PREVIEW / futures_5min / 2014-02-21

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-02-21.parquet
  size:    181 KB
  rows:    11,536

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
2014-02-21 00:00:00	ES	Futures	1904.98	1904.98	1904.72	1904.72	147.0
2014-02-21 00:05:00	ES	Futures	1904.72	1906.27	1904.72	1905.76	2399.0
2014-02-21 00:10:00	ES	Futures	1905.5	1906.02	1905.5	1906.02	372.0
2014-02-21 00:15:00	ES	Futures	1905.76	1907.05	1905.76	1906.27	1691.0
2014-02-21 00:20:00	ES	Futures	1906.27	1906.27	1905.76	1906.02	741.0
2014-02-21 00:25:00	ES	Futures	1906.27	1906.27	1905.76	1906.02	393.0
2014-02-21 00:30:00	ES	Futures	1906.02	1906.53	1906.02	1906.53	327.0
2014-02-21 00:35:00	ES	Futures	1906.27	1907.05	1906.02	1906.27	931.0
2014-02-21 00:40:00	ES	Futures	1906.02	1906.27	1905.5	1905.76	769.0
2014-02-21 00:45:00	ES	Futures	1905.76	1906.02	1905.5	1906.02	609.0
2014-02-21 00:50:00	ES	Futures	1906.02	1906.27	1905.76	1906.02	384.0
2014-02-21 00:55:00	ES	Futures	1906.02	1906.02	1905.76	1906.02	338.0
2014-02-21 01:00:00	ES	Futures	1905.76	1906.02	1905.24	1905.5	329.0
2014-02-21 01:05:00	ES	Futures	1905.24	1905.5	1904.72	1905.24	666.0
2014-02-21 01:10:00	ES	Futures	1905.24	1905.76	1904.98	1905.24	365.0
2014-02-21 01:15:00	ES	Futures	1905.5	1905.5	1904.98	1905.5	611.0
2014-02-21 01:20:00	ES	Futures	1905.5	1905.5	1905.24	1905.24	189.0
2014-02-21 01:25:00	ES	Futures	1905.24	1905.76	1905.24	1905.5	188.0
2014-02-21 01:30:00	ES	Futures	1905.5	1905.5	1904.98	1905.5	190.0
2014-02-21 01:35:00	ES	Futures	1905.5	1905.76	1905.24	1905.5	199.0
2014-02-21 01:40:00	ES	Futures	1905.5	1905.76	1905.5	1905.76	122.0
2014-02-21 01:45:00	ES	Futures	1905.76	1906.02	1905.24	1905.76	246.0
2014-02-21 01:50:00	ES	Futures	1905.76	1906.27	1905.76	1906.02	337.0
2014-02-21 01:55:00	ES	Futures	1905.76	1906.27	1905.76	1906.02	464.0
2014-02-21 02:00:00	ES	Futures	1906.02	1906.53	1905.24	1905.5	1007.0
2014-02-21 02:05:00	ES	Futures	1905.5	1905.5	1904.98	1905.5	527.0
2014-02-21 02:10:00	ES	Futures	1905.5	1905.76	1905.24	1905.76	425.0
2014-02-21 02:15:00	ES	Futures	1905.76	1906.02	1905.24	1905.76	494.0
2014-02-21 02:20:00	ES	Futures	1905.76	1905.76	1904.98	1905.5	338.0
2014-02-21 02:25:00	ES	Futures	1905.5	1905.5	1905.24	1905.24	243.0
2014-02-21 02:30:00	ES	Futures	1904.98	1905.76	1904.98	1905.24	982.0
2014-02-21 02:35:00	ES	Futures	1904.98	1905.24	1904.46	1905.24	1124.0
2014-02-21 02:40:00	ES	Futures	1905.24	1905.76	1905.24	1905.76	714.0
2014-02-21 02:45:00	ES	Futures	1905.76	1906.53	1905.76	1906.02	1497.0
2014-02-21 02:50:00	ES	Futures	1905.76	1906.27	1905.24	1905.76	738.0
2014-02-21 02:55:00	ES	Futures	1905.5	1906.02	1905.24	1906.02	544.0
2014-02-21 03:00:00	ES	Futures	1905.76	1906.27	1905.24	1906.27	2867.0
2014-02-21 03:05:00	ES	Futures	1906.27	1906.27	1904.98	1905.5	2566.0
2014-02-21 03:10:00	ES	Futures	1905.5	1905.76	1904.46	1904.46	2799.0
2014-02-21 03:15:00	ES	Futures	1904.46	1904.72	1903.95	1904.46	1976.0
2014-02-21 03:20:00	ES	Futures	1904.72	1905.5	1904.46	1904.72	1689.0
2014-02-21 03:25:00	ES	Futures	1904.72	1905.24	1904.46	1904.98	1886.0
2014-02-21 03:30:00	ES	Futures	1904.72	1904.98	1903.17	1903.17	3396.0
2014-02-21 03:35:00	ES	Futures	1903.43	1903.43	1902.39	1902.65	2661.0
2014-02-21 03:40:00	ES	Futures	1902.91	1903.17	1901.88	1902.14	2759.0
2014-02-21 03:45:00	ES	Futures	1902.14	1902.65	1901.62	1902.65	2526.0
2014-02-21 03:50:00	ES	Futures	1902.39	1902.91	1902.14	1902.65	1396.0
2014-02-21 03:55:00	ES	Futures	1902.91	1903.69	1902.65	1903.43	1724.0
2014-02-21 04:00:00	ES	Futures	1903.17	1903.43	1902.39	1902.65	1526.0
2014-02-21 04:05:00	ES	Futures	1902.65	1902.91	1902.14	1902.14	1112.0

> showing 50 of 11,536 rows — these rows as CSV

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