PREVIEW / futures_5min / 2015-10-22

all futures 5-min files

  file:    by_date/futures_5min/2015/2015-10-22.parquet
  size:    253 KB
  rows:    14,816

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
2015-10-22 00:00:00	ES	Futures	2155.6	2156.13	2155.33	2156.13	174.0
2015-10-22 00:05:00	ES	Futures	2156.4	2156.4	2156.13	2156.13	185.0
2015-10-22 00:10:00	ES	Futures	2156.4	2156.94	2156.4	2156.67	81.0
2015-10-22 00:15:00	ES	Futures	2156.94	2156.94	2156.4	2156.4	93.0
2015-10-22 00:20:00	ES	Futures	2156.13	2156.4	2156.13	2156.4	121.0
2015-10-22 00:25:00	ES	Futures	2156.13	2156.13	2155.86	2156.13	169.0
2015-10-22 00:30:00	ES	Futures	2156.13	2156.67	2155.86	2156.13	367.0
2015-10-22 00:35:00	ES	Futures	2155.86	2156.13	2154.79	2155.06	571.0
2015-10-22 00:40:00	ES	Futures	2155.06	2155.33	2154.79	2154.79	291.0
2015-10-22 00:45:00	ES	Futures	2155.06	2155.33	2154.26	2154.79	768.0
2015-10-22 00:50:00	ES	Futures	2154.79	2155.06	2153.99	2154.79	820.0
2015-10-22 00:55:00	ES	Futures	2155.06	2155.33	2154.53	2155.33	183.0
2015-10-22 01:00:00	ES	Futures	2155.33	2155.33	2154.53	2154.79	275.0
2015-10-22 01:05:00	ES	Futures	2154.79	2155.6	2154.53	2155.33	147.0
2015-10-22 01:10:00	ES	Futures	2155.33	2155.86	2155.33	2155.86	168.0
2015-10-22 01:15:00	ES	Futures	2155.86	2155.86	2154.26	2155.06	246.0
2015-10-22 01:20:00	ES	Futures	2155.06	2155.86	2155.06	2155.6	282.0
2015-10-22 01:25:00	ES	Futures	2155.6	2155.6	2154.26	2154.53	581.0
2015-10-22 01:30:00	ES	Futures	2154.53	2155.06	2154.53	2154.53	348.0
2015-10-22 01:35:00	ES	Futures	2154.53	2155.33	2154.53	2154.79	211.0
2015-10-22 01:40:00	ES	Futures	2155.06	2155.06	2154.53	2154.79	207.0
2015-10-22 01:45:00	ES	Futures	2154.79	2155.06	2154.26	2154.79	169.0
2015-10-22 01:50:00	ES	Futures	2154.53	2155.86	2154.53	2155.86	267.0
2015-10-22 01:55:00	ES	Futures	2155.6	2156.13	2155.6	2155.6	390.0
2015-10-22 02:00:00	ES	Futures	2155.86	2156.13	2154.53	2156.13	1088.0
2015-10-22 02:05:00	ES	Futures	2156.13	2156.13	2154.79	2155.06	550.0
2015-10-22 02:10:00	ES	Futures	2155.06	2155.06	2154.26	2154.79	698.0
2015-10-22 02:15:00	ES	Futures	2154.79	2155.86	2154.53	2155.86	663.0
2015-10-22 02:20:00	ES	Futures	2155.86	2156.13	2155.6	2155.6	417.0
2015-10-22 02:25:00	ES	Futures	2155.6	2156.67	2155.33	2156.67	525.0
2015-10-22 02:30:00	ES	Futures	2156.4	2157.47	2155.6	2157.2	1536.0
2015-10-22 02:35:00	ES	Futures	2157.2	2157.47	2156.67	2157.2	449.0
2015-10-22 02:40:00	ES	Futures	2157.2	2157.47	2156.94	2157.2	1090.0
2015-10-22 02:45:00	ES	Futures	2157.47	2157.47	2156.4	2157.2	776.0
2015-10-22 02:50:00	ES	Futures	2156.94	2157.2	2156.4	2156.4	193.0
2015-10-22 02:55:00	ES	Futures	2156.67	2156.67	2156.13	2156.4	621.0
2015-10-22 03:00:00	ES	Futures	2156.4	2156.67	2155.06	2155.33	2056.0
2015-10-22 03:05:00	ES	Futures	2155.6	2158.01	2155.06	2157.2	3789.0
2015-10-22 03:10:00	ES	Futures	2157.2	2157.74	2156.4	2156.67	1974.0
2015-10-22 03:15:00	ES	Futures	2156.67	2158.54	2155.86	2158.01	2251.0
2015-10-22 03:20:00	ES	Futures	2158.01	2158.27	2156.94	2157.47	2144.0
2015-10-22 03:25:00	ES	Futures	2157.47	2157.74	2155.86	2156.67	1372.0
2015-10-22 03:30:00	ES	Futures	2156.4	2157.74	2155.6	2155.86	1321.0
2015-10-22 03:35:00	ES	Futures	2156.13	2156.67	2155.6	2156.13	922.0
2015-10-22 03:40:00	ES	Futures	2156.13	2156.4	2155.6	2156.13	793.0
2015-10-22 03:45:00	ES	Futures	2156.4	2156.94	2155.86	2156.13	1194.0
2015-10-22 03:50:00	ES	Futures	2156.4	2156.67	2155.86	2156.67	682.0
2015-10-22 03:55:00	ES	Futures	2156.4	2156.67	2155.06	2155.33	1252.0
2015-10-22 04:00:00	ES	Futures	2155.33	2156.67	2155.06	2156.67	919.0
2015-10-22 04:05:00	ES	Futures	2156.94	2157.47	2156.4	2156.94	832.0

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