PREVIEW / futures_5min / 2015-01-30

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-01-30.parquet
  size:    234 KB
  rows:    12,686

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
2015-01-30 00:00:00	ES	Futures	2119.43	2120.74	2118.64	2118.9	924.0
2015-01-30 00:05:00	ES	Futures	2118.64	2118.9	2117.85	2118.37	472.0
2015-01-30 00:10:00	ES	Futures	2118.64	2119.16	2118.64	2118.9	204.0
2015-01-30 00:15:00	ES	Futures	2118.9	2119.16	2118.64	2118.9	123.0
2015-01-30 00:20:00	ES	Futures	2119.16	2119.16	2118.64	2119.16	291.0
2015-01-30 00:25:00	ES	Futures	2118.9	2119.16	2118.64	2118.9	207.0
2015-01-30 00:30:00	ES	Futures	2118.9	2120.74	2118.9	2120.74	523.0
2015-01-30 00:35:00	ES	Futures	2120.74	2120.74	2119.69	2119.69	182.0
2015-01-30 00:40:00	ES	Futures	2119.69	2119.69	2118.9	2118.9	223.0
2015-01-30 00:45:00	ES	Futures	2119.16	2119.16	2118.37	2118.64	214.0
2015-01-30 00:50:00	ES	Futures	2118.64	2118.9	2118.37	2118.9	92.0
2015-01-30 00:55:00	ES	Futures	2118.64	2120.21	2118.64	2119.43	518.0
2015-01-30 01:00:00	ES	Futures	2119.16	2120.48	2119.16	2119.69	414.0
2015-01-30 01:05:00	ES	Futures	2119.69	2119.69	2119.43	2119.43	43.0
2015-01-30 01:10:00	ES	Futures	2119.69	2119.69	2119.43	2119.43	193.0
2015-01-30 01:15:00	ES	Futures	2119.43	2119.95	2119.16	2119.69	428.0
2015-01-30 01:20:00	ES	Futures	2119.69	2120.21	2119.69	2119.95	239.0
2015-01-30 01:25:00	ES	Futures	2119.69	2120.21	2119.69	2119.69	352.0
2015-01-30 01:30:00	ES	Futures	2119.69	2119.95	2119.43	2119.69	68.0
2015-01-30 01:35:00	ES	Futures	2119.69	2120.21	2119.69	2119.95	134.0
2015-01-30 01:40:00	ES	Futures	2120.21	2120.74	2120.21	2120.74	135.0
2015-01-30 01:45:00	ES	Futures	2120.74	2121.0	2120.48	2121.0	409.0
2015-01-30 01:50:00	ES	Futures	2120.74	2121.53	2120.48	2121.27	203.0
2015-01-30 01:55:00	ES	Futures	2121.27	2121.27	2120.48	2120.48	168.0
2015-01-30 02:00:00	ES	Futures	2120.48	2120.48	2119.16	2120.21	2043.0
2015-01-30 02:05:00	ES	Futures	2120.21	2120.48	2119.69	2120.21	328.0
2015-01-30 02:10:00	ES	Futures	2120.48	2120.48	2119.69	2119.95	452.0
2015-01-30 02:15:00	ES	Futures	2119.95	2120.21	2119.16	2119.43	224.0
2015-01-30 02:20:00	ES	Futures	2119.43	2120.21	2119.16	2119.69	269.0
2015-01-30 02:25:00	ES	Futures	2119.69	2119.95	2119.16	2119.69	219.0
2015-01-30 02:30:00	ES	Futures	2119.95	2119.95	2119.43	2119.43	225.0
2015-01-30 02:35:00	ES	Futures	2119.43	2120.74	2119.43	2120.48	461.0
2015-01-30 02:40:00	ES	Futures	2120.48	2121.0	2120.48	2121.0	434.0
2015-01-30 02:45:00	ES	Futures	2120.74	2121.0	2120.48	2120.74	576.0
2015-01-30 02:50:00	ES	Futures	2121.0	2121.0	2119.69	2119.69	317.0
2015-01-30 02:55:00	ES	Futures	2119.69	2119.95	2118.37	2118.64	660.0
2015-01-30 03:00:00	ES	Futures	2118.37	2118.64	2116.0	2118.37	4304.0
2015-01-30 03:05:00	ES	Futures	2118.37	2119.43	2118.11	2118.37	2393.0
2015-01-30 03:10:00	ES	Futures	2118.37	2119.43	2118.37	2118.64	1088.0
2015-01-30 03:15:00	ES	Futures	2118.37	2118.9	2117.32	2117.58	2191.0
2015-01-30 03:20:00	ES	Futures	2117.58	2117.58	2116.79	2116.79	1018.0
2015-01-30 03:25:00	ES	Futures	2117.06	2117.32	2115.21	2115.74	2254.0
2015-01-30 03:30:00	ES	Futures	2115.74	2116.27	2113.11	2114.43	3735.0
2015-01-30 03:35:00	ES	Futures	2114.16	2114.95	2113.64	2114.43	1501.0
2015-01-30 03:40:00	ES	Futures	2114.16	2117.32	2114.16	2117.32	2391.0
2015-01-30 03:45:00	ES	Futures	2117.06	2117.32	2114.69	2114.69	1368.0
2015-01-30 03:50:00	ES	Futures	2114.69	2115.48	2113.9	2113.9	1390.0
2015-01-30 03:55:00	ES	Futures	2114.16	2114.43	2113.11	2114.16	1241.0
2015-01-30 04:00:00	ES	Futures	2113.9	2115.48	2113.64	2113.64	1329.0
2015-01-30 04:05:00	ES	Futures	2113.9	2114.16	2111.0	2111.53	2667.0

> showing 50 of 12,686 rows — these rows as CSV

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