PREVIEW / futures_5min / 2015-01-07

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-07.parquet
  size:    251 KB
  rows:    14,904

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
2015-01-07 00:00:00	ES	Futures	2105.48	2106.0	2105.48	2105.48	234.0
2015-01-07 00:05:00	ES	Futures	2105.74	2105.74	2105.21	2105.21	59.0
2015-01-07 00:10:00	ES	Futures	2105.21	2105.21	2104.69	2104.95	383.0
2015-01-07 00:15:00	ES	Futures	2104.95	2105.21	2104.95	2105.21	153.0
2015-01-07 00:20:00	ES	Futures	2105.21	2105.48	2105.21	2105.48	147.0
2015-01-07 00:25:00	ES	Futures	2105.21	2106.0	2105.21	2106.0	148.0
2015-01-07 00:30:00	ES	Futures	2106.0	2106.0	2105.21	2106.0	233.0
2015-01-07 00:35:00	ES	Futures	2106.0	2106.0	2104.95	2105.21	321.0
2015-01-07 00:40:00	ES	Futures	2105.21	2105.21	2103.37	2103.37	1249.0
2015-01-07 00:45:00	ES	Futures	2103.37	2104.16	2103.11	2103.37	274.0
2015-01-07 00:50:00	ES	Futures	2103.37	2103.64	2103.11	2103.64	146.0
2015-01-07 00:55:00	ES	Futures	2103.64	2103.9	2103.37	2103.9	201.0
2015-01-07 01:00:00	ES	Futures	2103.9	2104.43	2103.64	2104.43	199.0
2015-01-07 01:05:00	ES	Futures	2104.43	2104.95	2104.16	2104.69	404.0
2015-01-07 01:10:00	ES	Futures	2104.43	2104.95	2103.9	2104.69	119.0
2015-01-07 01:15:00	ES	Futures	2104.69	2105.48	2104.69	2105.21	376.0
2015-01-07 01:20:00	ES	Futures	2104.95	2104.95	2104.69	2104.95	50.0
2015-01-07 01:25:00	ES	Futures	2104.95	2105.21	2104.69	2105.21	37.0
2015-01-07 01:30:00	ES	Futures	2104.95	2104.95	2104.95	2104.95	58.0
2015-01-07 01:35:00	ES	Futures	2104.69	2105.21	2104.69	2104.95	139.0
2015-01-07 01:40:00	ES	Futures	2105.21	2105.21	2104.95	2104.95	106.0
2015-01-07 01:45:00	ES	Futures	2105.21	2105.21	2104.69	2104.95	315.0
2015-01-07 01:50:00	ES	Futures	2104.95	2105.21	2104.69	2105.21	80.0
2015-01-07 01:55:00	ES	Futures	2104.95	2106.0	2104.95	2106.0	295.0
2015-01-07 02:00:00	ES	Futures	2106.0	2107.06	2105.21	2105.21	1522.0
2015-01-07 02:05:00	ES	Futures	2105.21	2106.27	2104.95	2106.27	409.0
2015-01-07 02:10:00	ES	Futures	2106.0	2106.53	2106.0	2106.53	747.0
2015-01-07 02:15:00	ES	Futures	2106.27	2106.79	2105.74	2105.74	1031.0
2015-01-07 02:20:00	ES	Futures	2105.74	2105.74	2104.95	2105.48	438.0
2015-01-07 02:25:00	ES	Futures	2105.48	2106.27	2104.95	2105.21	430.0
2015-01-07 02:30:00	ES	Futures	2105.48	2107.32	2105.21	2105.74	1904.0
2015-01-07 02:35:00	ES	Futures	2106.0	2106.27	2105.21	2106.0	697.0
2015-01-07 02:40:00	ES	Futures	2105.74	2107.06	2105.74	2107.06	643.0
2015-01-07 02:45:00	ES	Futures	2107.06	2107.58	2106.27	2106.53	1277.0
2015-01-07 02:50:00	ES	Futures	2106.53	2107.58	2106.27	2107.58	1089.0
2015-01-07 02:55:00	ES	Futures	2107.58	2107.85	2106.27	2107.06	1601.0
2015-01-07 03:00:00	ES	Futures	2107.06	2108.11	2106.27	2107.32	3740.0
2015-01-07 03:05:00	ES	Futures	2107.32	2107.58	2105.48	2105.48	2828.0
2015-01-07 03:10:00	ES	Futures	2105.48	2106.53	2105.48	2106.0	2818.0
2015-01-07 03:15:00	ES	Futures	2106.0	2106.0	2104.43	2106.0	3550.0
2015-01-07 03:20:00	ES	Futures	2106.0	2108.11	2106.0	2107.58	3566.0
2015-01-07 03:25:00	ES	Futures	2107.58	2107.58	2105.48	2107.32	2606.0
2015-01-07 03:30:00	ES	Futures	2107.32	2108.11	2107.06	2107.85	1554.0
2015-01-07 03:35:00	ES	Futures	2107.85	2108.37	2106.53	2107.32	1731.0
2015-01-07 03:40:00	ES	Futures	2107.32	2107.85	2107.06	2107.32	789.0
2015-01-07 03:45:00	ES	Futures	2107.06	2107.85	2106.53	2106.79	756.0
2015-01-07 03:50:00	ES	Futures	2106.79	2107.58	2106.53	2107.06	669.0
2015-01-07 03:55:00	ES	Futures	2107.06	2107.32	2106.0	2106.53	1514.0
2015-01-07 04:00:00	ES	Futures	2106.53	2107.58	2106.27	2107.06	1870.0
2015-01-07 04:05:00	ES	Futures	2107.32	2107.58	2106.27	2106.27	1275.0

> showing 50 of 14,904 rows — these rows as CSV

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