PREVIEW / futures_5min / 2014-01-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-21.parquet
  size:    218 KB
  rows:    14,567

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
2014-01-21 00:00:00	ES	Futures	1905.76	1905.76	1905.5	1905.76	133.0
2014-01-21 00:05:00	ES	Futures	1905.76	1905.76	1905.5	1905.76	151.0
2014-01-21 00:10:00	ES	Futures	1905.76	1906.02	1905.76	1906.02	428.0
2014-01-21 00:15:00	ES	Futures	1905.76	1906.02	1905.76	1905.76	182.0
2014-01-21 00:20:00	ES	Futures	1905.5	1905.76	1905.24	1905.24	314.0
2014-01-21 00:25:00	ES	Futures	1905.24	1905.5	1904.98	1905.24	381.0
2014-01-21 00:30:00	ES	Futures	1905.24	1905.5	1904.98	1905.24	177.0
2014-01-21 00:35:00	ES	Futures	1905.24	1905.5	1904.98	1905.5	60.0
2014-01-21 00:40:00	ES	Futures	1905.5	1905.5	1905.24	1905.24	209.0
2014-01-21 00:45:00	ES	Futures	1905.24	1905.5	1904.98	1905.24	174.0
2014-01-21 00:50:00	ES	Futures	1904.98	1905.24	1904.98	1904.98	34.0
2014-01-21 00:55:00	ES	Futures	1904.98	1905.24	1904.72	1904.98	185.0
2014-01-21 01:00:00	ES	Futures	1904.72	1904.98	1904.46	1904.46	358.0
2014-01-21 01:05:00	ES	Futures	1904.46	1904.72	1904.21	1904.46	195.0
2014-01-21 01:10:00	ES	Futures	1904.46	1904.72	1904.21	1904.46	217.0
2014-01-21 01:15:00	ES	Futures	1904.46	1904.46	1904.21	1904.21	207.0
2014-01-21 01:20:00	ES	Futures	1904.21	1904.21	1903.95	1903.95	326.0
2014-01-21 01:25:00	ES	Futures	1903.95	1904.21	1903.95	1903.95	166.0
2014-01-21 01:30:00	ES	Futures	1903.95	1904.21	1903.95	1903.95	507.0
2014-01-21 01:35:00	ES	Futures	1904.21	1904.21	1903.95	1904.21	71.0
2014-01-21 01:40:00	ES	Futures	1903.95	1904.72	1903.95	1904.46	556.0
2014-01-21 01:45:00	ES	Futures	1904.72	1904.72	1904.46	1904.72	54.0
2014-01-21 01:50:00	ES	Futures	1904.72	1904.72	1903.95	1904.21	316.0
2014-01-21 01:55:00	ES	Futures	1904.21	1904.46	1903.95	1904.21	93.0
2014-01-21 02:00:00	ES	Futures	1904.21	1904.21	1903.17	1903.43	1686.0
2014-01-21 02:05:00	ES	Futures	1903.69	1904.72	1903.43	1904.46	749.0
2014-01-21 02:10:00	ES	Futures	1904.46	1904.98	1904.46	1904.72	464.0
2014-01-21 02:15:00	ES	Futures	1904.46	1904.72	1903.69	1903.95	304.0
2014-01-21 02:20:00	ES	Futures	1903.95	1904.21	1903.95	1904.21	187.0
2014-01-21 02:25:00	ES	Futures	1904.21	1904.21	1903.95	1903.95	48.0
2014-01-21 02:30:00	ES	Futures	1903.95	1904.21	1903.43	1903.69	374.0
2014-01-21 02:35:00	ES	Futures	1903.69	1903.95	1903.43	1903.69	204.0
2014-01-21 02:40:00	ES	Futures	1903.43	1903.69	1903.43	1903.43	252.0
2014-01-21 02:45:00	ES	Futures	1903.43	1903.69	1902.91	1903.17	612.0
2014-01-21 02:50:00	ES	Futures	1903.17	1903.17	1902.91	1903.17	365.0
2014-01-21 02:55:00	ES	Futures	1903.17	1903.17	1902.91	1902.91	485.0
2014-01-21 03:00:00	ES	Futures	1902.91	1903.17	1901.62	1902.65	3412.0
2014-01-21 03:05:00	ES	Futures	1902.65	1902.91	1901.88	1902.39	1588.0
2014-01-21 03:10:00	ES	Futures	1902.65	1902.65	1901.88	1902.14	2308.0
2014-01-21 03:15:00	ES	Futures	1902.14	1902.65	1901.88	1902.39	1826.0
2014-01-21 03:20:00	ES	Futures	1902.39	1902.91	1902.39	1902.65	591.0
2014-01-21 03:25:00	ES	Futures	1902.65	1903.17	1902.39	1902.91	493.0
2014-01-21 03:30:00	ES	Futures	1902.91	1902.91	1902.65	1902.65	540.0
2014-01-21 03:35:00	ES	Futures	1902.65	1903.69	1902.65	1903.69	1343.0
2014-01-21 03:40:00	ES	Futures	1903.43	1904.21	1902.91	1902.91	2947.0
2014-01-21 03:45:00	ES	Futures	1903.17	1903.17	1902.14	1902.39	1191.0
2014-01-21 03:50:00	ES	Futures	1902.39	1902.39	1901.62	1902.14	1850.0
2014-01-21 03:55:00	ES	Futures	1901.88	1902.39	1901.88	1902.14	1022.0
2014-01-21 04:00:00	ES	Futures	1902.39	1902.91	1902.39	1902.65	1069.0
2014-01-21 04:05:00	ES	Futures	1902.65	1902.65	1902.14	1902.39	808.0

> showing 50 of 14,567 rows — these rows as CSV

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