PREVIEW / futures_5min / 2014-03-02

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-02.parquet
  size:    50 KB
  rows:    2,537

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
2014-03-02 18:00:00	ES	Futures	1909.9	1910.93	1903.95	1906.53	25137.0
2014-03-02 18:05:00	ES	Futures	1906.53	1908.09	1905.76	1907.83	6085.0
2014-03-02 18:10:00	ES	Futures	1907.83	1908.6	1906.27	1906.79	4042.0
2014-03-02 18:15:00	ES	Futures	1906.53	1907.31	1905.5	1906.53	3653.0
2014-03-02 18:20:00	ES	Futures	1906.27	1907.83	1904.21	1904.46	4550.0
2014-03-02 18:25:00	ES	Futures	1904.46	1906.02	1903.69	1905.24	3967.0
2014-03-02 18:30:00	ES	Futures	1904.98	1905.24	1903.69	1905.24	2564.0
2014-03-02 18:35:00	ES	Futures	1905.24	1907.83	1905.24	1906.53	2896.0
2014-03-02 18:40:00	ES	Futures	1906.53	1906.53	1905.24	1905.5	1488.0
2014-03-02 18:45:00	ES	Futures	1905.5	1906.02	1905.24	1905.76	980.0
2014-03-02 18:50:00	ES	Futures	1906.02	1906.79	1905.76	1906.02	1330.0
2014-03-02 18:55:00	ES	Futures	1905.76	1906.02	1904.98	1906.02	1084.0
2014-03-02 19:00:00	ES	Futures	1906.02	1906.27	1904.98	1904.98	1731.0
2014-03-02 19:05:00	ES	Futures	1905.24	1906.27	1905.24	1905.76	1993.0
2014-03-02 19:10:00	ES	Futures	1905.76	1905.76	1903.95	1904.21	2091.0
2014-03-02 19:15:00	ES	Futures	1904.21	1905.5	1903.95	1904.46	3215.0
2014-03-02 19:20:00	ES	Futures	1904.72	1906.02	1904.46	1905.5	3075.0
2014-03-02 19:25:00	ES	Futures	1905.5	1905.5	1902.65	1902.91	4652.0
2014-03-02 19:30:00	ES	Futures	1902.91	1903.69	1902.91	1903.43	1158.0
2014-03-02 19:35:00	ES	Futures	1903.43	1903.69	1902.14	1902.39	1883.0
2014-03-02 19:40:00	ES	Futures	1902.39	1902.65	1901.62	1901.62	2638.0
2014-03-02 19:45:00	ES	Futures	1901.62	1901.88	1900.33	1900.84	3508.0
2014-03-02 19:50:00	ES	Futures	1900.84	1901.1	1900.07	1901.1	3229.0
2014-03-02 19:55:00	ES	Futures	1901.1	1901.62	1900.33	1901.1	1464.0
2014-03-02 20:00:00	ES	Futures	1901.1	1902.91	1900.84	1902.65	2711.0
2014-03-02 20:05:00	ES	Futures	1902.39	1903.43	1902.14	1903.17	1433.0
2014-03-02 20:10:00	ES	Futures	1903.17	1903.43	1902.65	1903.17	981.0
2014-03-02 20:15:00	ES	Futures	1903.17	1903.95	1903.17	1903.43	1764.0
2014-03-02 20:20:00	ES	Futures	1903.69	1903.69	1903.17	1903.43	694.0
2014-03-02 20:25:00	ES	Futures	1903.69	1903.69	1902.65	1903.17	888.0
2014-03-02 20:30:00	ES	Futures	1902.91	1903.43	1902.65	1903.17	571.0
2014-03-02 20:35:00	ES	Futures	1903.43	1905.5	1903.17	1905.5	1911.0
2014-03-02 20:40:00	ES	Futures	1905.5	1905.5	1904.46	1904.72	1384.0
2014-03-02 20:45:00	ES	Futures	1904.72	1904.98	1903.17	1904.46	1632.0
2014-03-02 20:50:00	ES	Futures	1904.46	1904.72	1903.43	1904.46	1357.0
2014-03-02 20:55:00	ES	Futures	1904.46	1906.02	1904.21	1904.98	1483.0
2014-03-02 21:00:00	ES	Futures	1904.98	1905.24	1904.21	1904.46	731.0
2014-03-02 21:05:00	ES	Futures	1904.46	1905.76	1904.21	1905.5	1093.0
2014-03-02 21:10:00	ES	Futures	1905.5	1906.53	1905.5	1906.02	907.0
2014-03-02 21:15:00	ES	Futures	1906.02	1906.27	1905.24	1905.76	587.0
2014-03-02 21:20:00	ES	Futures	1905.76	1906.27	1905.76	1906.27	407.0
2014-03-02 21:25:00	ES	Futures	1906.27	1906.79	1906.27	1906.79	738.0
2014-03-02 21:30:00	ES	Futures	1906.79	1907.57	1906.53	1907.05	1503.0
2014-03-02 21:35:00	ES	Futures	1906.79	1907.31	1906.79	1907.05	670.0
2014-03-02 21:40:00	ES	Futures	1907.31	1907.31	1906.27	1906.53	507.0
2014-03-02 21:45:00	ES	Futures	1906.27	1906.79	1906.02	1906.79	343.0
2014-03-02 21:50:00	ES	Futures	1906.79	1907.57	1906.53	1907.31	684.0
2014-03-02 21:55:00	ES	Futures	1907.57	1908.6	1907.31	1908.09	1590.0
2014-03-02 22:00:00	ES	Futures	1908.34	1908.34	1906.79	1907.57	801.0
2014-03-02 22:05:00	ES	Futures	1907.31	1907.57	1904.98	1905.5	1368.0

> showing 50 of 2,537 rows — these rows as CSV

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