PREVIEW / futures_5min / 2015-02-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-01.parquet
  size:    52 KB
  rows:    2,619

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
2015-02-01 18:00:00	ES	Futures	2095.22	2097.85	2095.22	2096.79	5362.0
2015-02-01 18:05:00	ES	Futures	2097.06	2097.85	2095.22	2096.79	3068.0
2015-02-01 18:10:00	ES	Futures	2096.53	2097.58	2095.74	2096.27	2083.0
2015-02-01 18:15:00	ES	Futures	2096.27	2098.37	2094.69	2094.69	2406.0
2015-02-01 18:20:00	ES	Futures	2094.95	2095.48	2093.37	2094.69	2656.0
2015-02-01 18:25:00	ES	Futures	2094.69	2095.48	2091.27	2091.79	2247.0
2015-02-01 18:30:00	ES	Futures	2091.79	2093.11	2091.0	2092.85	2663.0
2015-02-01 18:35:00	ES	Futures	2092.85	2092.85	2088.64	2090.22	4048.0
2015-02-01 18:40:00	ES	Futures	2090.22	2091.53	2088.37	2091.53	1896.0
2015-02-01 18:45:00	ES	Futures	2091.53	2093.11	2091.0	2091.53	871.0
2015-02-01 18:50:00	ES	Futures	2091.79	2092.06	2090.22	2091.0	482.0
2015-02-01 18:55:00	ES	Futures	2091.27	2092.06	2090.22	2091.79	585.0
2015-02-01 19:00:00	ES	Futures	2091.79	2093.9	2091.79	2093.9	944.0
2015-02-01 19:05:00	ES	Futures	2093.9	2094.16	2093.37	2093.9	497.0
2015-02-01 19:10:00	ES	Futures	2093.9	2094.16	2093.64	2093.9	282.0
2015-02-01 19:15:00	ES	Futures	2093.9	2094.95	2093.9	2094.69	467.0
2015-02-01 19:20:00	ES	Futures	2094.43	2094.95	2094.16	2094.43	508.0
2015-02-01 19:25:00	ES	Futures	2094.16	2094.43	2093.9	2094.16	564.0
2015-02-01 19:30:00	ES	Futures	2094.16	2094.16	2092.58	2093.64	591.0
2015-02-01 19:35:00	ES	Futures	2093.64	2095.74	2093.64	2095.22	1091.0
2015-02-01 19:40:00	ES	Futures	2094.95	2096.27	2094.95	2096.0	671.0
2015-02-01 19:45:00	ES	Futures	2096.0	2096.0	2095.22	2095.22	245.0
2015-02-01 19:50:00	ES	Futures	2095.22	2096.0	2095.22	2095.74	381.0
2015-02-01 19:55:00	ES	Futures	2096.0	2096.27	2095.74	2096.27	302.0
2015-02-01 20:00:00	ES	Futures	2096.0	2096.79	2095.74	2096.79	438.0
2015-02-01 20:05:00	ES	Futures	2096.53	2096.79	2096.27	2096.79	191.0
2015-02-01 20:10:00	ES	Futures	2096.79	2096.79	2095.74	2096.0	268.0
2015-02-01 20:15:00	ES	Futures	2096.0	2096.27	2095.48	2095.74	328.0
2015-02-01 20:20:00	ES	Futures	2095.74	2097.58	2095.74	2097.06	625.0
2015-02-01 20:25:00	ES	Futures	2097.06	2097.06	2094.69	2095.74	779.0
2015-02-01 20:30:00	ES	Futures	2095.48	2096.27	2095.22	2095.74	327.0
2015-02-01 20:35:00	ES	Futures	2095.74	2096.53	2095.48	2096.53	230.0
2015-02-01 20:40:00	ES	Futures	2096.27	2097.85	2096.27	2097.32	633.0
2015-02-01 20:45:00	ES	Futures	2097.58	2097.85	2096.27	2097.32	476.0
2015-02-01 20:50:00	ES	Futures	2097.06	2097.32	2096.0	2097.32	359.0
2015-02-01 20:55:00	ES	Futures	2097.06	2098.37	2097.06	2098.11	471.0
2015-02-01 21:00:00	ES	Futures	2098.11	2098.37	2097.85	2098.11	385.0
2015-02-01 21:05:00	ES	Futures	2097.85	2098.37	2097.85	2098.37	268.0
2015-02-01 21:10:00	ES	Futures	2098.11	2098.64	2098.11	2098.64	244.0
2015-02-01 21:15:00	ES	Futures	2098.64	2099.95	2098.11	2098.37	1265.0
2015-02-01 21:20:00	ES	Futures	2098.11	2098.37	2097.85	2098.11	79.0
2015-02-01 21:25:00	ES	Futures	2098.11	2098.37	2097.85	2098.37	368.0
2015-02-01 21:30:00	ES	Futures	2098.37	2098.37	2098.11	2098.11	159.0
2015-02-01 21:35:00	ES	Futures	2098.37	2098.37	2095.74	2096.0	450.0
2015-02-01 21:40:00	ES	Futures	2096.0	2096.27	2095.22	2095.74	451.0
2015-02-01 21:45:00	ES	Futures	2095.74	2096.27	2095.74	2096.27	136.0
2015-02-01 21:50:00	ES	Futures	2096.27	2096.27	2095.74	2096.0	78.0
2015-02-01 21:55:00	ES	Futures	2096.0	2096.53	2095.48	2096.53	162.0
2015-02-01 22:00:00	ES	Futures	2096.53	2097.58	2096.27	2097.32	388.0
2015-02-01 22:05:00	ES	Futures	2097.32	2098.11	2097.06	2097.85	266.0

> showing 50 of 2,619 rows — these rows as CSV

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