53	2145.21	2146.27	523.0
2015-01-04 19:55:00	ES	Futures	2146.27	2147.32	2145.74	2146.0	662.0
2015-01-04 20:00:00	ES	Futures	2146.27	2147.85	2145.74	2147.85	1102.0
2015-01-04 20:05:00	ES	Futures	2147.58	2148.37	2147.58	2147.85	536.0
2015-01-04 20:10:00	ES	Futures	2147.85	2148.11	2146.79	2147.58	692.0
2015-01-04 20:15:00	ES	Futures	2147.58	2148.63	2147.32	2148.37	541.0
2015-01-04 20:20:00	ES	Futures	2148.37	2150.48	2147.58	2148.9	2789.0
2015-01-04 20:25:00	ES	Futures	2148.9	2150.21	2148.9	2150.21	422.0
2015-01-04 20:30:00	ES	Futures	2149.95	2150.48	2149.69	2150.21	556.0
2015-01-04 20:35:00	ES	Futures	2150.21	2150.74	2149.95	2150.48	382.0
2015-01-04 20:40:00	ES	Futures	2150.48	2151.0	2150.48	2151.0	467.0
2015-01-04 20:45:00	ES	Futures	2150.74	2151.53	2150.48	2150.48	525.0
2015-01-04 20:50:00	ES	Futures	2150.74	2151.0	2150.48	2150.74	234.0
2015-01-04 20:55:00	ES	Futures	2150.48	2151.0	2150.48	2151.0	314.0
2015-01-04 21:00:00	ES	Futures	2151.0	2151.27	2150.74	2151.0	377.0
2015-01-04 21:05:00	ES	Futures	2150.74	2151.27	2150.48	2150.48	357.0
2015-01-04 21:10:00	ES	Futures	2150.48	2150.74	2149.95	2150.21	708.0
2015-01-04 21:15:00	ES	Futures	2150.48	2150.48	2149.95	2150.21	199.0
2015-01-04 21:20:00	ES	Futures	2150.48	2150.48	2149.42	2149.95	456.0
2015-01-04 21:25:00	ES	Futures	2149.95	2149.95	2149.42	2149.95	311.0
2015-01-04 21:30:00	ES	Futures	2149.95	2150.48	2149.42	2149.69	503.0
2015-01-04 21:35:00	ES	Futures	2149.95	2149.95	2149.16	2149.69	274.0
2015-01-04 21:40:00	ES	Futures	2149.95	2149.95	2149.42	2149.42	145.0
2015-01-04 21:45:00	ES	Futures	2149.69	2149.95	2149.16	2149.95	311.0
2015-01-04 21:50:00	ES	Futures	2149.95	2150.21	2149.69	2149.95	162.0
2015-01-04 21:55:00	ES	Futures	2149.95	2149.95	2149.69	2149.69	54.0
2015-01-04 22:00:00	ES	Futures	2149.69	2150.74	2149.69	2150.48	299.0
2015-01-04 22:05:00	ES	Futures	2150.48	2150.74	2150.21	2150.21	227.0

> showing 50 of 2,639 rows — these rows as CSV

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