PREVIEW / futures_5min / 2015-02-04

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-04.parquet
  size:    258 KB
  rows:    15,093

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
2015-02-04 00:00:00	ES	Futures	2147.85	2148.11	2147.85	2148.11	32.0
2015-02-04 00:05:00	ES	Futures	2148.11	2148.37	2147.85	2147.85	54.0
2015-02-04 00:10:00	ES	Futures	2148.11	2148.11	2147.85	2148.11	20.0
2015-02-04 00:15:00	ES	Futures	2148.11	2148.37	2147.85	2148.11	172.0
2015-02-04 00:20:00	ES	Futures	2148.11	2148.37	2148.11	2148.11	55.0
2015-02-04 00:25:00	ES	Futures	2148.11	2148.63	2148.11	2148.63	287.0
2015-02-04 00:30:00	ES	Futures	2148.9	2150.48	2148.63	2150.21	819.0
2015-02-04 00:35:00	ES	Futures	2150.21	2150.21	2149.69	2149.95	208.0
2015-02-04 00:40:00	ES	Futures	2149.95	2150.21	2149.95	2149.95	86.0
2015-02-04 00:45:00	ES	Futures	2149.95	2150.21	2148.63	2149.16	281.0
2015-02-04 00:50:00	ES	Futures	2149.16	2149.42	2148.9	2149.42	47.0
2015-02-04 00:55:00	ES	Futures	2149.16	2149.42	2149.16	2149.16	115.0
2015-02-04 01:00:00	ES	Futures	2149.16	2149.16	2148.63	2148.63	218.0
2015-02-04 01:05:00	ES	Futures	2148.63	2148.9	2148.37	2148.63	137.0
2015-02-04 01:10:00	ES	Futures	2148.63	2149.16	2147.85	2149.16	239.0
2015-02-04 01:15:00	ES	Futures	2148.9	2148.9	2147.85	2147.85	159.0
2015-02-04 01:20:00	ES	Futures	2147.85	2148.9	2147.32	2148.9	343.0
2015-02-04 01:25:00	ES	Futures	2148.9	2148.9	2147.58	2147.85	203.0
2015-02-04 01:30:00	ES	Futures	2147.85	2148.37	2147.58	2147.58	210.0
2015-02-04 01:35:00	ES	Futures	2147.58	2148.11	2147.32	2147.58	67.0
2015-02-04 01:40:00	ES	Futures	2147.85	2148.11	2147.58	2148.11	96.0
2015-02-04 01:45:00	ES	Futures	2147.85	2148.11	2147.58	2147.85	56.0
2015-02-04 01:50:00	ES	Futures	2147.85	2148.11	2147.85	2147.85	44.0
2015-02-04 01:55:00	ES	Futures	2147.85	2148.37	2147.32	2148.11	495.0
2015-02-04 02:00:00	ES	Futures	2148.37	2148.37	2146.53	2148.11	1037.0
2015-02-04 02:05:00	ES	Futures	2148.11	2148.37	2147.85	2147.85	373.0
2015-02-04 02:10:00	ES	Futures	2147.85	2147.85	2146.79	2147.06	393.0
2015-02-04 02:15:00	ES	Futures	2147.06	2147.32	2146.79	2146.79	336.0
2015-02-04 02:20:00	ES	Futures	2146.79	2147.32	2146.79	2147.32	747.0
2015-02-04 02:25:00	ES	Futures	2147.06	2147.32	2146.79	2147.06	254.0
2015-02-04 02:30:00	ES	Futures	2146.79	2147.06	2146.27	2147.06	739.0
2015-02-04 02:35:00	ES	Futures	2147.06	2147.58	2146.53	2146.53	295.0
2015-02-04 02:40:00	ES	Futures	2146.79	2147.06	2145.74	2146.27	1196.0
2015-02-04 02:45:00	ES	Futures	2146.27	2146.79	2146.0	2146.27	281.0
2015-02-04 02:50:00	ES	Futures	2146.27	2146.53	2146.0	2146.53	452.0
2015-02-04 02:55:00	ES	Futures	2146.53	2147.85	2146.27	2147.58	700.0
2015-02-04 03:00:00	ES	Futures	2147.58	2149.16	2147.06	2147.58	2884.0
2015-02-04 03:05:00	ES	Futures	2147.58	2148.11	2146.0	2146.27	2725.0
2015-02-04 03:10:00	ES	Futures	2146.27	2147.85	2145.48	2147.06	2324.0
2015-02-04 03:15:00	ES	Futures	2147.06	2147.32	2145.21	2146.0	2130.0
2015-02-04 03:20:00	ES	Futures	2145.74	2145.74	2144.69	2144.69	1620.0
2015-02-04 03:25:00	ES	Futures	2144.95	2147.06	2144.69	2146.53	1570.0
2015-02-04 03:30:00	ES	Futures	2146.53	2147.85	2146.53	2147.32	1853.0
2015-02-04 03:35:00	ES	Futures	2147.06	2148.11	2146.53	2147.06	929.0
2015-02-04 03:40:00	ES	Futures	2147.06	2148.11	2146.79	2147.32	948.0
2015-02-04 03:45:00	ES	Futures	2147.32	2148.11	2146.53	2147.32	1423.0
2015-02-04 03:50:00	ES	Futures	2147.06	2148.37	2147.06	2148.11	879.0
2015-02-04 03:55:00	ES	Futures	2148.11	2148.37	2146.79	2147.06	1574.0
2015-02-04 04:00:00	ES	Futures	2147.06	2147.85	2146.27	2147.85	878.0
2015-02-04 04:05:00	ES	Futures	2147.58	2148.37	2147.58	2148.37	551.0

> showing 50 of 15,093 rows — these rows as CSV

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