PREVIEW / futures_5min / 2015-04-01

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-04-01.parquet
  size:    246 KB
  rows:    14,490

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
2015-04-01 00:00:00	ES	Futures	2158.9	2159.16	2158.37	2158.63	223.0
2015-04-01 00:05:00	ES	Futures	2158.9	2159.69	2158.37	2159.69	323.0
2015-04-01 00:10:00	ES	Futures	2159.69	2159.69	2159.16	2159.16	210.0
2015-04-01 00:15:00	ES	Futures	2159.16	2159.96	2158.63	2159.69	223.0
2015-04-01 00:20:00	ES	Futures	2159.69	2161.01	2159.69	2160.75	631.0
2015-04-01 00:25:00	ES	Futures	2160.48	2160.75	2159.69	2160.48	453.0
2015-04-01 00:30:00	ES	Futures	2160.48	2161.28	2160.22	2161.01	342.0
2015-04-01 00:35:00	ES	Futures	2161.28	2161.8	2159.96	2159.96	416.0
2015-04-01 00:40:00	ES	Futures	2159.69	2160.75	2159.69	2159.69	330.0
2015-04-01 00:45:00	ES	Futures	2159.69	2161.8	2159.43	2161.01	584.0
2015-04-01 00:50:00	ES	Futures	2161.28	2163.39	2161.28	2162.6	973.0
2015-04-01 00:55:00	ES	Futures	2162.6	2163.92	2162.07	2163.65	1076.0
2015-04-01 01:00:00	ES	Futures	2163.65	2164.45	2162.86	2162.86	733.0
2015-04-01 01:05:00	ES	Futures	2163.12	2163.65	2162.86	2162.86	348.0
2015-04-01 01:10:00	ES	Futures	2162.86	2163.12	2161.8	2161.8	504.0
2015-04-01 01:15:00	ES	Futures	2161.8	2162.07	2160.22	2160.75	846.0
2015-04-01 01:20:00	ES	Futures	2160.75	2161.28	2159.96	2160.22	640.0
2015-04-01 01:25:00	ES	Futures	2160.22	2161.28	2160.22	2160.48	288.0
2015-04-01 01:30:00	ES	Futures	2160.48	2161.54	2160.22	2161.28	357.0
2015-04-01 01:35:00	ES	Futures	2161.28	2161.8	2161.01	2161.54	495.0
2015-04-01 01:40:00	ES	Futures	2161.54	2162.86	2161.54	2162.6	532.0
2015-04-01 01:45:00	ES	Futures	2162.6	2162.86	2160.75	2161.01	464.0
2015-04-01 01:50:00	ES	Futures	2161.01	2162.86	2160.75	2161.8	653.0
2015-04-01 01:55:00	ES	Futures	2161.8	2162.07	2161.28	2161.28	300.0
2015-04-01 02:00:00	ES	Futures	2161.28	2163.65	2161.28	2163.65	1089.0
2015-04-01 02:05:00	ES	Futures	2163.39	2164.71	2163.39	2164.71	1476.0
2015-04-01 02:10:00	ES	Futures	2164.71	2164.71	2163.39	2164.18	759.0
2015-04-01 02:15:00	ES	Futures	2164.18	2165.24	2164.18	2164.97	646.0
2015-04-01 02:20:00	ES	Futures	2164.97	2165.77	2164.71	2165.77	661.0
2015-04-01 02:25:00	ES	Futures	2165.77	2165.77	2164.45	2164.71	672.0
2015-04-01 02:30:00	ES	Futures	2164.71	2165.24	2164.45	2165.24	499.0
2015-04-01 02:35:00	ES	Futures	2165.24	2165.5	2164.18	2164.97	558.0
2015-04-01 02:40:00	ES	Futures	2165.24	2165.5	2163.39	2163.92	954.0
2015-04-01 02:45:00	ES	Futures	2163.92	2164.18	2162.6	2163.92	855.0
2015-04-01 02:50:00	ES	Futures	2163.92	2164.18	2163.65	2164.18	712.0
2015-04-01 02:55:00	ES	Futures	2164.18	2164.71	2163.92	2164.71	581.0
2015-04-01 03:00:00	ES	Futures	2164.71	2165.5	2162.6	2162.86	2610.0
2015-04-01 03:05:00	ES	Futures	2162.86	2163.65	2161.8	2163.12	3623.0
2015-04-01 03:10:00	ES	Futures	2163.12	2163.39	2161.8	2162.6	2670.0
2015-04-01 03:15:00	ES	Futures	2162.33	2164.71	2162.33	2163.65	3226.0
2015-04-01 03:20:00	ES	Futures	2163.92	2165.24	2163.65	2164.97	1553.0
2015-04-01 03:25:00	ES	Futures	2164.97	2165.24	2162.6	2163.12	2248.0
2015-04-01 03:30:00	ES	Futures	2163.12	2165.77	2163.12	2165.5	3379.0
2015-04-01 03:35:00	ES	Futures	2165.77	2165.77	2164.71	2165.5	1550.0
2015-04-01 03:40:00	ES	Futures	2165.5	2165.5	2164.45	2164.71	1166.0
2015-04-01 03:45:00	ES	Futures	2164.71	2166.03	2164.45	2165.77	2846.0
2015-04-01 03:50:00	ES	Futures	2165.77	2169.2	2165.77	2168.67	6054.0
2015-04-01 03:55:00	ES	Futures	2168.67	2168.94	2167.88	2168.41	2174.0
2015-04-01 04:00:00	ES	Futures	2168.67	2169.2	2168.14	2168.94	2230.0
2015-04-01 04:05:00	ES	Futures	2168.94	2168.94	2167.61	2167.61	1572.0

> showing 50 of 14,490 rows — these rows as CSV

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