PREVIEW / futures_5min / 2014-02-27

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-02-27.parquet
  size:    230 KB
  rows:    14,543

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
2014-02-27 00:00:00	ES	Futures	1909.12	1909.64	1909.12	1909.12	253.0
2014-02-27 00:05:00	ES	Futures	1909.12	1909.38	1908.86	1908.86	151.0
2014-02-27 00:10:00	ES	Futures	1909.12	1909.38	1908.6	1909.12	711.0
2014-02-27 00:15:00	ES	Futures	1909.12	1909.12	1908.6	1908.6	349.0
2014-02-27 00:20:00	ES	Futures	1908.6	1909.38	1908.6	1909.38	691.0
2014-02-27 00:25:00	ES	Futures	1909.64	1909.9	1909.38	1909.64	502.0
2014-02-27 00:30:00	ES	Futures	1909.64	1910.41	1909.64	1909.9	296.0
2014-02-27 00:35:00	ES	Futures	1909.9	1910.41	1909.9	1909.9	465.0
2014-02-27 00:40:00	ES	Futures	1909.9	1910.41	1909.9	1910.41	446.0
2014-02-27 00:45:00	ES	Futures	1910.15	1910.41	1910.15	1910.15	62.0
2014-02-27 00:50:00	ES	Futures	1910.41	1910.41	1910.15	1910.41	120.0
2014-02-27 00:55:00	ES	Futures	1910.41	1910.41	1909.9	1909.9	474.0
2014-02-27 01:00:00	ES	Futures	1910.15	1910.41	1909.9	1910.15	322.0
2014-02-27 01:05:00	ES	Futures	1910.15	1910.15	1909.38	1909.64	519.0
2014-02-27 01:10:00	ES	Futures	1909.64	1909.64	1908.86	1909.38	435.0
2014-02-27 01:15:00	ES	Futures	1909.38	1909.9	1909.38	1909.9	458.0
2014-02-27 01:20:00	ES	Futures	1909.9	1909.9	1909.64	1909.9	268.0
2014-02-27 01:25:00	ES	Futures	1909.9	1910.15	1909.64	1909.9	75.0
2014-02-27 01:30:00	ES	Futures	1909.9	1910.41	1909.9	1910.41	168.0
2014-02-27 01:35:00	ES	Futures	1910.41	1910.41	1910.15	1910.41	131.0
2014-02-27 01:40:00	ES	Futures	1910.15	1910.41	1909.9	1910.41	131.0
2014-02-27 01:45:00	ES	Futures	1910.41	1910.41	1910.15	1910.41	26.0
2014-02-27 01:50:00	ES	Futures	1910.41	1910.41	1909.9	1910.15	84.0
2014-02-27 01:55:00	ES	Futures	1910.15	1910.15	1909.9	1910.15	136.0
2014-02-27 02:00:00	ES	Futures	1909.9	1910.67	1909.9	1910.41	1023.0
2014-02-27 02:05:00	ES	Futures	1910.41	1910.41	1909.9	1909.9	355.0
2014-02-27 02:10:00	ES	Futures	1909.9	1910.15	1909.9	1910.15	293.0
2014-02-27 02:15:00	ES	Futures	1910.15	1910.15	1909.38	1909.64	436.0
2014-02-27 02:20:00	ES	Futures	1909.64	1910.15	1909.64	1909.9	411.0
2014-02-27 02:25:00	ES	Futures	1910.15	1910.67	1910.15	1910.41	706.0
2014-02-27 02:30:00	ES	Futures	1910.67	1910.67	1910.15	1910.41	294.0
2014-02-27 02:35:00	ES	Futures	1910.41	1910.67	1910.15	1910.67	371.0
2014-02-27 02:40:00	ES	Futures	1910.41	1910.67	1910.41	1910.67	280.0
2014-02-27 02:45:00	ES	Futures	1910.41	1910.67	1910.15	1910.41	435.0
2014-02-27 02:50:00	ES	Futures	1910.41	1910.41	1909.9	1910.41	198.0
2014-02-27 02:55:00	ES	Futures	1910.41	1910.41	1910.15	1910.15	552.0
2014-02-27 03:00:00	ES	Futures	1910.15	1910.67	1908.34	1909.12	4217.0
2014-02-27 03:05:00	ES	Futures	1909.12	1910.41	1907.83	1909.9	5507.0
2014-02-27 03:10:00	ES	Futures	1910.15	1910.41	1909.64	1909.9	2407.0
2014-02-27 03:15:00	ES	Futures	1909.9	1909.9	1908.6	1908.6	3069.0
2014-02-27 03:20:00	ES	Futures	1908.86	1909.38	1908.6	1909.12	2080.0
2014-02-27 03:25:00	ES	Futures	1908.86	1909.38	1908.34	1908.34	2128.0
2014-02-27 03:30:00	ES	Futures	1908.6	1910.15	1908.34	1909.9	1845.0
2014-02-27 03:35:00	ES	Futures	1909.9	1910.67	1909.64	1910.15	1098.0
2014-02-27 03:40:00	ES	Futures	1910.41	1910.41	1909.64	1909.64	967.0
2014-02-27 03:45:00	ES	Futures	1909.9	1910.41	1909.38	1910.41	993.0
2014-02-27 03:50:00	ES	Futures	1910.41	1910.41	1909.12	1909.12	437.0
2014-02-27 03:55:00	ES	Futures	1908.86	1909.64	1908.6	1909.38	1441.0
2014-02-27 04:00:00	ES	Futures	1909.64	1909.9	1908.6	1908.86	2208.0
2014-02-27 04:05:00	ES	Futures	1908.6	1909.38	1908.09	1908.6	3735.0

> showing 50 of 14,543 rows — these rows as CSV

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