PREVIEW / futures_5min / 2014-01-28

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-28.parquet
  size:    219 KB
  rows:    14,769

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
2014-01-28 00:00:00	ES	Futures	1842.39	1842.39	1842.13	1842.13	266.0
2014-01-28 00:05:00	ES	Futures	1842.13	1842.39	1842.13	1842.13	143.0
2014-01-28 00:10:00	ES	Futures	1842.39	1842.39	1842.13	1842.39	148.0
2014-01-28 00:15:00	ES	Futures	1842.13	1842.39	1842.13	1842.13	260.0
2014-01-28 00:20:00	ES	Futures	1842.13	1842.39	1842.13	1842.39	92.0
2014-01-28 00:25:00	ES	Futures	1842.13	1842.39	1842.13	1842.39	197.0
2014-01-28 00:30:00	ES	Futures	1842.39	1842.39	1842.13	1842.39	407.0
2014-01-28 00:35:00	ES	Futures	1842.39	1842.65	1842.39	1842.65	126.0
2014-01-28 00:40:00	ES	Futures	1842.65	1842.9	1842.39	1842.9	368.0
2014-01-28 00:45:00	ES	Futures	1842.9	1843.16	1842.39	1842.65	321.0
2014-01-28 00:50:00	ES	Futures	1842.65	1843.16	1842.39	1843.16	388.0
2014-01-28 00:55:00	ES	Futures	1843.16	1843.42	1842.65	1842.9	700.0
2014-01-28 01:00:00	ES	Futures	1842.9	1842.9	1842.13	1842.39	720.0
2014-01-28 01:05:00	ES	Futures	1842.65	1842.65	1842.13	1842.39	183.0
2014-01-28 01:10:00	ES	Futures	1842.39	1842.39	1842.13	1842.13	311.0
2014-01-28 01:15:00	ES	Futures	1842.39	1842.65	1841.61	1841.87	867.0
2014-01-28 01:20:00	ES	Futures	1841.87	1841.87	1841.61	1841.87	70.0
2014-01-28 01:25:00	ES	Futures	1841.87	1841.87	1841.35	1841.35	599.0
2014-01-28 01:30:00	ES	Futures	1841.35	1841.61	1840.58	1841.09	582.0
2014-01-28 01:35:00	ES	Futures	1841.09	1841.09	1840.84	1841.09	68.0
2014-01-28 01:40:00	ES	Futures	1841.09	1841.87	1841.09	1841.87	374.0
2014-01-28 01:45:00	ES	Futures	1841.87	1841.87	1841.35	1841.35	88.0
2014-01-28 01:50:00	ES	Futures	1841.09	1841.35	1840.84	1841.09	269.0
2014-01-28 01:55:00	ES	Futures	1841.09	1841.09	1840.84	1841.09	148.0
2014-01-28 02:00:00	ES	Futures	1840.84	1842.9	1840.84	1841.61	1810.0
2014-01-28 02:05:00	ES	Futures	1841.35	1843.16	1841.35	1842.9	1958.0
2014-01-28 02:10:00	ES	Futures	1842.9	1843.42	1842.39	1842.65	1615.0
2014-01-28 02:15:00	ES	Futures	1842.65	1845.23	1842.39	1844.97	3806.0
2014-01-28 02:20:00	ES	Futures	1844.97	1845.23	1844.46	1844.97	1528.0
2014-01-28 02:25:00	ES	Futures	1844.72	1845.23	1844.46	1844.72	1161.0
2014-01-28 02:30:00	ES	Futures	1844.97	1845.75	1844.72	1845.49	2724.0
2014-01-28 02:35:00	ES	Futures	1845.49	1846.27	1845.49	1845.75	2028.0
2014-01-28 02:40:00	ES	Futures	1845.75	1846.01	1845.23	1845.75	1029.0
2014-01-28 02:45:00	ES	Futures	1845.49	1846.01	1845.23	1845.23	1197.0
2014-01-28 02:50:00	ES	Futures	1845.23	1845.75	1844.97	1844.97	887.0
2014-01-28 02:55:00	ES	Futures	1844.97	1845.49	1844.72	1845.49	1095.0
2014-01-28 03:00:00	ES	Futures	1845.49	1846.01	1844.46	1846.01	3891.0
2014-01-28 03:05:00	ES	Futures	1846.01	1846.53	1845.23	1846.27	3754.0
2014-01-28 03:10:00	ES	Futures	1846.01	1846.27	1844.97	1845.23	5347.0
2014-01-28 03:15:00	ES	Futures	1845.23	1845.49	1844.2	1844.97	4349.0
2014-01-28 03:20:00	ES	Futures	1844.72	1844.72	1843.68	1844.2	2802.0
2014-01-28 03:25:00	ES	Futures	1844.2	1844.72	1843.42	1844.46	2562.0
2014-01-28 03:30:00	ES	Futures	1844.46	1845.75	1844.46	1845.49	2790.0
2014-01-28 03:35:00	ES	Futures	1845.23	1846.53	1844.46	1846.27	3891.0
2014-01-28 03:40:00	ES	Futures	1846.53	1846.78	1846.01	1846.27	3762.0
2014-01-28 03:45:00	ES	Futures	1846.01	1846.53	1844.97	1845.23	2076.0
2014-01-28 03:50:00	ES	Futures	1845.23	1846.27	1844.97	1845.75	1796.0
2014-01-28 03:55:00	ES	Futures	1845.75	1846.27	1845.49	1845.75	1063.0
2014-01-28 04:00:00	ES	Futures	1845.49	1846.27	1845.49	1846.01	1976.0
2014-01-28 04:05:00	ES	Futures	1846.27	1846.53	1845.75	1846.27	1568.0

> showing 50 of 14,769 rows — these rows as CSV

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