PREVIEW / futures_5min / 2015-01-14

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-14.parquet
  size:    272 KB
  rows:    15,351

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
2015-01-14 00:00:00	ES	Futures	2115.21	2115.48	2114.95	2115.48	90.0
2015-01-14 00:05:00	ES	Futures	2115.74	2115.74	2114.95	2114.95	96.0
2015-01-14 00:10:00	ES	Futures	2114.95	2114.95	2114.43	2114.43	121.0
2015-01-14 00:15:00	ES	Futures	2114.69	2114.95	2114.43	2114.95	238.0
2015-01-14 00:20:00	ES	Futures	2114.69	2114.95	2114.16	2114.43	188.0
2015-01-14 00:25:00	ES	Futures	2114.16	2114.43	2113.11	2113.64	494.0
2015-01-14 00:30:00	ES	Futures	2113.64	2113.64	2113.11	2113.64	401.0
2015-01-14 00:35:00	ES	Futures	2113.64	2114.69	2113.11	2113.64	315.0
2015-01-14 00:40:00	ES	Futures	2113.64	2114.16	2113.64	2113.64	107.0
2015-01-14 00:45:00	ES	Futures	2113.37	2113.64	2111.53	2112.06	671.0
2015-01-14 00:50:00	ES	Futures	2111.79	2113.11	2110.48	2112.58	1802.0
2015-01-14 00:55:00	ES	Futures	2112.32	2113.64	2112.32	2112.85	288.0
2015-01-14 01:00:00	ES	Futures	2112.85	2113.9	2112.32	2113.64	390.0
2015-01-14 01:05:00	ES	Futures	2113.64	2115.21	2113.64	2114.43	614.0
2015-01-14 01:10:00	ES	Futures	2114.69	2115.21	2113.64	2113.64	167.0
2015-01-14 01:15:00	ES	Futures	2113.64	2114.43	2113.11	2113.11	369.0
2015-01-14 01:20:00	ES	Futures	2113.11	2113.11	2109.16	2109.43	1742.0
2015-01-14 01:25:00	ES	Futures	2109.43	2109.95	2107.32	2107.58	3247.0
2015-01-14 01:30:00	ES	Futures	2107.85	2108.9	2102.06	2103.9	5653.0
2015-01-14 01:35:00	ES	Futures	2104.16	2106.27	2103.37	2105.74	2081.0
2015-01-14 01:40:00	ES	Futures	2105.74	2106.27	2104.16	2104.69	903.0
2015-01-14 01:45:00	ES	Futures	2104.69	2105.21	2102.06	2104.69	1773.0
2015-01-14 01:50:00	ES	Futures	2104.43	2104.43	2101.27	2102.32	2408.0
2015-01-14 01:55:00	ES	Futures	2102.32	2104.16	2102.32	2102.85	1084.0
2015-01-14 02:00:00	ES	Futures	2102.85	2105.74	2102.32	2105.21	2811.0
2015-01-14 02:05:00	ES	Futures	2104.95	2105.48	2103.9	2105.21	915.0
2015-01-14 02:10:00	ES	Futures	2105.48	2106.53	2104.69	2106.53	1664.0
2015-01-14 02:15:00	ES	Futures	2106.53	2107.32	2105.21	2106.79	1973.0
2015-01-14 02:20:00	ES	Futures	2106.79	2107.85	2106.27	2107.85	832.0
2015-01-14 02:25:00	ES	Futures	2107.85	2108.11	2106.79	2107.06	1465.0
2015-01-14 02:30:00	ES	Futures	2107.06	2107.06	2105.74	2106.79	995.0
2015-01-14 02:35:00	ES	Futures	2107.06	2108.11	2107.06	2107.85	557.0
2015-01-14 02:40:00	ES	Futures	2107.85	2108.37	2107.32	2108.37	985.0
2015-01-14 02:45:00	ES	Futures	2108.11	2108.9	2106.79	2107.32	853.0
2015-01-14 02:50:00	ES	Futures	2107.32	2110.21	2107.32	2108.11	1612.0
2015-01-14 02:55:00	ES	Futures	2108.11	2109.43	2108.11	2109.43	1746.0
2015-01-14 03:00:00	ES	Futures	2109.43	2111.0	2108.64	2110.21	4538.0
2015-01-14 03:05:00	ES	Futures	2110.21	2112.58	2108.64	2111.53	5071.0
2015-01-14 03:10:00	ES	Futures	2111.53	2112.32	2110.21	2110.74	2619.0
2015-01-14 03:15:00	ES	Futures	2110.74	2110.74	2107.32	2107.58	5504.0
2015-01-14 03:20:00	ES	Futures	2107.85	2109.43	2106.53	2108.64	2950.0
2015-01-14 03:25:00	ES	Futures	2108.64	2108.9	2106.53	2106.79	1475.0
2015-01-14 03:30:00	ES	Futures	2107.06	2108.37	2106.79	2107.85	724.0
2015-01-14 03:35:00	ES	Futures	2108.11	2113.37	2107.85	2112.06	7363.0
2015-01-14 03:40:00	ES	Futures	2112.06	2117.58	2110.21	2110.74	14586.0
2015-01-14 03:45:00	ES	Futures	2110.74	2113.9	2109.69	2112.32	4746.0
2015-01-14 03:50:00	ES	Futures	2112.32	2114.95	2112.32	2112.85	2369.0
2015-01-14 03:55:00	ES	Futures	2113.11	2113.11	2109.95	2110.21	2398.0
2015-01-14 04:00:00	ES	Futures	2110.21	2112.06	2109.16	2111.0	2353.0
2015-01-14 04:05:00	ES	Futures	2111.27	2112.06	2110.74	2110.74	995.0

> showing 50 of 15,351 rows — these rows as CSV

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