PREVIEW / futures_5min / 2015-01-23

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-23.parquet
  size:    222 KB
  rows:    12,498

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
2015-01-23 00:00:00	ES	Futures	2162.06	2162.32	2161.79	2162.32	168.0
2015-01-23 00:05:00	ES	Futures	2162.06	2162.32	2162.06	2162.06	150.0
2015-01-23 00:10:00	ES	Futures	2162.32	2162.32	2162.06	2162.32	116.0
2015-01-23 00:15:00	ES	Futures	2162.06	2162.32	2161.79	2162.06	195.0
2015-01-23 00:20:00	ES	Futures	2162.06	2162.32	2161.79	2162.06	93.0
2015-01-23 00:25:00	ES	Futures	2162.06	2162.06	2161.53	2161.53	184.0
2015-01-23 00:30:00	ES	Futures	2161.79	2161.79	2161.27	2161.27	348.0
2015-01-23 00:35:00	ES	Futures	2161.27	2162.06	2161.27	2161.79	189.0
2015-01-23 00:40:00	ES	Futures	2162.06	2162.32	2161.79	2161.79	95.0
2015-01-23 00:45:00	ES	Futures	2161.79	2162.58	2161.79	2161.79	239.0
2015-01-23 00:50:00	ES	Futures	2161.79	2161.79	2161.0	2161.53	359.0
2015-01-23 00:55:00	ES	Futures	2161.79	2162.06	2161.0	2161.0	458.0
2015-01-23 01:00:00	ES	Futures	2161.27	2162.58	2161.0	2162.32	274.0
2015-01-23 01:05:00	ES	Futures	2162.06	2162.32	2161.79	2162.06	133.0
2015-01-23 01:10:00	ES	Futures	2162.06	2163.11	2162.06	2163.11	380.0
2015-01-23 01:15:00	ES	Futures	2163.11	2163.9	2162.85	2163.9	349.0
2015-01-23 01:20:00	ES	Futures	2163.63	2163.63	2163.37	2163.37	263.0
2015-01-23 01:25:00	ES	Futures	2163.37	2163.37	2162.85	2163.11	140.0
2015-01-23 01:30:00	ES	Futures	2163.11	2163.63	2162.85	2163.11	67.0
2015-01-23 01:35:00	ES	Futures	2163.37	2163.37	2163.11	2163.11	56.0
2015-01-23 01:40:00	ES	Futures	2162.85	2163.11	2162.58	2162.58	49.0
2015-01-23 01:45:00	ES	Futures	2162.58	2162.58	2161.79	2161.79	188.0
2015-01-23 01:50:00	ES	Futures	2161.79	2162.06	2161.79	2162.06	68.0
2015-01-23 01:55:00	ES	Futures	2162.06	2162.85	2162.06	2162.85	99.0
2015-01-23 02:00:00	ES	Futures	2162.58	2163.9	2162.58	2163.63	1062.0
2015-01-23 02:05:00	ES	Futures	2163.63	2164.69	2163.63	2164.42	980.0
2015-01-23 02:10:00	ES	Futures	2164.42	2164.95	2163.63	2164.16	889.0
2015-01-23 02:15:00	ES	Futures	2163.9	2164.69	2163.37	2164.69	309.0
2015-01-23 02:20:00	ES	Futures	2164.42	2164.69	2164.42	2164.69	239.0
2015-01-23 02:25:00	ES	Futures	2164.42	2164.69	2164.16	2164.16	564.0
2015-01-23 02:30:00	ES	Futures	2164.16	2164.69	2163.9	2164.42	474.0
2015-01-23 02:35:00	ES	Futures	2164.42	2164.69	2164.16	2164.16	548.0
2015-01-23 02:40:00	ES	Futures	2164.16	2164.69	2164.16	2164.16	703.0
2015-01-23 02:45:00	ES	Futures	2164.42	2165.21	2164.16	2164.69	896.0
2015-01-23 02:50:00	ES	Futures	2164.69	2164.95	2163.63	2164.16	1269.0
2015-01-23 02:55:00	ES	Futures	2164.16	2164.69	2163.9	2164.16	1171.0
2015-01-23 03:00:00	ES	Futures	2163.9	2164.16	2162.32	2162.58	3039.0
2015-01-23 03:05:00	ES	Futures	2162.58	2163.37	2162.06	2162.58	1966.0
2015-01-23 03:10:00	ES	Futures	2162.85	2165.21	2162.58	2164.69	3603.0
2015-01-23 03:15:00	ES	Futures	2164.69	2165.48	2164.42	2165.48	2295.0
2015-01-23 03:20:00	ES	Futures	2165.74	2166.53	2165.21	2166.0	3552.0
2015-01-23 03:25:00	ES	Futures	2166.27	2169.42	2166.0	2169.16	5451.0
2015-01-23 03:30:00	ES	Futures	2169.16	2170.48	2167.58	2168.11	5346.0
2015-01-23 03:35:00	ES	Futures	2168.37	2169.16	2167.84	2168.9	2186.0
2015-01-23 03:40:00	ES	Futures	2168.9	2169.69	2168.37	2169.16	1533.0
2015-01-23 03:45:00	ES	Futures	2169.16	2169.42	2167.58	2169.42	1394.0
2015-01-23 03:50:00	ES	Futures	2169.16	2169.42	2167.32	2168.9	2233.0
2015-01-23 03:55:00	ES	Futures	2168.9	2169.69	2168.37	2168.9	1715.0
2015-01-23 04:00:00	ES	Futures	2168.9	2169.16	2167.84	2168.37	1637.0
2015-01-23 04:05:00	ES	Futures	2168.11	2168.37	2165.48	2165.74	2765.0

> showing 50 of 12,498 rows — these rows as CSV

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