PREVIEW / futures_5min / 2015-01-18

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-18.parquet
  size:    49 KB
  rows:    2,313

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
2015-01-18 18:00:00	ES	Futures	2119.43	2119.95	2114.43	2115.48	2335.0
2015-01-18 18:05:00	ES	Futures	2115.48	2116.79	2115.48	2116.27	674.0
2015-01-18 18:10:00	ES	Futures	2116.0	2116.53	2115.48	2116.27	400.0
2015-01-18 18:15:00	ES	Futures	2116.53	2117.32	2116.27	2116.79	228.0
2015-01-18 18:20:00	ES	Futures	2116.79	2116.79	2114.43	2114.43	539.0
2015-01-18 18:25:00	ES	Futures	2114.43	2114.95	2113.9	2114.69	342.0
2015-01-18 18:30:00	ES	Futures	2114.69	2116.53	2114.69	2115.74	277.0
2015-01-18 18:35:00	ES	Futures	2115.74	2116.0	2115.74	2115.74	206.0
2015-01-18 18:40:00	ES	Futures	2115.74	2115.74	2115.48	2115.48	135.0
2015-01-18 18:45:00	ES	Futures	2115.48	2116.27	2115.21	2116.27	390.0
2015-01-18 18:50:00	ES	Futures	2116.27	2117.32	2116.0	2116.79	1217.0
2015-01-18 18:55:00	ES	Futures	2117.06	2117.06	2116.0	2116.53	420.0
2015-01-18 19:00:00	ES	Futures	2116.27	2118.9	2116.0	2118.11	1783.0
2015-01-18 19:05:00	ES	Futures	2118.37	2119.69	2117.32	2119.69	1499.0
2015-01-18 19:10:00	ES	Futures	2119.43	2124.69	2119.43	2124.16	3245.0
2015-01-18 19:15:00	ES	Futures	2124.16	2124.42	2122.85	2123.37	1079.0
2015-01-18 19:20:00	ES	Futures	2123.37	2123.64	2122.58	2123.11	558.0
2015-01-18 19:25:00	ES	Futures	2123.11	2128.9	2123.11	2127.58	3233.0
2015-01-18 19:30:00	ES	Futures	2127.85	2130.21	2126.79	2127.06	2987.0
2015-01-18 19:35:00	ES	Futures	2126.79	2127.32	2124.42	2125.48	1566.0
2015-01-18 19:40:00	ES	Futures	2125.21	2125.48	2124.16	2124.16	285.0
2015-01-18 19:45:00	ES	Futures	2124.16	2125.21	2123.64	2123.64	710.0
2015-01-18 19:50:00	ES	Futures	2123.9	2123.9	2122.58	2123.11	533.0
2015-01-18 19:55:00	ES	Futures	2123.11	2125.21	2123.11	2124.69	536.0
2015-01-18 20:00:00	ES	Futures	2124.95	2125.74	2123.11	2124.42	848.0
2015-01-18 20:05:00	ES	Futures	2124.42	2125.48	2123.9	2124.95	880.0
2015-01-18 20:10:00	ES	Futures	2124.95	2126.0	2124.95	2125.48	309.0
2015-01-18 20:15:00	ES	Futures	2125.48	2125.74	2123.11	2123.11	846.0
2015-01-18 20:20:00	ES	Futures	2123.11	2123.64	2122.58	2122.58	1083.0
2015-01-18 20:25:00	ES	Futures	2122.58	2123.11	2121.79	2122.32	882.0
2015-01-18 20:30:00	ES	Futures	2122.58	2124.16	2121.53	2123.37	1417.0
2015-01-18 20:35:00	ES	Futures	2123.37	2123.37	2121.27	2121.53	431.0
2015-01-18 20:40:00	ES	Futures	2121.53	2122.32	2121.53	2121.79	537.0
2015-01-18 20:45:00	ES	Futures	2122.06	2122.32	2117.32	2118.37	1987.0
2015-01-18 20:50:00	ES	Futures	2118.64	2118.9	2115.74	2116.79	2031.0
2015-01-18 20:55:00	ES	Futures	2116.79	2119.95	2116.53	2119.69	957.0
2015-01-18 21:00:00	ES	Futures	2119.69	2119.69	2117.32	2117.85	589.0
2015-01-18 21:05:00	ES	Futures	2117.85	2120.21	2117.85	2119.95	562.0
2015-01-18 21:10:00	ES	Futures	2119.95	2120.74	2119.43	2120.21	434.0
2015-01-18 21:15:00	ES	Futures	2120.21	2121.27	2120.21	2120.74	217.0
2015-01-18 21:20:00	ES	Futures	2120.48	2121.53	2119.43	2120.21	258.0
2015-01-18 21:25:00	ES	Futures	2120.21	2120.74	2119.16	2119.69	228.0
2015-01-18 21:30:00	ES	Futures	2119.69	2120.48	2119.43	2119.95	131.0
2015-01-18 21:35:00	ES	Futures	2119.69	2120.48	2118.9	2119.16	164.0
2015-01-18 21:40:00	ES	Futures	2119.16	2119.95	2118.11	2119.43	195.0
2015-01-18 21:45:00	ES	Futures	2119.43	2120.21	2119.43	2119.95	133.0
2015-01-18 21:50:00	ES	Futures	2119.95	2122.32	2119.43	2121.53	426.0
2015-01-18 21:55:00	ES	Futures	2121.79	2122.06	2119.69	2119.95	349.0
2015-01-18 22:00:00	ES	Futures	2119.95	2119.95	2118.9	2118.9	217.0
2015-01-18 22:05:00	ES	Futures	2118.9	2118.9	2117.85	2118.9	278.0

> showing 50 of 2,313 rows — these rows as CSV

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