PREVIEW / futures_5min / 2015-01-26

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-26.parquet
  size:    250 KB
  rows:    14,737

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
2015-01-26 00:00:00	ES	Futures	2140.21	2140.48	2139.69	2139.69	445.0
2015-01-26 00:05:00	ES	Futures	2139.95	2140.74	2139.69	2140.21	251.0
2015-01-26 00:10:00	ES	Futures	2140.21	2140.21	2139.69	2139.95	66.0
2015-01-26 00:15:00	ES	Futures	2139.69	2140.21	2139.69	2139.95	135.0
2015-01-26 00:20:00	ES	Futures	2139.95	2139.95	2139.16	2139.42	153.0
2015-01-26 00:25:00	ES	Futures	2139.16	2139.95	2139.16	2139.42	98.0
2015-01-26 00:30:00	ES	Futures	2139.16	2139.95	2138.37	2139.69	353.0
2015-01-26 00:35:00	ES	Futures	2139.69	2139.69	2138.64	2138.9	386.0
2015-01-26 00:40:00	ES	Futures	2138.9	2139.42	2138.9	2138.9	83.0
2015-01-26 00:45:00	ES	Futures	2138.9	2139.16	2138.64	2139.16	175.0
2015-01-26 00:50:00	ES	Futures	2139.16	2140.21	2139.16	2139.95	221.0
2015-01-26 00:55:00	ES	Futures	2139.69	2140.74	2139.69	2140.74	297.0
2015-01-26 01:00:00	ES	Futures	2140.74	2140.74	2140.21	2140.21	503.0
2015-01-26 01:05:00	ES	Futures	2139.95	2139.95	2138.64	2139.42	475.0
2015-01-26 01:10:00	ES	Futures	2139.42	2140.21	2139.16	2139.69	216.0
2015-01-26 01:15:00	ES	Futures	2139.95	2140.74	2139.69	2140.48	213.0
2015-01-26 01:20:00	ES	Futures	2140.48	2140.74	2140.21	2140.74	154.0
2015-01-26 01:25:00	ES	Futures	2140.48	2140.74	2140.21	2140.21	146.0
2015-01-26 01:30:00	ES	Futures	2140.21	2140.21	2138.9	2139.42	255.0
2015-01-26 01:35:00	ES	Futures	2139.42	2139.42	2138.9	2138.9	68.0
2015-01-26 01:40:00	ES	Futures	2138.9	2140.48	2138.9	2140.21	269.0
2015-01-26 01:45:00	ES	Futures	2140.48	2141.0	2140.21	2141.0	463.0
2015-01-26 01:50:00	ES	Futures	2141.0	2142.85	2140.74	2142.58	752.0
2015-01-26 01:55:00	ES	Futures	2142.85	2142.85	2141.27	2141.79	380.0
2015-01-26 02:00:00	ES	Futures	2141.79	2144.16	2141.79	2143.37	2176.0
2015-01-26 02:05:00	ES	Futures	2143.37	2143.9	2142.58	2142.58	856.0
2015-01-26 02:10:00	ES	Futures	2142.58	2143.64	2141.79	2142.58	612.0
2015-01-26 02:15:00	ES	Futures	2142.85	2143.9	2141.27	2143.64	1060.0
2015-01-26 02:20:00	ES	Futures	2143.37	2143.64	2141.27	2143.11	1032.0
2015-01-26 02:25:00	ES	Futures	2142.85	2143.11	2142.06	2142.32	508.0
2015-01-26 02:30:00	ES	Futures	2142.32	2142.58	2141.53	2141.79	399.0
2015-01-26 02:35:00	ES	Futures	2142.06	2142.58	2141.53	2142.06	494.0
2015-01-26 02:40:00	ES	Futures	2142.06	2142.58	2142.06	2142.32	251.0
2015-01-26 02:45:00	ES	Futures	2142.32	2143.37	2142.06	2143.37	542.0
2015-01-26 02:50:00	ES	Futures	2143.11	2144.69	2143.11	2144.16	1311.0
2015-01-26 02:55:00	ES	Futures	2144.42	2145.74	2144.16	2145.21	1263.0
2015-01-26 03:00:00	ES	Futures	2145.21	2146.0	2144.69	2145.48	2261.0
2015-01-26 03:05:00	ES	Futures	2145.21	2147.06	2144.95	2146.27	3798.0
2015-01-26 03:10:00	ES	Futures	2146.0	2146.79	2145.21	2146.0	2083.0
2015-01-26 03:15:00	ES	Futures	2146.0	2146.0	2143.9	2144.42	2435.0
2015-01-26 03:20:00	ES	Futures	2144.42	2144.42	2142.32	2143.64	2628.0
2015-01-26 03:25:00	ES	Futures	2143.37	2144.16	2142.58	2142.58	1800.0
2015-01-26 03:30:00	ES	Futures	2142.58	2144.95	2142.32	2143.64	3444.0
2015-01-26 03:35:00	ES	Futures	2143.9	2144.69	2143.64	2144.42	1286.0
2015-01-26 03:40:00	ES	Futures	2144.69	2146.79	2144.16	2146.27	3597.0
2015-01-26 03:45:00	ES	Futures	2146.27	2146.79	2145.48	2146.27	1533.0
2015-01-26 03:50:00	ES	Futures	2146.0	2146.79	2143.9	2144.42	2668.0
2015-01-26 03:55:00	ES	Futures	2144.16	2144.69	2143.11	2143.9	1060.0
2015-01-26 04:00:00	ES	Futures	2144.16	2145.74	2143.9	2145.48	1719.0
2015-01-26 04:05:00	ES	Futures	2145.21	2146.27	2144.42	2146.0	1470.0

> showing 50 of 14,737 rows — these rows as CSV

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