PREVIEW / futures_5min / 2015-01-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-22.parquet
  size:    278 KB
  rows:    15,175

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
2015-01-22 00:00:00	ES	Futures	2136.53	2136.53	2136.0	2136.53	134.0
2015-01-22 00:05:00	ES	Futures	2136.27	2136.53	2136.27	2136.53	31.0
2015-01-22 00:10:00	ES	Futures	2136.53	2136.53	2135.74	2136.27	249.0
2015-01-22 00:15:00	ES	Futures	2136.0	2136.79	2136.0	2136.79	150.0
2015-01-22 00:20:00	ES	Futures	2136.79	2137.32	2136.53	2136.79	453.0
2015-01-22 00:25:00	ES	Futures	2136.79	2136.79	2136.27	2136.53	106.0
2015-01-22 00:30:00	ES	Futures	2136.79	2136.79	2136.0	2136.53	235.0
2015-01-22 00:35:00	ES	Futures	2136.27	2136.79	2136.27	2136.53	66.0
2015-01-22 00:40:00	ES	Futures	2136.53	2136.79	2136.27	2136.53	106.0
2015-01-22 00:45:00	ES	Futures	2136.53	2136.79	2136.0	2136.27	186.0
2015-01-22 00:50:00	ES	Futures	2136.0	2136.53	2136.0	2136.27	179.0
2015-01-22 00:55:00	ES	Futures	2136.0	2136.53	2136.0	2136.27	140.0
2015-01-22 01:00:00	ES	Futures	2136.53	2137.06	2136.53	2137.06	394.0
2015-01-22 01:05:00	ES	Futures	2137.06	2138.11	2136.79	2137.85	413.0
2015-01-22 01:10:00	ES	Futures	2137.58	2138.11	2137.58	2137.58	239.0
2015-01-22 01:15:00	ES	Futures	2137.58	2137.85	2137.58	2137.58	238.0
2015-01-22 01:20:00	ES	Futures	2137.85	2137.85	2137.58	2137.85	75.0
2015-01-22 01:25:00	ES	Futures	2137.85	2137.85	2137.58	2137.85	138.0
2015-01-22 01:30:00	ES	Futures	2137.58	2138.11	2137.58	2137.85	414.0
2015-01-22 01:35:00	ES	Futures	2137.85	2138.9	2137.85	2138.37	361.0
2015-01-22 01:40:00	ES	Futures	2138.37	2139.42	2138.37	2139.16	368.0
2015-01-22 01:45:00	ES	Futures	2138.9	2139.16	2138.64	2138.9	106.0
2015-01-22 01:50:00	ES	Futures	2138.9	2139.16	2138.64	2138.64	156.0
2015-01-22 01:55:00	ES	Futures	2138.64	2138.9	2138.11	2138.37	131.0
2015-01-22 02:00:00	ES	Futures	2138.11	2138.64	2136.79	2137.32	1096.0
2015-01-22 02:05:00	ES	Futures	2137.32	2137.32	2136.53	2136.79	302.0
2015-01-22 02:10:00	ES	Futures	2136.79	2137.06	2136.0	2136.53	442.0
2015-01-22 02:15:00	ES	Futures	2136.27	2137.06	2136.27	2136.79	494.0
2015-01-22 02:20:00	ES	Futures	2136.79	2137.06	2136.0	2136.79	285.0
2015-01-22 02:25:00	ES	Futures	2136.53	2138.11	2136.53	2137.85	424.0
2015-01-22 02:30:00	ES	Futures	2137.58	2137.85	2136.53	2136.79	350.0
2015-01-22 02:35:00	ES	Futures	2136.53	2137.85	2136.53	2137.32	330.0
2015-01-22 02:40:00	ES	Futures	2137.32	2137.58	2136.79	2137.32	370.0
2015-01-22 02:45:00	ES	Futures	2137.32	2137.85	2137.32	2137.85	132.0
2015-01-22 02:50:00	ES	Futures	2137.85	2138.11	2136.79	2137.85	870.0
2015-01-22 02:55:00	ES	Futures	2138.11	2141.53	2138.11	2141.53	3004.0
2015-01-22 03:00:00	ES	Futures	2141.79	2141.79	2139.69	2139.69	2473.0
2015-01-22 03:05:00	ES	Futures	2139.69	2141.0	2139.42	2140.74	1680.0
2015-01-22 03:10:00	ES	Futures	2140.74	2140.74	2139.69	2140.48	1063.0
2015-01-22 03:15:00	ES	Futures	2140.74	2141.0	2139.42	2139.95	2014.0
2015-01-22 03:20:00	ES	Futures	2140.21	2140.48	2138.9	2139.16	2073.0
2015-01-22 03:25:00	ES	Futures	2139.42	2139.95	2138.64	2139.42	928.0
2015-01-22 03:30:00	ES	Futures	2139.16	2139.69	2138.9	2139.69	697.0
2015-01-22 03:35:00	ES	Futures	2139.95	2139.95	2138.64	2139.16	1031.0
2015-01-22 03:40:00	ES	Futures	2139.16	2139.95	2138.9	2139.95	486.0
2015-01-22 03:45:00	ES	Futures	2139.95	2140.74	2139.69	2140.48	648.0
2015-01-22 03:50:00	ES	Futures	2140.74	2141.0	2139.95	2140.48	669.0
2015-01-22 03:55:00	ES	Futures	2140.48	2141.27	2140.21	2141.0	731.0
2015-01-22 04:00:00	ES	Futures	2140.74	2141.27	2139.95	2139.95	747.0
2015-01-22 04:05:00	ES	Futures	2139.95	2140.74	2139.69	2140.48	727.0

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