PREVIEW / futures_5min / 2015-01-25

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-25.parquet
  size:    53 KB
  rows:    2,599

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
2015-01-25 18:00:00	ES	Futures	2142.06	2143.11	2134.95	2139.95	13677.0
2015-01-25 18:05:00	ES	Futures	2139.95	2141.27	2139.42	2139.95	924.0
2015-01-25 18:10:00	ES	Futures	2139.95	2140.74	2139.16	2139.42	1101.0
2015-01-25 18:15:00	ES	Futures	2139.42	2140.21	2139.16	2139.95	535.0
2015-01-25 18:20:00	ES	Futures	2139.95	2140.74	2139.69	2140.48	411.0
2015-01-25 18:25:00	ES	Futures	2140.48	2140.74	2138.37	2138.37	737.0
2015-01-25 18:30:00	ES	Futures	2138.64	2140.74	2138.37	2140.48	748.0
2015-01-25 18:35:00	ES	Futures	2140.21	2140.48	2138.9	2139.69	467.0
2015-01-25 18:40:00	ES	Futures	2139.69	2139.69	2137.85	2137.85	988.0
2015-01-25 18:45:00	ES	Futures	2137.85	2138.11	2134.16	2135.21	3857.0
2015-01-25 18:50:00	ES	Futures	2134.95	2135.74	2132.06	2132.58	2354.0
2015-01-25 18:55:00	ES	Futures	2132.85	2134.16	2132.58	2133.37	2865.0
2015-01-25 19:00:00	ES	Futures	2133.11	2137.06	2132.85	2136.0	2761.0
2015-01-25 19:05:00	ES	Futures	2135.74	2136.0	2134.42	2134.95	636.0
2015-01-25 19:10:00	ES	Futures	2135.21	2135.21	2133.9	2135.21	1725.0
2015-01-25 19:15:00	ES	Futures	2135.21	2137.85	2134.95	2137.58	1693.0
2015-01-25 19:20:00	ES	Futures	2137.58	2138.9	2137.32	2138.37	1468.0
2015-01-25 19:25:00	ES	Futures	2138.37	2138.64	2137.06	2137.06	639.0
2015-01-25 19:30:00	ES	Futures	2137.32	2138.37	2136.27	2136.53	1229.0
2015-01-25 19:35:00	ES	Futures	2136.79	2139.16	2136.79	2139.16	1183.0
2015-01-25 19:40:00	ES	Futures	2139.16	2140.48	2139.16	2140.21	802.0
2015-01-25 19:45:00	ES	Futures	2140.21	2141.27	2139.95	2140.74	998.0
2015-01-25 19:50:00	ES	Futures	2140.74	2140.74	2139.69	2139.69	399.0
2015-01-25 19:55:00	ES	Futures	2139.69	2139.69	2138.9	2139.42	319.0
2015-01-25 20:00:00	ES	Futures	2139.42	2139.42	2138.11	2138.64	725.0
2015-01-25 20:05:00	ES	Futures	2138.64	2138.64	2137.32	2137.58	459.0
2015-01-25 20:10:00	ES	Futures	2137.32	2137.32	2136.27	2136.79	783.0
2015-01-25 20:15:00	ES	Futures	2137.06	2137.85	2137.06	2137.85	508.0
2015-01-25 20:20:00	ES	Futures	2137.85	2138.11	2137.58	2137.85	501.0
2015-01-25 20:25:00	ES	Futures	2137.85	2137.85	2137.06	2137.58	256.0
2015-01-25 20:30:00	ES	Futures	2137.32	2137.85	2137.32	2137.58	218.0
2015-01-25 20:35:00	ES	Futures	2137.58	2137.85	2137.32	2137.58	489.0
2015-01-25 20:40:00	ES	Futures	2137.58	2138.9	2137.58	2138.64	441.0
2015-01-25 20:45:00	ES	Futures	2138.64	2139.95	2138.64	2139.95	843.0
2015-01-25 20:50:00	ES	Futures	2139.95	2140.74	2139.69	2140.21	528.0
2015-01-25 20:55:00	ES	Futures	2140.21	2140.48	2139.42	2139.95	384.0
2015-01-25 21:00:00	ES	Futures	2139.95	2140.48	2139.42	2139.69	208.0
2015-01-25 21:05:00	ES	Futures	2139.69	2139.95	2139.42	2139.95	176.0
2015-01-25 21:10:00	ES	Futures	2139.95	2140.74	2139.95	2140.74	315.0
2015-01-25 21:15:00	ES	Futures	2140.48	2140.74	2140.21	2140.48	233.0
2015-01-25 21:20:00	ES	Futures	2140.21	2140.74	2139.95	2140.74	218.0
2015-01-25 21:25:00	ES	Futures	2140.74	2141.0	2140.48	2140.48	482.0
2015-01-25 21:30:00	ES	Futures	2140.48	2140.74	2139.69	2139.69	400.0
2015-01-25 21:35:00	ES	Futures	2139.95	2140.48	2139.95	2140.48	106.0
2015-01-25 21:40:00	ES	Futures	2140.48	2140.48	2140.21	2140.48	81.0
2015-01-25 21:45:00	ES	Futures	2140.21	2140.21	2138.9	2139.16	550.0
2015-01-25 21:50:00	ES	Futures	2139.42	2139.42	2138.37	2138.37	481.0
2015-01-25 21:55:00	ES	Futures	2138.37	2138.64	2138.11	2138.11	305.0
2015-01-25 22:00:00	ES	Futures	2138.11	2139.16	2137.85	2138.9	284.0
2015-01-25 22:05:00	ES	Futures	2138.9	2139.69	2138.64	2139.69	302.0

> showing 50 of 2,599 rows — these rows as CSV

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