PREVIEW / futures_5min / 2014-01-20

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-20.parquet
  size:    136 KB
  rows:    9,785

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
2014-01-20 00:00:00	ES	Futures	1897.22	1897.22	1897.22	1897.22	15.0
2014-01-20 00:05:00	ES	Futures	1897.22	1897.22	1896.96	1897.22	108.0
2014-01-20 00:10:00	ES	Futures	1897.22	1897.22	1896.7	1896.96	70.0
2014-01-20 00:15:00	ES	Futures	1896.96	1897.48	1896.96	1897.48	296.0
2014-01-20 00:20:00	ES	Futures	1897.48	1898.0	1897.48	1898.0	729.0
2014-01-20 00:25:00	ES	Futures	1898.0	1898.26	1897.74	1897.74	182.0
2014-01-20 00:30:00	ES	Futures	1897.48	1898.0	1897.48	1897.74	76.0
2014-01-20 00:35:00	ES	Futures	1898.0	1898.0	1897.48	1897.48	90.0
2014-01-20 00:40:00	ES	Futures	1897.48	1897.74	1897.48	1897.74	48.0
2014-01-20 00:45:00	ES	Futures	1897.48	1897.48	1897.48	1897.48	127.0
2014-01-20 00:50:00	ES	Futures	1897.48	1897.48	1897.22	1897.48	82.0
2014-01-20 00:55:00	ES	Futures	1897.48	1897.48	1896.96	1897.22	153.0
2014-01-20 01:00:00	ES	Futures	1897.22	1897.48	1896.96	1897.48	166.0
2014-01-20 01:05:00	ES	Futures	1897.48	1897.48	1897.48	1897.48	91.0
2014-01-20 01:10:00	ES	Futures	1897.74	1898.0	1897.74	1897.74	259.0
2014-01-20 01:15:00	ES	Futures	1897.48	1897.48	1897.48	1897.48	2.0
2014-01-20 01:20:00	ES	Futures	1897.48	1897.74	1897.48	1897.74	87.0
2014-01-20 01:25:00	ES	Futures	1897.48	1897.74	1897.48	1897.48	131.0
2014-01-20 01:30:00	ES	Futures	1897.48	1897.48	1897.22	1897.48	144.0
2014-01-20 01:35:00	ES	Futures	1897.22	1897.22	1897.22	1897.22	9.0
2014-01-20 01:40:00	ES	Futures	1897.48	1897.48	1897.22	1897.22	29.0
2014-01-20 01:45:00	ES	Futures	1897.22	1897.22	1896.96	1896.96	127.0
2014-01-20 01:50:00	ES	Futures	1896.96	1896.96	1896.7	1896.96	40.0
2014-01-20 01:55:00	ES	Futures	1896.7	1896.96	1896.7	1896.7	11.0
2014-01-20 02:00:00	ES	Futures	1896.7	1896.96	1895.67	1895.67	878.0
2014-01-20 02:05:00	ES	Futures	1895.67	1895.93	1895.41	1895.67	515.0
2014-01-20 02:10:00	ES	Futures	1895.67	1895.67	1895.15	1895.41	384.0
2014-01-20 02:15:00	ES	Futures	1895.41	1896.19	1895.15	1895.93	197.0
2014-01-20 02:20:00	ES	Futures	1896.19	1896.96	1896.19	1896.96	340.0
2014-01-20 02:25:00	ES	Futures	1896.96	1896.96	1896.19	1896.19	276.0
2014-01-20 02:30:00	ES	Futures	1895.93	1896.96	1895.93	1896.7	362.0
2014-01-20 02:35:00	ES	Futures	1896.45	1896.96	1896.45	1896.45	315.0
2014-01-20 02:40:00	ES	Futures	1896.45	1896.45	1896.19	1896.19	226.0
2014-01-20 02:45:00	ES	Futures	1896.19	1896.19	1895.93	1895.93	292.0
2014-01-20 02:50:00	ES	Futures	1896.19	1896.19	1895.67	1896.19	395.0
2014-01-20 02:55:00	ES	Futures	1895.93	1896.19	1895.67	1895.67	317.0
2014-01-20 03:00:00	ES	Futures	1895.67	1896.19	1895.15	1895.41	1167.0
2014-01-20 03:05:00	ES	Futures	1895.15	1895.41	1894.12	1894.89	1794.0
2014-01-20 03:10:00	ES	Futures	1895.15	1895.67	1894.38	1894.89	1635.0
2014-01-20 03:15:00	ES	Futures	1894.89	1895.67	1894.64	1895.41	2096.0
2014-01-20 03:20:00	ES	Futures	1895.41	1896.19	1895.15	1895.67	1181.0
2014-01-20 03:25:00	ES	Futures	1895.41	1895.67	1894.89	1894.89	1497.0
2014-01-20 03:30:00	ES	Futures	1894.89	1895.67	1894.89	1895.67	1019.0
2014-01-20 03:35:00	ES	Futures	1895.67	1895.93	1895.41	1895.41	643.0
2014-01-20 03:40:00	ES	Futures	1895.67	1895.93	1895.41	1895.67	972.0
2014-01-20 03:45:00	ES	Futures	1895.93	1896.45	1895.93	1895.93	638.0
2014-01-20 03:50:00	ES	Futures	1896.19	1896.96	1895.93	1896.7	765.0
2014-01-20 03:55:00	ES	Futures	1896.7	1897.22	1896.45	1896.96	1007.0
2014-01-20 04:00:00	ES	Futures	1896.96	1896.96	1896.7	1896.7	637.0
2014-01-20 04:05:00	ES	Futures	1896.7	1897.22	1896.7	1896.7	1117.0

> showing 50 of 9,785 rows — these rows as CSV

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