PREVIEW / futures_5min / 2014-01-12

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-12.parquet
  size:    46 KB
  rows:    2,415

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
2014-01-12 18:00:00	ES	Futures	1902.14	1902.39	1900.84	1901.1	3104.0
2014-01-12 18:05:00	ES	Futures	1901.1	1901.62	1901.1	1901.36	407.0
2014-01-12 18:10:00	ES	Futures	1901.36	1901.36	1900.84	1900.84	445.0
2014-01-12 18:15:00	ES	Futures	1900.84	1901.36	1900.58	1901.36	458.0
2014-01-12 18:20:00	ES	Futures	1901.1	1901.88	1901.1	1901.62	239.0
2014-01-12 18:25:00	ES	Futures	1901.62	1901.88	1901.36	1901.62	188.0
2014-01-12 18:30:00	ES	Futures	1901.62	1901.62	1901.36	1901.36	60.0
2014-01-12 18:35:00	ES	Futures	1901.36	1901.62	1901.1	1901.36	163.0
2014-01-12 18:40:00	ES	Futures	1901.62	1901.62	1901.36	1901.36	213.0
2014-01-12 18:45:00	ES	Futures	1901.36	1901.36	1901.1	1901.1	202.0
2014-01-12 18:50:00	ES	Futures	1901.36	1901.88	1901.1	1901.62	266.0
2014-01-12 18:55:00	ES	Futures	1901.62	1901.88	1901.62	1901.88	267.0
2014-01-12 19:00:00	ES	Futures	1901.88	1901.88	1901.62	1901.62	93.0
2014-01-12 19:05:00	ES	Futures	1901.62	1901.88	1901.36	1901.36	213.0
2014-01-12 19:10:00	ES	Futures	1901.36	1901.36	1900.84	1900.84	432.0
2014-01-12 19:15:00	ES	Futures	1900.84	1901.1	1900.84	1901.1	54.0
2014-01-12 19:20:00	ES	Futures	1901.1	1901.1	1900.84	1900.84	93.0
2014-01-12 19:25:00	ES	Futures	1900.84	1900.84	1900.33	1900.58	454.0
2014-01-12 19:30:00	ES	Futures	1900.58	1900.84	1899.55	1899.55	1607.0
2014-01-12 19:35:00	ES	Futures	1899.55	1899.81	1899.03	1899.29	974.0
2014-01-12 19:40:00	ES	Futures	1899.55	1899.81	1899.29	1899.55	572.0
2014-01-12 19:45:00	ES	Futures	1899.29	1899.55	1899.29	1899.29	185.0
2014-01-12 19:50:00	ES	Futures	1899.55	1899.81	1899.29	1899.55	174.0
2014-01-12 19:55:00	ES	Futures	1899.55	1900.07	1899.29	1900.07	449.0
2014-01-12 20:00:00	ES	Futures	1899.81	1900.33	1899.81	1900.07	502.0
2014-01-12 20:05:00	ES	Futures	1900.33	1900.58	1900.07	1900.58	232.0
2014-01-12 20:10:00	ES	Futures	1900.58	1900.58	1900.07	1900.58	200.0
2014-01-12 20:15:00	ES	Futures	1900.33	1901.1	1900.33	1901.1	368.0
2014-01-12 20:20:00	ES	Futures	1900.84	1900.84	1900.33	1900.58	401.0
2014-01-12 20:25:00	ES	Futures	1900.58	1900.84	1900.58	1900.58	103.0
2014-01-12 20:30:00	ES	Futures	1900.33	1900.58	1899.55	1899.55	889.0
2014-01-12 20:35:00	ES	Futures	1899.81	1899.81	1898.77	1899.03	987.0
2014-01-12 20:40:00	ES	Futures	1899.03	1899.29	1898.77	1899.03	436.0
2014-01-12 20:45:00	ES	Futures	1899.03	1899.29	1898.77	1899.03	360.0
2014-01-12 20:50:00	ES	Futures	1899.29	1899.29	1899.03	1899.29	34.0
2014-01-12 20:55:00	ES	Futures	1899.29	1899.29	1899.03	1899.03	155.0
2014-01-12 21:00:00	ES	Futures	1899.03	1899.03	1898.26	1898.52	1085.0
2014-01-12 21:05:00	ES	Futures	1898.52	1898.52	1897.74	1898.26	437.0
2014-01-12 21:10:00	ES	Futures	1898.26	1898.52	1898.0	1898.0	292.0
2014-01-12 21:15:00	ES	Futures	1898.0	1898.26	1897.22	1897.22	1242.0
2014-01-12 21:20:00	ES	Futures	1897.22	1897.22	1896.7	1896.96	909.0
2014-01-12 21:25:00	ES	Futures	1896.96	1896.96	1895.67	1896.19	1677.0
2014-01-12 21:30:00	ES	Futures	1895.93	1896.45	1895.41	1896.19	1145.0
2014-01-12 21:35:00	ES	Futures	1896.45	1896.7	1896.19	1896.7	236.0
2014-01-12 21:40:00	ES	Futures	1896.7	1896.7	1896.45	1896.45	342.0
2014-01-12 21:45:00	ES	Futures	1896.45	1896.7	1896.45	1896.7	215.0
2014-01-12 21:50:00	ES	Futures	1896.45	1896.7	1895.93	1896.45	484.0
2014-01-12 21:55:00	ES	Futures	1896.45	1896.96	1896.45	1896.96	344.0
2014-01-12 22:00:00	ES	Futures	1896.96	1897.22	1896.7	1897.22	299.0
2014-01-12 22:05:00	ES	Futures	1897.22	1897.48	1896.96	1896.96	210.0

> showing 50 of 2,415 rows — these rows as CSV

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