PREVIEW / futures_5min / 2015-01-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-09.parquet
  size:    215 KB
  rows:    12,313

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
2015-01-09 00:00:00	ES	Futures	2159.95	2159.95	2158.9	2159.16	364.0
2015-01-09 00:05:00	ES	Futures	2159.16	2159.69	2159.16	2159.42	170.0
2015-01-09 00:10:00	ES	Futures	2159.42	2159.69	2159.16	2159.42	118.0
2015-01-09 00:15:00	ES	Futures	2159.69	2159.95	2159.69	2159.95	170.0
2015-01-09 00:20:00	ES	Futures	2159.95	2159.95	2159.69	2159.69	208.0
2015-01-09 00:25:00	ES	Futures	2159.95	2160.21	2159.69	2160.21	172.0
2015-01-09 00:30:00	ES	Futures	2159.95	2160.48	2159.69	2160.21	176.0
2015-01-09 00:35:00	ES	Futures	2160.48	2160.74	2160.21	2160.74	139.0
2015-01-09 00:40:00	ES	Futures	2160.74	2160.74	2160.21	2160.21	507.0
2015-01-09 00:45:00	ES	Futures	2160.21	2160.48	2159.95	2159.95	83.0
2015-01-09 00:50:00	ES	Futures	2160.21	2160.48	2159.95	2160.21	64.0
2015-01-09 00:55:00	ES	Futures	2159.95	2160.74	2159.95	2160.48	190.0
2015-01-09 01:00:00	ES	Futures	2160.74	2161.0	2160.48	2160.74	152.0
2015-01-09 01:05:00	ES	Futures	2160.74	2161.0	2160.48	2160.74	193.0
2015-01-09 01:10:00	ES	Futures	2160.48	2161.0	2159.95	2160.74	155.0
2015-01-09 01:15:00	ES	Futures	2161.0	2161.0	2160.74	2160.74	113.0
2015-01-09 01:20:00	ES	Futures	2160.48	2160.74	2160.21	2160.21	140.0
2015-01-09 01:25:00	ES	Futures	2159.95	2160.48	2159.95	2160.21	78.0
2015-01-09 01:30:00	ES	Futures	2160.21	2160.48	2160.21	2160.21	65.0
2015-01-09 01:35:00	ES	Futures	2160.21	2160.21	2159.42	2159.69	286.0
2015-01-09 01:40:00	ES	Futures	2159.69	2159.69	2159.16	2159.42	328.0
2015-01-09 01:45:00	ES	Futures	2159.42	2159.69	2159.16	2159.42	144.0
2015-01-09 01:50:00	ES	Futures	2159.69	2159.69	2159.16	2159.42	127.0
2015-01-09 01:55:00	ES	Futures	2159.42	2159.95	2159.42	2159.69	276.0
2015-01-09 02:00:00	ES	Futures	2159.69	2160.21	2159.42	2159.42	948.0
2015-01-09 02:05:00	ES	Futures	2159.69	2161.0	2159.42	2160.74	736.0
2015-01-09 02:10:00	ES	Futures	2160.74	2161.0	2160.21	2160.48	346.0
2015-01-09 02:15:00	ES	Futures	2160.48	2161.0	2159.69	2159.69	607.0
2015-01-09 02:20:00	ES	Futures	2159.95	2159.95	2159.16	2159.42	735.0
2015-01-09 02:25:00	ES	Futures	2159.69	2159.69	2159.16	2159.42	333.0
2015-01-09 02:30:00	ES	Futures	2159.16	2159.69	2158.37	2158.63	1711.0
2015-01-09 02:35:00	ES	Futures	2158.63	2158.9	2158.11	2158.63	1021.0
2015-01-09 02:40:00	ES	Futures	2158.63	2158.63	2157.58	2158.11	1325.0
2015-01-09 02:45:00	ES	Futures	2157.85	2158.63	2157.58	2158.11	1500.0
2015-01-09 02:50:00	ES	Futures	2158.11	2159.16	2158.11	2158.63	440.0
2015-01-09 02:55:00	ES	Futures	2158.63	2159.16	2158.37	2158.37	1032.0
2015-01-09 03:00:00	ES	Futures	2158.37	2159.16	2157.58	2158.11	2844.0
2015-01-09 03:05:00	ES	Futures	2158.11	2158.9	2157.85	2158.37	2355.0
2015-01-09 03:10:00	ES	Futures	2158.37	2160.48	2158.37	2160.48	1917.0
2015-01-09 03:15:00	ES	Futures	2160.21	2160.48	2159.16	2159.69	2461.0
2015-01-09 03:20:00	ES	Futures	2159.95	2159.95	2159.42	2159.69	1113.0
2015-01-09 03:25:00	ES	Futures	2159.69	2160.21	2159.16	2159.69	1194.0
2015-01-09 03:30:00	ES	Futures	2159.95	2161.0	2159.95	2160.74	1629.0
2015-01-09 03:35:00	ES	Futures	2160.74	2161.53	2160.74	2161.0	1131.0
2015-01-09 03:40:00	ES	Futures	2160.74	2161.27	2160.21	2160.21	821.0
2015-01-09 03:45:00	ES	Futures	2160.21	2160.74	2159.69	2159.95	1203.0
2015-01-09 03:50:00	ES	Futures	2159.95	2161.0	2159.95	2160.74	871.0
2015-01-09 03:55:00	ES	Futures	2161.0	2161.0	2160.74	2161.0	1374.0
2015-01-09 04:00:00	ES	Futures	2160.74	2161.79	2160.74	2161.53	1235.0
2015-01-09 04:05:00	ES	Futures	2161.53	2163.11	2161.53	2163.11	2095.0

> showing 50 of 12,313 rows — these rows as CSV

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