PREVIEW / futures_5min / 2015-01-06

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-06.parquet
  size:    263 KB
  rows:    14,941

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
2015-01-06 00:00:00	ES	Futures	2120.21	2121.0	2119.95	2120.74	166.0
2015-01-06 00:05:00	ES	Futures	2120.74	2121.0	2120.21	2120.21	193.0
2015-01-06 00:10:00	ES	Futures	2120.21	2120.48	2119.95	2120.21	76.0
2015-01-06 00:15:00	ES	Futures	2120.21	2120.21	2119.16	2119.43	301.0
2015-01-06 00:20:00	ES	Futures	2119.43	2119.69	2119.16	2119.16	418.0
2015-01-06 00:25:00	ES	Futures	2119.16	2120.21	2118.9	2119.95	516.0
2015-01-06 00:30:00	ES	Futures	2119.95	2119.95	2119.43	2119.69	314.0
2015-01-06 00:35:00	ES	Futures	2119.95	2119.95	2119.43	2119.69	486.0
2015-01-06 00:40:00	ES	Futures	2119.95	2121.27	2119.69	2121.27	354.0
2015-01-06 00:45:00	ES	Futures	2121.0	2121.27	2120.74	2120.74	257.0
2015-01-06 00:50:00	ES	Futures	2120.74	2121.0	2120.74	2120.74	134.0
2015-01-06 00:55:00	ES	Futures	2121.0	2121.27	2120.74	2121.27	187.0
2015-01-06 01:00:00	ES	Futures	2121.27	2121.27	2120.21	2120.74	276.0
2015-01-06 01:05:00	ES	Futures	2120.74	2121.0	2120.48	2121.0	116.0
2015-01-06 01:10:00	ES	Futures	2120.74	2121.0	2120.21	2120.48	125.0
2015-01-06 01:15:00	ES	Futures	2120.48	2120.48	2119.69	2119.95	538.0
2015-01-06 01:20:00	ES	Futures	2120.21	2120.21	2119.69	2119.95	73.0
2015-01-06 01:25:00	ES	Futures	2120.21	2120.21	2119.95	2120.21	30.0
2015-01-06 01:30:00	ES	Futures	2119.95	2120.21	2119.69	2119.95	212.0
2015-01-06 01:35:00	ES	Futures	2119.95	2120.21	2119.69	2119.95	253.0
2015-01-06 01:40:00	ES	Futures	2119.95	2120.21	2119.69	2120.21	122.0
2015-01-06 01:45:00	ES	Futures	2119.95	2120.21	2119.69	2119.95	143.0
2015-01-06 01:50:00	ES	Futures	2119.95	2120.48	2119.95	2120.21	164.0
2015-01-06 01:55:00	ES	Futures	2120.21	2121.27	2120.21	2121.0	211.0
2015-01-06 02:00:00	ES	Futures	2121.0	2122.06	2120.48	2121.0	1603.0
2015-01-06 02:05:00	ES	Futures	2120.74	2122.58	2120.74	2122.32	954.0
2015-01-06 02:10:00	ES	Futures	2122.58	2123.37	2121.53	2122.06	1386.0
2015-01-06 02:15:00	ES	Futures	2122.06	2122.06	2120.74	2121.53	835.0
2015-01-06 02:20:00	ES	Futures	2121.79	2121.79	2120.48	2121.53	1031.0
2015-01-06 02:25:00	ES	Futures	2121.53	2122.85	2121.53	2122.85	984.0
2015-01-06 02:30:00	ES	Futures	2122.85	2124.16	2122.85	2123.37	1136.0
2015-01-06 02:35:00	ES	Futures	2123.37	2124.42	2123.11	2124.16	843.0
2015-01-06 02:40:00	ES	Futures	2124.16	2124.16	2123.37	2123.37	735.0
2015-01-06 02:45:00	ES	Futures	2123.37	2124.16	2122.85	2123.9	798.0
2015-01-06 02:50:00	ES	Futures	2123.9	2124.69	2123.9	2124.16	999.0
2015-01-06 02:55:00	ES	Futures	2124.16	2124.69	2123.9	2124.69	824.0
2015-01-06 03:00:00	ES	Futures	2124.95	2125.74	2124.16	2124.69	3625.0
2015-01-06 03:05:00	ES	Futures	2124.95	2124.95	2122.58	2122.58	2190.0
2015-01-06 03:10:00	ES	Futures	2122.58	2123.11	2121.27	2121.79	2900.0
2015-01-06 03:15:00	ES	Futures	2121.79	2123.9	2121.79	2123.11	2228.0
2015-01-06 03:20:00	ES	Futures	2123.11	2124.42	2123.11	2124.16	1692.0
2015-01-06 03:25:00	ES	Futures	2124.16	2124.16	2122.58	2123.64	1260.0
2015-01-06 03:30:00	ES	Futures	2123.37	2123.64	2122.06	2122.06	1824.0
2015-01-06 03:35:00	ES	Futures	2122.32	2122.85	2118.64	2118.9	4977.0
2015-01-06 03:40:00	ES	Futures	2118.9	2119.43	2117.85	2118.64	4448.0
2015-01-06 03:45:00	ES	Futures	2118.37	2118.64	2117.32	2118.37	3413.0
2015-01-06 03:50:00	ES	Futures	2118.11	2119.43	2117.85	2118.37	1500.0
2015-01-06 03:55:00	ES	Futures	2118.11	2119.43	2118.11	2118.64	1967.0
2015-01-06 04:00:00	ES	Futures	2118.64	2119.43	2118.37	2118.9	1939.0
2015-01-06 04:05:00	ES	Futures	2118.9	2119.43	2117.32	2118.11	2033.0

> showing 50 of 14,941 rows — these rows as CSV

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