PREVIEW / futures_5min / 2014-03-03

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-03.parquet
  size:    234 KB
  rows:    14,651

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
2014-03-03 00:00:00	ES	Futures	1906.79	1907.57	1906.79	1907.57	509.0
2014-03-03 00:05:00	ES	Futures	1907.31	1908.6	1907.31	1908.34	940.0
2014-03-03 00:10:00	ES	Futures	1908.34	1908.6	1908.09	1908.09	453.0
2014-03-03 00:15:00	ES	Futures	1908.09	1909.12	1907.83	1909.12	1494.0
2014-03-03 00:20:00	ES	Futures	1909.12	1909.64	1908.86	1909.64	811.0
2014-03-03 00:25:00	ES	Futures	1909.64	1909.64	1908.86	1908.86	331.0
2014-03-03 00:30:00	ES	Futures	1909.12	1909.38	1908.86	1908.86	720.0
2014-03-03 00:35:00	ES	Futures	1909.12	1909.12	1908.09	1908.34	337.0
2014-03-03 00:40:00	ES	Futures	1908.34	1908.6	1907.83	1908.09	528.0
2014-03-03 00:45:00	ES	Futures	1908.09	1908.09	1907.83	1908.09	88.0
2014-03-03 00:50:00	ES	Futures	1908.09	1908.6	1908.09	1908.6	406.0
2014-03-03 00:55:00	ES	Futures	1908.6	1908.6	1907.31	1907.31	772.0
2014-03-03 01:00:00	ES	Futures	1907.57	1907.57	1907.05	1907.31	308.0
2014-03-03 01:05:00	ES	Futures	1907.31	1908.6	1907.05	1908.34	471.0
2014-03-03 01:10:00	ES	Futures	1908.34	1908.34	1907.31	1908.09	482.0
2014-03-03 01:15:00	ES	Futures	1908.09	1908.09	1907.57	1907.57	232.0
2014-03-03 01:20:00	ES	Futures	1907.57	1908.6	1907.57	1907.57	793.0
2014-03-03 01:25:00	ES	Futures	1907.31	1907.57	1906.53	1906.53	557.0
2014-03-03 01:30:00	ES	Futures	1906.79	1907.31	1906.53	1906.79	406.0
2014-03-03 01:35:00	ES	Futures	1907.05	1907.57	1906.79	1907.31	259.0
2014-03-03 01:40:00	ES	Futures	1907.57	1907.57	1907.31	1907.31	430.0
2014-03-03 01:45:00	ES	Futures	1907.05	1907.31	1906.53	1906.79	400.0
2014-03-03 01:50:00	ES	Futures	1906.79	1906.79	1905.76	1906.53	1197.0
2014-03-03 01:55:00	ES	Futures	1906.53	1906.79	1905.5	1905.76	887.0
2014-03-03 02:00:00	ES	Futures	1905.5	1906.27	1904.72	1905.24	3736.0
2014-03-03 02:05:00	ES	Futures	1904.98	1905.24	1903.43	1903.69	3163.0
2014-03-03 02:10:00	ES	Futures	1903.43	1903.95	1902.65	1903.95	1857.0
2014-03-03 02:15:00	ES	Futures	1903.69	1904.46	1903.69	1904.46	1198.0
2014-03-03 02:20:00	ES	Futures	1904.46	1905.5	1904.46	1905.5	1341.0
2014-03-03 02:25:00	ES	Futures	1905.5	1906.27	1905.24	1905.5	1151.0
2014-03-03 02:30:00	ES	Futures	1905.5	1905.76	1904.72	1905.5	1382.0
2014-03-03 02:35:00	ES	Futures	1905.5	1905.76	1904.98	1905.24	1222.0
2014-03-03 02:40:00	ES	Futures	1905.5	1905.76	1904.98	1905.24	1366.0
2014-03-03 02:45:00	ES	Futures	1905.24	1905.76	1904.72	1904.72	1742.0
2014-03-03 02:50:00	ES	Futures	1904.98	1904.98	1902.91	1903.43	3646.0
2014-03-03 02:55:00	ES	Futures	1903.43	1904.46	1903.17	1904.46	1707.0
2014-03-03 03:00:00	ES	Futures	1904.72	1906.53	1902.91	1903.43	8939.0
2014-03-03 03:05:00	ES	Futures	1903.43	1906.27	1903.43	1904.98	7546.0
2014-03-03 03:10:00	ES	Futures	1905.24	1905.76	1904.46	1905.24	7029.0
2014-03-03 03:15:00	ES	Futures	1904.98	1905.24	1903.69	1904.72	6689.0
2014-03-03 03:20:00	ES	Futures	1904.72	1905.76	1904.21	1905.24	4948.0
2014-03-03 03:25:00	ES	Futures	1905.24	1905.24	1903.43	1903.95	5749.0
2014-03-03 03:30:00	ES	Futures	1904.21	1905.5	1904.21	1904.72	3564.0
2014-03-03 03:35:00	ES	Futures	1904.98	1906.27	1904.72	1906.02	3316.0
2014-03-03 03:40:00	ES	Futures	1906.02	1906.27	1905.24	1905.5	2229.0
2014-03-03 03:45:00	ES	Futures	1905.76	1907.57	1905.76	1907.31	4442.0
2014-03-03 03:50:00	ES	Futures	1907.31	1909.12	1907.05	1908.09	4709.0
2014-03-03 03:55:00	ES	Futures	1908.34	1908.86	1908.09	1908.34	2757.0
2014-03-03 04:00:00	ES	Futures	1908.34	1908.6	1907.57	1907.57	3148.0
2014-03-03 04:05:00	ES	Futures	1907.57	1908.09	1907.57	1908.09	1849.0

> showing 50 of 14,651 rows — these rows as CSV

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