PREVIEW / futures_5min / 2014-01-27

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-27.parquet
  size:    242 KB
  rows:    14,841

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
2014-01-27 00:00:00	ES	Futures	1848.34	1848.59	1847.3	1847.3	387.0
2014-01-27 00:05:00	ES	Futures	1847.3	1847.56	1847.04	1847.04	348.0
2014-01-27 00:10:00	ES	Futures	1847.04	1847.04	1846.27	1846.27	633.0
2014-01-27 00:15:00	ES	Futures	1846.27	1847.3	1846.27	1846.78	625.0
2014-01-27 00:20:00	ES	Futures	1846.78	1848.34	1846.53	1847.82	547.0
2014-01-27 00:25:00	ES	Futures	1847.82	1848.08	1847.3	1847.82	422.0
2014-01-27 00:30:00	ES	Futures	1847.82	1847.82	1847.04	1847.3	208.0
2014-01-27 00:35:00	ES	Futures	1847.3	1847.3	1846.78	1847.04	214.0
2014-01-27 00:40:00	ES	Futures	1846.78	1847.56	1846.78	1847.56	353.0
2014-01-27 00:45:00	ES	Futures	1847.56	1847.82	1846.27	1846.53	417.0
2014-01-27 00:50:00	ES	Futures	1846.53	1847.3	1846.01	1847.3	345.0
2014-01-27 00:55:00	ES	Futures	1847.3	1847.3	1846.27	1846.53	387.0
2014-01-27 01:00:00	ES	Futures	1846.78	1847.04	1845.23	1846.27	806.0
2014-01-27 01:05:00	ES	Futures	1846.27	1846.27	1845.23	1845.49	599.0
2014-01-27 01:10:00	ES	Futures	1845.49	1845.49	1845.23	1845.23	490.0
2014-01-27 01:15:00	ES	Futures	1845.23	1845.75	1845.23	1845.49	841.0
2014-01-27 01:20:00	ES	Futures	1845.23	1845.49	1844.97	1845.23	312.0
2014-01-27 01:25:00	ES	Futures	1844.97	1844.97	1843.94	1844.46	1144.0
2014-01-27 01:30:00	ES	Futures	1844.46	1846.78	1844.46	1846.78	1328.0
2014-01-27 01:35:00	ES	Futures	1846.78	1847.04	1846.01	1846.27	665.0
2014-01-27 01:40:00	ES	Futures	1846.01	1846.53	1846.01	1846.53	152.0
2014-01-27 01:45:00	ES	Futures	1846.53	1846.53	1846.27	1846.53	71.0
2014-01-27 01:50:00	ES	Futures	1846.27	1847.04	1846.27	1846.53	458.0
2014-01-27 01:55:00	ES	Futures	1846.53	1846.53	1845.75	1846.01	351.0
2014-01-27 02:00:00	ES	Futures	1846.01	1848.08	1846.01	1848.08	2264.0
2014-01-27 02:05:00	ES	Futures	1847.82	1848.59	1847.82	1848.08	1457.0
2014-01-27 02:10:00	ES	Futures	1848.08	1848.59	1847.56	1848.34	1206.0
2014-01-27 02:15:00	ES	Futures	1848.34	1849.63	1848.34	1848.85	2058.0
2014-01-27 02:20:00	ES	Futures	1848.85	1849.37	1848.59	1849.11	1621.0
2014-01-27 02:25:00	ES	Futures	1849.37	1849.89	1848.59	1849.11	2223.0
2014-01-27 02:30:00	ES	Futures	1849.11	1849.37	1848.08	1849.37	1873.0
2014-01-27 02:35:00	ES	Futures	1849.37	1850.66	1849.37	1850.15	3345.0
2014-01-27 02:40:00	ES	Futures	1850.41	1850.66	1849.63	1850.66	1405.0
2014-01-27 02:45:00	ES	Futures	1850.66	1850.92	1850.41	1850.92	1700.0
2014-01-27 02:50:00	ES	Futures	1850.66	1851.44	1850.41	1851.18	2804.0
2014-01-27 02:55:00	ES	Futures	1851.18	1851.96	1850.92	1851.7	2697.0
2014-01-27 03:00:00	ES	Futures	1851.7	1851.96	1851.44	1851.7	4290.0
2014-01-27 03:05:00	ES	Futures	1851.44	1851.7	1849.89	1849.89	5526.0
2014-01-27 03:10:00	ES	Futures	1849.89	1850.92	1849.11	1849.37	5056.0
2014-01-27 03:15:00	ES	Futures	1849.11	1850.15	1848.08	1848.08	6242.0
2014-01-27 03:20:00	ES	Futures	1848.08	1848.85	1847.3	1848.34	5584.0
2014-01-27 03:25:00	ES	Futures	1848.34	1848.34	1847.3	1848.08	2599.0
2014-01-27 03:30:00	ES	Futures	1848.08	1849.89	1848.08	1849.63	3612.0
2014-01-27 03:35:00	ES	Futures	1849.63	1850.66	1849.37	1850.41	3864.0
2014-01-27 03:40:00	ES	Futures	1850.41	1851.18	1849.11	1849.63	3571.0
2014-01-27 03:45:00	ES	Futures	1849.63	1850.92	1849.11	1849.63	2477.0
2014-01-27 03:50:00	ES	Futures	1849.63	1850.41	1849.11	1850.41	2795.0
2014-01-27 03:55:00	ES	Futures	1850.41	1850.66	1849.89	1850.41	1716.0
2014-01-27 04:00:00	ES	Futures	1850.41	1850.66	1848.08	1848.08	3549.0
2014-01-27 04:05:00	ES	Futures	1848.34	1848.59	1847.3	1848.08	3505.0

> showing 50 of 14,841 rows — these rows as CSV

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