PREVIEW / futures_5min / 2015-02-09

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-02-09.parquet
  size:    234 KB
  rows:    14,685

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
2015-02-09 00:00:00	ES	Futures	2151.0	2151.53	2150.74	2151.27	381.0
2015-02-09 00:05:00	ES	Futures	2151.53	2152.32	2151.27	2152.32	162.0
2015-02-09 00:10:00	ES	Futures	2152.32	2152.58	2152.32	2152.58	271.0
2015-02-09 00:15:00	ES	Futures	2152.32	2152.58	2152.06	2152.32	87.0
2015-02-09 00:20:00	ES	Futures	2152.32	2152.32	2152.06	2152.32	25.0
2015-02-09 00:25:00	ES	Futures	2152.06	2152.32	2151.79	2152.32	174.0
2015-02-09 00:30:00	ES	Futures	2152.32	2153.11	2152.06	2152.58	413.0
2015-02-09 00:35:00	ES	Futures	2152.58	2152.85	2152.58	2152.85	179.0
2015-02-09 00:40:00	ES	Futures	2152.58	2152.85	2151.79	2152.06	165.0
2015-02-09 00:45:00	ES	Futures	2152.06	2152.06	2151.79	2152.06	50.0
2015-02-09 00:50:00	ES	Futures	2151.79	2152.85	2151.79	2152.58	118.0
2015-02-09 00:55:00	ES	Futures	2152.58	2152.85	2152.32	2152.32	188.0
2015-02-09 01:00:00	ES	Futures	2152.58	2153.11	2152.58	2153.11	206.0
2015-02-09 01:05:00	ES	Futures	2153.11	2154.16	2152.85	2152.85	1696.0
2015-02-09 01:10:00	ES	Futures	2153.11	2153.11	2152.85	2152.85	89.0
2015-02-09 01:15:00	ES	Futures	2152.85	2153.37	2152.58	2153.37	418.0
2015-02-09 01:20:00	ES	Futures	2153.37	2153.37	2153.11	2153.11	93.0
2015-02-09 01:25:00	ES	Futures	2153.11	2153.63	2153.11	2153.37	67.0
2015-02-09 01:30:00	ES	Futures	2153.63	2153.63	2153.37	2153.63	64.0
2015-02-09 01:35:00	ES	Futures	2153.37	2153.63	2153.37	2153.37	158.0
2015-02-09 01:40:00	ES	Futures	2153.63	2153.63	2152.06	2152.58	451.0
2015-02-09 01:45:00	ES	Futures	2152.58	2153.11	2152.58	2152.85	59.0
2015-02-09 01:50:00	ES	Futures	2153.11	2153.37	2152.85	2152.85	63.0
2015-02-09 01:55:00	ES	Futures	2153.11	2153.11	2152.85	2152.85	65.0
2015-02-09 02:00:00	ES	Futures	2152.85	2153.37	2152.06	2152.58	1877.0
2015-02-09 02:05:00	ES	Futures	2152.85	2154.16	2152.85	2153.9	661.0
2015-02-09 02:10:00	ES	Futures	2154.16	2154.16	2153.11	2153.37	476.0
2015-02-09 02:15:00	ES	Futures	2153.11	2153.37	2152.85	2153.11	275.0
2015-02-09 02:20:00	ES	Futures	2153.37	2153.9	2153.11	2153.11	351.0
2015-02-09 02:25:00	ES	Futures	2153.37	2153.37	2152.32	2152.32	273.0
2015-02-09 02:30:00	ES	Futures	2152.58	2153.11	2152.06	2152.85	287.0
2015-02-09 02:35:00	ES	Futures	2152.85	2153.37	2152.58	2152.85	275.0
2015-02-09 02:40:00	ES	Futures	2152.85	2153.11	2152.58	2153.11	353.0
2015-02-09 02:45:00	ES	Futures	2153.11	2153.9	2153.11	2153.9	865.0
2015-02-09 02:50:00	ES	Futures	2153.63	2154.16	2153.11	2154.16	952.0
2015-02-09 02:55:00	ES	Futures	2154.16	2154.69	2153.63	2154.16	699.0
2015-02-09 03:00:00	ES	Futures	2154.42	2154.42	2153.37	2153.63	2350.0
2015-02-09 03:05:00	ES	Futures	2153.63	2154.42	2153.11	2153.9	2111.0
2015-02-09 03:10:00	ES	Futures	2154.16	2154.69	2152.32	2152.58	2703.0
2015-02-09 03:15:00	ES	Futures	2152.58	2152.58	2148.63	2150.74	6384.0
2015-02-09 03:20:00	ES	Futures	2150.74	2152.06	2148.9	2151.27	4022.0
2015-02-09 03:25:00	ES	Futures	2151.27	2151.53	2149.95	2150.21	1899.0
2015-02-09 03:30:00	ES	Futures	2149.95	2150.21	2148.11	2149.95	4498.0
2015-02-09 03:35:00	ES	Futures	2150.21	2150.48	2148.9	2149.16	1698.0
2015-02-09 03:40:00	ES	Futures	2149.16	2149.95	2148.63	2149.16	2369.0
2015-02-09 03:45:00	ES	Futures	2149.16	2149.69	2147.58	2149.69	2465.0
2015-02-09 03:50:00	ES	Futures	2149.42	2149.69	2147.58	2147.85	1517.0
2015-02-09 03:55:00	ES	Futures	2147.85	2149.16	2146.79	2148.37	3965.0
2015-02-09 04:00:00	ES	Futures	2148.37	2148.9	2147.85	2148.37	2118.0
2015-02-09 04:05:00	ES	Futures	2148.37	2149.69	2147.85	2149.16	2918.0

> showing 50 of 14,685 rows — these rows as CSV

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