PREVIEW / futures_5min / 2015-01-19

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-19.parquet
  size:    168 KB
  rows:    10,502

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
2015-01-19 00:00:00	ES	Futures	2118.9	2118.9	2118.37	2118.37	100.0
2015-01-19 00:05:00	ES	Futures	2118.37	2118.64	2116.53	2116.79	101.0
2015-01-19 00:10:00	ES	Futures	2116.79	2117.32	2116.79	2116.79	133.0
2015-01-19 00:15:00	ES	Futures	2116.79	2117.32	2116.0	2117.32	276.0
2015-01-19 00:20:00	ES	Futures	2117.32	2117.85	2117.06	2117.85	199.0
2015-01-19 00:25:00	ES	Futures	2118.11	2119.43	2117.58	2119.43	226.0
2015-01-19 00:30:00	ES	Futures	2119.43	2119.69	2118.37	2118.9	316.0
2015-01-19 00:35:00	ES	Futures	2118.64	2118.64	2117.58	2117.85	111.0
2015-01-19 00:40:00	ES	Futures	2117.85	2118.37	2117.58	2117.85	174.0
2015-01-19 00:45:00	ES	Futures	2117.85	2118.11	2117.06	2117.06	119.0
2015-01-19 00:50:00	ES	Futures	2116.79	2118.37	2116.79	2118.37	175.0
2015-01-19 00:55:00	ES	Futures	2118.37	2118.37	2117.32	2117.58	138.0
2015-01-19 01:00:00	ES	Futures	2117.58	2118.9	2117.58	2118.64	255.0
2015-01-19 01:05:00	ES	Futures	2118.37	2118.64	2116.53	2116.79	193.0
2015-01-19 01:10:00	ES	Futures	2116.79	2118.11	2116.0	2117.58	288.0
2015-01-19 01:15:00	ES	Futures	2117.85	2117.85	2116.53	2116.53	84.0
2015-01-19 01:20:00	ES	Futures	2116.79	2117.58	2116.79	2117.58	27.0
2015-01-19 01:25:00	ES	Futures	2117.32	2118.11	2117.06	2118.11	88.0
2015-01-19 01:30:00	ES	Futures	2117.85	2117.85	2117.06	2117.06	184.0
2015-01-19 01:35:00	ES	Futures	2116.79	2117.32	2116.79	2116.79	208.0
2015-01-19 01:40:00	ES	Futures	2116.79	2116.79	2115.74	2116.0	291.0
2015-01-19 01:45:00	ES	Futures	2116.0	2116.27	2114.69	2114.95	450.0
2015-01-19 01:50:00	ES	Futures	2114.95	2116.0	2114.69	2115.48	339.0
2015-01-19 01:55:00	ES	Futures	2115.48	2115.48	2113.9	2113.9	626.0
2015-01-19 02:00:00	ES	Futures	2113.9	2114.43	2112.58	2113.9	1647.0
2015-01-19 02:05:00	ES	Futures	2113.64	2113.9	2112.85	2112.85	399.0
2015-01-19 02:10:00	ES	Futures	2113.11	2114.43	2112.85	2114.16	407.0
2015-01-19 02:15:00	ES	Futures	2114.16	2116.53	2114.16	2116.0	917.0
2015-01-19 02:20:00	ES	Futures	2115.74	2116.79	2115.21	2115.48	535.0
2015-01-19 02:25:00	ES	Futures	2115.48	2115.48	2114.43	2115.48	196.0
2015-01-19 02:30:00	ES	Futures	2115.21	2116.0	2114.95	2115.48	217.0
2015-01-19 02:35:00	ES	Futures	2115.21	2115.48	2114.43	2114.43	295.0
2015-01-19 02:40:00	ES	Futures	2114.43	2115.21	2113.64	2114.16	1044.0
2015-01-19 02:45:00	ES	Futures	2114.16	2114.95	2114.16	2114.69	267.0
2015-01-19 02:50:00	ES	Futures	2114.69	2114.69	2113.64	2114.69	400.0
2015-01-19 02:55:00	ES	Futures	2114.69	2116.27	2114.43	2115.74	424.0
2015-01-19 03:00:00	ES	Futures	2115.48	2115.74	2111.79	2111.79	2340.0
2015-01-19 03:05:00	ES	Futures	2112.06	2114.16	2111.27	2112.58	2229.0
2015-01-19 03:10:00	ES	Futures	2112.32	2112.85	2111.27	2111.79	1365.0
2015-01-19 03:15:00	ES	Futures	2111.79	2112.58	2110.48	2112.06	2115.0
2015-01-19 03:20:00	ES	Futures	2111.79	2114.95	2111.79	2114.16	1739.0
2015-01-19 03:25:00	ES	Futures	2114.16	2114.95	2112.85	2114.69	1181.0
2015-01-19 03:30:00	ES	Futures	2114.43	2114.69	2112.58	2112.85	737.0
2015-01-19 03:35:00	ES	Futures	2112.85	2116.53	2112.85	2115.74	1332.0
2015-01-19 03:40:00	ES	Futures	2115.74	2116.0	2114.16	2115.48	766.0
2015-01-19 03:45:00	ES	Futures	2115.48	2116.0	2113.9	2114.16	965.0
2015-01-19 03:50:00	ES	Futures	2113.9	2114.95	2113.11	2113.11	1052.0
2015-01-19 03:55:00	ES	Futures	2112.85	2113.11	2112.06	2112.58	799.0
2015-01-19 04:00:00	ES	Futures	2112.58	2114.16	2112.06	2112.85	1149.0
2015-01-19 04:05:00	ES	Futures	2113.11	2113.9	2112.58	2113.11	596.0

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