PREVIEW / futures_5min / 2015-02-05

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-05.parquet
  size:    256 KB
  rows:    14,869

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
2015-02-05 00:00:00	ES	Futures	2132.32	2133.64	2132.06	2133.37	200.0
2015-02-05 00:05:00	ES	Futures	2133.64	2134.42	2133.37	2133.9	220.0
2015-02-05 00:10:00	ES	Futures	2133.64	2134.42	2133.11	2133.9	428.0
2015-02-05 00:15:00	ES	Futures	2133.9	2134.16	2133.64	2133.9	102.0
2015-02-05 00:20:00	ES	Futures	2133.9	2134.16	2133.64	2133.9	121.0
2015-02-05 00:25:00	ES	Futures	2133.9	2134.16	2133.37	2133.64	93.0
2015-02-05 00:30:00	ES	Futures	2133.9	2134.16	2133.37	2133.9	279.0
2015-02-05 00:35:00	ES	Futures	2133.9	2133.9	2133.64	2133.64	128.0
2015-02-05 00:40:00	ES	Futures	2133.37	2133.37	2131.79	2132.06	485.0
2015-02-05 00:45:00	ES	Futures	2132.06	2132.32	2131.27	2132.06	393.0
2015-02-05 00:50:00	ES	Futures	2131.79	2131.79	2131.0	2131.27	55.0
2015-02-05 00:55:00	ES	Futures	2131.53	2132.06	2131.27	2132.06	201.0
2015-02-05 01:00:00	ES	Futures	2132.06	2132.32	2130.48	2131.53	389.0
2015-02-05 01:05:00	ES	Futures	2131.53	2132.32	2131.27	2131.27	148.0
2015-02-05 01:10:00	ES	Futures	2131.27	2132.06	2131.27	2131.79	33.0
2015-02-05 01:15:00	ES	Futures	2132.06	2132.58	2131.79	2132.58	98.0
2015-02-05 01:20:00	ES	Futures	2132.85	2133.37	2131.79	2132.06	246.0
2015-02-05 01:25:00	ES	Futures	2132.06	2132.06	2131.27	2131.53	198.0
2015-02-05 01:30:00	ES	Futures	2131.53	2131.53	2129.16	2130.21	390.0
2015-02-05 01:35:00	ES	Futures	2130.21	2131.53	2130.21	2131.27	147.0
2015-02-05 01:40:00	ES	Futures	2131.27	2131.53	2130.74	2131.0	213.0
2015-02-05 01:45:00	ES	Futures	2130.74	2130.74	2129.69	2130.48	173.0
2015-02-05 01:50:00	ES	Futures	2130.21	2130.74	2130.21	2130.48	119.0
2015-02-05 01:55:00	ES	Futures	2130.74	2131.0	2129.69	2129.69	169.0
2015-02-05 02:00:00	ES	Futures	2129.95	2133.64	2129.95	2133.11	1717.0
2015-02-05 02:05:00	ES	Futures	2133.37	2133.64	2132.06	2132.85	843.0
2015-02-05 02:10:00	ES	Futures	2132.85	2133.9	2132.85	2133.37	648.0
2015-02-05 02:15:00	ES	Futures	2133.37	2133.64	2132.32	2132.32	512.0
2015-02-05 02:20:00	ES	Futures	2132.58	2133.37	2132.32	2133.37	439.0
2015-02-05 02:25:00	ES	Futures	2133.11	2134.95	2133.11	2134.16	2770.0
2015-02-05 02:30:00	ES	Futures	2134.16	2134.69	2132.85	2132.85	898.0
2015-02-05 02:35:00	ES	Futures	2132.85	2134.42	2132.85	2134.42	277.0
2015-02-05 02:40:00	ES	Futures	2134.16	2135.74	2134.16	2135.21	907.0
2015-02-05 02:45:00	ES	Futures	2135.21	2137.85	2134.95	2137.58	3073.0
2015-02-05 02:50:00	ES	Futures	2137.32	2141.79	2137.32	2141.53	4438.0
2015-02-05 02:55:00	ES	Futures	2141.53	2142.06	2139.16	2139.95	2460.0
2015-02-05 03:00:00	ES	Futures	2139.95	2141.0	2137.58	2139.16	3945.0
2015-02-05 03:05:00	ES	Futures	2139.16	2139.16	2134.69	2136.27	4821.0
2015-02-05 03:10:00	ES	Futures	2136.53	2138.9	2136.27	2138.11	2928.0
2015-02-05 03:15:00	ES	Futures	2138.11	2139.16	2137.06	2139.16	2616.0
2015-02-05 03:20:00	ES	Futures	2139.16	2140.48	2138.37	2140.21	3073.0
2015-02-05 03:25:00	ES	Futures	2139.95	2143.9	2139.95	2143.64	5670.0
2015-02-05 03:30:00	ES	Futures	2143.64	2143.64	2139.95	2141.0	2540.0
2015-02-05 03:35:00	ES	Futures	2141.0	2143.11	2140.21	2143.11	2024.0
2015-02-05 03:40:00	ES	Futures	2142.85	2144.42	2142.58	2143.64	2855.0
2015-02-05 03:45:00	ES	Futures	2143.37	2144.95	2142.85	2142.85	1459.0
2015-02-05 03:50:00	ES	Futures	2142.85	2143.11	2141.27	2141.53	1651.0
2015-02-05 03:55:00	ES	Futures	2141.79	2141.79	2139.42	2140.21	2326.0
2015-02-05 04:00:00	ES	Futures	2140.21	2143.11	2139.95	2142.58	1932.0
2015-02-05 04:05:00	ES	Futures	2142.32	2142.58	2140.74	2141.0	1264.0

> showing 50 of 14,869 rows — these rows as CSV

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