PREVIEW / futures_5min / 2014-01-24

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-24.parquet
  size:    233 KB
  rows:    12,712

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
2014-01-24 00:00:00	ES	Futures	1885.32	1885.58	1883.25	1883.77	4315.0
2014-01-24 00:05:00	ES	Futures	1883.77	1884.55	1883.51	1883.77	1892.0
2014-01-24 00:10:00	ES	Futures	1883.77	1885.32	1883.77	1885.32	1380.0
2014-01-24 00:15:00	ES	Futures	1885.07	1885.32	1884.55	1884.81	489.0
2014-01-24 00:20:00	ES	Futures	1885.07	1885.07	1884.29	1884.55	532.0
2014-01-24 00:25:00	ES	Futures	1884.55	1885.32	1884.29	1885.32	549.0
2014-01-24 00:30:00	ES	Futures	1885.32	1885.32	1884.55	1885.07	643.0
2014-01-24 00:35:00	ES	Futures	1885.07	1885.32	1884.03	1884.29	1107.0
2014-01-24 00:40:00	ES	Futures	1884.29	1885.07	1884.29	1885.07	661.0
2014-01-24 00:45:00	ES	Futures	1885.07	1885.32	1884.29	1885.07	981.0
2014-01-24 00:50:00	ES	Futures	1885.07	1885.84	1884.81	1885.84	650.0
2014-01-24 00:55:00	ES	Futures	1885.84	1886.36	1885.58	1886.36	622.0
2014-01-24 01:00:00	ES	Futures	1886.36	1887.13	1886.1	1887.13	823.0
2014-01-24 01:05:00	ES	Futures	1886.88	1887.13	1886.88	1887.13	914.0
2014-01-24 01:10:00	ES	Futures	1887.13	1887.13	1886.62	1886.62	317.0
2014-01-24 01:15:00	ES	Futures	1886.88	1886.88	1886.36	1886.88	899.0
2014-01-24 01:20:00	ES	Futures	1886.88	1887.13	1886.62	1887.13	297.0
2014-01-24 01:25:00	ES	Futures	1887.13	1887.13	1886.88	1887.13	230.0
2014-01-24 01:30:00	ES	Futures	1887.13	1887.13	1886.88	1887.13	311.0
2014-01-24 01:35:00	ES	Futures	1887.13	1887.13	1886.88	1887.13	97.0
2014-01-24 01:40:00	ES	Futures	1887.13	1887.13	1886.88	1886.88	124.0
2014-01-24 01:45:00	ES	Futures	1887.13	1887.13	1887.13	1887.13	157.0
2014-01-24 01:50:00	ES	Futures	1886.88	1887.91	1886.88	1887.91	587.0
2014-01-24 01:55:00	ES	Futures	1887.91	1888.69	1887.65	1887.91	1429.0
2014-01-24 02:00:00	ES	Futures	1887.91	1888.69	1887.39	1887.65	1585.0
2014-01-24 02:05:00	ES	Futures	1887.39	1887.65	1887.13	1887.39	416.0
2014-01-24 02:10:00	ES	Futures	1887.39	1887.65	1887.13	1887.39	462.0
2014-01-24 02:15:00	ES	Futures	1887.65	1887.65	1887.39	1887.39	400.0
2014-01-24 02:20:00	ES	Futures	1887.39	1887.39	1887.13	1887.13	546.0
2014-01-24 02:25:00	ES	Futures	1887.13	1887.65	1887.13	1887.65	256.0
2014-01-24 02:30:00	ES	Futures	1887.65	1887.91	1887.13	1887.91	582.0
2014-01-24 02:35:00	ES	Futures	1887.91	1888.17	1887.13	1887.65	643.0
2014-01-24 02:40:00	ES	Futures	1887.65	1887.91	1887.39	1887.65	319.0
2014-01-24 02:45:00	ES	Futures	1887.65	1887.65	1886.88	1887.13	865.0
2014-01-24 02:50:00	ES	Futures	1887.13	1887.13	1886.88	1887.13	125.0
2014-01-24 02:55:00	ES	Futures	1887.13	1887.13	1886.62	1886.88	644.0
2014-01-24 03:00:00	ES	Futures	1886.62	1887.39	1886.36	1887.13	2421.0
2014-01-24 03:05:00	ES	Futures	1887.13	1887.39	1886.36	1887.13	1558.0
2014-01-24 03:10:00	ES	Futures	1887.13	1888.17	1887.13	1887.39	3068.0
2014-01-24 03:15:00	ES	Futures	1887.13	1887.91	1887.13	1887.13	2607.0
2014-01-24 03:20:00	ES	Futures	1887.39	1887.39	1886.62	1886.62	706.0
2014-01-24 03:25:00	ES	Futures	1886.88	1886.88	1885.07	1885.07	4563.0
2014-01-24 03:30:00	ES	Futures	1885.32	1885.58	1883.25	1883.51	6029.0
2014-01-24 03:35:00	ES	Futures	1883.51	1884.29	1883.51	1883.77	3220.0
2014-01-24 03:40:00	ES	Futures	1883.77	1883.77	1883.0	1883.77	2981.0
2014-01-24 03:45:00	ES	Futures	1883.77	1883.77	1882.74	1882.74	4265.0
2014-01-24 03:50:00	ES	Futures	1883.0	1883.51	1882.22	1882.22	4711.0
2014-01-24 03:55:00	ES	Futures	1882.48	1883.0	1881.96	1882.22	5386.0
2014-01-24 04:00:00	ES	Futures	1882.48	1882.74	1880.93	1882.48	6791.0
2014-01-24 04:05:00	ES	Futures	1882.74	1882.74	1881.44	1881.7	4126.0

> showing 50 of 12,712 rows — these rows as CSV

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