PREVIEW / futures_5min / 2014-01-22

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-22.parquet
  size:    214 KB
  rows:    14,719

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
2014-01-22 00:00:00	ES	Futures	1903.95	1905.24	1903.95	1904.98	1852.0
2014-01-22 00:05:00	ES	Futures	1904.98	1905.24	1904.72	1904.98	872.0
2014-01-22 00:10:00	ES	Futures	1905.24	1906.02	1904.98	1905.76	1639.0
2014-01-22 00:15:00	ES	Futures	1905.76	1906.79	1905.76	1906.53	1714.0
2014-01-22 00:20:00	ES	Futures	1906.53	1906.79	1906.27	1906.53	964.0
2014-01-22 00:25:00	ES	Futures	1906.53	1907.05	1906.53	1906.79	1190.0
2014-01-22 00:30:00	ES	Futures	1906.79	1906.79	1906.02	1906.02	521.0
2014-01-22 00:35:00	ES	Futures	1906.27	1906.27	1906.02	1906.02	425.0
2014-01-22 00:40:00	ES	Futures	1906.02	1906.02	1905.24	1905.24	980.0
2014-01-22 00:45:00	ES	Futures	1905.24	1905.5	1905.24	1905.24	476.0
2014-01-22 00:50:00	ES	Futures	1905.24	1905.5	1904.98	1905.5	448.0
2014-01-22 00:55:00	ES	Futures	1905.24	1905.5	1904.98	1905.24	243.0
2014-01-22 01:00:00	ES	Futures	1905.5	1905.5	1904.72	1904.72	241.0
2014-01-22 01:05:00	ES	Futures	1904.72	1904.72	1904.46	1904.72	230.0
2014-01-22 01:10:00	ES	Futures	1904.72	1904.72	1904.46	1904.72	118.0
2014-01-22 01:15:00	ES	Futures	1904.46	1904.72	1904.46	1904.72	411.0
2014-01-22 01:20:00	ES	Futures	1904.72	1904.72	1904.46	1904.72	107.0
2014-01-22 01:25:00	ES	Futures	1904.72	1904.72	1904.46	1904.72	126.0
2014-01-22 01:30:00	ES	Futures	1904.72	1904.98	1904.46	1904.46	152.0
2014-01-22 01:35:00	ES	Futures	1904.46	1904.72	1904.46	1904.46	65.0
2014-01-22 01:40:00	ES	Futures	1904.46	1904.98	1904.46	1904.98	278.0
2014-01-22 01:45:00	ES	Futures	1904.72	1904.98	1904.72	1904.72	10.0
2014-01-22 01:50:00	ES	Futures	1904.72	1905.5	1904.72	1905.24	413.0
2014-01-22 01:55:00	ES	Futures	1905.24	1905.24	1904.21	1904.21	430.0
2014-01-22 02:00:00	ES	Futures	1903.95	1904.46	1903.43	1904.21	1396.0
2014-01-22 02:05:00	ES	Futures	1904.46	1904.46	1903.95	1904.21	282.0
2014-01-22 02:10:00	ES	Futures	1904.21	1904.21	1903.95	1904.21	149.0
2014-01-22 02:15:00	ES	Futures	1904.21	1904.46	1903.95	1904.46	226.0
2014-01-22 02:20:00	ES	Futures	1904.21	1904.46	1903.95	1903.95	172.0
2014-01-22 02:25:00	ES	Futures	1904.21	1904.21	1903.69	1903.95	451.0
2014-01-22 02:30:00	ES	Futures	1903.95	1904.21	1903.95	1903.95	203.0
2014-01-22 02:35:00	ES	Futures	1904.21	1904.21	1903.43	1903.69	344.0
2014-01-22 02:40:00	ES	Futures	1903.69	1903.95	1903.43	1903.69	177.0
2014-01-22 02:45:00	ES	Futures	1903.69	1903.95	1903.43	1903.69	370.0
2014-01-22 02:50:00	ES	Futures	1903.69	1903.95	1903.43	1903.43	180.0
2014-01-22 02:55:00	ES	Futures	1903.43	1904.46	1903.43	1904.46	793.0
2014-01-22 03:00:00	ES	Futures	1904.46	1904.72	1903.17	1903.43	2336.0
2014-01-22 03:05:00	ES	Futures	1903.69	1904.46	1903.17	1904.46	939.0
2014-01-22 03:10:00	ES	Futures	1904.21	1905.5	1904.21	1904.72	3229.0
2014-01-22 03:15:00	ES	Futures	1904.72	1905.24	1904.46	1904.46	1604.0
2014-01-22 03:20:00	ES	Futures	1904.21	1904.21	1903.43	1903.69	1253.0
2014-01-22 03:25:00	ES	Futures	1903.69	1904.72	1903.43	1904.46	1256.0
2014-01-22 03:30:00	ES	Futures	1904.46	1904.72	1903.43	1903.69	1359.0
2014-01-22 03:35:00	ES	Futures	1903.69	1903.95	1903.43	1903.69	693.0
2014-01-22 03:40:00	ES	Futures	1903.95	1904.21	1903.17	1903.17	798.0
2014-01-22 03:45:00	ES	Futures	1903.17	1903.43	1902.91	1902.91	1134.0
2014-01-22 03:50:00	ES	Futures	1902.91	1903.43	1902.14	1902.39	1367.0
2014-01-22 03:55:00	ES	Futures	1902.65	1902.91	1902.14	1902.91	687.0
2014-01-22 04:00:00	ES	Futures	1902.65	1903.43	1902.65	1903.17	1312.0
2014-01-22 04:05:00	ES	Futures	1902.91	1903.43	1902.91	1903.43	473.0

> showing 50 of 14,719 rows — these rows as CSV

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