PREVIEW / futures_5min / 2015-01-08

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-08.parquet
  size:    235 KB
  rows:    14,643

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
2015-01-08 00:00:00	ES	Futures	2140.48	2141.27	2140.21	2140.74	357.0
2015-01-08 00:05:00	ES	Futures	2140.74	2141.0	2140.21	2140.48	126.0
2015-01-08 00:10:00	ES	Futures	2140.48	2140.48	2138.9	2139.16	540.0
2015-01-08 00:15:00	ES	Futures	2139.16	2139.69	2138.9	2139.42	344.0
2015-01-08 00:20:00	ES	Futures	2139.42	2140.21	2139.16	2139.42	429.0
2015-01-08 00:25:00	ES	Futures	2139.69	2140.21	2139.42	2139.95	316.0
2015-01-08 00:30:00	ES	Futures	2139.69	2140.74	2139.42	2140.21	397.0
2015-01-08 00:35:00	ES	Futures	2140.48	2140.74	2139.95	2139.95	217.0
2015-01-08 00:40:00	ES	Futures	2139.95	2140.48	2139.95	2140.48	164.0
2015-01-08 00:45:00	ES	Futures	2140.48	2140.48	2139.42	2139.95	470.0
2015-01-08 00:50:00	ES	Futures	2139.95	2139.95	2139.42	2139.95	100.0
2015-01-08 00:55:00	ES	Futures	2139.95	2140.48	2139.16	2140.48	759.0
2015-01-08 01:00:00	ES	Futures	2139.95	2141.0	2139.95	2140.74	359.0
2015-01-08 01:05:00	ES	Futures	2140.74	2141.0	2140.21	2141.0	232.0
2015-01-08 01:10:00	ES	Futures	2141.0	2142.06	2141.0	2141.79	476.0
2015-01-08 01:15:00	ES	Futures	2142.06	2142.58	2141.0	2141.0	955.0
2015-01-08 01:20:00	ES	Futures	2141.0	2141.27	2140.74	2141.0	245.0
2015-01-08 01:25:00	ES	Futures	2141.0	2141.27	2140.74	2141.0	60.0
2015-01-08 01:30:00	ES	Futures	2141.0	2141.0	2140.48	2141.0	198.0
2015-01-08 01:35:00	ES	Futures	2141.0	2141.0	2140.48	2140.74	184.0
2015-01-08 01:40:00	ES	Futures	2140.74	2140.74	2140.21	2140.21	161.0
2015-01-08 01:45:00	ES	Futures	2140.48	2140.48	2140.21	2140.48	150.0
2015-01-08 01:50:00	ES	Futures	2140.48	2141.0	2140.48	2140.74	115.0
2015-01-08 01:55:00	ES	Futures	2140.74	2141.27	2140.48	2141.0	354.0
2015-01-08 02:00:00	ES	Futures	2140.74	2140.74	2138.9	2139.95	1977.0
2015-01-08 02:05:00	ES	Futures	2139.69	2140.21	2138.37	2139.16	985.0
2015-01-08 02:10:00	ES	Futures	2139.16	2139.42	2138.9	2138.9	618.0
2015-01-08 02:15:00	ES	Futures	2138.9	2140.48	2138.9	2140.21	812.0
2015-01-08 02:20:00	ES	Futures	2140.21	2141.0	2139.95	2140.74	730.0
2015-01-08 02:25:00	ES	Futures	2140.74	2141.27	2140.48	2141.27	677.0
2015-01-08 02:30:00	ES	Futures	2141.27	2141.53	2139.69	2139.95	1415.0
2015-01-08 02:35:00	ES	Futures	2140.21	2140.21	2139.69	2139.95	918.0
2015-01-08 02:40:00	ES	Futures	2140.21	2140.21	2139.42	2139.42	479.0
2015-01-08 02:45:00	ES	Futures	2139.42	2141.0	2138.9	2140.74	1120.0
2015-01-08 02:50:00	ES	Futures	2140.48	2140.48	2139.42	2139.69	388.0
2015-01-08 02:55:00	ES	Futures	2139.69	2140.48	2139.42	2140.21	864.0
2015-01-08 03:00:00	ES	Futures	2140.48	2140.48	2137.85	2138.11	2901.0
2015-01-08 03:05:00	ES	Futures	2137.85	2138.64	2137.58	2138.37	1898.0
2015-01-08 03:10:00	ES	Futures	2138.37	2138.9	2137.32	2137.85	2405.0
2015-01-08 03:15:00	ES	Futures	2137.85	2140.21	2137.32	2139.69	2690.0
2015-01-08 03:20:00	ES	Futures	2139.69	2140.48	2138.64	2139.69	1400.0
2015-01-08 03:25:00	ES	Futures	2139.95	2140.48	2139.42	2139.42	1327.0
2015-01-08 03:30:00	ES	Futures	2139.69	2141.79	2139.42	2141.53	3010.0
2015-01-08 03:35:00	ES	Futures	2141.27	2141.53	2140.74	2141.0	1207.0
2015-01-08 03:40:00	ES	Futures	2141.0	2141.0	2140.48	2141.0	1129.0
2015-01-08 03:45:00	ES	Futures	2140.74	2141.27	2140.21	2140.21	821.0
2015-01-08 03:50:00	ES	Futures	2140.21	2140.48	2139.69	2140.21	905.0
2015-01-08 03:55:00	ES	Futures	2140.21	2140.48	2139.16	2139.42	1422.0
2015-01-08 04:00:00	ES	Futures	2139.42	2140.21	2138.9	2140.21	919.0
2015-01-08 04:05:00	ES	Futures	2140.21	2140.74	2139.69	2140.48	1100.0

> showing 50 of 14,643 rows — these rows as CSV

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