PREVIEW / futures_5min / 2015-01-05

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-05.parquet
  size:    259 KB
  rows:    14,794

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
2015-01-05 00:00:00	ES	Futures	2155.21	2155.48	2154.95	2155.21	150.0
2015-01-05 00:05:00	ES	Futures	2155.21	2155.21	2154.42	2155.21	226.0
2015-01-05 00:10:00	ES	Futures	2155.21	2155.48	2154.95	2155.21	235.0
2015-01-05 00:15:00	ES	Futures	2155.21	2155.21	2153.9	2153.9	543.0
2015-01-05 00:20:00	ES	Futures	2154.16	2154.42	2153.9	2154.16	164.0
2015-01-05 00:25:00	ES	Futures	2153.9	2154.16	2153.37	2154.16	325.0
2015-01-05 00:30:00	ES	Futures	2153.9	2154.42	2153.63	2153.9	392.0
2015-01-05 00:35:00	ES	Futures	2153.9	2154.16	2153.63	2153.63	359.0
2015-01-05 00:40:00	ES	Futures	2153.9	2153.9	2153.11	2153.37	270.0
2015-01-05 00:45:00	ES	Futures	2153.37	2153.37	2152.58	2153.11	400.0
2015-01-05 00:50:00	ES	Futures	2152.85	2153.37	2152.85	2153.11	260.0
2015-01-05 00:55:00	ES	Futures	2153.37	2153.37	2152.58	2153.11	352.0
2015-01-05 01:00:00	ES	Futures	2153.11	2153.11	2152.32	2152.58	332.0
2015-01-05 01:05:00	ES	Futures	2152.58	2153.37	2152.06	2153.11	290.0
2015-01-05 01:10:00	ES	Futures	2153.37	2153.63	2153.11	2153.63	217.0
2015-01-05 01:15:00	ES	Futures	2153.37	2153.37	2152.85	2153.11	127.0
2015-01-05 01:20:00	ES	Futures	2152.85	2153.11	2152.85	2153.11	41.0
2015-01-05 01:25:00	ES	Futures	2153.11	2153.37	2153.11	2153.37	39.0
2015-01-05 01:30:00	ES	Futures	2153.11	2153.37	2153.11	2153.37	144.0
2015-01-05 01:35:00	ES	Futures	2153.63	2153.63	2153.37	2153.37	39.0
2015-01-05 01:40:00	ES	Futures	2153.37	2153.63	2153.37	2153.37	87.0
2015-01-05 01:45:00	ES	Futures	2153.37	2153.37	2153.37	2153.37	39.0
2015-01-05 01:50:00	ES	Futures	2153.37	2153.37	2151.27	2151.79	999.0
2015-01-05 01:55:00	ES	Futures	2151.53	2152.32	2150.74	2150.74	637.0
2015-01-05 02:00:00	ES	Futures	2150.74	2151.53	2149.95	2150.21	1111.0
2015-01-05 02:05:00	ES	Futures	2149.95	2150.74	2149.69	2150.21	882.0
2015-01-05 02:10:00	ES	Futures	2149.95	2150.21	2149.42	2150.21	727.0
2015-01-05 02:15:00	ES	Futures	2149.95	2151.0	2149.95	2151.0	463.0
2015-01-05 02:20:00	ES	Futures	2151.0	2151.27	2150.48	2150.74	549.0
2015-01-05 02:25:00	ES	Futures	2150.74	2150.74	2150.21	2150.48	184.0
2015-01-05 02:30:00	ES	Futures	2150.48	2150.74	2148.37	2148.9	3057.0
2015-01-05 02:35:00	ES	Futures	2149.16	2149.42	2148.63	2149.42	363.0
2015-01-05 02:40:00	ES	Futures	2149.16	2151.0	2149.16	2149.95	847.0
2015-01-05 02:45:00	ES	Futures	2150.21	2150.21	2148.11	2148.63	1187.0
2015-01-05 02:50:00	ES	Futures	2148.63	2149.42	2148.37	2148.9	793.0
2015-01-05 02:55:00	ES	Futures	2148.9	2149.16	2148.37	2148.63	728.0
2015-01-05 03:00:00	ES	Futures	2148.37	2151.0	2148.37	2149.16	2057.0
2015-01-05 03:05:00	ES	Futures	2149.42	2151.27	2149.16	2149.69	1741.0
2015-01-05 03:10:00	ES	Futures	2149.69	2151.0	2149.69	2150.21	1404.0
2015-01-05 03:15:00	ES	Futures	2150.21	2152.32	2150.21	2152.06	2207.0
2015-01-05 03:20:00	ES	Futures	2152.06	2153.63	2151.79	2153.63	3480.0
2015-01-05 03:25:00	ES	Futures	2153.63	2153.9	2152.58	2152.58	2974.0
2015-01-05 03:30:00	ES	Futures	2152.58	2153.11	2152.32	2152.85	1606.0
2015-01-05 03:35:00	ES	Futures	2152.85	2153.37	2152.06	2153.37	979.0
2015-01-05 03:40:00	ES	Futures	2153.63	2156.0	2153.11	2155.21	3286.0
2015-01-05 03:45:00	ES	Futures	2155.21	2155.74	2154.95	2155.21	2354.0
2015-01-05 03:50:00	ES	Futures	2155.21	2155.21	2153.9	2154.69	1063.0
2015-01-05 03:55:00	ES	Futures	2154.95	2155.74	2154.95	2155.21	916.0
2015-01-05 04:00:00	ES	Futures	2155.48	2155.74	2153.63	2153.63	1749.0
2015-01-05 04:05:00	ES	Futures	2153.63	2153.63	2152.32	2153.11	1613.0

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