PREVIEW / futures_5min / 2015-01-29

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-29.parquet
  size:    259 KB
  rows:    15,015

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
2015-01-29 00:00:00	ES	Futures	2100.74	2101.27	2100.48	2101.0	139.0
2015-01-29 00:05:00	ES	Futures	2101.0	2101.27	2100.74	2101.0	105.0
2015-01-29 00:10:00	ES	Futures	2100.74	2101.27	2099.95	2099.95	441.0
2015-01-29 00:15:00	ES	Futures	2100.21	2100.21	2097.06	2097.58	2452.0
2015-01-29 00:20:00	ES	Futures	2097.58	2097.85	2096.79	2097.32	610.0
2015-01-29 00:25:00	ES	Futures	2097.32	2098.37	2097.06	2097.06	525.0
2015-01-29 00:30:00	ES	Futures	2097.06	2097.58	2096.79	2097.06	427.0
2015-01-29 00:35:00	ES	Futures	2097.06	2097.06	2096.27	2096.27	808.0
2015-01-29 00:40:00	ES	Futures	2096.27	2096.53	2093.11	2093.64	3441.0
2015-01-29 00:45:00	ES	Futures	2093.64	2093.64	2092.32	2093.11	1621.0
2015-01-29 00:50:00	ES	Futures	2093.11	2094.43	2092.58	2094.43	463.0
2015-01-29 00:55:00	ES	Futures	2094.43	2095.48	2094.16	2094.95	397.0
2015-01-29 01:00:00	ES	Futures	2095.22	2095.48	2094.69	2095.48	370.0
2015-01-29 01:05:00	ES	Futures	2095.22	2096.79	2095.22	2096.53	542.0
2015-01-29 01:10:00	ES	Futures	2096.53	2096.53	2095.48	2096.0	259.0
2015-01-29 01:15:00	ES	Futures	2096.27	2096.79	2096.0	2096.53	109.0
2015-01-29 01:20:00	ES	Futures	2096.27	2097.32	2096.27	2097.06	388.0
2015-01-29 01:25:00	ES	Futures	2097.32	2097.85	2097.06	2097.85	257.0
2015-01-29 01:30:00	ES	Futures	2097.58	2098.9	2097.58	2098.11	541.0
2015-01-29 01:35:00	ES	Futures	2098.11	2098.9	2097.85	2098.37	177.0
2015-01-29 01:40:00	ES	Futures	2098.11	2098.37	2097.85	2098.11	85.0
2015-01-29 01:45:00	ES	Futures	2098.37	2098.37	2097.58	2097.58	166.0
2015-01-29 01:50:00	ES	Futures	2097.58	2098.11	2097.58	2097.85	122.0
2015-01-29 01:55:00	ES	Futures	2097.58	2098.37	2097.58	2098.37	155.0
2015-01-29 02:00:00	ES	Futures	2098.64	2099.43	2097.85	2098.37	1127.0
2015-01-29 02:05:00	ES	Futures	2098.11	2099.69	2097.58	2099.69	932.0
2015-01-29 02:10:00	ES	Futures	2099.43	2099.69	2099.16	2099.69	441.0
2015-01-29 02:15:00	ES	Futures	2099.43	2102.58	2098.9	2102.32	1966.0
2015-01-29 02:20:00	ES	Futures	2102.06	2103.11	2101.79	2102.85	1891.0
2015-01-29 02:25:00	ES	Futures	2102.85	2103.37	2102.06	2102.58	1386.0
2015-01-29 02:30:00	ES	Futures	2102.85	2103.37	2102.06	2102.06	1159.0
2015-01-29 02:35:00	ES	Futures	2102.06	2102.32	2100.74	2102.06	1367.0
2015-01-29 02:40:00	ES	Futures	2102.06	2102.85	2101.53	2101.79	860.0
2015-01-29 02:45:00	ES	Futures	2101.53	2101.79	2101.0	2101.53	811.0
2015-01-29 02:50:00	ES	Futures	2101.53	2103.11	2101.53	2101.79	745.0
2015-01-29 02:55:00	ES	Futures	2102.06	2104.16	2101.79	2102.32	1906.0
2015-01-29 03:00:00	ES	Futures	2102.32	2104.43	2102.32	2103.9	3731.0
2015-01-29 03:05:00	ES	Futures	2103.64	2104.16	2103.11	2103.9	2970.0
2015-01-29 03:10:00	ES	Futures	2103.9	2104.16	2101.0	2101.27	2650.0
2015-01-29 03:15:00	ES	Futures	2101.53	2102.06	2099.95	2101.53	2834.0
2015-01-29 03:20:00	ES	Futures	2101.53	2101.79	2099.69	2100.21	2539.0
2015-01-29 03:25:00	ES	Futures	2100.21	2101.53	2099.95	2101.0	2432.0
2015-01-29 03:30:00	ES	Futures	2101.0	2101.79	2098.37	2098.37	3020.0
2015-01-29 03:35:00	ES	Futures	2098.37	2098.9	2097.85	2098.11	2139.0
2015-01-29 03:40:00	ES	Futures	2098.11	2098.64	2096.53	2097.58	2158.0
2015-01-29 03:45:00	ES	Futures	2097.85	2098.11	2097.06	2097.58	801.0
2015-01-29 03:50:00	ES	Futures	2097.58	2098.37	2097.32	2098.37	655.0
2015-01-29 03:55:00	ES	Futures	2098.37	2098.37	2096.79	2097.85	2119.0
2015-01-29 04:00:00	ES	Futures	2097.85	2098.9	2097.32	2098.11	1596.0
2015-01-29 04:05:00	ES	Futures	2098.11	2098.64	2097.32	2097.32	2154.0

> showing 50 of 15,015 rows — these rows as CSV

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