PREVIEW / futures_5min / 2015-01-20

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-20.parquet
  size:    249 KB
  rows:    14,921

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
2015-01-20 00:00:00	ES	Futures	2121.27	2122.58	2121.0	2122.58	402.0
2015-01-20 00:05:00	ES	Futures	2122.58	2122.85	2122.32	2122.58	179.0
2015-01-20 00:10:00	ES	Futures	2122.58	2122.58	2121.53	2122.06	194.0
2015-01-20 00:15:00	ES	Futures	2122.06	2122.58	2121.53	2122.06	268.0
2015-01-20 00:20:00	ES	Futures	2122.06	2122.32	2121.53	2122.06	306.0
2015-01-20 00:25:00	ES	Futures	2122.06	2123.64	2122.06	2123.64	555.0
2015-01-20 00:30:00	ES	Futures	2123.37	2125.48	2123.11	2124.42	1325.0
2015-01-20 00:35:00	ES	Futures	2124.42	2124.69	2123.37	2124.42	304.0
2015-01-20 00:40:00	ES	Futures	2124.42	2124.95	2122.85	2122.85	487.0
2015-01-20 00:45:00	ES	Futures	2122.58	2123.9	2122.06	2123.37	359.0
2015-01-20 00:50:00	ES	Futures	2123.64	2123.64	2122.85	2122.85	93.0
2015-01-20 00:55:00	ES	Futures	2122.85	2123.37	2122.58	2123.37	131.0
2015-01-20 01:00:00	ES	Futures	2123.37	2124.42	2123.11	2124.16	255.0
2015-01-20 01:05:00	ES	Futures	2123.9	2124.69	2123.64	2124.42	150.0
2015-01-20 01:10:00	ES	Futures	2124.42	2124.42	2123.64	2123.9	148.0
2015-01-20 01:15:00	ES	Futures	2123.9	2124.95	2123.9	2124.42	253.0
2015-01-20 01:20:00	ES	Futures	2124.42	2124.95	2124.16	2124.95	219.0
2015-01-20 01:25:00	ES	Futures	2124.95	2125.21	2124.69	2125.21	138.0
2015-01-20 01:30:00	ES	Futures	2125.21	2126.27	2124.69	2124.95	711.0
2015-01-20 01:35:00	ES	Futures	2124.95	2126.0	2124.42	2126.0	522.0
2015-01-20 01:40:00	ES	Futures	2126.0	2126.0	2125.74	2125.74	233.0
2015-01-20 01:45:00	ES	Futures	2126.0	2126.0	2125.21	2125.21	85.0
2015-01-20 01:50:00	ES	Futures	2125.48	2125.74	2125.21	2125.48	89.0
2015-01-20 01:55:00	ES	Futures	2125.48	2125.74	2125.21	2125.48	92.0
2015-01-20 02:00:00	ES	Futures	2125.48	2125.74	2123.64	2123.64	798.0
2015-01-20 02:05:00	ES	Futures	2123.9	2124.42	2123.64	2124.16	407.0
2015-01-20 02:10:00	ES	Futures	2124.16	2124.16	2123.37	2123.64	254.0
2015-01-20 02:15:00	ES	Futures	2123.37	2123.64	2122.85	2123.64	349.0
2015-01-20 02:20:00	ES	Futures	2123.64	2124.42	2123.37	2124.42	659.0
2015-01-20 02:25:00	ES	Futures	2124.42	2126.53	2124.16	2126.27	1559.0
2015-01-20 02:30:00	ES	Futures	2126.27	2126.53	2124.95	2125.74	537.0
2015-01-20 02:35:00	ES	Futures	2125.48	2126.0	2124.95	2125.21	282.0
2015-01-20 02:40:00	ES	Futures	2125.21	2125.48	2124.42	2124.42	310.0
2015-01-20 02:45:00	ES	Futures	2124.69	2124.69	2123.64	2123.9	493.0
2015-01-20 02:50:00	ES	Futures	2123.9	2124.42	2123.37	2123.64	396.0
2015-01-20 02:55:00	ES	Futures	2123.64	2126.0	2123.64	2125.74	1780.0
2015-01-20 03:00:00	ES	Futures	2126.0	2126.0	2124.42	2124.95	1419.0
2015-01-20 03:05:00	ES	Futures	2124.95	2128.37	2123.9	2128.11	3028.0
2015-01-20 03:10:00	ES	Futures	2128.37	2128.37	2126.79	2127.58	2107.0
2015-01-20 03:15:00	ES	Futures	2127.85	2128.11	2127.06	2127.32	883.0
2015-01-20 03:20:00	ES	Futures	2127.06	2127.32	2124.69	2125.21	1457.0
2015-01-20 03:25:00	ES	Futures	2125.21	2126.53	2124.42	2126.53	1344.0
2015-01-20 03:30:00	ES	Futures	2126.53	2127.32	2125.48	2125.48	1557.0
2015-01-20 03:35:00	ES	Futures	2125.74	2126.0	2125.21	2125.48	807.0
2015-01-20 03:40:00	ES	Futures	2125.48	2125.74	2124.95	2125.48	804.0
2015-01-20 03:45:00	ES	Futures	2125.74	2126.27	2124.95	2124.95	424.0
2015-01-20 03:50:00	ES	Futures	2124.95	2125.21	2123.9	2123.9	1201.0
2015-01-20 03:55:00	ES	Futures	2123.9	2124.16	2122.32	2123.11	1902.0
2015-01-20 04:00:00	ES	Futures	2123.11	2124.42	2122.85	2123.9	667.0
2015-01-20 04:05:00	ES	Futures	2123.9	2124.69	2123.64	2124.42	839.0

> showing 50 of 14,921 rows — these rows as CSV

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