PREVIEW / futures_5min / 2015-01-16

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-16.parquet
  size:    241 KB
  rows:    12,581

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
2015-01-16 00:00:00	ES	Futures	2081.27	2083.37	2081.27	2083.37	941.0
2015-01-16 00:05:00	ES	Futures	2083.37	2083.37	2081.79	2082.58	616.0
2015-01-16 00:10:00	ES	Futures	2082.58	2082.85	2082.06	2082.32	229.0
2015-01-16 00:15:00	ES	Futures	2082.32	2082.58	2081.53	2081.79	277.0
2015-01-16 00:20:00	ES	Futures	2081.79	2081.79	2079.16	2080.74	902.0
2015-01-16 00:25:00	ES	Futures	2080.74	2080.74	2077.32	2078.37	1443.0
2015-01-16 00:30:00	ES	Futures	2078.64	2080.48	2078.64	2080.22	621.0
2015-01-16 00:35:00	ES	Futures	2080.22	2081.0	2079.95	2080.22	204.0
2015-01-16 00:40:00	ES	Futures	2080.22	2082.58	2079.95	2082.32	977.0
2015-01-16 00:45:00	ES	Futures	2082.58	2082.58	2080.48	2081.0	527.0
2015-01-16 00:50:00	ES	Futures	2080.74	2081.0	2079.69	2080.48	510.0
2015-01-16 00:55:00	ES	Futures	2080.48	2080.74	2077.58	2078.9	1565.0
2015-01-16 01:00:00	ES	Futures	2078.9	2082.32	2078.11	2082.06	1150.0
2015-01-16 01:05:00	ES	Futures	2081.79	2084.16	2081.79	2083.11	1775.0
2015-01-16 01:10:00	ES	Futures	2083.11	2083.9	2079.95	2079.95	970.0
2015-01-16 01:15:00	ES	Futures	2080.22	2080.74	2079.43	2080.22	1154.0
2015-01-16 01:20:00	ES	Futures	2079.69	2080.48	2078.11	2079.69	695.0
2015-01-16 01:25:00	ES	Futures	2079.43	2080.48	2079.16	2079.69	414.0
2015-01-16 01:30:00	ES	Futures	2079.69	2080.74	2079.43	2079.95	559.0
2015-01-16 01:35:00	ES	Futures	2079.95	2079.95	2079.43	2079.69	200.0
2015-01-16 01:40:00	ES	Futures	2079.69	2080.48	2079.43	2079.43	453.0
2015-01-16 01:45:00	ES	Futures	2079.16	2080.22	2079.16	2079.69	311.0
2015-01-16 01:50:00	ES	Futures	2079.95	2083.64	2079.69	2083.37	908.0
2015-01-16 01:55:00	ES	Futures	2083.37	2084.16	2081.27	2081.79	799.0
2015-01-16 02:00:00	ES	Futures	2081.79	2084.43	2081.79	2084.43	1546.0
2015-01-16 02:05:00	ES	Futures	2084.43	2084.69	2083.11	2083.64	1330.0
2015-01-16 02:10:00	ES	Futures	2083.64	2085.22	2083.64	2084.95	1039.0
2015-01-16 02:15:00	ES	Futures	2085.22	2085.74	2083.37	2084.69	1005.0
2015-01-16 02:20:00	ES	Futures	2084.43	2085.48	2083.9	2084.16	1007.0
2015-01-16 02:25:00	ES	Futures	2084.16	2084.95	2083.9	2084.43	777.0
2015-01-16 02:30:00	ES	Futures	2084.16	2086.79	2084.16	2086.79	1560.0
2015-01-16 02:35:00	ES	Futures	2086.53	2087.06	2084.43	2085.22	1500.0
2015-01-16 02:40:00	ES	Futures	2085.48	2088.37	2085.48	2087.58	2118.0
2015-01-16 02:45:00	ES	Futures	2087.58	2088.9	2086.79	2087.32	1960.0
2015-01-16 02:50:00	ES	Futures	2087.32	2088.11	2085.48	2086.53	2082.0
2015-01-16 02:55:00	ES	Futures	2086.53	2086.79	2084.43	2084.69	1516.0
2015-01-16 03:00:00	ES	Futures	2084.69	2088.37	2083.64	2087.85	4555.0
2015-01-16 03:05:00	ES	Futures	2087.58	2089.16	2086.79	2089.16	4670.0
2015-01-16 03:10:00	ES	Futures	2089.16	2091.27	2088.9	2090.74	6846.0
2015-01-16 03:15:00	ES	Futures	2091.0	2093.11	2090.22	2092.85	6023.0
2015-01-16 03:20:00	ES	Futures	2092.85	2093.37	2090.74	2091.27	3760.0
2015-01-16 03:25:00	ES	Futures	2091.27	2091.79	2090.22	2091.27	3157.0
2015-01-16 03:30:00	ES	Futures	2091.0	2091.53	2088.37	2088.9	2470.0
2015-01-16 03:35:00	ES	Futures	2088.9	2089.43	2087.58	2087.58	1982.0
2015-01-16 03:40:00	ES	Futures	2087.85	2087.85	2085.48	2085.74	2250.0
2015-01-16 03:45:00	ES	Futures	2085.74	2087.85	2085.22	2086.53	2322.0
2015-01-16 03:50:00	ES	Futures	2086.53	2087.06	2086.27	2086.53	1079.0
2015-01-16 03:55:00	ES	Futures	2086.79	2087.58	2086.53	2087.06	1271.0
2015-01-16 04:00:00	ES	Futures	2087.06	2087.32	2085.22	2086.53	1604.0
2015-01-16 04:05:00	ES	Futures	2086.53	2087.06	2085.22	2086.27	836.0

> showing 50 of 12,581 rows — these rows as CSV

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