PREVIEW / futures_5min / 2014-01-29

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-01-29.parquet
  size:    262 KB
  rows:    15,128

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
2014-01-29 00:00:00	ES	Futures	1859.98	1859.98	1859.46	1859.72	114.0
2014-01-29 00:05:00	ES	Futures	1859.72	1860.23	1859.72	1859.98	119.0
2014-01-29 00:10:00	ES	Futures	1860.23	1860.49	1859.2	1859.2	723.0
2014-01-29 00:15:00	ES	Futures	1859.2	1859.72	1859.2	1859.46	619.0
2014-01-29 00:20:00	ES	Futures	1859.46	1859.46	1858.68	1858.68	602.0
2014-01-29 00:25:00	ES	Futures	1858.94	1858.94	1858.42	1858.68	478.0
2014-01-29 00:30:00	ES	Futures	1858.94	1859.2	1858.94	1858.94	295.0
2014-01-29 00:35:00	ES	Futures	1859.2	1859.46	1858.94	1859.2	373.0
2014-01-29 00:40:00	ES	Futures	1859.2	1859.2	1858.94	1859.2	191.0
2014-01-29 00:45:00	ES	Futures	1858.94	1859.2	1858.94	1859.2	95.0
2014-01-29 00:50:00	ES	Futures	1858.94	1859.2	1858.94	1859.2	132.0
2014-01-29 00:55:00	ES	Futures	1859.2	1859.2	1858.94	1859.2	396.0
2014-01-29 01:00:00	ES	Futures	1859.2	1859.98	1858.94	1859.98	1055.0
2014-01-29 01:05:00	ES	Futures	1859.98	1859.98	1859.46	1859.72	148.0
2014-01-29 01:10:00	ES	Futures	1859.46	1859.98	1859.2	1859.98	350.0
2014-01-29 01:15:00	ES	Futures	1860.23	1860.49	1859.72	1860.23	411.0
2014-01-29 01:20:00	ES	Futures	1860.23	1860.23	1859.46	1859.72	284.0
2014-01-29 01:25:00	ES	Futures	1859.98	1859.98	1859.46	1859.72	114.0
2014-01-29 01:30:00	ES	Futures	1859.72	1859.72	1859.46	1859.46	201.0
2014-01-29 01:35:00	ES	Futures	1859.2	1859.46	1859.2	1859.46	174.0
2014-01-29 01:40:00	ES	Futures	1859.2	1859.46	1859.2	1859.2	67.0
2014-01-29 01:45:00	ES	Futures	1859.46	1859.98	1859.2	1859.72	274.0
2014-01-29 01:50:00	ES	Futures	1859.72	1859.98	1858.94	1859.2	237.0
2014-01-29 01:55:00	ES	Futures	1859.2	1859.46	1858.94	1859.2	215.0
2014-01-29 02:00:00	ES	Futures	1859.2	1859.46	1857.65	1858.17	2360.0
2014-01-29 02:05:00	ES	Futures	1857.91	1859.2	1857.91	1858.94	1166.0
2014-01-29 02:10:00	ES	Futures	1858.94	1859.46	1858.68	1859.2	576.0
2014-01-29 02:15:00	ES	Futures	1859.46	1859.98	1859.2	1859.2	1015.0
2014-01-29 02:20:00	ES	Futures	1859.2	1859.72	1858.42	1859.46	1087.0
2014-01-29 02:25:00	ES	Futures	1859.46	1860.49	1859.2	1859.98	1253.0
2014-01-29 02:30:00	ES	Futures	1859.98	1859.98	1859.46	1859.72	464.0
2014-01-29 02:35:00	ES	Futures	1859.72	1859.98	1859.2	1859.46	400.0
2014-01-29 02:40:00	ES	Futures	1859.46	1859.72	1859.2	1859.72	390.0
2014-01-29 02:45:00	ES	Futures	1859.72	1859.72	1858.17	1858.42	1051.0
2014-01-29 02:50:00	ES	Futures	1858.17	1858.17	1857.39	1857.91	2031.0
2014-01-29 02:55:00	ES	Futures	1857.91	1858.17	1857.65	1857.91	900.0
2014-01-29 03:00:00	ES	Futures	1858.17	1858.94	1857.65	1858.68	5245.0
2014-01-29 03:05:00	ES	Futures	1858.42	1858.94	1857.91	1858.68	3925.0
2014-01-29 03:10:00	ES	Futures	1858.94	1859.98	1857.91	1858.68	7129.0
2014-01-29 03:15:00	ES	Futures	1858.42	1859.98	1858.42	1859.98	5077.0
2014-01-29 03:20:00	ES	Futures	1859.98	1861.01	1859.72	1861.01	3465.0
2014-01-29 03:25:00	ES	Futures	1861.01	1862.04	1860.49	1861.01	3904.0
2014-01-29 03:30:00	ES	Futures	1860.75	1861.27	1860.23	1860.49	2635.0
2014-01-29 03:35:00	ES	Futures	1860.49	1860.49	1858.94	1859.2	2212.0
2014-01-29 03:40:00	ES	Futures	1859.2	1859.72	1858.42	1859.2	2994.0
2014-01-29 03:45:00	ES	Futures	1859.2	1859.46	1858.68	1858.94	2074.0
2014-01-29 03:50:00	ES	Futures	1858.68	1858.94	1857.65	1858.68	2400.0
2014-01-29 03:55:00	ES	Futures	1858.68	1858.94	1858.42	1858.68	898.0
2014-01-29 04:00:00	ES	Futures	1858.42	1858.94	1857.13	1857.39	4417.0
2014-01-29 04:05:00	ES	Futures	1857.39	1857.39	1855.06	1855.84	6389.0

> showing 50 of 15,128 rows — these rows as CSV

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