PREVIEW / futures_5min / 2014-01-26

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-26.parquet
  size:    50 KB
  rows:    2,543

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
2014-01-26 18:00:00	ES	Futures	1843.42	1844.72	1841.35	1842.39	6499.0
2014-01-26 18:05:00	ES	Futures	1842.39	1842.39	1839.02	1839.54	4572.0
2014-01-26 18:10:00	ES	Futures	1839.8	1842.65	1839.54	1840.32	5138.0
2014-01-26 18:15:00	ES	Futures	1840.32	1841.09	1837.99	1840.06	3503.0
2014-01-26 18:20:00	ES	Futures	1840.32	1840.32	1838.25	1839.02	1190.0
2014-01-26 18:25:00	ES	Futures	1839.28	1839.28	1837.73	1838.25	1816.0
2014-01-26 18:30:00	ES	Futures	1838.51	1839.8	1838.25	1839.28	1833.0
2014-01-26 18:35:00	ES	Futures	1839.28	1839.28	1838.25	1839.02	1312.0
2014-01-26 18:40:00	ES	Futures	1839.02	1840.06	1839.02	1839.8	648.0
2014-01-26 18:45:00	ES	Futures	1839.8	1842.13	1839.8	1841.09	2835.0
2014-01-26 18:50:00	ES	Futures	1841.35	1841.87	1840.84	1840.84	932.0
2014-01-26 18:55:00	ES	Futures	1841.09	1842.39	1840.58	1842.39	1505.0
2014-01-26 19:00:00	ES	Futures	1842.13	1842.39	1839.8	1840.06	2211.0
2014-01-26 19:05:00	ES	Futures	1840.32	1841.09	1839.8	1841.09	1731.0
2014-01-26 19:10:00	ES	Futures	1840.84	1841.09	1840.32	1840.58	931.0
2014-01-26 19:15:00	ES	Futures	1840.84	1840.84	1839.8	1840.84	761.0
2014-01-26 19:20:00	ES	Futures	1840.58	1841.35	1840.58	1841.09	824.0
2014-01-26 19:25:00	ES	Futures	1841.09	1842.13	1840.84	1841.87	763.0
2014-01-26 19:30:00	ES	Futures	1842.13	1842.39	1841.61	1842.13	1180.0
2014-01-26 19:35:00	ES	Futures	1842.13	1844.2	1842.13	1843.94	2094.0
2014-01-26 19:40:00	ES	Futures	1843.94	1844.46	1843.42	1843.42	1342.0
2014-01-26 19:45:00	ES	Futures	1843.68	1843.94	1843.16	1843.94	1742.0
2014-01-26 19:50:00	ES	Futures	1843.94	1844.46	1843.68	1844.46	614.0
2014-01-26 19:55:00	ES	Futures	1844.2	1845.75	1843.94	1845.75	2142.0
2014-01-26 20:00:00	ES	Futures	1845.75	1845.75	1844.97	1845.23	1132.0
2014-01-26 20:05:00	ES	Futures	1845.23	1845.75	1843.94	1843.94	1589.0
2014-01-26 20:10:00	ES	Futures	1843.94	1844.72	1843.16	1844.46	877.0
2014-01-26 20:15:00	ES	Futures	1844.46	1845.49	1843.94	1844.46	1001.0
2014-01-26 20:20:00	ES	Futures	1844.2	1844.46	1843.42	1843.94	553.0
2014-01-26 20:25:00	ES	Futures	1843.94	1844.72	1843.68	1844.46	312.0
2014-01-26 20:30:00	ES	Futures	1844.46	1844.97	1844.2	1844.46	823.0
2014-01-26 20:35:00	ES	Futures	1844.2	1846.27	1844.2	1846.27	1285.0
2014-01-26 20:40:00	ES	Futures	1846.01	1846.27	1845.23	1845.49	1358.0
2014-01-26 20:45:00	ES	Futures	1845.49	1845.49	1844.2	1844.97	1951.0
2014-01-26 20:50:00	ES	Futures	1844.97	1845.75	1844.97	1845.75	591.0
2014-01-26 20:55:00	ES	Futures	1845.75	1846.01	1845.49	1846.01	509.0
2014-01-26 21:00:00	ES	Futures	1846.01	1846.01	1845.49	1845.75	495.0
2014-01-26 21:05:00	ES	Futures	1845.75	1846.53	1845.49	1846.01	1098.0
2014-01-26 21:10:00	ES	Futures	1846.01	1846.27	1844.97	1845.75	1441.0
2014-01-26 21:15:00	ES	Futures	1845.75	1846.53	1845.75	1846.01	528.0
2014-01-26 21:20:00	ES	Futures	1846.01	1846.78	1846.01	1846.78	755.0
2014-01-26 21:25:00	ES	Futures	1846.53	1847.3	1846.27	1847.04	1875.0
2014-01-26 21:30:00	ES	Futures	1847.04	1847.04	1846.27	1846.78	817.0
2014-01-26 21:35:00	ES	Futures	1846.78	1846.78	1845.49	1845.49	725.0
2014-01-26 21:40:00	ES	Futures	1845.49	1846.78	1845.49	1846.78	678.0
2014-01-26 21:45:00	ES	Futures	1847.04	1847.3	1847.04	1847.3	953.0
2014-01-26 21:50:00	ES	Futures	1847.04	1847.3	1847.04	1847.3	430.0
2014-01-26 21:55:00	ES	Futures	1847.3	1847.56	1847.04	1847.3	506.0
2014-01-26 22:00:00	ES	Futures	1847.56	1847.56	1846.78	1846.78	371.0
2014-01-26 22:05:00	ES	Futures	1846.78	1847.04	1846.78	1846.78	256.0

> showing 50 of 2,543 rows — these rows as CSV

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