PREVIEW / futures_5min / 2014-02-04

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-02-04.parquet
  size:    239 KB
  rows:    14,954

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
2014-02-04 00:00:00	ES	Futures	1800.74	1801.26	1800.23	1800.23	769.0
2014-02-04 00:05:00	ES	Futures	1800.23	1801.26	1799.97	1801.0	372.0
2014-02-04 00:10:00	ES	Futures	1800.74	1801.0	1800.49	1801.0	380.0
2014-02-04 00:15:00	ES	Futures	1801.0	1801.26	1800.49	1800.49	355.0
2014-02-04 00:20:00	ES	Futures	1800.74	1800.74	1800.23	1800.23	569.0
2014-02-04 00:25:00	ES	Futures	1800.23	1800.23	1799.45	1799.97	415.0
2014-02-04 00:30:00	ES	Futures	1800.23	1800.74	1799.97	1800.49	433.0
2014-02-04 00:35:00	ES	Futures	1800.74	1800.74	1799.71	1800.23	290.0
2014-02-04 00:40:00	ES	Futures	1800.23	1800.74	1799.71	1799.97	643.0
2014-02-04 00:45:00	ES	Futures	1800.23	1800.49	1799.71	1800.23	328.0
2014-02-04 00:50:00	ES	Futures	1800.23	1800.49	1799.19	1799.19	863.0
2014-02-04 00:55:00	ES	Futures	1799.19	1799.45	1798.16	1798.67	1231.0
2014-02-04 01:00:00	ES	Futures	1798.67	1798.67	1796.35	1796.35	2215.0
2014-02-04 01:05:00	ES	Futures	1796.61	1796.61	1795.31	1795.83	2697.0
2014-02-04 01:10:00	ES	Futures	1795.57	1796.61	1794.02	1795.05	4063.0
2014-02-04 01:15:00	ES	Futures	1795.31	1795.31	1794.28	1795.05	1059.0
2014-02-04 01:20:00	ES	Futures	1794.8	1796.86	1794.8	1796.86	1131.0
2014-02-04 01:25:00	ES	Futures	1796.86	1797.38	1796.35	1797.12	1017.0
2014-02-04 01:30:00	ES	Futures	1797.38	1797.9	1797.12	1797.38	674.0
2014-02-04 01:35:00	ES	Futures	1797.12	1798.16	1796.35	1797.9	804.0
2014-02-04 01:40:00	ES	Futures	1797.9	1797.9	1797.12	1797.38	376.0
2014-02-04 01:45:00	ES	Futures	1797.64	1798.42	1797.12	1798.42	549.0
2014-02-04 01:50:00	ES	Futures	1798.42	1799.19	1798.16	1799.19	1415.0
2014-02-04 01:55:00	ES	Futures	1799.19	1799.71	1798.67	1798.67	1028.0
2014-02-04 02:00:00	ES	Futures	1798.93	1799.97	1798.67	1798.93	1979.0
2014-02-04 02:05:00	ES	Futures	1798.67	1799.71	1798.42	1798.67	1394.0
2014-02-04 02:10:00	ES	Futures	1798.67	1799.45	1798.42	1799.19	349.0
2014-02-04 02:15:00	ES	Futures	1799.19	1800.23	1798.93	1800.23	1217.0
2014-02-04 02:20:00	ES	Futures	1800.23	1800.23	1799.19	1799.45	950.0
2014-02-04 02:25:00	ES	Futures	1799.45	1799.71	1798.42	1799.19	699.0
2014-02-04 02:30:00	ES	Futures	1799.45	1800.23	1799.19	1799.97	851.0
2014-02-04 02:35:00	ES	Futures	1799.97	1800.23	1799.19	1799.45	737.0
2014-02-04 02:40:00	ES	Futures	1799.19	1799.45	1798.42	1798.67	702.0
2014-02-04 02:45:00	ES	Futures	1798.67	1799.19	1798.16	1798.67	764.0
2014-02-04 02:50:00	ES	Futures	1798.93	1800.23	1798.93	1799.71	1148.0
2014-02-04 02:55:00	ES	Futures	1799.71	1801.78	1799.71	1801.52	3111.0
2014-02-04 03:00:00	ES	Futures	1801.52	1802.04	1800.74	1801.52	5396.0
2014-02-04 03:05:00	ES	Futures	1801.26	1801.78	1800.23	1801.0	6597.0
2014-02-04 03:10:00	ES	Futures	1801.0	1801.26	1799.71	1800.74	3972.0
2014-02-04 03:15:00	ES	Futures	1800.74	1801.52	1799.97	1800.74	5655.0
2014-02-04 03:20:00	ES	Futures	1801.0	1801.0	1799.97	1799.97	3914.0
2014-02-04 03:25:00	ES	Futures	1799.97	1800.74	1799.19	1799.45	3460.0
2014-02-04 03:30:00	ES	Futures	1799.19	1800.74	1799.19	1799.71	2343.0
2014-02-04 03:35:00	ES	Futures	1799.71	1801.26	1799.71	1801.0	3689.0
2014-02-04 03:40:00	ES	Futures	1801.0	1801.26	1799.71	1800.49	4254.0
2014-02-04 03:45:00	ES	Futures	1800.49	1801.78	1800.23	1801.52	4141.0
2014-02-04 03:50:00	ES	Futures	1801.52	1802.81	1801.0	1802.3	4897.0
2014-02-04 03:55:00	ES	Futures	1802.04	1802.55	1801.52	1801.78	3887.0
2014-02-04 04:00:00	ES	Futures	1802.04	1802.3	1801.26	1801.52	3009.0
2014-02-04 04:05:00	ES	Futures	1801.26	1801.52	1800.74	1801.52	2785.0

> showing 50 of 14,954 rows — these rows as CSV

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