PREVIEW / futures_5min / 2014-01-15

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-15.parquet
  size:    214 KB
  rows:    14,453

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
2014-01-15 00:00:00	ES	Futures	1896.45	1896.7	1896.19	1896.19	434.0
2014-01-15 00:05:00	ES	Futures	1896.19	1896.45	1896.19	1896.45	69.0
2014-01-15 00:10:00	ES	Futures	1896.45	1896.45	1896.19	1896.19	62.0
2014-01-15 00:15:00	ES	Futures	1896.45	1896.7	1896.19	1896.45	358.0
2014-01-15 00:20:00	ES	Futures	1896.45	1896.7	1896.45	1896.45	108.0
2014-01-15 00:25:00	ES	Futures	1896.45	1896.7	1896.19	1896.19	81.0
2014-01-15 00:30:00	ES	Futures	1896.45	1896.45	1896.19	1896.45	75.0
2014-01-15 00:35:00	ES	Futures	1896.19	1896.45	1896.19	1896.45	165.0
2014-01-15 00:40:00	ES	Futures	1896.45	1896.45	1896.19	1896.45	263.0
2014-01-15 00:45:00	ES	Futures	1896.45	1896.45	1896.19	1896.45	34.0
2014-01-15 00:50:00	ES	Futures	1896.45	1896.96	1896.19	1896.7	253.0
2014-01-15 00:55:00	ES	Futures	1896.7	1896.96	1896.45	1896.45	474.0
2014-01-15 01:00:00	ES	Futures	1896.45	1896.96	1896.45	1896.7	249.0
2014-01-15 01:05:00	ES	Futures	1896.7	1896.96	1896.45	1896.45	209.0
2014-01-15 01:10:00	ES	Futures	1896.45	1896.7	1896.45	1896.45	137.0
2014-01-15 01:15:00	ES	Futures	1896.7	1896.7	1896.45	1896.45	37.0
2014-01-15 01:20:00	ES	Futures	1896.7	1896.7	1896.45	1896.45	349.0
2014-01-15 01:25:00	ES	Futures	1896.7	1896.96	1896.45	1896.7	126.0
2014-01-15 01:30:00	ES	Futures	1896.7	1896.96	1896.7	1896.96	211.0
2014-01-15 01:35:00	ES	Futures	1896.7	1896.96	1896.7	1896.96	173.0
2014-01-15 01:40:00	ES	Futures	1896.96	1897.22	1896.96	1896.96	268.0
2014-01-15 01:45:00	ES	Futures	1896.96	1897.22	1896.96	1896.96	20.0
2014-01-15 01:50:00	ES	Futures	1896.96	1897.22	1896.96	1896.96	100.0
2014-01-15 01:55:00	ES	Futures	1896.96	1897.22	1896.96	1896.96	38.0
2014-01-15 02:00:00	ES	Futures	1897.22	1897.22	1896.19	1896.19	562.0
2014-01-15 02:05:00	ES	Futures	1896.45	1896.45	1895.93	1895.93	278.0
2014-01-15 02:10:00	ES	Futures	1895.93	1896.19	1895.93	1896.19	117.0
2014-01-15 02:15:00	ES	Futures	1895.93	1896.19	1895.93	1896.19	170.0
2014-01-15 02:20:00	ES	Futures	1895.93	1896.7	1895.93	1896.7	842.0
2014-01-15 02:25:00	ES	Futures	1896.45	1897.22	1896.45	1896.96	930.0
2014-01-15 02:30:00	ES	Futures	1896.96	1896.96	1896.45	1896.7	519.0
2014-01-15 02:35:00	ES	Futures	1896.45	1896.45	1895.93	1896.19	362.0
2014-01-15 02:40:00	ES	Futures	1895.93	1896.45	1895.93	1896.45	282.0
2014-01-15 02:45:00	ES	Futures	1896.45	1896.96	1896.19	1896.96	661.0
2014-01-15 02:50:00	ES	Futures	1896.96	1896.96	1896.7	1896.7	750.0
2014-01-15 02:55:00	ES	Futures	1896.96	1896.96	1895.93	1896.45	830.0
2014-01-15 03:00:00	ES	Futures	1896.19	1896.7	1895.67	1895.93	1876.0
2014-01-15 03:05:00	ES	Futures	1895.93	1895.93	1895.41	1895.67	1300.0
2014-01-15 03:10:00	ES	Futures	1895.67	1897.48	1895.41	1897.22	3717.0
2014-01-15 03:15:00	ES	Futures	1896.96	1898.26	1896.96	1897.74	6227.0
2014-01-15 03:20:00	ES	Futures	1897.74	1898.26	1897.48	1898.0	2389.0
2014-01-15 03:25:00	ES	Futures	1898.26	1900.33	1898.0	1900.33	6364.0
2014-01-15 03:30:00	ES	Futures	1900.07	1900.84	1900.07	1900.33	1861.0
2014-01-15 03:35:00	ES	Futures	1900.07	1900.84	1900.07	1900.33	1616.0
2014-01-15 03:40:00	ES	Futures	1900.33	1900.84	1900.33	1900.58	2249.0
2014-01-15 03:45:00	ES	Futures	1900.33	1900.58	1899.81	1899.81	721.0
2014-01-15 03:50:00	ES	Futures	1900.07	1900.33	1900.07	1900.07	586.0
2014-01-15 03:55:00	ES	Futures	1900.07	1900.33	1899.29	1899.55	2225.0
2014-01-15 04:00:00	ES	Futures	1899.55	1899.55	1899.03	1899.29	1576.0
2014-01-15 04:05:00	ES	Futures	1899.29	1899.29	1899.03	1899.03	721.0

> showing 50 of 14,453 rows — these rows as CSV

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