PREVIEW / futures_5min / 2014-03-04

all futures 5-min files

  file:    by_date/futures_5min/2014/2014-03-04.parquet
  size:    231 KB
  rows:    14,627

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
2014-03-04 00:00:00	ES	Futures	1910.15	1910.93	1910.15	1910.93	426.0
2014-03-04 00:05:00	ES	Futures	1910.67	1910.67	1910.15	1910.41	286.0
2014-03-04 00:10:00	ES	Futures	1910.41	1910.93	1910.41	1910.67	127.0
2014-03-04 00:15:00	ES	Futures	1910.67	1910.67	1910.41	1910.67	176.0
2014-03-04 00:20:00	ES	Futures	1910.41	1910.67	1910.15	1910.41	167.0
2014-03-04 00:25:00	ES	Futures	1910.15	1910.93	1910.15	1910.41	133.0
2014-03-04 00:30:00	ES	Futures	1910.41	1910.93	1910.41	1910.67	176.0
2014-03-04 00:35:00	ES	Futures	1910.67	1911.71	1910.67	1911.45	735.0
2014-03-04 00:40:00	ES	Futures	1911.45	1913.0	1911.19	1912.74	1923.0
2014-03-04 00:45:00	ES	Futures	1912.74	1913.0	1911.96	1912.22	878.0
2014-03-04 00:50:00	ES	Futures	1911.96	1912.22	1911.71	1911.96	170.0
2014-03-04 00:55:00	ES	Futures	1911.96	1912.22	1911.71	1912.22	449.0
2014-03-04 01:00:00	ES	Futures	1911.96	1922.31	1911.71	1921.79	9617.0
2014-03-04 01:05:00	ES	Futures	1922.05	1924.64	1920.5	1921.02	10779.0
2014-03-04 01:10:00	ES	Futures	1921.02	1923.35	1919.72	1923.09	3939.0
2014-03-04 01:15:00	ES	Futures	1923.09	1923.09	1918.43	1918.69	3958.0
2014-03-04 01:20:00	ES	Futures	1918.95	1920.76	1918.17	1919.21	2787.0
2014-03-04 01:25:00	ES	Futures	1919.21	1921.54	1919.21	1919.72	1707.0
2014-03-04 01:30:00	ES	Futures	1919.47	1921.28	1919.47	1919.72	1091.0
2014-03-04 01:35:00	ES	Futures	1919.47	1919.47	1916.62	1917.4	2809.0
2014-03-04 01:40:00	ES	Futures	1917.14	1917.66	1916.62	1917.66	1579.0
2014-03-04 01:45:00	ES	Futures	1917.4	1918.17	1916.88	1917.66	1272.0
2014-03-04 01:50:00	ES	Futures	1917.91	1917.91	1917.14	1917.14	788.0
2014-03-04 01:55:00	ES	Futures	1917.14	1918.43	1916.36	1918.43	1805.0
2014-03-04 02:00:00	ES	Futures	1918.17	1920.24	1917.91	1918.43	4750.0
2014-03-04 02:05:00	ES	Futures	1918.69	1919.47	1918.43	1918.95	805.0
2014-03-04 02:10:00	ES	Futures	1918.95	1919.72	1918.69	1919.47	1387.0
2014-03-04 02:15:00	ES	Futures	1919.72	1920.76	1919.47	1920.76	2009.0
2014-03-04 02:20:00	ES	Futures	1920.76	1922.31	1920.24	1922.31	2761.0
2014-03-04 02:25:00	ES	Futures	1922.31	1922.57	1921.54	1922.05	2022.0
2014-03-04 02:30:00	ES	Futures	1921.79	1922.05	1919.72	1920.24	2519.0
2014-03-04 02:35:00	ES	Futures	1920.5	1921.02	1920.24	1921.02	1348.0
2014-03-04 02:40:00	ES	Futures	1921.02	1921.02	1919.47	1919.72	877.0
2014-03-04 02:45:00	ES	Futures	1919.72	1920.24	1918.95	1919.21	1262.0
2014-03-04 02:50:00	ES	Futures	1919.21	1919.98	1918.69	1919.98	1582.0
2014-03-04 02:55:00	ES	Futures	1919.72	1920.24	1918.69	1919.21	1190.0
2014-03-04 03:00:00	ES	Futures	1918.95	1921.02	1918.69	1920.24	5336.0
2014-03-04 03:05:00	ES	Futures	1920.5	1920.5	1918.95	1919.72	5852.0
2014-03-04 03:10:00	ES	Futures	1919.98	1921.54	1919.72	1921.54	5100.0
2014-03-04 03:15:00	ES	Futures	1921.54	1922.31	1920.5	1921.02	5978.0
2014-03-04 03:20:00	ES	Futures	1921.02	1922.83	1921.02	1921.54	4702.0
2014-03-04 03:25:00	ES	Futures	1921.54	1922.05	1919.72	1919.72	2955.0
2014-03-04 03:30:00	ES	Futures	1919.72	1921.02	1919.47	1919.98	2761.0
2014-03-04 03:35:00	ES	Futures	1920.24	1920.24	1919.47	1919.47	2253.0
2014-03-04 03:40:00	ES	Futures	1919.47	1919.98	1917.91	1918.69	4710.0
2014-03-04 03:45:00	ES	Futures	1918.69	1918.95	1917.4	1918.43	4297.0
2014-03-04 03:50:00	ES	Futures	1918.69	1919.72	1918.43	1919.21	2138.0
2014-03-04 03:55:00	ES	Futures	1919.21	1920.24	1919.21	1919.98	2577.0
2014-03-04 04:00:00	ES	Futures	1920.24	1920.24	1918.69	1918.69	3221.0
2014-03-04 04:05:00	ES	Futures	1918.69	1919.47	1918.69	1919.47	1658.0

> showing 50 of 14,627 rows — these rows as CSV

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