PREVIEW / futures_5min / 2014-01-13

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-13.parquet
  size:    213 KB
  rows:    14,202

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
2014-01-13 00:00:00	ES	Futures	1896.96	1896.96	1896.45	1896.96	165.0
2014-01-13 00:05:00	ES	Futures	1896.96	1897.22	1896.7	1896.7	213.0
2014-01-13 00:10:00	ES	Futures	1896.7	1897.22	1896.7	1896.7	476.0
2014-01-13 00:15:00	ES	Futures	1896.96	1896.96	1896.45	1896.7	273.0
2014-01-13 00:20:00	ES	Futures	1896.7	1896.96	1896.7	1896.7	60.0
2014-01-13 00:25:00	ES	Futures	1896.7	1896.96	1896.7	1896.7	73.0
2014-01-13 00:30:00	ES	Futures	1896.96	1896.96	1896.7	1896.96	68.0
2014-01-13 00:35:00	ES	Futures	1896.7	1897.22	1896.7	1896.96	88.0
2014-01-13 00:40:00	ES	Futures	1897.22	1897.48	1897.22	1897.22	125.0
2014-01-13 00:45:00	ES	Futures	1897.48	1897.48	1897.22	1897.22	48.0
2014-01-13 00:50:00	ES	Futures	1897.22	1897.22	1896.96	1896.96	60.0
2014-01-13 00:55:00	ES	Futures	1896.96	1896.96	1896.7	1896.7	78.0
2014-01-13 01:00:00	ES	Futures	1896.96	1896.96	1896.7	1896.96	38.0
2014-01-13 01:05:00	ES	Futures	1896.96	1896.96	1896.7	1896.96	39.0
2014-01-13 01:10:00	ES	Futures	1896.96	1896.96	1896.7	1896.7	85.0
2014-01-13 01:15:00	ES	Futures	1896.7	1896.96	1896.7	1896.7	147.0
2014-01-13 01:20:00	ES	Futures	1896.7	1897.48	1896.7	1897.22	261.0
2014-01-13 01:25:00	ES	Futures	1896.96	1897.22	1896.96	1897.22	109.0
2014-01-13 01:30:00	ES	Futures	1897.22	1897.74	1897.22	1897.48	301.0
2014-01-13 01:35:00	ES	Futures	1897.48	1897.48	1897.22	1897.22	181.0
2014-01-13 01:40:00	ES	Futures	1897.22	1897.48	1897.22	1897.48	208.0
2014-01-13 01:45:00	ES	Futures	1897.22	1897.48	1896.45	1896.7	339.0
2014-01-13 01:50:00	ES	Futures	1896.45	1896.7	1896.45	1896.7	89.0
2014-01-13 01:55:00	ES	Futures	1896.7	1896.7	1895.93	1896.45	801.0
2014-01-13 02:00:00	ES	Futures	1896.19	1897.22	1896.19	1896.96	811.0
2014-01-13 02:05:00	ES	Futures	1896.7	1896.96	1896.45	1896.7	223.0
2014-01-13 02:10:00	ES	Futures	1896.45	1897.22	1896.45	1897.22	681.0
2014-01-13 02:15:00	ES	Futures	1896.96	1897.74	1896.96	1897.48	340.0
2014-01-13 02:20:00	ES	Futures	1897.48	1897.74	1897.48	1897.74	201.0
2014-01-13 02:25:00	ES	Futures	1897.48	1897.74	1897.22	1897.48	195.0
2014-01-13 02:30:00	ES	Futures	1897.22	1897.48	1896.96	1897.22	294.0
2014-01-13 02:35:00	ES	Futures	1897.48	1897.74	1897.22	1897.48	129.0
2014-01-13 02:40:00	ES	Futures	1897.74	1898.52	1897.48	1898.52	651.0
2014-01-13 02:45:00	ES	Futures	1898.52	1898.52	1898.26	1898.26	71.0
2014-01-13 02:50:00	ES	Futures	1898.26	1898.52	1898.0	1898.26	469.0
2014-01-13 02:55:00	ES	Futures	1898.26	1898.52	1898.26	1898.26	381.0
2014-01-13 03:00:00	ES	Futures	1898.52	1898.77	1898.0	1898.52	967.0
2014-01-13 03:05:00	ES	Futures	1898.52	1898.77	1897.48	1898.0	910.0
2014-01-13 03:10:00	ES	Futures	1898.0	1898.77	1897.74	1898.0	988.0
2014-01-13 03:15:00	ES	Futures	1898.0	1898.0	1896.7	1896.7	3302.0
2014-01-13 03:20:00	ES	Futures	1896.7	1896.96	1896.19	1896.45	3080.0
2014-01-13 03:25:00	ES	Futures	1896.7	1897.22	1896.19	1896.7	1181.0
2014-01-13 03:30:00	ES	Futures	1896.7	1897.22	1896.7	1896.96	1023.0
2014-01-13 03:35:00	ES	Futures	1896.96	1898.26	1896.7	1898.26	1513.0
2014-01-13 03:40:00	ES	Futures	1898.26	1898.77	1898.0	1898.26	1217.0
2014-01-13 03:45:00	ES	Futures	1898.0	1898.26	1897.74	1898.0	834.0
2014-01-13 03:50:00	ES	Futures	1898.0	1898.26	1897.22	1897.48	958.0
2014-01-13 03:55:00	ES	Futures	1897.22	1897.22	1895.93	1896.19	2279.0
2014-01-13 04:00:00	ES	Futures	1895.93	1896.19	1895.67	1895.93	1746.0
2014-01-13 04:05:00	ES	Futures	1895.93	1895.93	1895.67	1895.93	693.0

> showing 50 of 14,202 rows — these rows as CSV

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